-
Notifications
You must be signed in to change notification settings - Fork 8
/
Copy pathShort Selling IB Trading.py
206 lines (172 loc) · 10.3 KB
/
Short Selling IB Trading.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
# Databricks notebook source
import datetime
import time
import requests
import json
from lxml import html
from ib_insync import *
from pytz import timezone
util.startLoop() #uncomment this line when in a notebook
ib = IB()
#ib.connect('10.1.0.4', 7496, clientId=1, timeout=30) #Uncomment if using TWS
ib.connect('10.1.0.4', 4002, clientId=2, timeout=30) #Uncomment if using IB Gateway
session = requests.session()
Symbol_arr = []
Company_arr = []
ShortActivist_arr = []
ReleaseDate_arr = []
headers = {
'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7',
'Accept-Language': 'en-US,en;q=0.9', 'Connection': 'keep-alive', 'Referer': 'https://breakoutpoint.com/',
'Sec-Fetch-Dest': 'document', 'Sec-Fetch-Mode': 'navigate', 'Sec-Fetch-Site': 'same-origin', 'Sec-Fetch-User': '?1',
'Upgrade-Insecure-Requests': '1',
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
'sec-ch-ua': '"Not_A Brand";v="8", "Chromium";v="120", "Google Chrome";v="120"', 'sec-ch-ua-mobile': '?0',
'sec-ch-ua-platform': '"Windows"', }
def login():
response = session.get('https://breakoutpoint.com/accounts/login/', headers=headers)
csrftoken = response.cookies.get_dict()['csrftoken']
data = {'csrfmiddlewaretoken': csrftoken, 'login': '[email protected]', 'password': 'Christophe24!', }
response = session.post('https://breakoutpoint.com/accounts/login/', headers=headers, data=data)
global csrfmiddlewaretoken
doc = html.fromstring(response.text)
csrfmiddlewaretoken = doc.xpath('//*[@name="csrfmiddlewaretoken"]/@value')[0].strip()
def get_data():
global Symbol_arr
global Company_arr
global ShortActivist_arr
global ReleaseDate_arr
tmp_symbol_lst = []
tmp_company_lst = []
tmp_shortactivist_lst = []
tmp_relase_date_lst = []
tmp_dict_data = []
page = 0
while True:
data = {'columns[0][data]': '13', 'columns[0][name]': 'symbol', 'columns[0][searchable]': 'true',
'columns[0][orderable]': 'true', 'columns[0][search][value]': '', 'columns[0][search][regex]': 'false',
'columns[1][data]': '1', 'columns[1][name]': 'issuer', 'columns[1][searchable]': 'true',
'columns[1][orderable]': 'true', 'columns[1][search][value]': '', 'columns[1][search][regex]': 'false',
'columns[2][data]': '0', 'columns[2][name]': 'activist', 'columns[2][searchable]': 'true',
'columns[2][orderable]': 'true', 'columns[2][search][value]': '', 'columns[2][search][regex]': 'false',
'columns[3][data]': '3', 'columns[3][name]': 'release_date', 'columns[3][searchable]': 'true',
'columns[3][orderable]': 'true', 'columns[3][search][value]': '', 'columns[3][search][regex]': 'false',
'columns[4][data]': '10', 'columns[4][name]': 'campaign_return', 'columns[4][searchable]': 'true',
'columns[4][orderable]': 'true', 'columns[4][search][value]': '', 'columns[4][search][regex]': 'false',
'columns[5][data]': '16', 'columns[5][name]': 'percent_change_daily ', 'columns[5][searchable]': 'true',
'columns[5][orderable]': 'true', 'columns[5][search][value]': '', 'columns[5][search][regex]': 'false',
'columns[6][data]': '21', 'columns[6][name]': 'country', 'columns[6][searchable]': 'true',
'columns[6][orderable]': 'true', 'columns[6][search][value]': '', 'columns[6][search][regex]': 'false',
'columns[7][data]': '24', 'columns[7][name]': 'region', 'columns[7][searchable]': 'true',
'columns[7][orderable]': 'true', 'columns[7][search][value]': '', 'columns[7][search][regex]': 'false',
'columns[8][data]': '25', 'columns[8][name]': 'marketcapinitial', 'columns[8][searchable]': 'true',
'columns[8][orderable]': 'true', 'columns[8][search][value]': '', 'columns[8][search][regex]': 'false',
'order[0][column]': '3', 'order[0][dir]': 'desc', 'start': f'{page}', 'length': '20', 'search[value]': '',
'search[regex]': 'false', 'active_closed': 'L', 'csrfmiddlewaretoken': csrfmiddlewaretoken, }
response = session.post('https://breakoutpoint.com/activists-shorts/assc/', headers=headers, data=data)
content = json.loads(response.text)
try:
content_data = content['data']
except:
content_data = []
if content_data:
for data_ in content_data:
try:
symbol_ = data_[13].strip()
except:
symbol_ = ''
try:
Release_date = data_[3].strip()
except:
Release_date = ''
try:
company = data_[1].strip()
except:
company = ''
try:
shortactivist = data_[0].strip()
except:
shortactivist = ''
if symbol_ == '' and company == '' and shortactivist == '' and Release_date == '':
continue
data = {'symbol_': symbol_, 'Release_date': Release_date, 'company': company,
'shortactivist': shortactivist}
if data not in tmp_dict_data:
tmp_dict_data.append(data)
tmp_symbol_lst.append(symbol_)
tmp_company_lst.append(company)
tmp_shortactivist_lst.append(shortactivist)
tmp_relase_date_lst.append(Release_date)
page += 20
else:
break
Symbol_arr = tmp_symbol_lst + Symbol_arr
Company_arr = tmp_company_lst + Company_arr
ShortActivist_arr = tmp_shortactivist_lst + ShortActivist_arr
ReleaseDate_arr = tmp_relase_date_lst + ReleaseDate_arr
placedOrder_Symbol_arr = []
placedOrder_Company_arr = []
placedOrder_ShortActivist_arr = []
placedOrder_ReleaseDate_arr = []
if __name__ == '__main__':
login()
while True:
tz = timezone('EST')
current_date_str = datetime.datetime.now(tz).strftime('%Y-%m-%d')
current_date_datetime = datetime.datetime.strptime(current_date_str, '%Y-%m-%d')
OPG_time_datetime = datetime.datetime.strptime('09:15:00', '%H:%M:%S')
current_time_str = datetime.datetime.now(tz).strftime('%H:%M:%S')
current_time_datetime = datetime.datetime.strptime(current_time_str, '%H:%M:%S')
MOC_time_datetime = datetime.datetime.strptime('15:45:00', '%H:%M:%S')
print(f'Start Time in US Eastern Timezone: {datetime.datetime.now(tz)}')
get_data()
print(placedOrder_Symbol_arr)
for eachSymbol_Release_date_idx in range(0, 20, 1):
if datetime.datetime.strptime(ReleaseDate_arr[eachSymbol_Release_date_idx],'%Y-%m-%d') == current_date_datetime and Symbol_arr[eachSymbol_Release_date_idx] not in placedOrder_Symbol_arr:
contract = Stock(Symbol_arr[eachSymbol_Release_date_idx], 'SMART', 'USD')
if OPG_time_datetime < current_time_datetime < MOC_time_datetime:
ib.qualifyContracts(contract)
nlv = float([v.value for v in ib.accountValues() if v.tag == 'NetLiquidationByCurrency' and v.currency == 'BASE'][0])
nlv = nlv/7.75 #Base curreney: HKD. Uncomment if it is USD.
historical_data = ib.reqHistoricalData(
contract=contract,
endDateTime='',
barSizeSetting='1 secs',
durationStr='60 S',
whatToShow='MIDPOINT',
useRTH=False)
last_historical_data = historical_data[-1].open
available_shortSell_nlv = nlv/2
positionSizePercentage = 0.25
qty = (available_shortSell_nlv*positionSizePercentage)//last_historical_data
mktSellOrder = Order(action="SELL", totalQuantity=qty, orderType="MTL",tif="DAY",outsideRth=False)
mktSellOrder_trade = ib.placeOrder(contract, mktSellOrder)
print(mktSellOrder_trade.log)
print(mktSellOrder_trade.orderStatus.status)
elif OPG_time_datetime > current_time_datetime < MOC_time_datetime:
ib.qualifyContracts(contract)
nlv = float([v.value for v in ib.accountValues() if v.tag == 'NetLiquidationByCurrency' and v.currency == 'BASE'][0])
nlv = nlv/7.75 #Base curreney: HKD. Uncomment if it is USD.
historical_data = ib.reqHistoricalData(
contract=contract,
endDateTime='',
barSizeSetting='1 secs',
durationStr='60 S',
whatToShow='MIDPOINT',
useRTH=False)
last_historical_data = historical_data[-1].open
available_shortSell_nlv = nlv/2
positionSizePercentage = 0.25
qty = (available_shortSell_nlv*positionSizePercentage)//last_historical_data
OPGmktSellOrder = Order(action="SELL", totalQuantity=qty, orderType="MKT",tif="OPG")
OPGmktSellOrder_trade = ib.placeOrder(contract, OPGmktSellOrder)
print(OPGmktSellOrder_trade.log)
print(OPGmktSellOrder_trade.orderStatus.status)
ib.qualifyContracts(contract)
mocBuyOrder = Order(action="BUY", totalQuantity=qty, orderType="MOC",tif="DAY",outsideRth=False)
mocBuyOrder_trade = ib.placeOrder(contract, mocBuyOrder)
print(mocBuyOrder_trade.log)
print(mocBuyOrder_trade.orderStatus.status)
placedOrder_Symbol_arr.append(Symbol_arr[eachSymbol_Release_date_idx])
print(f'End Time in US Eastern Timezone: {datetime.datetime.now(tz)}')
time.sleep(60)