fix webull TickerId error

README.rst

@@ -29,7 +29,11 @@
     about integration with broker and data streams (currently integrates with zerodha [*]_).
     Kinetick is aimed to make systematic trading available for everyone.
 
-Leave the heavy lifting to kinetick so that you can focus on building strategies.
+Leave the heavy lifting to kinetick and you focus on building strategies.
+
+WARNING
+
+This project is still in its early stages, please be cautious when dealing with real money.
 
 `Changelog » <./CHANGELOG.rst>`_
 

blotter.Dockerfile

@@ -29,7 +29,7 @@ ENV dbport=27017
 ENV dbuser=kinetick
 ENV dbpassword=kinetick
 ENV dbname=kinetick
-ENV dbskip=false
+ENV dbskip=true
 ENV LOGLEVEL=INFO
 
 CMD [ "python", "-m", "kinetick.factory.blotter" ]

blotter.arm64.Dockerfile

@@ -0,0 +1,35 @@
+FROM python:3.7-slim
+
+WORKDIR /app
+ADD ./requirements.txt /app/requirements.txt
+ADD ./constraints.txt /app/constraints.txt
+
+RUN apt-get update && apt-get install -y wget && apt-get install -y build-essential && apt-get install -y git
+# TA-Lib
+RUN wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz && \
+  tar -xvzf ta-lib-0.4.0-src.tar.gz && \
+  cd ta-lib/ && \
+  ./configure --prefix=/usr --build=aarch64-unknown-linux-gnu && \
+  make && \
+  make install
+
+RUN python -m pip install --upgrade pip && \
+    pip install -r requirements.txt -c constraints.txt --no-cache-dir
+
+RUN apt-get autoremove --purge --yes build-essential
+
+ADD . /app
+
+ENV PYTHONUNBUFFERED=1
+ENV dbport=27017
+ENV orderbook=true
+ENV threads=2
+ENV dbhost='127.0.0.1'
+ENV dbport=27017
+ENV dbuser=kinetick
+ENV dbpassword=kinetick
+ENV dbname=kinetick
+ENV dbskip=true
+ENV LOGLEVEL=INFO
+
+CMD [ "python", "-m", "kinetick.factory.blotter" ]

constraints.txt

@@ -8,10 +8,10 @@ pymongo>=3.11.3
 mongoengine>=0.23.0
 pip>=21.2.4
 wheel~=0.34.2
-cryptography~=2.9.2
 py~=1.8.1
 lxml~=4.5.0
 setuptools~=41.2.0
 TA-Lib>=0.4.18
 python-telegram-bot==12.7
 paho-mqtt>=1.5.1
+webull-12==2023.0.2

kinetick/__init__.py

@@ -1,6 +1,6 @@
 #!/usr/bin/env python
 
-__version__ = '1.0.14'
+__version__ = '1.0.15'
 __author__ = 'vin8tech'
 
 import os

kinetick/blotter.py

@@ -1164,7 +1164,7 @@ def register(self, instruments):
             db.to_csv(self.args['symbols'], header=True, index=False)
             chmod(self.args['symbols'])
         except Exception as e:
-            self.log_blotter.error("Skipping symbols file since it couldn't be found in the system", e)
+            self.log_blotter.warning("Skipping symbols file since it couldn't be found in the system")
 
     # -------------------------------------------
 

kinetick/lib/brokers/webull/webull_wrapper.py

@@ -68,7 +68,7 @@ def __init__(self, paper=False):
         self.password = ""
         self.paper = paper
         if not paper:
-            self.wb = wb()
+            self.wb = wb(region_code=12)
         else:
             self.wb = paper_webull()
 

kinetick/risk_assessor.py

@@ -11,6 +11,7 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
+from decimal import Decimal
 from datetime import datetime
 from math import floor
 
@@ -77,14 +78,22 @@ def reset(self, update=None, ctx=None, **kwargs):
     def _should_trade(self, entry_price, stop_loss, quantity=None):
         spread = abs(entry_price - stop_loss)
         spread = 5 * round(spread / 5, 2)
-        maxsize = floor(max(1, int(self.risk_per_trade / spread)))
-        maxsize = min(maxsize, int(self.capital / entry_price))
-        _quantity = quantity or maxsize
-        margin = _quantity * spread
+        margin = 0
+        _quantity = 0
+        maxsize = 0
+
+        if Decimal(spread) > Decimal(0.0):
+            maxsize = floor(max(1, int(self.risk_per_trade / spread)))
+            maxsize = min(maxsize, int(self.capital / entry_price))
+            _quantity = quantity or maxsize
+            margin = _quantity * spread
+
         should_trade = True
         reason = None
-
-        if self.available_margin <= 0:
+        if Decimal(spread) <= Decimal(0.0):
+            should_trade = False
+            reason = "Stoploss spread results in negative"
+        elif self.available_margin <= 0:
             should_trade = False
             reason = "Insufficient margin"
         elif margin >= self.available_margin:

kinetick/strategies/buy_low_sell_high.py

@@ -34,9 +34,16 @@ class BuyLowSellHigh(Algo):
     buy low sell high algorithm
     """
 
+    def init_instruments(self, instruments=None):
+        if instruments is None:
+            instruments = self.instruments
+        for instrument in instruments:
+            if not self.backtest:
+                self.sync_bars(instrument)
+
     def on_start(self):
         """ initialize your strategy. Perform any operation that are required to be run before starting algo."""
-        pass
+        self.init_instruments()
 
     # ---------------------------------------
     def on_quote(self, instrument):
@@ -62,28 +69,32 @@ def on_tick(self, instrument):
 
     # ---------------------------------------
     def on_bar(self, instrument):
-        bars = instrument.get_bars(lookback=3)
-        if instrument.position is None:
-            """ check if there any open positions on the instrument."""
-            if len(bars) >= 2:  # at least 2 bars are needed
-                if bars['close'][-1] < bars['close'][0]:
-                    position = instrument.create_position(entry_price=bars['close'][-1],
-                                                          stop_loss=bars['low'][-1],
-                                                          quantity=1, pos_type=PositionType.MIS)
-                    """ Create position instance with inputs. 
-                        If quantity is not provided then it will be automatically calculated based on risk parameters.
-                    """
-                    instrument.open_position(position)
-                    """ instrument.open_position() will send order request to bot and 
-                        attach the position instance to instrument to indicate about open position.
-                        when order request is accepted from bot the position becomes active.
-                    """
-        elif instrument.position.active:
-            """ check IF the position was executed in bot """
-            if len(bars) >= 2:
-                if bars['close'][-1] > bars['close'][0]:
-                    instrument.close_position(instrument.position)
-                    """ close the position. """
+        try:
+            bars = instrument.get_bars(lookback=3)
+            self.log.info(bars)
+            if instrument.position is None:
+                """ check if there any open positions on the instrument."""
+                if len(bars) >= 2:  # at least 2 bars are needed
+                    if bars['close'][-1] < bars['close'][0]:
+                        position = instrument.create_position(entry_price=bars['close'][-1],
+                                                              stop_loss=bars['low'][-1],
+                                                              quantity=1, pos_type=PositionType.MIS)
+                        """ Create position instance with inputs. 
+                            If quantity is not provided then it will be automatically calculated based on risk parameters.
+                        """
+                        instrument.open_position(position)
+                        """ instrument.open_position() will send order request to bot and 
+                            attach the position instance to instrument to indicate about open position.
+                            when order request is accepted from bot the position becomes active.
+                        """
+            elif instrument.position.active:
+                """ check IF the position was executed in bot """
+                if len(bars) >= 2:
+                    if bars['close'][-1] > bars['close'][0]:
+                        instrument.close_position(instrument.position)
+                        """ close the position. """
+        except Exception as e:
+            self.log.warn(e)
 
     # --------------------------------------------
 

requirements.txt

@@ -8,11 +8,10 @@ pymongo
 mongoengine
 pip
 wheel
-cryptography
 py
 lxml
 setuptools
 TA-Lib
 python-telegram-bot
 paho-mqtt
-git+https://github.com/imvinaypatil/webull.git
+webull-12

setup.py

@@ -20,7 +20,7 @@
 
 setup(
     name='kinetick',
-    version='1.0.14',
+    version='1.0.15',
     description='Simplifying Trading',
     long_description=long_description,
     url='https://github.com/imvinaypatil/kinetick',
@@ -48,11 +48,11 @@
     packages=find_packages(exclude=['contrib', 'docs', 'tests', 'demo', 'demos', 'examples']),
     install_requires=[
         'python-dateutil>=2.5.3',
-        'numpy>=1.11.1', 'pandas>=0.22.0',
+        'numpy==1.21.2', 'pandas==1.3.2',
         'pytz>=2016.6.1', 'requests>=2.10.0', 'pyzmq>=15.2.1',
         'mongoengine>=0.20.0',
         'python-telegram-bot==12.7', 'paho-mqtt>=1.5.0',
-        'TA-Lib>=0.4.18', 'webull-12>=2023.0.1#egg=webull'
+        'TA-Lib>=0.4.18', 'webull-12>=2023.0.2#egg=webull'
     ],
     entry_points={
         'console_scripts': [

strategy.Dockerfile

@@ -28,7 +28,7 @@ ENV dbport='27017'
 ENV dbuser=kinetick
 ENV dbpassword=kinetick
 ENV dbname=kinetick
-ENV dbskip=false
+ENV dbskip=true
 ENV zerodha_user=kinetick
 ENV zerodha_password=kinetick
 ENV zerodha_pin=kinetick

strategy.arm64.Dockerfile

@@ -0,0 +1,39 @@
+FROM python:3.7-slim
+
+WORKDIR /app
+ADD ./requirements.txt /app/requirements.txt
+ADD ./constraints.txt /app/constraints.txt
+
+RUN apt-get update && apt-get install -y wget && apt-get install -y build-essential && apt-get install -y git
+
+RUN wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz && \
+  tar -xvzf ta-lib-0.4.0-src.tar.gz && \
+  cd ta-lib/ && \
+  ./configure --prefix=/usr --build=aarch64-unknown-linux-gnu && \
+  make && \
+  make install
+
+RUN python -m pip install --upgrade pip &&  \
+    pip install -r requirements.txt -c constraints.txt --no-cache-dir
+
+RUN apt-get autoremove --purge --yes build-essential
+
+ADD . /app
+
+ENV dbport=27017
+ENV orderbook=true
+ENV threads=4
+ENV dbhost='127.0.0.1'
+ENV dbport='27017'
+ENV dbuser=kinetick
+ENV dbpassword=kinetick
+ENV dbname=kinetick
+ENV dbskip=true
+ENV zerodha_user=kinetick
+ENV zerodha_password=kinetick
+ENV zerodha_pin=kinetick
+ENV resolution=1m
+ENV LOGLEVEL=INFO
+ENV PYTHONUNBUFFERED=1
+
+CMD [ "python", "-m", "kinetick.factory.strategy" ]