SwissAlgoKnife

Utilities to automate small daily tasks for algo traders.

WARNING: Based on https://github.com/PySimpleGUI/, these are one shot windows. Plan your workflow, or be prepared to open and close the application in entirety since a window once closed cannot be opened again. As soon as there's a solution for this, this warning will be removed. Latest change made to SwissAlgoKnife.py (2019-12-29) allow windows to opened and close multiple times. The change was to use read-execute on the files contained in SAKModules directory, rather than importing them at the click of a button. This also allows new modules to be added to the project without any changes needed in the front end.

Project Structure:

SwissAlgoKnife
    |-SwissAlgoKnife.py
    |-SAKModules
        |-IBKRAllinone.py
        |-MySQL_Allinone.py
        |-IBKR_Connect_Window.py
        |-IBKR_Historical_Window.py
        |-IBKR_Tick_Data_Window.py
        |-ALPACA_Connect.py
        |-UPSTOX_Connect_Window.py
        |-SAK_NSEOptionChainExtractor.py
        |-__pycache__
    |-Secret
        |-Cred.py
    |-Downloads
        |-<various downloaded data files>
    |-__pycache__

Description of files

• SwissAlgoKnife.py - just an entry point to the application.
• SAKModules - Folder containing all utilities. Each utility is designed to also be a standalone file.
• IBKRAllinone.py - All IBKR functions in one file: Connect, get OHLC Data, get Tick Data
• MySQL_Allinone.py - All MySQL functions in one file: Connect, store OHLC Data, store Tick Data. (TODO: (1) Retrieval function WIP, (2) store Option Chain Data.)
• IBKR_Connect_Window.py - older window. To connect to IBKR.
• IBKR_Historical_Window.py - older window. To get OHLC Data.
• IBKR_Tick_Data_Window.py - older window. To get tick Data.
• SAK_NSEOptionChainExtractor.py - crawls and collects data from NSE Options Chain pages. Creates a separate CSV file for each symbol. Will keep appending to CSV if file isn't removed from directory. (TODO: (1) Subdivide Downloads directory into different folders for different types of downloaded data, (2) pick up list_identifiers from a file instead of hardcoded values.)
• ALPACA_Connect.py - WIP.
• SAK_Zerodha.py - coming sooner.
• SAK_Fyers.py - coming later.
• UPSTOX_Connect_Window.py - frozen due to Upstox discontinuing API.
• pycache - don't touch.
• Secret - folder for credential files
• Cred.py - file containing credentials for all APIs in one place.
• Downloads - folder for all downloaded files across utilities.
• pycache - don't touch.

Interactive Brokers Utilities

Written with https://github.com/erdewit/ib_insync.

• Connect to TWS or Gateway on localhost:port:UID
• View and download OHLC data for one symbol, one request at a time
• Download Tick data for one symbol, between any two start and end dates

MySQL Utilities

Written using SQLAlchemy.

• Connect to local MySQL server
• Commit OHLC and Tick data files to respective tables

Upstox Utilities

Frozen due to unavailability of Upstox Historical API

Zerodha Utilities

WIP

Fyers Utilities

WIP

HDF5 Utilities

Planning