OldFaithful_Pseudo_Conversion

import re
import math

def extract_traded_symbol(traded_symbol):
    # Use regular expression to extract equity name, expiration date, type, and strike
    match = re.match(r"(\d+)([CP])(\d+)-(\d+)-(\d+)-(\w{1,4})", traded_symbol[::-1])
    if match:
        strike = int(match.group(1)[::-1])
        type = match.group(2)[::-1]
        year = match.group(3)[::-1]
        month = match.group(4)[::-1]
        day = match.group(5)[::-1]
        equity = match.group(6)[::-1]
        
        expiration_date = f"20{year}-{month.zfill(2)}-{day.zfill(2)}"
        return type, strike, equity, expiration_date
    else:
        raise ValueError("Invalid traded symbol format. Please use the format: EQUITY-YY-MM-DD-CPSTRIKE")

def calculate_lot_size(account_balance, derivative_price):
    max_lot_size = int(account_balance / (0.025 * derivative_price))
    return max(1, min(max_lot_size, 1))  # Set a maximum of 1 lot and ensure it's at least 1

def adjust_lot_size(account_balance, derivative_price, current_lot_size, strike):
    value_threshold = 0.025 * account_balance
    
    # Initial attempt with 3 contracts
    value = strike * 3

    while True:
        if value < value_threshold:
            current_lot_size += 1
        elif value > value_threshold:
            current_lot_size -= 1
        else:
            break
        
        value = strike * current_lot_size
        
        if current_lot_size == 1 or value == value_threshold:
            break

    return current_lot_size

def enter_position(eEquity, oEquity, expiration_date, strike, eOpen_price, eHigh_price, eLow_price, eClose_price, account_balance):
    n1 = len(eClose_price) - 1
    n2, n3, n4, n5, n6 = n1 - 1, n1 - 2, n1 - 3, n1 - 4, n1 - 5

    # Check if closing price of equity (n1) exceeds ALL the closing prices of the prior three candles
    if eClose_price[n1] > max(eClose_price[n2], eClose_price[n3], eClose_price[n4]):
        # Check if closing price of equity (n1) exceeds the highs of the prior five candles
        if eClose_price[n1] > max(eHigh_price[n2], eHigh_price[n3], eHigh_price[n4], eHigh_price[n5], eHigh_price[n6]):
            # Enter the position
            eEquity_price = eClose_price[n1]  # Replace this with actual eEquity price retrieval logic
            lot_size = calculate_lot_size(account_balance, eEquity_price)

            # Adjust lot size iteratively
            lot_size = adjust_lot_size(account_balance, eEquity_price, lot_size, strike)

            if lot_size > 0:
                oEquity_price = eClose_price[n1]  # Replace this with actual oEquity price retrieval logic
                contracts_per_lot = math.ceil(0.025 * account_balance / oEquity_price)
                print(f"Execute entry for {int(lot_size)} lot(s) of {contracts_per_lot} contract(s) each of {oEquity} on {eEquity} with expiration {expiration_date} and strike {strike} at eEquity price {eEquity_price} and oEquity price {oEquity_price}")

# User input for aggregation period and eEquity
aggregation_period = int(input("Enter the aggregation period in minutes (e.g., 3): "))
traded_symbol_input = input("Enter the traded symbol (e.g., AAPL-22-02-28-C123): ")
type, strike, eEquity, expiration_date = extract_traded_symbol(traded_symbol_input)

# Example usage with open, high, low, close for each candle
eOpen_price = []
eHigh_price = []
eLow_price = []
eClose_price = []

# Simulating continuous updating and checking at the end of each 3-minute candle
account_balance = float(input("Enter the account balance: "))  # Replace this with actual account balance retrieval logic
while True:
    try:
        # Simulating the update with new candle data (replace this with actual data input)
        new_eOpen = round(float(input("Enter the open price for the new candle: ")), 2)
        new_eHigh = round(float(input("Enter the high price for the new candle: ")), 2)
        new_eLow = round(float(input("Enter the low price for the new candle: ")), 2)
        new_eClose = round(float(input("Enter the close price for the new candle: ")), 2)
        
        # Append the new candle data
        eOpen_price.append(new_eOpen)
        eHigh_price.append(new_eHigh)
        eLow_price.append(new_eLow)
        eClose_price.append(new_eClose)

        # Check and enter position at the end of each aggregation period
        if len(eClose_price) % (aggregation_period // 3) == 0:
            enter_position(eEquity, oEquity, expiration_date, strike, eOpen_price, eHigh_price, eLow_price, eClose_price, account_balance)
            
    except ValueError:
        print("Please enter valid numeric values with no more than 2 decimal places.")