ICICI BREEZE API : Moving Average : Bank Nifty : on Premium 100
from breeze_connect import BreezeConnect
from datetime import datetime,date,time,timedelta
import pandas as pd
import numpy as np
# login
breeze = BreezeConnect(api_key="")
breeze.generate_session(api_secret="", session_token="")
bn = breeze.get_quotes(stock_code="CNXBAN",
exchange_code="NSE",
expiry_date="2022-08-11T06:00:00.000Z",
product_type="cash",
right="others",
strike_price="0")
df = pd.DataFrame(bn['Success'])
actual_ltp = df[df['exchange_code'] == 'NSE']['ltp']
# print(actual_ltp)
rounded_ltp = round(actual_ltp, -2).to_string(index=False)
rounded_ltp = pd.to_numeric(rounded_ltp).astype(int)
# print(rounded_ltp)
# Call - Premium of 100 - Strikeprice
df1=[]
for i in range(rounded_ltp + 500, rounded_ltp + 1000, 100):
bnc = breeze.get_quotes(stock_code="CNXBAN",
exchange_code="NFO",
expiry_date="2022-08-11T06:00:00.000Z",
product_type="options",
right="call",
strike_price=i)
df = pd.DataFrame(bnc['Success'])
# print(df)
df1.append(df)
df1 = pd.concat(df1)
df1['sq.ltp'] = (df1['ltp'] - 100) * (df1['ltp'] - 100)
# print(df1)
df1['sq.ltp.min']=df1['sq.ltp'].min()
strikeprice100 = df1.loc[df1['sq.ltp'] == df1['sq.ltp.min'], 'strike_price'].to_string(index=False)
# print(strikeprice100)
#SMA 20 Strategy used here
bnhistory = breeze.get_historical_data(interval="1minute", from_date="2022-08-05T07:00:00.000Z", to_date="2022-08-05T18:00:00.000Z", stock_code="CNXBAN", exchange_code="NFO", product_type="options",expiry_date="2022-08-11T18:00:00.000Z",right="call",strike_price=strikeprice100)
bnquote = breeze.get_quotes(stock_code="CNXBAN",exchange_code="NFO",expiry_date="2022-08-11T06:00:00.000Z",product_type="options",right="call",strike_price=strikeprice100)
sma = pd.DataFrame(bnhistory['Success'])
# print(sma)
sma['sma_20'] = sma['close'].rolling(20).mean()
sma20trigger = sma['sma_20'].iloc[-1]
# print(sma20trigger)
ltp=pd.DataFrame(bnquote['Success'])
ltp100=ltp['ltp'].to_list()
# print(ltp100)
if ltp100 > sma20trigger:
print("Buy")
# Place an order from your account.
breeze.place_order(stock_code="CNXBAN",
exchange_code="NFO",
product="options",
action="buy",
order_type="market",
stoploss="0",
quantity="25",
price="",
validity="day",
validity_date="",
disclosed_quantity="0",
expiry_date="2022-08-11T06:00:00.000Z",
right="call",
strike_price=strikeprice100,
user_remark="Algo Works Perfectly, SMA 20 gives Signal to Buy")