From 1ab23dcba3939d8aefc571bc5ff48cfb4e8b3652 Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Thu, 26 Aug 2021 15:08:29 -0400 Subject: [PATCH] Solve the short pps issue with nice `abs()` --- piker/ui/_position.py | 67 +++++++++++++++++++++++++++---------------- 1 file changed, 42 insertions(+), 25 deletions(-) diff --git a/piker/ui/_position.py b/piker/ui/_position.py index 5e067334..ace42bee 100644 --- a/piker/ui/_position.py +++ b/piker/ui/_position.py @@ -115,12 +115,15 @@ class Allocator(BaseModel): def step_sizes( self, - ) -> dict[str, float]: + ) -> (float, float): + '''Return the units size for each unit type as a tuple. + + ''' slots = self.slots - return { - 'units': self.units_limit / slots, - 'currency': self.currency_limit / slots, - } + return ( + self.units_limit / slots, + self.currency_limit / slots, + ) def limit(self) -> float: if self.size_unit == 'currency': @@ -144,41 +147,49 @@ class Allocator(BaseModel): sym = self.symbol ld = sym.lot_size_digits - live_size = live_pp.size - startup_size = startup_pp.size + live_size = abs(live_pp.size) + startup_size = abs(startup_pp.size) - steps = self.step_sizes() + u_per_slot, currency_per_slot = self.step_sizes() if self.size_unit == 'units': - # step_size = self.units_limit / self.slots - step_size = steps['units'] + enter_step = u_per_slot l_sub_pp = self.units_limit - live_size elif self.size_unit == 'currency': - startup_size = startup_pp.size * startup_pp.avg_price / price - # step_size = self.currency_limit / self.slots / price - step_size = steps['currency'] / price - l_sub_pp = ( - self.currency_limit - live_size * live_pp.avg_price - ) / price + live_cost_basis = live_size * live_pp.avg_price + enter_step = currency_per_slot / price + l_sub_pp = (self.currency_limit - live_cost_basis) / price + # an entry (adding-to or starting a pp) if ( action == 'buy' and startup_size > 0 or action == 'sell' and startup_size < 0 or live_size == 0 - ): # an entry + ): - units_size = min(step_size, l_sub_pp) + order_size = min(enter_step, l_sub_pp) + # an exit (removing-from or going to net-zero pp) else: - # exit at the slot size worth of units or the remaining + # always exit "at least" a unit-limit slot's worth of units + # since higher-level per-slot-calcs can result in + # non-uniform exit sizes per price, port alloc, etc. + exit_step = max( + startup_size / self.slots, + enter_step, + ) + + # exit at a slot size's worth of units or the remaining # units left for the position to be net-zero, whichever # is smaller - units_size = min(step_size, live_size) + order_size = min( + exit_step, + live_size, + ) - units = round(units_size, ndigits=ld) return { - 'size': units, + 'size': round(order_size, ndigits=ld), 'size_digits': ld } @@ -265,7 +276,10 @@ class OrderModePane: # account(s), if none then look to user config for default? self.update_status_ui() - step_size = alloc.step_sizes()[size_unit] + step_size, currency_per_slot = alloc.step_sizes() + + if size_unit == 'currency': + step_size = currency_per_slot self.step_label.format( step_size=str(humanize(step_size)) + suffix @@ -348,14 +362,17 @@ class OrderModePane: alloc = self.alloc live_pp = self.tracker.live_pp + live_pp_size = abs(live_pp.size) slots = alloc.slots if alloc.size_unit == 'currency': - live_currency_size = size or (live_pp.size * live_pp.avg_price) + live_currency_size = size or ( + live_pp_size * live_pp.avg_price + ) prop = live_currency_size / alloc.currency_limit else: - prop = (size or live_pp.size) / alloc.units_limit + prop = (size or live_pp_size) / alloc.units_limit # calculate proportion of position size limit # that exists and display in fill bar