piker/piker/accounting/__init__.py

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# piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
# 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/>.
'''
"Accounting for degens": count dem numberz that tracks how much you got
for tendiez.
'''
from ..log import get_logger
Rework `.accounting.Position` calcs to prep for `polars` We're probably going to move to implementing all accounting using `polars.DataFrame` and friends and thus this rejig preps for a much more "stateless" implementation of our `Position` type and its internal pos-accounting metrics: `ppu` and `cumsize`. Summary: - wrt to `._pos.Position`: - rename `.size`/`.accum_size` to `.cumsize` to be more in line with `polars.DataFrame.cumsum()`. - make `Position.expiry` delegate to the underlying `.mkt: MktPair` handling (hopefully) all edge cases.. - change over to a new `._events: dict[str, Transaction]` in prep for #510 (and friends) and enforce a new `Transaction.etype: str` which is by default `clear`. - add `.iter_by_type()` which iterates, filters and sorts the entries in `._events` from above. - add `Position.clearsdict()` which returns the dict-ified and datetime-sorted table which can more-or-less be stored in the toml account file. - add `.minimized_clears()` a new (and close) version of the old method which always grabs at least one clear before a position-side-polarity-change. - mask-drop `.ensure_state()` since there is no more `.size`/`.price` state vars (per say) as we always re-calc the ppu and cumsize from the clears records on every read. - `.add_clear` no longer does bisec insorting since all sorting is done on position properties *reads*. - move the PPU (price per unit) calculator to a new `.accounting.calcs` as well as add in the `iter_by_dt()` clearing transaction sorted iterator. - also make some fixes to this to handle both lists of `Transaction` as well as `dict`s as before. - start rename of `PpTable` -> `Account` and make a note about adding a `.balances` table. - always `float()` the transaction size/price values since it seems if they get processed as `tomlkit.Integer` there's some suuper weird double negative on read-then-write to the clears table? - something like `cumsize = -1` -> `cumsize = --1` !?!? - make `load_pps_from_ledger()` work again but now includes some very very first draft `polars` df processing from a transaction ledger. - use this from the `accounting.cli.disect` subcmd which is also in *super early draft* mode ;) - obviously as mentioned in the `Position` section, add the new `.calcs` module with a `.ppu()` calculator func B)
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from .calc import (
iter_by_dt,
Rework `.accounting.Position` calcs to prep for `polars` We're probably going to move to implementing all accounting using `polars.DataFrame` and friends and thus this rejig preps for a much more "stateless" implementation of our `Position` type and its internal pos-accounting metrics: `ppu` and `cumsize`. Summary: - wrt to `._pos.Position`: - rename `.size`/`.accum_size` to `.cumsize` to be more in line with `polars.DataFrame.cumsum()`. - make `Position.expiry` delegate to the underlying `.mkt: MktPair` handling (hopefully) all edge cases.. - change over to a new `._events: dict[str, Transaction]` in prep for #510 (and friends) and enforce a new `Transaction.etype: str` which is by default `clear`. - add `.iter_by_type()` which iterates, filters and sorts the entries in `._events` from above. - add `Position.clearsdict()` which returns the dict-ified and datetime-sorted table which can more-or-less be stored in the toml account file. - add `.minimized_clears()` a new (and close) version of the old method which always grabs at least one clear before a position-side-polarity-change. - mask-drop `.ensure_state()` since there is no more `.size`/`.price` state vars (per say) as we always re-calc the ppu and cumsize from the clears records on every read. - `.add_clear` no longer does bisec insorting since all sorting is done on position properties *reads*. - move the PPU (price per unit) calculator to a new `.accounting.calcs` as well as add in the `iter_by_dt()` clearing transaction sorted iterator. - also make some fixes to this to handle both lists of `Transaction` as well as `dict`s as before. - start rename of `PpTable` -> `Account` and make a note about adding a `.balances` table. - always `float()` the transaction size/price values since it seems if they get processed as `tomlkit.Integer` there's some suuper weird double negative on read-then-write to the clears table? - something like `cumsize = -1` -> `cumsize = --1` !?!? - make `load_pps_from_ledger()` work again but now includes some very very first draft `polars` df processing from a transaction ledger. - use this from the `accounting.cli.disect` subcmd which is also in *super early draft* mode ;) - obviously as mentioned in the `Position` section, add the new `.calcs` module with a `.ppu()` calculator func B)
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)
from ._ledger import (
Transaction,
TransactionLedger,
open_trade_ledger,
)
from ._pos import (
Account,
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load_account,
load_account_from_ledger,
open_pps,
Position,
)
from ._mktinfo import (
Asset,
dec_digits,
digits_to_dec,
MktPair,
Symbol,
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unpack_fqme,
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_derivs as DerivTypes,
)
from ._allocate import (
mk_allocator,
Allocator,
)
log = get_logger(__name__)
__all__ = [
'Account',
'Allocator',
'Asset',
'MktPair',
'Position',
'Symbol',
'Transaction',
'TransactionLedger',
'dec_digits',
'digits_to_dec',
'iter_by_dt',
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'load_account',
'load_account_from_ledger',
'mk_allocator',
'open_pps',
'open_trade_ledger',
'unpack_fqme',
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'DerivTypes',
]
def get_likely_pair(
src: str,
dst: str,
bs_mktid: str,
) -> str | None:
'''
Attempt to get the likely trading pair matching a given destination
asset `dst: str`.
'''
try:
src_name_start = bs_mktid.rindex(src)
except (
ValueError, # substr not found
):
# TODO: handle nested positions..(i.e.
# positions where the src fiat was used to
# buy some other dst which was furhter used
# to buy another dst..)
# log.warning(
# f'No src fiat {src} found in {bs_mktid}?'
# )
return
likely_dst = bs_mktid[:src_name_start]
if likely_dst == dst:
return bs_mktid