Default `pps.toml` precision fields to `Decimal`

For `price_tick` and `size_tick` we read in `str` and decimal-ize
and now correctly fail over to default values of the same type..
Also, always treat `bs_mktid` field as a `str` in TOML form.

Drop the strange `clears: dict` var from the loading code (not sure why
that was left in smh) and better name `toml_clears_list` for the
TOML-loaded-pre-transaction sequence.
pre_overruns_ctxcancelled
Tyler Goodlet 2023-03-21 14:03:30 -04:00
parent 98d8b4a0e8
commit 0866d46484
1 changed files with 20 additions and 21 deletions

View File

@ -24,6 +24,7 @@ that doesn't try to cuk most humans who prefer to not lose their moneys..
'''
from __future__ import annotations
from contextlib import contextmanager as cm
from decimal import Decimal
from math import copysign
import re
from typing import (
@ -152,7 +153,7 @@ class Position(Struct):
elif expiry:
d['expiry'] = str(expiry)
toml_clears_list = []
toml_clears_list: list[dict[str, Any]] = []
# reverse sort so latest clears are at top of section?
for tid, data in iter_by_dt(clears):
@ -864,6 +865,7 @@ def open_pps(
brokername: str,
acctid: str,
write_on_exit: bool = False,
) -> Generator[PpTable, None, None]:
'''
Read out broker-specific position entries from
@ -899,20 +901,20 @@ def open_pps(
# atype = entry.get('asset_type', '<unknown>')
# unique broker market id
bs_mktid = (
bs_mktid = str(
entry.get('bsuid')
or entry.get('bs_mktid')
)
price_tick = (
price_tick = Decimal(str(
entry.get('price_tick_size')
or entry.get('price_tick')
or 0.01
)
size_tick = (
or '0.01'
))
size_tick = Decimal(str(
entry.get('lot_tick_size')
or entry.get('size_tick')
or 0.0
)
or '0.0'
))
# load the pair using the fqme which
# will make the pair "unresolved" until
@ -925,22 +927,20 @@ def open_pps(
bs_mktid=bs_mktid
)
# TODO: RE: general "events" instead of just "clears":
# - make this an `events` field and support more event types
# such as 'split', 'name_change', 'mkt_info', etc..
# - should be make a ``Struct`` for clear/event entries? convert
# "clear events table" from the toml config (list of a dicts)
# and load it into object form for use in position processing of
# new clear events.
# convert clears sub-tables (only in this form
# for toml re-presentation) back into a master table.
clears_list = entry['clears']
# index clears entries in "object" form by tid in a top
# level dict instead of a list (as is presented in our
# ``pps.toml``).
clears = pp_objs.setdefault(bs_mktid, {})
# TODO: should be make a ``Struct`` for clear/event entries?
# convert "clear events table" from the toml config (list of
# a dicts) and load it into object form for use in position
# processing of new clear events.
toml_clears_list: list[dict[str, Any]] = entry['clears']
trans: list[Transaction] = []
for clears_table in toml_clears_list:
for clears_table in clears_list:
tid = clears_table.pop('tid')
dtstr = clears_table['dt']
dt = pendulum.parse(dtstr)
@ -956,7 +956,6 @@ def open_pps(
cost=clears_table['cost'],
dt=dt,
))
clears[tid] = clears_table
size = entry['size']