piker/piker/brokers/cli.py

# piker: trading gear for hackers
# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of piker0)

# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.

# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU Affero General Public License for more details.

# You should have received a copy of the GNU Affero General Public License
# along with this program.  If not, see <https://www.gnu.org/licenses/>.

"""
Console interface to broker client/daemons.
"""
import os
from functools import partial
from operator import attrgetter
from operator import itemgetter

import click
import pandas as pd
import trio
import tractor

from ..cli import cli
from .. import watchlists as wl
from ..log import get_console_log, colorize_json, get_logger
from .._daemon import maybe_spawn_brokerd
from ..brokers import core, get_brokermod, data

log = get_logger('cli')
DEFAULT_BROKER = 'questrade'

_config_dir = click.get_app_dir('piker')
_watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')


@cli.command()
@click.option('--keys', '-k', multiple=True,
              help='Return results only for these keys')
@click.argument('meth', nargs=1)
@click.argument('kwargs', nargs=-1)
@click.pass_obj
def api(config, meth, kwargs, keys):
    """Make a broker-client API method call
    """
    # global opts
    broker = config['brokers'][0]

    _kwargs = {}
    for kwarg in kwargs:
        if '=' not in kwarg:
            log.error(f"kwarg `{kwarg}` must be of form <key>=<value>")
        else:
            key, _, value = kwarg.partition('=')
            _kwargs[key] = value

    data = trio.run(
        partial(core.api, broker, meth, **_kwargs)
    )

    if keys:
        # filter to requested keys
        filtered = []
        if meth in data:  # often a list of dicts
            for item in data[meth]:
                filtered.append({key: item[key] for key in keys})

        else:  # likely just a dict
            filtered.append({key: data[key] for key in keys})
        data = filtered

    click.echo(colorize_json(data))


@cli.command()
@click.option('--df-output', '-df', flag_value=True,
              help='Output in `pandas.DataFrame` format')
@click.argument('tickers', nargs=-1, required=True)
@click.pass_obj
def quote(config, tickers, df_output):
    """Print symbol quotes to the console
    """
    # global opts
    brokermod = config['brokermods'][0]

    quotes = trio.run(partial(core.stocks_quote, brokermod, tickers))
    if not quotes:
        log.error(f"No quotes could be found for {tickers}?")
        return

    if len(quotes) < len(tickers):
        syms = tuple(map(itemgetter('symbol'), quotes))
        for ticker in tickers:
            if ticker not in syms:
                brokermod.log.warn(f"Could not find symbol {ticker}?")

    if df_output:
        cols = next(filter(bool, quotes)).copy()
        cols.pop('symbol')
        df = pd.DataFrame(
            (quote or {} for quote in quotes),
            columns=cols,
        )
        click.echo(df)
    else:
        click.echo(colorize_json(quotes))


@cli.command()
@click.option('--df-output', '-df', flag_value=True,
              help='Output in `pandas.DataFrame` format')
@click.option('--count', '-c', default=1000,
              help='Number of bars to retrieve')
@click.argument('symbol', required=True)
@click.pass_obj
def bars(config, symbol, count, df_output):
    """Retreive 1m bars for symbol and print on the console
    """
    # global opts
    brokermod = config['brokermods'][0]

    # broker backend should return at the least a
    # list of candle dictionaries
    bars = trio.run(
        partial(
            core.bars,
            brokermod,
            symbol,
            count=count,
            as_np=df_output
        )
    )

    if not len(bars):
        log.error(f"No quotes could be found for {symbol}?")
        return

    if df_output:
        click.echo(pd.DataFrame(bars))
    else:
        click.echo(colorize_json(bars))


@cli.command()
@click.option('--rate', '-r', default=5, help='Logging level')
@click.option('--filename', '-f', default='quotestream.jsonstream',
              help='Logging level')
@click.option('--dhost', '-dh', default='127.0.0.1',
              help='Daemon host address to connect to')
@click.argument('name', nargs=1, required=True)
@click.pass_obj
def record(config, rate, name, dhost, filename):
    """Record client side quotes to a file on disk
    """
    # global opts
    brokermod = config['brokermods'][0]
    loglevel = config['loglevel']
    log = config['log']

    watchlist_from_file = wl.ensure_watchlists(_watchlists_data_path)
    watchlists = wl.merge_watchlist(watchlist_from_file, wl._builtins)
    tickers = watchlists[name]
    if not tickers:
        log.error(f"No symbols found for watchlist `{name}`?")
        return

    async def main(tries):
        async with maybe_spawn_brokerd(
            tries=tries, loglevel=loglevel
        ) as portal:
            # run app "main"
            return await data.stream_to_file(
                name, filename,
                portal, tickers,
                brokermod, rate,
            )

    filename = tractor.run(partial(main, tries=1), name='data-feed-recorder')
    click.echo(f"Data feed recording saved to {filename}")


# options utils

@cli.command()
@click.option('--broker', '-b', default=DEFAULT_BROKER,
              help='Broker backend to use')
@click.option('--loglevel', '-l', default='warning', help='Logging level')
@click.option('--ids', flag_value=True, help='Include numeric ids in output')
@click.argument('symbol', required=True)
@click.pass_context
def contracts(ctx, loglevel, broker, symbol, ids):
    """Get list of all option contracts for symbol
    """
    brokermod = get_brokermod(broker)
    get_console_log(loglevel)

    contracts = trio.run(partial(core.contracts, brokermod, symbol))
    if not ids:
        # just print out expiry dates which can be used with
        # the option_chain_quote cmd
        output = tuple(map(attrgetter('expiry'), contracts))
    else:
        output = tuple(contracts.items())

    # TODO: need a cli test to verify
    click.echo(colorize_json(output))


@cli.command()
@click.option('--df-output', '-df', flag_value=True,
              help='Output in `pandas.DataFrame` format')
@click.option('--date', '-d', help='Contracts expiry date')
@click.argument('symbol', required=True)
@click.pass_obj
def optsquote(config, symbol, df_output, date):
    """Retreive symbol option quotes on the console
    """
    # global opts
    brokermod = config['brokermods'][0]

    quotes = trio.run(
        partial(
            core.option_chain, brokermod, symbol, date
        )
    )
    if not quotes:
        log.error(f"No option quotes could be found for {symbol}?")
        return

    if df_output:
        df = pd.DataFrame(
            (quote.values() for quote in quotes),
            columns=quotes[0].keys(),
        )
        click.echo(df)
    else:
        click.echo(colorize_json(quotes))


@cli.command()
@click.argument('tickers', nargs=-1, required=True)
@click.pass_obj
def symbol_info(config, tickers):
    """Print symbol quotes to the console
    """
    # global opts
    brokermod = config['brokermods'][0]

    quotes = trio.run(partial(core.symbol_info, brokermod, tickers))
    if not quotes:
        log.error(f"No quotes could be found for {tickers}?")
        return

    if len(quotes) < len(tickers):
        syms = tuple(map(itemgetter('symbol'), quotes))
        for ticker in tickers:
            if ticker not in syms:
                brokermod.log.warn(f"Could not find symbol {ticker}?")

    click.echo(colorize_json(quotes))


@cli.command()
@click.argument('pattern', required=True)
@click.pass_obj
def search(config, pattern):
    """Search for symbols from broker backend(s).
    """
    # global opts
    brokermod = config['brokermods'][0]

    quotes = tractor.run(
        partial(core.symbol_search, brokermod, pattern),
        start_method='forkserver',
        loglevel='info',
    )
    if not quotes:
        log.error(f"No matches could be found for {pattern}?")
        return

    click.echo(colorize_json(quotes))