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Formalize a ledger type + API: `TransactionLedger` 

Add a new `class TransactionLedger(collections.UserDict)` for managing
ledger (files) from a `dict`-like API. The main motivations being easy
conversion between `dict` <-> `Transaction` obj forms as well as dynamic
(toml) file updates via a set of methods:

- `.write_config()` to render and write state to the local toml file.
- `.iter_trans()` to allow iterator style conversion to `Transaction`
  form for each entry.
- `.to_trans()` for the dict output from the above.

Some adjustments to `Transaction` namely making `.sym/.sys` optional for
now so that paper engine entries can be loaded (offline) without
connecting to the emulated broker backend. Move to using `pathlib.Path`
throughout for bootyful toml file mgmt B)
pre_overruns_ctxcancelled
Tyler Goodlet 2023-03-29 18:28:42 -04:00
parent 055025c64c
commit 2f31e40d3b
2 changed files with 165 additions and 66 deletions
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8
piker/accounting/__init__.py
View File

@ -21,21 +21,23 @@ for tendiez.
'''
from ..log import get_logger
from ._pos import (
from ._ledger import (
Transaction,
TransactionLedger,
open_trade_ledger,
PpTable,
)
from ._pos import (
open_pps,
load_pps_from_ledger,
open_pps,
Position,
PpTable,
)
log = get_logger(__name__)
__all__ = [
'Transaction',
'TransactionLedger',
'open_trade_ledger',
'PpTable',
'open_pps',

223
piker/accounting/_ledger.py
View File

@ -19,9 +19,9 @@ Trade and transaction ledger processing.
'''
from __future__ import annotations
from collections import UserDict
from contextlib import contextmanager as cm
import os
from os import path
from pathlib import Path
import time
from typing import (
Any,
@ -32,6 +32,7 @@ from typing import (
from pendulum import (
datetime,
parse,
)
import tomli
import toml
@ -48,6 +49,145 @@ from ._mktinfo import (
log = get_logger(__name__)
class Transaction(Struct, frozen=True):
# TODO: unify this with the `MktPair`,
# once we have that as a required field,
# we don't really need the fqsn any more..
fqsn: str
tid: Union[str, int] # unique transaction id
size: float
price: float
cost: float # commisions or other additional costs
dt: datetime
# TODO: we can drop this right since we
# can instead expect the backend to provide this
# via the `MktPair`?
expiry: datetime | None = None
# remap for back-compat
@property
def fqme(self) -> str:
return self.fqsn
# TODO: drop the Symbol type
# the underlying "transaction system", normally one of a ``MktPair``
# (a description of a tradable double auction) or a ledger-recorded
# ("ledger" in any sense as long as you can record transfers) of any
# sort) ``Asset``.
sym: MktPair | Asset | Symbol | None = None
@property
def sys(self) -> Symbol:
return self.sym
# (optional) key-id defined by the broker-service backend which
# ensures the instrument-symbol market key for this record is unique
# in the "their backend/system" sense; i.e. this uid for the market
# as defined (internally) in some namespace defined by the broker
# service.
bs_mktid: str | int | None = None
def to_dict(self) -> dict:
dct = super().to_dict()
# ensure we use a pendulum formatted
# ISO style str here!@
dct['dt'] = str(self.dt)
return dct
class TransactionLedger(UserDict):
'''
Very simple ``dict`` wrapper + ``pathlib.Path`` handle to
a TOML formatted transaction file for enabling file writes
dynamically whilst still looking exactly like a ``dict`` from the
outside.
'''
def __init__(
self,
ledger_dict: dict,
file_path: Path,
) -> None:
self.file_path = file_path
super().__init__(ledger_dict)
def write_config(self) -> None:
'''
Render the self.data ledger dict to it's TML file form.
'''
with self.file_path.open(mode='w') as fp:
toml.dump(self.data, fp)
def iter_trans(
self,
broker: str = 'paper',
) -> Generator[
tuple[str, Transaction],
None,
None,
]:
'''
Deliver trades records in ``(key: str, t: Transaction)``
form via generator.
'''
if broker != 'paper':
raise NotImplementedError('Per broker support not dun yet!')
# TODO: lookup some standard normalizer
# func in the backend?
# from ..brokers import get_brokermod
# mod = get_brokermod(broker)
# trans_dict = mod.norm_trade_records(self.data)
# NOTE: instead i propose the normalizer is
# a one shot routine (that can be lru cached)
# and instead call it for each entry incrementally:
# normer = mod.norm_trade_record(txdict)
for tid, txdict in self.data.items():
# special field handling for datetimes
# to ensure pendulum is used!
fqme = txdict.get('fqme', txdict['fqsn'])
dt = parse(txdict['dt'])
expiry = txdict.get('expiry')
yield (
tid,
Transaction(
fqsn=fqme,
tid=txdict['tid'],
dt=dt,
price=txdict['price'],
size=txdict['size'],
cost=txdict.get('cost', 0),
bs_mktid=txdict['bs_mktid'],
# optional
sym=None,
expiry=parse(expiry) if expiry else None,
)
)
def to_trans(
self,
broker: str = 'paper',
) -> dict[str, Transaction]:
'''
Return the entire output from ``.iter_trans()`` in a ``dict``.
'''
return dict(self.iter_trans())
@cm
def open_trade_ledger(
broker: str,
@ -63,82 +203,39 @@ def open_trade_ledger(
name as defined in the user's ``brokers.toml`` config.
'''
ldir = path.join(config._config_dir, 'ledgers')
if not path.isdir(ldir):
os.makedirs(ldir)
ldir: Path = config._config_dir / 'ledgers'
if not ldir.is_dir():
ldir.mkdir()
fname = f'trades_{broker}_{account}.toml'
tradesfile = path.join(ldir, fname)
tradesfile: Path = ldir / fname
if not path.isfile(tradesfile):
if not tradesfile.is_file():
log.info(
f'Creating new local trades ledger: {tradesfile}'
)
with open(tradesfile, 'w') as cf:
pass # touch
with open(tradesfile, 'rb') as cf:
tradesfile.touch()
with tradesfile.open(mode='rb') as cf:
start = time.time()
ledger = tomli.load(cf)
ledger_dict = tomli.load(cf)
log.info(f'Ledger load took {time.time() - start}s')
cpy = ledger.copy()
cpy = ledger_dict.copy()
ledger = TransactionLedger(
ledger_dict=cpy,
file_path=tradesfile,
)
try:
yield cpy
yield ledger
finally:
if cpy != ledger:
if ledger.data != ledger_dict:
# TODO: show diff output?
# https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
log.info(f'Updating ledger for {tradesfile}:\n')
ledger.update(cpy)
# we write on close the mutated ledger data
with open(tradesfile, 'w') as cf:
toml.dump(ledger, cf)
class Transaction(Struct, frozen=True):
# TODO: unify this with the `MktPair`,
# once we have that as a required field,
# we don't really need the fqsn any more..
fqsn: str
# TODO: drop the Symbol type
# the underlying "transaction system", normally one of a ``MktPair``
# (a description of a tradable double auction) or a ledger-recorded
# ("ledger" in any sense as long as you can record transfers) of any
# sort) ``Asset``.
sym: MktPair | Asset | Symbol
@property
def sys(self) -> Symbol:
return self.sym
tid: Union[str, int] # unique transaction id
size: float
price: float
cost: float # commisions or other additional costs
dt: datetime
expiry: datetime | None = None
# remap for back-compat
@property
def fqme(self) -> str:
return self.fqsn
# (optional) key-id defined by the broker-service backend which
# ensures the instrument-symbol market key for this record is unique
# in the "their backend/system" sense; i.e. this uid for the market
# as defined (internally) in some namespace defined by the broker
# service.
bs_mktid: str | int | None = None
# XXX NOTE: this will come from the `MktPair`
# instead of defined here right?
# optional fqsn for the source "asset"/money symbol?
# from: Optional[str] = None
ledger.write_config()
def iter_by_dt(