Add short selling support with ENABLE_SHORT_SELLING config option
This commit is contained in:
justin committed
1 parent
fa8c13e28b
commit
d115873d21
1 file changed
+282
-8
+282
-8
@@ -63,7 +63,8 @@ DEFAULT_CONFIG = {
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"USE_200_SMA_FILTER": False,
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"REQUIRE_MACD_CONFIRMATION": False,
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"MIN_RISK_REWARD": 1.5,
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"PULLBACK_PERCENTAGE": 0.382
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"PULLBACK_PERCENTAGE": 0.382,
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"ENABLE_SHORT_SELLING": False
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}
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if ENV_PATH.exists():
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@@ -128,6 +129,7 @@ USE_200_SMA_FILTER = bool(config["USE_200_SMA_FILTER"])
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REQUIRE_MACD_CONFIRMATION = bool(config["REQUIRE_MACD_CONFIRMATION"])
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MIN_RISK_REWARD = float(config["MIN_RISK_REWARD"])
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PULLBACK_PERCENTAGE = float(config["PULLBACK_PERCENTAGE"])
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ENABLE_SHORT_SELLING = bool(config.get("ENABLE_SHORT_SELLING", False))
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EASTERN = pytz.timezone('US/Eastern')
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@@ -1192,6 +1194,262 @@ def submit_market_buy(symbol, notional):
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debug_print(f"Market buy failed: {e}")
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return False
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def submit_short_sell(symbol, notional):
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"""Open a short position by selling shares we don't own"""
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debug_print(f"=== SUBMITTING SHORT SELL (OPENING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Notional: ${notional:.2f}")
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try:
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current_price = get_current_price(symbol)
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if current_price == 0:
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debug_print("Short sell failed: could not get current price")
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return False
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execution_price = apply_slippage(current_price, False)
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shares = int(notional / execution_price)
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debug_print(f"Shares to short: {shares}, Expected execution: ${execution_price:.2f}")
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if shares == 0:
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debug_print("Short sell failed: shares = 0")
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return False
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debug_print("Submitting short sell order to API...")
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api.submit_order(
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symbol=symbol,
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qty=shares,
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side="sell",
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type="market",
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time_in_force="day"
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)
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logger.info(f"🔴 SHORT SELL: {shares} shares @ ~${execution_price:.2f}")
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debug_print(f"Short sell order submitted (opened short position)")
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return execution_price
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except Exception as e:
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logger.error(f"❌ Failed short sell: {e}")
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debug_print(f"Short sell failed: {e}")
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return False
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def submit_limit_short_sell(symbol, notional, limit_price):
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"""Open a short position using limit order"""
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debug_print(f"=== SUBMITTING LIMIT SHORT SELL (OPENING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Notional: ${notional:.2f}, Limit: ${limit_price:.2f}")
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if notional < MIN_NOTIONAL:
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logger.warning(f"⚠️ Notional ${notional:.2f} < minimum ${MIN_NOTIONAL}")
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debug_print(f"Order rejected: notional too small")
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return False
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try:
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shares = int(notional / limit_price)
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debug_print(f"Calculated shares to short: {shares}")
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if shares == 0:
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logger.warning(f"⚠️ Cannot short fractional shares with ${notional:.2f}")
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debug_print(f"Order rejected: shares = 0")
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return False
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debug_print(f"Submitting limit short sell order to API...")
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order = api.submit_order(
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symbol=symbol,
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qty=shares,
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side="sell",
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type="limit",
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limit_price=round(limit_price, 2),
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time_in_force="gtc"
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)
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debug_print(f"Order submitted, ID: {order.id}")
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logger.info(f"🔴 LIMIT SHORT SELL: {shares} shares @ ${limit_price:.2f}")
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start_time = time.time()
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debug_print(f"Waiting for fill (timeout: {LIMIT_ORDER_TIMEOUT}s)...")
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while (time.time() - start_time) < LIMIT_ORDER_TIMEOUT:
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order_status = api.get_order(order.id)
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debug_print(f"Order status: {order_status.status}")
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if order_status.status == 'filled':
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filled_price = float(order_status.filled_avg_price)
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logger.info(f"✅ FILLED @ ${filled_price:.2f}")
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debug_print(f"Order filled at ${filled_price:.2f}")
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return filled_price
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elif order_status.status in ['cancelled', 'expired', 'rejected']:
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logger.warning(f"⚠️ Limit order {order_status.status}")
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debug_print(f"Order {order_status.status}")
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return False
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time.sleep(2)
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logger.warning("⏱️ Timeout - switching to market")
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debug_print("Timeout reached, canceling order and switching to market")
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api.cancel_order(order.id)
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return submit_short_sell(symbol, notional)
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except Exception as e:
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logger.error(f"❌ Failed limit short sell: {e}")
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debug_print(f"Limit short sell failed: {e}")
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return False
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def submit_buy_to_cover(symbol, qty):
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"""Close a short position by buying back shares"""
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debug_print(f"=== SUBMITTING BUY TO COVER (CLOSING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Qty: {qty}")
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try:
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current_price = get_current_price(symbol)
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if current_price == 0:
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debug_print("Buy to cover failed: could not get current price")
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return False
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execution_price = apply_slippage(current_price, True)
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debug_print(f"Expected execution: ${execution_price:.2f}")
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debug_print("Submitting buy to cover order to API...")
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api.submit_order(
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symbol=symbol,
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qty=qty,
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side="buy",
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type="market",
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time_in_force="day"
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)
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logger.info(f"🟢 BUY TO COVER: {qty} shares @ ~${execution_price:.2f}")
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debug_print(f"Buy to cover order submitted (closed short position)")
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return execution_price
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except Exception as e:
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logger.error(f"❌ Failed buy to cover: {e}")
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debug_print(f"Buy to cover failed: {e}")
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return False
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def submit_short_sell(symbol, notional):
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"""Open a short position by selling shares we don't own"""
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debug_print(f"=== SUBMITTING SHORT SELL (OPENING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Notional: ${notional:.2f}")
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if not ENABLE_SHORT_SELLING:
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logger.warning("⚠️ Short selling is disabled in config")
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debug_print("Short selling disabled in config, aborting")
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return False
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try:
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current_price = get_current_price(symbol)
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if current_price == 0:
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debug_print("Short sell failed: could not get current price")
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return False
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execution_price = apply_slippage(current_price, False)
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shares = int(notional / execution_price)
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debug_print(f"Shares to short: {shares}, Expected execution: ${execution_price:.2f}")
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if shares == 0:
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debug_print("Short sell failed: shares = 0")
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return False
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debug_print("Submitting short sell order to API...")
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api.submit_order(
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symbol=symbol,
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qty=shares,
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side="sell",
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type="market",
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time_in_force="day"
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)
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logger.info(f"🔴 SHORT SELL: {shares} shares @ ~${execution_price:.2f}")
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debug_print(f"Short sell order submitted (opened short position)")
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return execution_price
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except Exception as e:
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logger.error(f"❌ Failed short sell: {e}")
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debug_print(f"Short sell failed: {e}")
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return False
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def submit_limit_short_sell(symbol, notional, limit_price):
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"""Open a short position using limit order"""
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debug_print(f"=== SUBMITTING LIMIT SHORT SELL (OPENING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Notional: ${notional:.2f}, Limit: ${limit_price:.2f}")
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if not ENABLE_SHORT_SELLING:
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logger.warning("⚠️ Short selling is disabled in config")
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debug_print("Short selling disabled in config, aborting")
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return False
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if notional < MIN_NOTIONAL:
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logger.warning(f"⚠️ Notional ${notional:.2f} < minimum ${MIN_NOTIONAL}")
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debug_print(f"Order rejected: notional too small")
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return False
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try:
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shares = int(notional / limit_price)
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debug_print(f"Calculated shares to short: {shares}")
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if shares == 0:
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logger.warning(f"⚠️ Cannot short fractional shares with ${notional:.2f}")
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debug_print(f"Order rejected: shares = 0")
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return False
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debug_print(f"Submitting limit short sell order to API...")
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order = api.submit_order(
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symbol=symbol,
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qty=shares,
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side="sell",
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type="limit",
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limit_price=round(limit_price, 2),
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time_in_force="gtc"
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)
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debug_print(f"Order submitted, ID: {order.id}")
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logger.info(f"🔴 LIMIT SHORT SELL: {shares} shares @ ${limit_price:.2f}")
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start_time = time.time()
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debug_print(f"Waiting for fill (timeout: {LIMIT_ORDER_TIMEOUT}s)...")
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while (time.time() - start_time) < LIMIT_ORDER_TIMEOUT:
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order_status = api.get_order(order.id)
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debug_print(f"Order status: {order_status.status}")
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if order_status.status == 'filled':
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filled_price = float(order_status.filled_avg_price)
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logger.info(f"✅ FILLED @ ${filled_price:.2f}")
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debug_print(f"Order filled at ${filled_price:.2f}")
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return filled_price
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elif order_status.status in ['cancelled', 'expired', 'rejected']:
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logger.warning(f"⚠️ Limit order {order_status.status}")
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debug_print(f"Order {order_status.status}")
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return False
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time.sleep(2)
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logger.warning("⏱️ Timeout - switching to market")
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debug_print("Timeout reached, canceling order and switching to market")
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api.cancel_order(order.id)
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return submit_short_sell(symbol, notional)
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except Exception as e:
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logger.error(f"❌ Failed limit short sell: {e}")
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debug_print(f"Limit short sell failed: {e}")
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return False
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def submit_buy_to_cover(symbol, qty):
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"""Close a short position by buying back shares"""
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debug_print(f"=== SUBMITTING BUY TO COVER (CLOSING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Qty: {qty}")
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try:
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current_price = get_current_price(symbol)
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if current_price == 0:
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debug_print("Buy to cover failed: could not get current price")
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return False
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execution_price = apply_slippage(current_price, True)
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debug_print(f"Expected execution: ${execution_price:.2f}")
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debug_print("Submitting buy to cover order to API...")
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api.submit_order(
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symbol=symbol,
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qty=qty,
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side="buy",
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type="market",
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time_in_force="day"
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)
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logger.info(f"🟢 BUY TO COVER: {qty} shares @ ~${execution_price:.2f}")
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debug_print(f"Buy to cover order submitted (closed short position)")
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return execution_price
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except Exception as e:
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logger.error(f"❌ Failed buy to cover: {e}")
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debug_print(f"Buy to cover failed: {e}")
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return False
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def submit_limit_sell(symbol, qty, limit_price):
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debug_print(f"=== SUBMITTING LIMIT SELL ORDER ===")
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debug_print(f"Symbol: {symbol}, Qty: {qty}, Limit: ${limit_price:.2f}")
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@@ -1303,7 +1561,7 @@ def current_position_qty(symbol):
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for pos in positions:
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if pos.symbol == symbol:
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qty = int(float(pos.qty))
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debug_print(f"Position qty: {qty}")
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debug_print(f"Position qty: {qty} ({'SHORT' if qty < 0 else 'LONG'})")
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return qty
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debug_print("No position found")
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return 0
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@@ -1490,11 +1748,14 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
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debug_print(f"Target 1 ({PROFIT_TARGET_1}R) hit, scaling out {partial_qty} shares")
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if partial_qty > 0:
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if position_type == 'long':
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if USE_LIMIT_ORDERS:
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limit_price = current_price
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submit_limit_sell(symbol, partial_qty, limit_price)
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else:
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submit_market_sell(symbol, partial_qty)
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else:
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submit_buy_to_cover(symbol, partial_qty)
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logger.info(f"🎯 Target 1 ({PROFIT_TARGET_1}R) - 50% out @ ${current_price:.2f}")
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@@ -1505,13 +1766,16 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
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if profit_in_r >= PROFIT_TARGET_2:
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remaining_qty = current_position_qty(symbol)
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debug_print(f"Target 2 ({PROFIT_TARGET_2}R) hit, exiting {remaining_qty} shares")
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if remaining_qty > 0:
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debug_print(f"Target 2 ({PROFIT_TARGET_2}R) hit, exiting {abs(remaining_qty)} shares")
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if remaining_qty != 0:
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if position_type == 'long':
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if USE_LIMIT_ORDERS:
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limit_price = current_price
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submit_limit_sell(symbol, remaining_qty, limit_price)
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else:
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submit_market_sell(symbol, remaining_qty)
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else:
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submit_buy_to_cover(symbol, abs(remaining_qty))
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logger.info(f"🎯🎯 Target 2 ({PROFIT_TARGET_2}R) - Full exit @ ${current_price:.2f}")
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return True
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@@ -1661,8 +1925,9 @@ def main():
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sma_200_trend = check_200_sma_filter(SYMBOL)
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logger.info(f"📈 200 SMA: {sma_200_trend.upper()}")
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logger.info(f"⚙️ Config: {SYMBOL}, Risk={RISK_PER_TRADE:.2%}, Trades={trades_today}/{MAX_TRADES_PER_DAY}")
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debug_print(f"Config: SYMBOL={SYMBOL}, RISK={RISK_PER_TRADE:.2%}, TRADES={trades_today}/{MAX_TRADES_PER_DAY}")
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short_status = "ON" if ENABLE_SHORT_SELLING else "OFF"
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logger.info(f"⚙️ Config: {SYMBOL}, Risk={RISK_PER_TRADE:.2%}, Trades={trades_today}/{MAX_TRADES_PER_DAY}, Shorts={short_status}")
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debug_print(f"Config: SYMBOL={SYMBOL}, RISK={RISK_PER_TRADE:.2%}, TRADES={trades_today}/{MAX_TRADES_PER_DAY}, SHORT_SELLING={ENABLE_SHORT_SELLING}")
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trade_count = 0
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entry_price = 0
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@@ -1728,8 +1993,11 @@ def main():
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logger.info(f"⏰ Max hold time ({MAX_HOLD_TIME//60} min)")
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debug_print(f"Max hold time exceeded, closing position")
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qty = current_position_qty(SYMBOL)
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if qty > 0:
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if qty != 0:
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if position_type == 'long':
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submit_market_sell(SYMBOL, qty)
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else:
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submit_buy_to_cover(SYMBOL, abs(qty))
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position_active = False
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trade_count += 1
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if hasattr(scale_out_profit_taking, 'target_1_hit'):
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@@ -1744,7 +2012,10 @@ def main():
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remaining_qty = current_position_qty(SYMBOL)
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if remaining_qty == 0:
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position_active = False
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if position_type == 'long':
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trade_pnl = (current_price - entry_price) * 100
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else:
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trade_pnl = (entry_price - current_price) * 100
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total_pnl += trade_pnl
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logger.info(f"✅ Position closed (PnL: ${trade_pnl:.2f})")
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debug_print(f"Position fully closed, PnL: ${trade_pnl:.2f}")
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@@ -1758,8 +2029,11 @@ def main():
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if atr_based_trailing_stop(SYMBOL, entry_price, current_price, stop_loss, position_type):
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qty = current_position_qty(SYMBOL)
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if qty > 0:
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if qty != 0:
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if position_type == 'long':
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submit_market_sell(SYMBOL, qty)
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else:
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submit_buy_to_cover(SYMBOL, abs(qty))
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position_active = False
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trade_count += 1
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logger.info(f"🛑 Stop hit")
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