trade29.sc.SCBridge.get_flat_to_flat_trade_list

SCBridge.get_flat_to_flat_trade_list(key: str) → FlatToFlatTradeListResponse

Gets a list of flat to flat trades.

Gets a list of flat to flat trades. That is, a list of time periods that start and end with flat positions. The list of trades returned depends on the account the chart is set to (that can be viewed in the Trade Window) and whether or not Trade Simulation is turned on (see the Sierra Chart docs for more). The data is fetched is similar to what is seen in Sierra Chart’s Trade Activity Log’s Trades tab.

Parameters:

keystr

The key matching the key given to the SC-dX custom study in Sierra Chart.

Returns:

FlatToFlatTradeListResponse

Examples

NOTE: This example had Support Reversals set to False and Allow Same Entries in Same Direction set to True in study settings.

>>> from trade29.sc import SCBridge, constants
>>> bridge = SCBridge()
running bridge v0.17.0--------2024/08/07 18:55:04
connecting to sc
starting receiver
starting sender
sc version: 2666, scdx version 208, connection: t29scdx2, keys: xx,signal
>>> bridge.submit_order(key = "xx", is_buy = False, quantity = 4, order_type = constants.OrderType.MARKET)
>>> # There is now one flat to flat trade ope
>>> ret = bridge.get_flat_to_flat_trade_list(key = "xx") 
>>> ret.as_df()
                OpenDateTime CloseDateTime  TradeType  TradeQuantity  ...  Commission  IsTradeClosed  Note
0 2024-08-07 18:57:25.733687    1970-01-01         -1            4.0  ...         0.0              1
>>> bridge.submit_order(key = "xx", is_buy = False, quantity = 3, order_type = constants.OrderType.MARKET)
>>> # Even after submitting another order, there is not a new flat to flat trade, 
>>> # as the position has not gone flat yet, instead the old trade's quantity has changed
>>> ret = bridge.get_flat_to_flat_trade_list(key = "xx")
>>> ret.as_df()
                OpenDateTime CloseDateTime  TradeType  TradeQuantity  ...  Commission  IsTradeClosed  Note
0 2024-08-07 18:57:25.733687    1970-01-01         -1            7.0  ...         0.0              1
>>> bridge.flatten_and_cancel(key = "xx")
>>> # After flattening, the CloseDateTime field is now filled
>>> ret = bridge.get_flat_to_flat_trade_list(key = "xx")
>>> ret.as_df()
                OpenDateTime              CloseDateTime  TradeType  ...  Commission  IsTradeClosed  Note
0 2024-08-07 18:57:25.733687 2024-08-07 19:00:11.118950         -1  ...         0.0              1
>>> bridge.submit_order(key = "xx", is_buy = True, quantity = 3, order_type = constants.OrderType.MARKET)
>>> # Now when a new position is entered from flat, a new flat to flat trade is on the list
>>> ret = bridge.get_flat_to_flat_trade_list(key = "xx")
>>> ret.as_df()
                OpenDateTime              CloseDateTime  TradeType  ...  Commission  IsTradeClosed  Note
0 2024-08-07 18:57:25.733687 2024-08-07 19:00:11.118950         -1  ...         0.0              1
1 2024-08-07 19:02:40.301567 1970-01-01 00:00:00.000000          1  ...         0.0              1
>>> bridge.flatten_and_cancel(key = "xx")
>>> ret = bridge.get_flat_to_flat_trade_list(key = "xx")
>>> ret.as_df()
                OpenDateTime              CloseDateTime  TradeType  ...  Commission  IsTradeClosed  Note
0 2024-08-07 18:57:25.733687 2024-08-07 19:00:11.118950         -1  ...         0.0              1
1 2024-08-07 19:02:40.301567 2024-08-07 19:02:55.333461          1  ...         0.0              1