#!/usr/bin/env python
# coding: utf-8

# # Imports

# In[ ]:


get_ipython().system('pip install --upgrade pyalgotrading')


# In[1]:


from pyalgotrading.algobulls import AlgoBullsConnection


# # Connection

# In[2]:


connection = AlgoBullsConnection()


# In[3]:


connection.get_token_url()


# In[4]:


API_TOKEN = "71d4e9c405acc3f595ff62eaf96806127d921292"
connection.set_access_token(API_TOKEN)


# # Strategy Creation

# ## Import Strategy from pyaglostrategypool

# In[ ]:


get_ipython().system(' wget -O bollinger_bands.py https://raw.githubusercontent.com/algobulls/pyalgostrategypool/master/pyalgostrategypool/bollinger_bands/_strategy.py')
get_ipython().system(" sed -i '1s/^/from pyalgotrading.strategy import StrategyBase\\n/' bollinger_bands.py")


# In[5]:


from bollinger_bands import BollingerBands as strategy_cls


# In[6]:


response = connection.create_strategy(strategy_cls, overwrite=True)
response


# In[7]:


strategy = response['strategyId']


# # Strategy Testing

# ## Instruments Searching (optional)

# In[8]:


instrument = connection.search_instrument('TATAMOTORS', exchange='NSE')
instrument


# ## Setup Parameters

# In[9]:


parameters = {
  'TIME_PERIOD': 12,
  'STANDARD_DEVIATIONS': 2,
}


# In[10]:


initial_virtual_funds = 7000     # in Rupees


# ## Backtesting

# ### Start

# In[11]:


connection.backtest(
    strategy=strategy, 
    start='2021-08-01 09:15 +0530', 
    end='2023-07-31 15:30 +0530', 
    instrument='NSE:TATAMOTORS', 
    lots=5,
    parameters=parameters, 
    candle='1 hour',
    initial_funds_virtual=initial_virtual_funds

)


# ### Status

# In[12]:


connection.get_backtesting_job_status(strategy)


# ### Logs

# In[13]:


logs = connection.get_backtesting_logs(strategy)


# In[14]:


print(logs)


# ### Stop

# In[15]:


connection.stop_backtesting_job(strategy)


# ### Profit and Loss Reports

# In[16]:


pnl_reports = connection.get_backtesting_report_pnl_table(strategy)
pnl_reports


# ### Statistics Reports

# #### Statistics

# In[17]:


connection.get_backtesting_report_statistics(strategy)


# #### Quantstats Full Report

# In[18]:


connection.get_backtesting_report_statistics(strategy, report='full', html_dump=True )


# ### Order History

# In[19]:


order_history = connection.get_backtesting_report_order_history(strategy)
print(order_history)


# ---

# ## Papertrading

# ### Start

# In[ ]:


connection.papertrade(
    strategy=strategy, 
    start='9:15 +0530', 
    end='15:00 +0530',  
    instruments='NSE:SBIN', 
    lots=5,
    parameters=parameters, 
    candle='1 minute',
)


# ### Status

# In[ ]:


connection.get_papertrading_job_status(strategy)


# ### Logs

# In[ ]:


logs = connection.get_papertrading_logs(strategy)
print(logs)


# ### Stop

# In[ ]:


connection.stop_papertrading_job(strategy)


# ### Profit and Loss Reports (Paper Trading)

# In[ ]:


pnl_reports = connection.get_papertrading_report_pnl_table(strategy)
pnl_reports


# ### Statistics Reports (Paper Trading)

# #### Statistics

# In[ ]:


connection.get_papertrading_report_statistics(strategy)


# #### Quantstats Full Report

# In[ ]:


connection.get_papertrading_report_statistics(strategy, mode='quantstats', report='full', html_dump=True)


# ### Order History (Paper Trading)

# In[ ]:


order_history = connection.get_papertrading_report_order_history(strategy)
print(order_history)


# ---