public async Task ScriptIsProfitableOrNot()
        {
            //Get All Candles according to
            MAStrategy mAStrategy         = new MAStrategy();
            var        symbolService      = new SymbolService();
            var        userSessionService = new UserSessionService();
            var        symbol             = await symbolService.GetAsync(21108);

            var userSession = await userSessionService.GetCurrentSession();

            PositionTestModel positionTestModel = null;

            if (userSession != null)
            {
                var zeropdhaService = new ZerodhaBroker(new UserSessionModel()
                {
                    AccessToken = userSession.AccessToken,
                    ApiKey      = userSession.ApiKey,
                    AppSecret   = userSession.AppSecret,
                    PublicToken = userSession.PublicToken,
                    UserId      = userSession.UserId
                });
                var candles = zeropdhaService.GetData(
                    symbol, mAStrategy._HistoricalDataTimeframe,
                    DateTime.Now.AddDays(-7),
                    DateTime.Now.AddDays(-2), false);
                positionTestModel = GetProfitOfDay(symbol, candles);
            }
            Assert.IsTrue(positionTestModel.Profit > 1, "Symbol is Not Profitable");
        }
        private async Task Start()
        {
            var userSession = await _userSessionService.GetCurrentSession();

            _zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
            if (IsMarketClosed())
            {
                //Copy All Orders to DB
                var orders = _zeropdhaService._kite.GetOrders();
                if (orders != null)
                {
                    await _brokerOrderService.SyncOrders(orders);
                }
                //Copy All Day Positions
                var positions = _zeropdhaService._kite.GetPositions();
                if (positions.Day != null)
                {
                    await _brokerPositionService.SyncPositions(positions.Day);
                }

                //Delete Cached Data
                DeleteCachedHistoricalData();

                //Write code for following tasks ->
                //Kill Jobs
                //Shutdown VM
            }
        }
Example #3
0
        //public async Task Start(int jobId)
        //{
        //    //check indian standard time
        //    TimeZoneInfo INDIAN_ZONE = TimeZoneInfo.FindSystemTimeZoneById("India Standard Time");
        //    var indianTime = TimeZoneInfo.ConvertTimeFromUtc(DateTime.UtcNow, INDIAN_ZONE).TimeOfDay;
        //    var start = new TimeSpan(10, 0, 0); //10 o'clock
        //    var end = new TimeSpan(18, 30, 0); //12 o'clock
        //    if ((indianTime > start) && (indianTime < end))
        //    {
        //        _jobId = jobId;
        //        var job = await _jobService.GetJob(jobId);
        //        var strategy = await _strategyService.Get(job.StrategyId);
        //        var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);

        //        var userSession = await _userSessionService.GetCurrentSession();
        //        _zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map<UserSessionModel>(userSession));
        //        var positions = _zeropdhaService._kite.GetPositions();
        //        var orders = _zeropdhaService._kite.GetOrders();

        //        Parallel.ForEach(symbols, symbol =>
        //        {
        //            var candles = _zeropdhaService.GetData(symbol, _HistoricalDataInDays, _HistoricalDataTimeframe);
        //            if (candles != null && candles.Count() > 0)
        //            {
        //                var position = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
        //                var order = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "TRIGGER PENDING").FirstOrDefault();
        //                var parentOrder = orders.Where(x => x.OrderId == order.ParentOrderId).FirstOrDefault();
        //                if (position.Quantity != 0)
        //                    SquareOffOpenPosition(symbol, candles, position, order, parentOrder);
        //                else if (positions.Day != null && positions.Day.Count < _MaxActivePositions)
        //                {
        //                    if (!BullishScan(symbol, candles))
        //                        BearishScan(symbol, candles);
        //                }
        //            }
        //        });

        //        //Update Status after every round of scanning
        //        job.Status = JobStatus.Running.ToString();
        //        job.ModifiedDate = DateTime.Now;
        //        await _jobService.Update(job);
        //    }
        //}

        public async Task Start(int jobId)
        {
            _jobId = jobId;
            var job = await _jobService.GetJob(jobId);

            var strategy = await _strategyService.Get(job.StrategyId);

            var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);

            var userSession = await _userSessionService.GetCurrentSession();

            _zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
            var positions = _zeropdhaService._kite.GetPositions();
            var orders    = _zeropdhaService._kite.GetOrders();

            Parallel.ForEach(symbols, symbol =>
            {
                var candles = _zeropdhaService.GetData(symbol, _HistoricalDataInDays, _HistoricalDataTimeframe);
                if (candles != null && candles.Count() > 0)
                {
                    var position    = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
                    var order       = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "TRIGGER PENDING").FirstOrDefault();
                    var parentOrder = orders.Where(x => x.OrderId == order.ParentOrderId).FirstOrDefault();
                    BullishScan(symbol, candles);
                }
            });

            //Update Status after every round of scanning
            job.Status       = JobStatus.Running.ToString();
            job.ModifiedDate = DateTime.Now;
            await _jobService.Update(job);
        }
        public async Task <ActionResult> Sync()
        {
            var userSessionService = new UserSessionService();
            var userSession        = await userSessionService.GetCurrentSession();

            var _zerodhaBroker = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
            var instruments    = _zerodhaBroker._kite.GetInstruments().Where(x => x.Exchange == "NSE" || x.Exchange == "BSE").ToList();

            await _symbolService.DataRefereshAsync(instruments);

            return(View());
        }
        public async Task WeeklyWatchlistIsProfitableOrNot()
        {
            List <PositionTestModel> positionWeekTestModels = new List <PositionTestModel>();
            //Get All Candles according to
            MAStrategy mAStrategy         = new MAStrategy();
            var        watchlistService   = new WatchlistService();
            var        userSessionService = new UserSessionService();

            var symbols = await watchlistService.GetSymbols(1);

            var userSession = await userSessionService.GetCurrentSession();

            var weekStart = 5;

            if (userSession != null)
            {
                var zeropdhaService = new ZerodhaBroker(new UserSessionModel()
                {
                    AccessToken = userSession.AccessToken,
                    ApiKey      = userSession.ApiKey,
                    AppSecret   = userSession.AppSecret,
                    PublicToken = userSession.PublicToken,
                    UserId      = userSession.UserId
                });

                for (int i = 0; i < 5; i++)
                {
                    List <PositionTestModel> positionTestModels = new List <PositionTestModel>();
                    Parallel.ForEach(symbols.Take(50), symbol =>
                    {
                        var candles = zeropdhaService.GetData(
                            symbol, mAStrategy._HistoricalDataTimeframe,
                            new DateTime(2018, 3, weekStart + i, 18, 0, 0).AddDays(mAStrategy._HistoricalDataInDays),
                            //DateTime.Now
                            new DateTime(2018, 3, weekStart + i, 18, 0, 0),
                            false);

                        positionTestModels.Add(GetProfitOfDay(symbol, candles));
                    });

                    positionWeekTestModels.Add(new PositionTestModel()
                    {
                        dateTime       = new DateTime(2018, 3, weekStart + i, 0, 0, 0),
                        NoOfPositions  = positionTestModels.Where(x => x != null).Sum(x => x.NoOfPositions),
                        NoOfProfitable = positionTestModels.Where(x => x != null).Sum(x => x.NoOfProfitable),
                        NoOfStopHit    = positionTestModels.Where(x => x != null).Sum(x => x.NoOfStopHit),
                        Profit         = positionTestModels.Where(x => x != null).Sum(x => x.Profit)
                    });
                }
            }
            Assert.IsTrue(positionWeekTestModels.Where(x => x != null).Sum(x => x.Profit) > 1, "Week is Not Profitable");
        }
Example #6
0
        public async Task <ActionResult> Index()
        {
            var userSession = await _userSessionService.GetCurrentSession();

            if (userSession == null)
            {
                var loginModel = new LoginViewmodel()
                {
                    ZerodhaUserId = "PS6365",
                    ApiKey        = "17fzkglzv7v07xx1",
                    ApiSecret     = "tvr9hcb8mt6gf2joq8jl3kn61dt41l9h"
                };
                return(View(loginModel));
            }
            else
            {
                Session["userSession"] = AutoMapper.Mapper.Map <UserSessionModel>(userSession);
                return(RedirectToAction("Index", "Home"));
            }
        }
Example #7
0
        public async Task Start(int jobId)
        {
            var job = await _jobService.GetJob(jobId);

            _jobId = jobId;
            var symbols = await _watchlistService.GetSymbols(job.Strategy.WatchlistId);

            var userSession = await _userSessionService.GetCurrentSession();

            _zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
            var positions = _zeropdhaService._kite.GetPositions();
            var orders    = _zeropdhaService._kite.GetOrders();

            Parallel.ForEach(symbols, symbol =>
            {
                var candles = _zeropdhaService.GetData(symbol, -2, Constants.INTERVAL_5MINUTE);
                if (candles.Count() > 0)
                {
                    var position = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
                    var order    = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "TRIGGER PENDING").FirstOrDefault();
                    if (position.Quantity != 0)
                    {
                        SquareOffOpenPosition(symbol, candles, position, order);
                    }
                    else
                    {
                        if (!BullishScan(symbol, candles))
                        {
                            BearishScan(symbol, candles);
                        }
                    }
                }
            });

            //Update Status after every round of scanning
            job.Status       = JobStatus.Running.ToString();
            job.ModifiedDate = DateTime.Now;
            await _jobService.Update(job);
        }
Example #8
0
        public async Task Start(int jobId, bool isDevelopment = false)
        {
            _jobId = jobId;
            StringBuilder sb = new StringBuilder();
            Stopwatch     sw = new Stopwatch();

            sw.Start();

            var indianTime = GlobalConfigurations.IndianTime;

            ApplicationLogger.LogJob(jobId, " job Started " + indianTime.ToString());

            //check indian standard time

            if (((indianTime.TimeOfDay > preMarketStart) && (indianTime.TimeOfDay < preMarketEnd)) || isDevelopment)
            {
                //Load History Data
                await CacheHistoryData(indianTime, isDevelopment);
            }

            if (((indianTime.TimeOfDay > marketStart) && (indianTime.TimeOfDay < marketEnd)) || isDevelopment)
            {
                var job = await _jobService.GetJob(jobId);

                var strategy = await _strategyService.Get(job.StrategyId);

                var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);

                var userSession = await _userSessionService.GetCurrentSession();

                if (userSession != null)
                {
                    _zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
                    var positions = _zeropdhaService._kite.GetPositions();
                    var orders    = _zeropdhaService._kite.GetOrders();

                    if (positions.Day != null && positions.Day.Where(x => x.Quantity != 0).Count() < _MaxActivePositions)
                    {
                        await symbols.ParallelForEachAsync(async symbol =>
                        {
                            var candles = await _zeropdhaService.GetCachedDataAsync(symbol, _HistoricalDataTimeframe, indianTime.AddDays(_HistoricalDataInDays),
                                                                                    indianTime,
                                                                                    isDevelopment: isDevelopment);
                            if (candles != null && candles.Count() > 0)
                            {
                                var position = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
                                var order    = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "OPEN");
                                //check whether orde is expired
                                IsOrderExpired(position, order);
                                if (position.Quantity == 0 && order.Count() == 0)
                                {
                                    Scan(symbol, candles);
                                }
                            }
                        });
                    }

                    //Update Status after every round of scanning
                    job.Status       = JobStatus.Running.ToString();
                    job.ModifiedDate = DateTime.Now;
                    await _jobService.Update(job);
                }
                else
                {
                    ApplicationLogger.LogJob(jobId, " Not Authenticated !");
                }
            }
            sw.Stop();
            ApplicationLogger.LogJob(jobId, " job Completed in - " + sw.Elapsed.TotalSeconds + " (Seconds)");
        }
        public async Task RegressionMonthlyWatchlistIsProfitableOrNot()
        {
            List <PositionTestModel> positionWeekTestModels = new List <PositionTestModel>();
            //Get All Candles according to
            MAStrategy mAStrategy         = new MAStrategy();
            var        watchlistService   = new WatchlistService();
            var        userSessionService = new UserSessionService();

            var symbols = await watchlistService.GetSymbols(1);

            var userSession = await userSessionService.GetCurrentSession();

            var weekStart = new DateTime(2018, 2, 5, 9, 0, 0).StartOfWeek(DayOfWeek.Monday);

            IList <PositionTestModel> positionTestModels = new List <PositionTestModel>();

            for (int emaShortPeriodCounter = 3; emaShortPeriodCounter < 20; emaShortPeriodCounter++)
            {
                for (int emaLongPeriodCounter = emaShortPeriodCounter += 1; emaLongPeriodCounter < 25; emaLongPeriodCounter++)
                {
                    mAStrategy._EmaShortPeriod = emaShortPeriodCounter;
                    mAStrategy._EmaLongPeriod  = emaLongPeriodCounter;
                    for (int weekCounter = 0; weekCounter < 4; weekCounter++)
                    {
                        DateTime tempWeekStart = weekStart.AddDays(weekCounter * 7);
                        if (userSession != null)
                        {
                            var zeropdhaService = new ZerodhaBroker(new UserSessionModel()
                            {
                                AccessToken = userSession.AccessToken,
                                ApiKey      = userSession.ApiKey,
                                AppSecret   = userSession.AppSecret,
                                PublicToken = userSession.PublicToken,
                                UserId      = userSession.UserId
                            });

                            for (int dayCounter = 0; dayCounter < 5; dayCounter++)
                            {
                                Parallel.ForEach(symbols.Take(50), symbol =>
                                {
                                    var candles = zeropdhaService.GetData(
                                        symbol, mAStrategy._HistoricalDataTimeframe,
                                        new DateTime(2018, 3, tempWeekStart.Day + dayCounter, 9, 0, 0).AddDays(mAStrategy._HistoricalDataInDays),
                                        //DateTime.Now
                                        new DateTime(2018, 3, tempWeekStart.Day + dayCounter, 18, 0, 0),
                                        false);

                                    positionTestModels.Add(GetProfitOfDay(symbol, candles, mAStrategy));
                                });

                                positionWeekTestModels.Add(new PositionTestModel()
                                {
                                    EMA            = emaShortPeriodCounter + ", " + emaLongPeriodCounter,
                                    Period         = mAStrategy._HistoricalDataTimeframe,
                                    dateTime       = new DateTime(2018, 3, tempWeekStart.Day + dayCounter, 0, 0, 0),
                                    NoOfPositions  = positionTestModels.Where(x => x != null).Sum(x => x.NoOfPositions),
                                    NoOfProfitable = positionTestModels.Where(x => x != null).Sum(x => x.NoOfProfitable),
                                    NoOfStopHit    = positionTestModels.Where(x => x != null).Sum(x => x.NoOfStopHit),
                                    Profit         = positionTestModels.Where(x => x != null).Sum(x => x.Profit)
                                });
                            }
                        }
                    }
                }
            }

            positionWeekTestModels.WriteCSV(@"D:\Work\Autotrading\Results\RegressionMonth-" + mAStrategy._HistoricalDataTimeframe + ".csv");
            Assert.IsTrue(positionWeekTestModels.Where(x => x != null).Sum(x => x.Profit) > 1, "Week is Not Profitable");
        }