Got exception in place_order as 'NRML

General
1 
import time
import pandas as pd
import pandas_ta as ta
from datetime import datetime, time as dtime
from Dhan_Tradehull import Tradehull

# ================= LOGIN =================
CLIENT_CODE = " "
TOKEN_ID = " "

tsl = Tradehull(CLIENT_CODE, TOKEN_ID)





# ================= WATCHLIST =================
equity_symbols = ["APLAPOLLO", "IOC", "ONGC", "SAIL"]

futures_map = {
    "APLAPOLLO": "APLAPOLLO MAR FUT",
    "IOC": "IOC MAR FUT",
    "ONGC": "ONGC MAR FUT",
    "SAIL": "SAIL MAR FUT"
}

TARGET_PCT = 0.05

positions = {}
last_processed_candle = {}

# ============================================================
# RESAMPLE
# ============================================================
def convert_to_75min(df):

    df['timestamp'] = pd.to_datetime(df['timestamp'])
    df['timestamp'] = df['timestamp'].dt.tz_localize(None)
    df = df.set_index('timestamp')

    df_75 = df.resample('75min', origin='start_day').agg({
        'open':'first',
        'high':'max',
        'low':'min',
        'close':'last'
    }).dropna()

    df_75.reset_index(inplace=True)
    return df_75


print("🚀 SUPERTREND TARGET STRATEGY STARTED")

while True:

    for eq in equity_symbols:

        try:
            df = tsl.get_historical_data(eq, "NSE", "1")
            if df is None or len(df) < 200:
                continue

            df_75 = convert_to_75min(df)
            if len(df_75) < 3:
                continue

            # ===== LAST CLOSED CANDLE =====
            last_candle_time = df_75['timestamp'].iloc[-2]

            if eq in last_processed_candle and last_processed_candle[eq] == last_candle_time:
                continue

            # ===== SUPERTREND =====
            st = ta.supertrend(
                df_75['high'], df_75['low'], df_75['close'],
                length=10, multiplier=1
            )

            df_75['dir'] = st['SUPERTd_10_1.0']

            prev_dir = df_75['dir'].iloc[-3]
            curr_dir = df_75['dir'].iloc[-2]
            price = df_75['close'].iloc[-2]

            fut_symbol = futures_map[eq]

            print(f"{eq} | prev:{prev_dir} curr:{curr_dir} | close:{price}")

            # ================= ENTRY =================
            if eq not in positions and prev_dir == -1 and curr_dir == 1:

                lot = tsl.get_lot_size(fut_symbol)

                orderid = tsl.order_placement(
                    tradingsymbol=fut_symbol,
                    exchange="NFO",
                    quantity=lot,
                    price=0,
                    trigger_price=0,
                    order_type="MARKET",
                    transaction_type="BUY",
                    trade_type="NRML"
                )

                if orderid:
                    positions[eq] = price
                    print(f"🟢 BUY {fut_symbol} @ {price}")

            # ================= EXIT =================
            elif eq in positions:

                entry = positions[eq]
                target = entry * (1 + TARGET_PCT)

                if price >= target or curr_dir == -1:

                    lot = tsl.get_lot_size(fut_symbol)

                    orderid = tsl.order_placement(
                        tradingsymbol=fut_symbol,
                        exchange="NFO",
                        quantity=lot,
                        price=0,
                        trigger_price=0,
                        order_type="MARKET",
                        transaction_type="SELL",
                        trade_type="NRML"
                    )

                    if orderid:
                        print(f"🔴 EXIT {fut_symbol} @ {price}")
                        del positions[eq]

            last_processed_candle[eq] = last_candle_time

        except Exception as e:
            print(f"❌ Error {eq}: {e}")

    time.sleep(60)
2

Hi @7350982949 ,

Use trade_type = "CNC" instead of ‘NRML’ to place positional orders.