instrument_dump = kite.instruments("NSE")
instrument_df = pd.DataFrame(instrument_dump)
instrument_df.to_csv("NSE_Instruments.csv",index=False)

scrip = {1270529:{'name':'ICICIBANK'},738561:{'name':'RELIANCE'},779521:{'name':'SBIN'},55483143:{'name':'SILVERM20AUGFUT'}}
# scrip = {738561:{'name':'RELIANCE'},779521:{'name':'SBIN'}}

quantity=1

# entryvalue = 2000
# stoploss=1790
# squareoff=2010

# entryvalue_sell = 2000
# stoploss_sell=2010
# squareoff_sell=1800

order_id_market=0
order_id_slm=0
order_id_limit=0
order_id_market_add1=0
order_id_slm_add1=0
order_id_limit_add1=0

# TOKENS = [738561, 5633]
# TOKENS = [738561, 5633]
# TOKENS = [56409351,55483143]
# TOKENS = [738561, 779521]

TOKENS = [55483143]#ICICIBANK

DATABASE = {token:{'o':[],'h':[],'l':[],'c':[],'dateTime':[],'ltp':[],'ph':[],'pl':[]} for token in TOKENS}


# print(scrip[738561['name')

CANDLE = 60 # in seconds
starttime = 0
pivot_high = 100000
pivot_low = 20
prev_ph2=200000
prev_pl2=10

import datetime

kws = KiteTicker(api_key, data["access_token"])

def on_ticks(ws, ticks):
    global starttime
    global DATABSE
    global order_id_market
    global order_id_slm
    global order_id_limit
    global data
    global pivot_high
    global pivot_high_prev
    global pivot_low
    global pivot_low_prev
    global prev_ph2 
    global prev_pl2
    
    for tick in ticks:
        print("inside for loop")
        DATABASE[tick['instrument_token']]['ltp'].append(tick['last_price'])
#         print(DATABASE)
    print("before CANDLE if cond",time.time())
    if(time.time()-starttime>CANDLE):
        print("inside if - CANDLE condition")
        print(time.time())
        for tick in ticks:
            print("inside for before passing ohlc")
            DATABASE[tick['instrument_token']]['dateTime'].append(datetime.datetime.now().time())
            DATABASE[tick['instrument_token']]['o'].append(DATABASE[tick['instrument_token']]['ltp'][0])
            DATABASE[tick['instrument_token']]['h'].append(max(DATABASE[tick['instrument_token']]['ltp']))
            DATABASE[tick['instrument_token']]['l'].append(min(DATABASE[tick['instrument_token']]['ltp']))
            DATABASE[tick['instrument_token']]['c'].append(DATABASE[tick['instrument_token']]['ltp'][-1])
            DATABASE[tick['instrument_token']]['ltp'] = []
            starttime = time.time()
            
            if len(DATABASE[tick['instrument_token']]['h'])<=3:
                print("inside if <=3")
                DATABASE[tick['instrument_token']]['ph'].append(99999)
            elif len(DATABASE[tick['instrument_token']]['h'])>3:
                print("inside ELif >3")
                if (((DATABASE[tick['instrument_token']]['h'][-2]>DATABASE[tick['instrument_token']]['h'][-3]) and
                    (DATABASE[tick['instrument_token']]['h'][-2]>DATABASE[tick['instrument_token']]['h'][-1]))or 
                   ((DATABASE[tick['instrument_token']]['h'][-3]>DATABASE[tick['instrument_token']]['h'][-4]) and 
                    (DATABASE[tick['instrument_token']]['h'][-2]==DATABASE[tick['instrument_token']]['h'][-3]) and 
                    (DATABASE[tick['instrument_token']]['h'][-2]>DATABASE[tick['instrument_token']]['h'][-1]))):
                    DATABASE[tick['instrument_token']]['ph'].append(DATABASE[tick['instrument_token']]['h'][-2])
                else:
                    DATABASE[tick['instrument_token']]['ph'].append(DATABASE[tick['instrument_token']]['ph'][-1])
            
            if len(DATABASE[tick['instrument_token']]['l'])<=3:
                print("inside if for PL <=3")
                DATABASE[tick['instrument_token']]['pl'].append(00000)
            elif len(DATABASE[tick['instrument_token']]['l'])>3:
                print("inside if for PL >3")
                if (((DATABASE[tick['instrument_token']]['l'][-2]<DATABASE[tick['instrument_token']]['l'][-3]) and 
                    (DATABASE[tick['instrument_token']]['l'][-2]<DATABASE[tick['instrument_token']]['l'][-1]))or
                   ((DATABASE[tick['instrument_token']]['l'][-3]<DATABASE[tick['instrument_token']]['l'][-4]) and 
                    (DATABASE[tick['instrument_token']]['l'][-2]==DATABASE[tick['instrument_token']]['l'][-3]) and 
                    (DATABASE[tick['instrument_token']]['l'][-2]<DATABASE[tick['instrument_token']]['h'][-1]))):
                    DATABASE[tick['instrument_token']]['pl'].append(DATABASE[tick['instrument_token']]['l'][-2])
                else:
                    DATABASE[tick['instrument_token']]['pl'].append(DATABASE[tick['instrument_token']]['pl'][-1])
        
            print("inside for ticks in ticks",DATABASE)
            data = pd.DataFrame(columns=['DateTime','Open','High','Low','Close','PH','PL'])

            data['DateTime'] = DATABASE[tick['instrument_token']]['dateTime']
            data['High'] = DATABASE[tick['instrument_token']]['h']
            data['Low'] = DATABASE[tick['instrument_token']]['l']
            data['Close'] = DATABASE[tick['instrument_token']]['c']
            data['Open'] = DATABASE[tick['instrument_token']]['o']
            data['PH'] = DATABASE[tick['instrument_token']]['ph']
            data['PL'] = DATABASE[tick['instrument_token']]['pl']
            print(data)
            print(DATABASE[tick['instrument_token']]['ph'][-1])
            print(data['PH'].iloc[-1])
            pivot_high = DATABASE[tick['instrument_token']]['ph'][-1]
            pivot_low = DATABASE[tick['instrument_token']]['pl'][-1]
            print("pivot_high inside CANDLE IF=",pivot_high)
            print("pivot_low inside CANDLE IF=",pivot_low)
#     print(DATABASE[55483143]['ph'][-1])
#     pivot_high = 0
    print("pivot_high outside CANDLE IF=",pivot_high)
    print("pivot_low outside CANDLE IF=",pivot_low)
#     print(data['PH'].iloc[-1])

    for tick in ticks:
        print("pivot_high inside for loop=",pivot_high)
        instrument = tick['instrument_token']
        symbol = scrip[instrument]['name']
        ltp=tick['last_price']
        print("ltp=",ltp)
        print("pivot_high=",pivot_high)
        print("pivot_low=",pivot_low)
        
        
        if pivot_high != prev_ph2:
            print("1.pivot_high != pivot_high",pivot_high)
            print("2.pivot_high != prev_ph2",prev_ph2)
            scrip[instrument]['buystatus'] = "null"
            scrip[instrument]['sl1hitstatus'] = "null"
            scrip[instrument]['sl2hitstatus'] = "null"
            
        if pivot_low != prev_pl2:
            print("3.pivot_low != pivot_low",pivot_low)
            print("4.pivot_low != prev_pl2",prev_pl2)
            scrip[instrument]['sellstatus'] = "null"
            scrip[instrument]['sl1hitstatus'] = "null"
            scrip[instrument]['sl2hitstatus'] = "null"
            
        
        if (ltp>pivot_high) and ("bought" not in scrip[instrument].values())and ("sl2hit" not in scrip[instrument].values()):
            scrip[instrument]['buystatus'] = "bought"
            print("5:ltp>pivot_high")
           
            if (pivot_high==prev_ph2) and ("sl1hit" not in scrip[instrument].values()):
                scrip[instrument]['sl1hitstatus'] = "sl1hit"
                print("6:inside innser if")
            elif (pivot_high==prev_ph2) and ("sl1hit" in scrip[instrument].values()) and ("sl2hit" not in scrip[instrument].values()):
                scrip[instrument]['sl2hitstatus'] = "sl2hit"
                print("7:inside inner elif")
                
            order_id =  kite.place_order(tradingsymbol=symbol,exchange=kite.EXCHANGE_MCX,transaction_type=kite.TRANSACTION_TYPE_BUY,
                             quantity=quantity,order_type=kite.ORDER_TYPE_MARKET,product=kite.PRODUCT_MIS,variety=kite.VARIETY_REGULAR)
            order_id_market=order_id
            order_id = kite.place_order(tradingsymbol=symbol,exchange=kite.EXCHANGE_MCX,
                                        transaction_type=kite.TRANSACTION_TYPE_SELL,
                                        quantity=quantity,order_type=kite.ORDER_TYPE_SLM,
                                        trigger_price=pivot_high-0.5,
                                        product=kite.PRODUCT_MIS,variety=kite.VARIETY_REGULAR)
            order_id_slm=order_id
            order_id = kite.place_order(tradingsymbol=symbol,exchange=kite.EXCHANGE_MCX,
                                        transaction_type=kite.TRANSACTION_TYPE_SELL,
                                        quantity=quantity,order_type=kite.ORDER_TYPE_LIMIT,
                                        price=pivot_high+0.5,
                                        product=kite.PRODUCT_MIS,variety=kite.VARIETY_REGULAR)
            order_id_limit=order_id
            
            prev_ph2=pivot_high
            
        if (ltp<pivot_low) and ("sold" not in scrip[instrument].values())and ("sl2hit" not in scrip[instrument].values()):
            print("inside if ltp<pivot_low")
            
            scrip[instrument]['sellstatus'] = "sold"
            print("8:ltp<pivot_low")
                        
            print("9:Inside main if-sell")
#             print("prev_pl2 first",prev_pl2)
        
            if (pivot_low==prev_pl2) and ("sl1hit" not in scrip[instrument].values()):
                scrip[instrument]['sl1hitstatus'] = "sl1hit"
                print("10:inside inner if-sell")
            elif (pivot_low==prev_pl2) and ("sl1hit" in scrip[instrument].values()) and ("sl2hit" not in scrip[instrument].values()):
                scrip[instrument]['sl2hitstatus'] = "sl2hit"
                print("11:inside inner elif-sell")
            print("Just before Sell order placement")    
            order_id =  kite.place_order(tradingsymbol=symbol,
                                         exchange=kite.EXCHANGE_MCX,
                                         transaction_type=kite.TRANSACTION_TYPE_SELL,
                                         quantity=quantity,order_type=kite.ORDER_TYPE_MARKET,
                                         product=kite.PRODUCT_MIS,variety=kite.VARIETY_REGULAR)
            order_id_market=order_id
            order_id = kite.place_order(tradingsymbol=symbol,exchange=kite.EXCHANGE_MCX,
                                        transaction_type=kite.TRANSACTION_TYPE_BUY,
                                        quantity=quantity,order_type=kite.ORDER_TYPE_SLM,
                                        trigger_price=pivot_low+0.5,
                                        product=kite.PRODUCT_MIS,variety=kite.VARIETY_REGULAR)
            order_id_slm=order_id
            order_id = kite.place_order(tradingsymbol=symbol,exchange=kite.EXCHANGE_MCX,
                                        transaction_type=kite.TRANSACTION_TYPE_BUY,
                                        quantity=quantity,order_type=kite.ORDER_TYPE_LIMIT,
                                        price=pivot_low-0.5,
                                        product=kite.PRODUCT_MIS,variety=kite.VARIETY_REGULAR)
            order_id_limit=order_id
            
            prev_pl2=pivot_low
        
        received=kite.orders()
        for individual_order in received:
            if (individual_order['order_id'])==order_id_limit:
                print("inside for and inside limit if after received orders")
                print("order_id_limit",order_id_limit)
                print("order_id_slm",order_id_slm)
                print("order_id_limit_status outside if",individual_order['status'])
                if (individual_order['status'])=="COMPLETE":
                    print("order_id_limit_status inside if",individual_order['status'])
                    for i in received:
                        if (i['order_id'])==order_id_slm:
                            if (i['status'])=="TRIGGER PENDING":
                                kite.cancel_order(variety=kite.VARIETY_REGULAR,order_id=order_id_slm)
            if (individual_order['order_id'])==order_id_slm:
                print("inside for and inside second if after received orders")
                print("order_id_slm",order_id_slm)
                print("order_id_limit",order_id_limit)
                print("order_id_slm_status outside if",individual_order['status'])
                if (individual_order['status'])=="COMPLETE":
                    print("order_id_slm_status inside if",individual_order['status'])
                    for i in received:
                        if (i['order_id'])==order_id_limit:
                            if (i['status'])=="OPEN":
                                scrip[instrument]['buystatus'] = "null"
                                scrip[instrument]['sellstatus'] = "null"
                                kite.cancel_order(variety=kite.VARIETY_REGULAR,order_id=order_id_limit)
                                                   


def on_connect(ws, response):
    global starttime
    starttime = time.time()
    # Callback on successful connect.
    # Subscribe to a list of instrument_tokens (RELIANCE and ACC here).
    ws.subscribe(TOKENS)
    # ws.set_mode(ws.MODE_FULL, [738561])


# def on_close(ws, code, reason):
#     ws.stop()

# Assign the callbacks.
kws.on_ticks = on_ticks
kws.on_connect = on_connect
# kws.on_close = on_close

# Infinite loop on the main thread. Nothing after this will run.
# You have to use the pre-defined callbacks to manage subscriptions.
kws.connect()

*****************

Output 

inside for loop
before CANDLE if cond 1596030342.0774655
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030342.6584988
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64994.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030343.2755342
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64985.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030343.887569
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64990.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030344.466602
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64990.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030345.0546358
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65013.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030345.6576705
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64984.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030346.2747056
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65007.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
Connection error: 1006 - connection was closed uncleanly (None)
Connection closed: 1006 - connection was closed uncleanly (None)
inside for loop
before CANDLE if cond 1596030356.4662883
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65020.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030357.0623226
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65020.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030357.665357
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65025.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030358.2673914
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65026.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030358.8654256
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65022.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030359.4534593
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030360.057494
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64993.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030360.6575284
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030361.244562
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65009.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030361.8665974
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64986.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030362.4646316
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64985.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030363.052665
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64985.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030363.647699
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64985.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030364.2627344
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64985.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030364.848768
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65007.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030365.4508023
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030366.0648375
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64998.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030366.6648717
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64998.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030367.258906
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64981.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030367.8519397
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64986.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030368.468975
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65001.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030369.0690093
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65018.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030369.662043
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030370.264078
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64997.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030370.862112
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030371.4681463
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030372.05118
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030372.6662152
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 65000.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030373.261249
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64987.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030373.8482826
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64990.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030374.4583175
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64990.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030375.0663524
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64985.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030375.6583862
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64965.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030376.2704213
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64955.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030376.8664553
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64967.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030377.4664896
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64963.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030378.0665238
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64950.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030378.6665583
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64967.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030379.2675927
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64950.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030379.8626268
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64979.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030380.4596608
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64985.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030381.0606954
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64985.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030381.6547291
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64956.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030382.2677643
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64955.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030382.856798
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64970.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030383.4648328
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64950.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030384.0638669
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64958.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030384.6679015
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64950.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030385.254935
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64950.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030385.86197
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64975.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030386.4550037
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64957.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030387.0640388
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64955.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030387.651072
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64955.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030388.2471063
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64955.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030388.8451405
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64971.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030389.4541752
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64956.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030390.06021
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64957.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030390.6462436
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64954.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030391.2622786
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64973.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030391.8703134
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64973.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030392.4493465
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64965.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030393.0453806
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64962.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030393.6664162
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64962.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030394.2704506
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64970.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030394.8614845
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64990.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030395.4615188
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64980.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030396.0685537
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64980.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030396.6585875
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64980.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030397.2446208
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64980.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 20
4.pivot_low != prev_pl2 10
inside for loop
before CANDLE if cond 1596030397.8686566
pivot_high outside CANDLE IF= 100000
pivot_low outside CANDLE IF= 20
pivot_high inside for loop= 100000
ltp= 64970.0
pivot_high= 100000
pivot_low= 20
1.pivot_high != pivot_high 100000
2.pivot_high != prev_ph2 200000
3.pivot_low != pivot_low 2

And the following ohlc data is coming from print(data) statement after some time.

   DateTime     Open     High      Low    Close       PH       PL
0   19:16:56.455719  65000.0  65026.0  64950.0  65000.0  99999.0      0.0
1   19:17:56.462151  65000.0  65043.0  64970.0  65024.0  99999.0      0.0
2   19:18:57.055121  65005.0  65085.0  65000.0  65082.0  99999.0      0.0
3   19:19:57.662588  65084.0  65150.0  65065.0  65132.0  99999.0      0.0
4   19:20:58.255337  65132.0  65142.0  65082.0  65082.0  65150.0      0.0
5   19:21:58.841346  65120.0  65130.0  64981.0  65000.0  65150.0      0.0
6   19:22:59.460813  65005.0  65046.0  64920.0  64929.0  65150.0      0.0
7   19:24:00.007276  64928.0  64932.0  64819.0  64918.0  65150.0      0.0
8   19:25:00.016708  64918.0  65021.0  64915.0  64995.0  65150.0  64819.0
9   19:26:00.615449  64999.0  65069.0  64990.0  65056.0  65150.0  64819.0
10  19:27:01.225971  65056.0  65130.0  65055.0  65055.0  65150.0  64819.0
11  19:28:01.806436  65055.0  65124.0  65055.0  65104.0  65130.0  64819.0
12  19:30:07.808843  65100.0  65123.0  65021.0  65053.0  65130.0  64819.0
13  19:31:07.817301  65053.0  65117.0  65030.0  65113.0  65130.0  65021.0
14  19:32:08.431712  65081.0  65185.0  65081.0  65155.0  65130.0  65021.0