How to create Option Strategy Builder for free in python?

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 Option Strategy Builder

import tkinter as tk

from tkinter import ttk

from fyers_api import fyersModel

from fyers_api import accessToken

import threading

root=tk.Tk()

style=ttk.Style()

style.theme_use('winnative')

i=1


allStrikes=[]

def optionStrikes(evt):

    global slider

    slider.destroy()

    indexType=(evt["text"])

    Lb1.delete(0,"end")

    if(indexType=="NIFTY 50"):

        price = {"symbols":"NSE:NIFTY50-INDEX"}

        ltp=(fyers.quotes(price)["d"][0]["v"]["lp"])

        value=int(ltp)

        spot.delete(0,"end")

        spot.insert(0,value)

        value=value-value%100

        price=value-1000

        start=0

        while(start<40):

            Lb1.insert(start, price)

            price+=50

            start+=1

        slider = tk.Scale(

        frame3,

        from_=value-1000,

        to=value+1000,tickinterval=200,

        orient='horizontal',command=all_profits  

        )

        slider.set(ltp)  

        slider.pack(fill='x',expand=True)

    else:

        price = {"symbols":"NSE:NIFTYBANK-INDEX"}

        ltp=(fyers.quotes(price)["d"][0]["v"]["lp"])

        value=int(ltp)

        spot.delete(0,"end")

        spot.insert(0,value)

        value=value-value%100

        price=value-2000

        start=0

        while(start<40):

            Lb1.insert(start, price)

            price+=100

            start+=1

        slider = tk.Scale(

        frame3,

        from_=value-2000,

        to=value+2000,tickinterval=400,

        orient='horizontal',command=all_profits  

        )

        slider.set(ltp)  

        slider.pack(fill='x',expand=True)    

def addStrategy():

    

    global i

    tradeIndex="NIFTY"

    tradeType="CE"

    orderType="BUY"

    qty=int(quantity.get())

    

    if(index.get()==2):

        tradeIndex="BANKNIFTY"

    if(cepe.get()==2):

        tradeType="PE"    

    if(buySell.get()==2):

        orderType="SELL" 

    f=open("E:/tools/OPTION/option.txt")

    strike=f.read()

    strike=tradeIndex+strike[5:10]+str(Lb1.get("active"))+tradeType

    

    price = {"symbols":"NSE:"+strike}

    value=fyers.quotes(price)["d"][0]["v"]["lp"]

    

    e1=ttk.Entry(frame2)

    e1.grid(row=i,column=0)

    e1.insert(0,strike)

    allStrikes.append(e1)

    e1=ttk.Entry(frame2)

    e1.grid(row=i,column=1)

    e1.insert(0,orderType)

    allStrikes.append(e1)

    e1=ttk.Entry(frame2)

    e1.grid(row=i,column=2)

    e1.insert(0,qty)

    allStrikes.append(e1)

    e1=ttk.Entry(frame2)

    e1.grid(row=i,column=3)

    e1.insert(0,value)

    allStrikes.append(e1)

    i+=1

    all_profits(value)

    t1=threading.Thread(target=max_profits)

    t1.start()  

def connect_fyers():

    global fyers

    session=accessToken.SessionModel(client_id="App Id",

    secret_key="Secret Id",redirect_uri="https://trade.fyers.in/", 

    response_type="code", grant_type="authorization_code",

    state="abcdefg",scope="",nonce="")

    response = session.generate_authcode()

#https://api.fyers.in/api/v2/generate-authcode?client_id=App Id&redirect_uri=https://trade.fyers.in/&response_type=code&state=sample_state&nonce=sample_nonce  

    auth_code=sessionVar.get()

    top.destroy()

    session.set_token(auth_code)

    

    response = session.generate_token()

    access_token = response["access_token"]

    fyers = fyersModel.FyersModel(client_id="App Id", token=access_token,log_path="E:/tools")

    profile=fyers.get_profile()

    print(profile["data"]["name"]) 

    indexValue()

def indexValue():

    price = {"symbols":"NSE:NIFTY50-INDEX"}

    value=fyers.quotes(price)["d"][0]["v"]["lp"]

    spot.delete(0,"end")

    spot.insert(0,value)

    slider.set(value)

def all_profits(evt):

    

    length = len(allStrikes)/4

    start=0

    value=float(slider.get())

    profit=0

    while(start<length):

        profit+=int(allStrikes[(start*4)+2].get())*profits(allStrikes[start*4].get(),allStrikes[(start*4)+1].get(),allStrikes[(start*4)+3].get(),value)

        start+=1

    pnl.delete(0,"end")

    pnl.insert(0,profit)

def profits(name,orderType,premium,nifty):

    

    strike=int(name[10:15])

    if(name.startswith("BANK")):

        strike=int(name[14:19])

    if(name.endswith("CE")):

        if(orderType=="BUY"):

            profit=float(nifty)-(strike+float(premium))

            if(-(profit)>float(premium)):

                profit=-(float(premium))

            return (profit)

        elif(orderType=="SELL"): 

            profit=(strike+float(premium))-float(nifty)

            if(profit>float(premium)):

                profit=float(premium)

            return (profit)

    elif(name.endswith("PE")):   

        if(orderType=="BUY"):

            profit=(strike-float(premium))-float(nifty)

            if(-(profit)>float(premium)):

                profit=-(float(premium))

            return (profit)

        elif(orderType=="SELL"): 

            profit=float(nifty)-(strike-float(premium))

            if(profit>float(premium)):

                profit=float(premium)

            return (profit)

def max_profits():

    

    value=int(spot.get())

    length = len(allStrikes)/4

    start=0

    value=float(slider.get())

    print(slider.get())

    profit=0

    j=0

    buys=0

    sells=0

    maxProf=""

    maxLos=""

    while(start<length):

        if(allStrikes[(start*4)+1].get()=="BUY"):

            buys+=1

        elif(allStrikes[(start*4)+1].get()=="SELL"):

            sells+=1 

        start+=1    

    if(buys>sells):

        maxProf="UnLimited"

    elif(sells>buys):

        maxLos="UnLimited"

    start=0  

    value-=2000

    end=value+4000

    prevProfit=0

    prevLoss=0

    breakStart=0

    breakEnd=0

    profitIndex=0

    lossIndex=0

    breaks=[]

    breakValue=0

    while(value<end):

        

        while(start<length):

            profit+=int(allStrikes[(start*4)+2].get())*profits(allStrikes[start*4].get(),allStrikes[(start*4)+1].get(),allStrikes[(start*4)+3].get(),value)

            start+=1

            #print(profit) 

        if((breakValue==0)and(len(breaks)==0)):

            breakValue=profit

        if((breakValue>0)and(profit<=0)):

            breakValue=profit

            breaks.append(value)

        elif((breakValue<0)and(profit>=0)):

            breakValue=profit

            breaks.append(value)

        if(profit>prevProfit):

            prevProfit=profit

            profitIndex=value

        if(profit<prevLoss):

            prevLoss=profit    

            lossIndex=value  

        profit=0

        start=0 

        value+=1

    pnl.delete(0,"end")

    pnl.insert(0,"0")

    breakEven.delete(0,"end")

    breakEven.insert(0,breaks)

    if(maxProf=="UnLimited"):

        maxProfit.delete(0,"end")

        maxProfit.insert(0,"UnLimited")

    else:

        maxProfit.delete(0,"end")

        maxProfit.insert(0,prevProfit)

    if(maxLos=="UnLimited"):

        maxLoss.delete(0,"end")

        maxLoss.insert(0,"UnLimited")

    else:

        maxLoss.delete(0,"end")

        maxLoss.insert(0,prevLoss)

def sessionPop():

    global top

    top=tk.Toplevel(root)

    global sessionVar

    sessionVar=ttk.Entry(top)

    sessionVar.grid(row=0,column=0)

    ttk.Button(top,text="SUBMIT",command=connect_fyers).grid(row=0,column=1) 

def clearWidgets():

    for row in allStrikes:

        row.destroy()

    allStrikes.clear()    

#connect_fyers()

def scheduleOrder():

    length = len(allStrikes)/4

    start=0

    if(positionType.get()==1):

        posType="INTRADAY"

    else:

        posType="MARGIN"    

    

    while(start<length):

        limitPrice=0

        if(mkorlmt.get()==1):

            limitPrice=float(allStrikes[(start*4)+3].get())

        if(allStrikes[(start*4)+1].get()=="BUY"):

            placeOrder(allStrikes[(start*4)].get(),int(allStrikes[(start*4)+2].get()),mkorlmt.get(),1,posType,limitPrice)

            

            #fyers.place_order(data)

        start+=1    

    start=0

    while(start<length):

        limitPrice=0

        if(mkorlmt.get()==1):

            limitPrice=float(allStrikes[(start*4)+3].get())

        if(allStrikes[(start*4)+1].get()=="SELL"):

            placeOrder(allStrikes[(start*4)].get(),int(allStrikes[(start*4)+2].get()),mkorlmt.get(),-1,posType,limitPrice)

        start+=1 

def exitSchedular():

    length = len(allStrikes)/4

    start=0

    if(positionType.get()==1):

        posType="INTRADAY"

    else:

        posType="MARGIN"    

    

    while(start<length):

        limitPrice=0

        if(mkorlmt.get()==1):

            limitPrice=float(allStrikes[(start*4)+3].get())

        if(allStrikes[(start*4)+1].get()=="SELL"):

            placeOrder(allStrikes[(start*4)].get(),int(allStrikes[(start*4)+2].get()),mkorlmt.get(),1,posType,limitPrice)

            

            #fyers.place_order(data)

        start+=1    

    start=0

    while(start<length):

        limitPrice=0

        if(mkorlmt.get()==1):

            limitPrice=float(allStrikes[(start*4)+3].get())

        if(allStrikes[(start*4)+1].get()=="BUY"):

            placeOrder(allStrikes[(start*4)].get(),int(allStrikes[(start*4)+2].get()),mkorlmt.get(),-1,posType,limitPrice)

        start+=1         

def placeOrder(name,qnty,lmt,bs,posType,limitPrice):

    data = {

      "symbol":"NSE:"+name,

      "qty":qnty,

      "type":lmt,

      "side":bs,

      "productType":posType,

      "limitPrice":limitPrice,

      "stopPrice":0,

      "validity":"DAY",

      "disclosedQty":0,

      "offlineOrder":"False",

      "stopLoss":0,

      "takeProfit":0

    }

    fyers.place_order(data)

    print(data)

setFrame=ttk.Frame(root)

setFrame.pack(fill='both',expand=True)

ttk.Label(setFrame,text="STRATEGY BUILDER").grid(row=0,column=0)

ttk.Button(setFrame,text="SESSION",command=sessionPop).grid(row=0,column=1)

frame1=ttk.Frame(root)

frame1.pack(fill='both',expand=True)

strikeFrame1=ttk.Frame(frame1)

strikeFrame1.pack(side="left",fill="both",expand=True)

Lb1 = tk.Listbox(strikeFrame1,width=30)

Lb1.pack()

strikeFrame2=ttk.Frame(frame1)

strikeFrame2.pack(side="left",fill="both",expand=True)

cepe = tk.IntVar()  

R1 = ttk.Radiobutton(strikeFrame2,width=20, text="CE", variable=cepe,value=1)

R1.grid(row = 1, column = 0)

R2 = ttk.Radiobutton(strikeFrame2,width=20, text="PE", variable=cepe,value=2)

R2.grid(row = 1, column = 1)

index = tk.IntVar()  

R1 = ttk.Radiobutton(strikeFrame2,width=20, text="NIFTY 50", variable=index,value=1,command=lambda:optionStrikes(R1))

R1.grid(row = 0, column = 0)

R2 = ttk.Radiobutton(strikeFrame2,width=20, text="NIFTY BANK", variable=index,value=2,command=lambda:optionStrikes(R2))

R2.grid(row = 0, column = 1)

buySell = tk.IntVar()  

R3 = ttk.Radiobutton(strikeFrame2,width=20, text="BUY", variable=buySell,value=1)

R3.grid(row = 2, column = 0)

R4 = ttk.Radiobutton(strikeFrame2,width=20, text="SELL", variable=buySell,value=2)

R4.grid(row = 2, column = 1)


ttk.Label(strikeFrame2,text="QUANTITY",width=20).grid(row=3,column=0)

quantity=ttk.Entry(strikeFrame2)

quantity.grid(row=3,column=1)

ttk.Button(strikeFrame2,text="ADD TO STRATEGY",command=addStrategy).grid(row=4,column=1)

ttk.Label(strikeFrame2,text="NIFTY SPOT",width=20).grid(row=5,column=0)

spot=ttk.Entry(strikeFrame2)

spot.grid(row=5,column=1)

frame2=ttk.Frame(root)

frame2.pack(fill='both',expand=True)


ttk.Label(frame2,text="NAME",width=20).grid(row=0,column=0)

ttk.Label(frame2,text="TYPE",width=20).grid(row=0,column=1)

ttk.Label(frame2,text="QUANTITY",width=20).grid(row=0,column=2)

ttk.Label(frame2,text="PRICE",width=20).grid(row=0,column=3)

frame3=ttk.Frame(root)

frame3.pack(fill='both',expand=True)

slider = tk.Scale(

    frame3,

    from_=15000,

    to=17000,tickinterval=200,

    orient='horizontal',command=all_profits  

)

slider.set(17000)

slider.pack(fill='x',expand=True)

frame4=ttk.Frame(root)

frame4.pack(fill='both',expand=True)

ttk.Label(frame4,text="BREAK EVEN",width=20).grid(row=0,column=0)

breakEven=ttk.Entry(frame4)

breakEven.grid(row=0,column=1)

ttk.Label(frame4,text="PNL",width=20).grid(row=0,column=2)

pnl=ttk.Entry(frame4)

pnl.grid(row=0,column=3)

ttk.Label(frame4,text="MAX LOSS",width=20).grid(row=1,column=0)

maxLoss=ttk.Entry(frame4)

maxLoss.grid(row=1,column=1)

ttk.Label(frame4,text="MAX PROFIT",width=20).grid(row=1,column=2)

maxProfit=ttk.Entry(frame4)

maxProfit.grid(row=1,column=3)

positionType = tk.IntVar()  

R5 = ttk.Radiobutton(frame4,width=20, text="INTRADAY", variable=positionType,value=1)

R5.grid(row = 2, column = 0)

R6 = ttk.Radiobutton(frame4,width=20, text="MARGIN", variable=positionType,value=2)

R6.grid(row = 2, column = 1)

mkorlmt = tk.IntVar()  

R7 = ttk.Radiobutton(frame4,width=20, text="MARKET", variable=mkorlmt,value=2)

R7.grid(row = 2, column = 2)

R8 = ttk.Radiobutton(frame4,width=20, text="LIMIT", variable=mkorlmt,value=1)

R8.grid(row = 2, column = 3)

ttk.Button(frame4,text="PLACE ORDER",command=scheduleOrder).grid(row = 3, column = 3)

ttk.Button(frame4,text="EXIT ORDER",command=exitSchedular).grid(row = 3, column = 2)

ttk.Button(frame4,text="RESET ALL",command=clearWidgets).grid(row = 3, column = 1)

root.mainloop()




Comments

  1. Magee.September 9, 2022 at 11:04 PM

    Hi,
    Excellent work.

    How to exit from one leg and riding the other one till to full profit ?

    A radio button to select the leg and exit option would be helpfull.

    Thanks,

    Magendran.N

    ReplyDelete

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