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Simplify trades ledger collection to single pass loop

lifo_pps_ib
Tyler Goodlet 2022-06-07 14:53:31 -04:00
parent 450009ff9c
commit 050aa7594c
1 changed files with 40 additions and 20 deletions
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60
piker/brokers/ib/broker.py
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@ -555,36 +555,56 @@ def load_flex_trades(
report = flexreport.FlexReport(path=path) report = flexreport.FlexReport(path=path)
trade_entries = report.extract('Trade') trade_entries = report.extract('Trade')
trades = {
# get reverse map to user account names
accounts = conf['accounts'].inverse
trades_by_account = {}
for t in trade_entries:
# XXX: LOL apparently ``toml`` has a bug # XXX: LOL apparently ``toml`` has a bug
# where a section key error will show up in the write # where a section key error will show up in the write
# if you leave this as an ``int``? # if you leave this as an ``int``?
str(t.__dict__['tradeID']): t.__dict__ trade = t.__dict__
for t in trade_entries # oddly for some so-called "BookTrade" entries
} # this field seems to be blank, no cuckin clue.
# trade['ibExecID']
tid = str(trade['tradeID'])
date = str(trade['tradeDate'])
acctid = accounts[str(trade['accountId'])]
trades_by_account.setdefault(
acctid, {}
).setdefault(date, {})[tid] = trade
ln = len(trades) ln = len(trades_by_account.values())
log.info(f'Loaded {ln} trades from flex query') log.info(f'Loaded {ln} trades from flex query')
trades_by_account = {} # section = {'ib': trades_by_account}
for tid, trade in trades.items(): for acctid, trades_by_id in trades_by_account.items():
trades_by_account.setdefault( with config.open_trade_ledger('ib', acctid) as ledger:
# oddly for some so-called "BookTrade" entries ledger.update({'ib': trades_by_id})
# this field seems to be blank, no cuckin clue.
# trade['ibExecID']
str(trade['accountId']), {}
)[tid] = trade
section = {'ib': trades_by_account} # pprint(section)
pprint(section)
# TODO: load the config first and append in # TODO: load the config first and append in
# the new trades loaded here.. # the new trades loaded here..
try: # try:
config.write(section, 'trades') # config.write(section, 'trades')
except KeyError: # except KeyError:
import pdbpp; pdbpp.set_trace() # noqa # import pdbpp; pdbpp.set_trace() # noqa
if __name__ == '__main__': if __name__ == '__main__':
load_flex_trades() import sys
import os
args = sys.argv
if len(args) > 1:
args = args[1:]
for arg in args:
path = os.path.abspath(arg)
load_flex_trades(path=path)
else:
# expect brokers.toml to have an entry and
# pull from the web service.
load_flex_trades()