goodboy
GitHub
commit
3e302f8445
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@ -87,13 +87,21 @@ class Allocator(BaseModel):
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symbol: Symbol
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account: Optional[str] = 'paper'
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size_unit: SizeUnit = 'currency'
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# TODO: for enums this clearly doesn't fucking work, you can't set
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# a default at startup by passing in a `dict` but yet you can set
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# that value through assignment..for wtv cucked reason.. honestly, pure
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# unintuitive garbage.
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size_unit: str = 'currency'
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_size_units: dict[str, Optional[str]] = _size_units
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@validator('size_unit')
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def lookup_key(cls, v):
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@validator('size_unit', pre=True)
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def maybe_lookup_key(cls, v):
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# apply the corresponding enum key for the text "description" value
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return v.name
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if v not in _size_units:
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return _size_units.inverse[v]
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assert v in _size_units
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return v
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# TODO: if we ever want ot support non-uniform entry-slot-proportion
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# "sizes"
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@ -157,6 +165,9 @@ class Allocator(BaseModel):
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slot_size = currency_per_slot / price
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l_sub_pp = (self.currency_limit - live_cost_basis) / price
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else:
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raise ValueError(f"Not valid size unit '{size}'")
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# an entry (adding-to or starting a pp)
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if (
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action == 'buy' and live_size > 0 or
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@ -204,7 +215,14 @@ class Allocator(BaseModel):
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# **without** going past a net-zero pp. if the pp is
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# > 1.5x a slot size, then front load: exit a slot's and
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# expect net-zero to be acquired on the final exit.
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slot_size < pp_size < round((1.5*slot_size), ndigits=ld)
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slot_size < pp_size < round((1.5*slot_size), ndigits=ld) or
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# underlying requires discrete (int) units (eg. stocks)
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# and thus our slot size (based on our limit) would
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# exit a fractional unit's worth so, presuming we aren't
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# supporting a fractional-units-style broker, we need
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# exit the final unit.
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ld == 0 and abs_live_size == 1
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):
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order_size = abs_live_size
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@ -259,7 +277,7 @@ def mk_allocator(
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# default allocation settings
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defaults: dict[str, float] = {
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'account': None, # select paper by default
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'size_unit': _size_units['currency'],
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'size_unit': 'currency', #_size_units['currency'],
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'units_limit': 400,
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'currency_limit': 5e3,
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'slots': 4,
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@ -274,8 +292,8 @@ def mk_allocator(
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# load and retreive user settings for default allocations
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# ``config.toml``
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user_def = {
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'currency_limit': 5e3,
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'slots': 4,
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'currency_limit': 6e3,
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'slots': 6,
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}
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defaults.update(user_def)
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@ -287,6 +305,7 @@ def mk_allocator(
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asset_type = symbol.type_key
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# specific configs by asset class / type
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if asset_type in ('future', 'option', 'futures_option'):
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@ -308,9 +327,12 @@ def mk_allocator(
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alloc.currency_limit = round(startup_size, ndigits=2)
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else:
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startup_size = startup_pp.size
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startup_size = abs(startup_pp.size)
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if startup_size > alloc.units_limit:
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alloc.units_limit = startup_size
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if asset_type in ('future', 'option', 'futures_option'):
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alloc.slots = alloc.units_limit
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return alloc
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@ -269,7 +269,7 @@ class TradesRelay:
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positions: dict[str, dict[str, BrokerdPosition]]
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# allowed account names
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accounts: set[str]
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accounts: tuple[str]
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# count of connected ems clients for this ``brokerd``
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consumers: int = 0
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@ -414,6 +414,9 @@ async def open_brokerd_trades_dialogue(
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)
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try:
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positions: list[BrokerdPosition]
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accounts: tuple[str]
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async with (
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open_trades_endpoint as (brokerd_ctx, (positions, accounts,)),
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brokerd_ctx.open_stream() as brokerd_trades_stream,
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@ -449,7 +452,7 @@ async def open_brokerd_trades_dialogue(
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relay = TradesRelay(
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brokerd_dialogue=brokerd_trades_stream,
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positions=pps,
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accounts=set(accounts),
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accounts=accounts,
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consumers=1,
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)
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@ -48,7 +48,7 @@ from ._style import hcolor, _font, _font_small, DpiAwareFont
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from ._label import FormatLabel
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class FontAndChartAwareLineEdit(QLineEdit):
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class Edit(QLineEdit):
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def __init__(
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@ -369,13 +369,14 @@ class FieldsForm(QWidget):
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key: str,
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label_name: str,
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value: str,
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readonly: bool = False,
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) -> FontAndChartAwareLineEdit:
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) -> Edit:
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# TODO: maybe a distint layout per "field" item?
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label = self.add_field_label(label_name)
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edit = FontAndChartAwareLineEdit(
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edit = Edit(
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parent=self,
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# width_in_chars=6,
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)
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@ -386,6 +387,7 @@ class FieldsForm(QWidget):
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}}
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"""
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)
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edit.setReadOnly(readonly)
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edit.setText(str(value))
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self.form.addRow(label, edit)
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@ -478,13 +480,15 @@ def mk_form(
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for key, conf in fields_schema.items():
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wtype = conf['type']
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label = str(conf.get('label', key))
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kwargs = conf.get('kwargs', {})
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# plain (line) edit field
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if wtype == 'edit':
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w = form.add_edit_field(
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key,
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label,
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conf['default_value']
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conf['default_value'],
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**kwargs,
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)
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# drop-down selection
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@ -493,7 +497,8 @@ def mk_form(
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w = form.add_select_field(
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key,
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label,
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values
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values,
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**kwargs,
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)
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w._key = key
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@ -648,11 +653,21 @@ def mk_fill_status_bar(
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font_size=bar_label_font_size,
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font_color='gunmetal',
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)
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# size according to dpi scaled fonted contents to avoid
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# resizes on magnitude changes (eg. 9 -> 10 %)
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min_w = _font.boundingRect('1000.0M% pnl').width()
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left_label.setMinimumWidth(min_w)
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left_label.resize(
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min_w,
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left_label.size().height(),
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)
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bar_labels_lhs.addSpacing(5/8 * bar_h)
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bar_labels_lhs.addWidget(
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left_label,
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alignment=Qt.AlignLeft | Qt.AlignTop,
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# XXX: doesn't seem to actually push up against
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# the status bar?
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alignment=Qt.AlignRight | Qt.AlignTop,
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)
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# this hbox is added as a layout by the paner maker/caller
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@ -36,7 +36,7 @@ from PyQt5.QtWidgets import (
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from ._forms import (
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# FontScaledDelegate,
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FontAndChartAwareLineEdit,
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Edit,
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)
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@ -97,7 +97,7 @@ class Selection(Field[DataType], Generic[DataType]):
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class Edit(Field[DataType], Generic[DataType]):
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'''An edit field which takes a number.
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'''
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widget_factory = FontAndChartAwareLineEdit
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widget_factory = Edit
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class AllocatorPane(BaseModel):
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@ -54,6 +54,7 @@ async def update_pnl_from_feed(
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feed: Feed,
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order_mode: OrderMode, # noqa
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tracker: PositionTracker,
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) -> None:
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'''Real-time display the current pp's PnL in the appropriate label.
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@ -76,7 +77,8 @@ async def update_pnl_from_feed(
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types = ('bid', 'last', 'last', 'utrade')
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else:
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raise RuntimeError('No pp?!?!')
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log.info(f'No position (yet) for {tracker.alloc.account}@{key}')
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return
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# real-time update pnl on the status pane
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try:
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@ -152,7 +154,7 @@ class SettingsPane:
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'''Called on any order pane drop down selection change.
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'''
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log.info(f'selection input: {text}')
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log.info(f'selection input {key}:{text}')
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self.on_ui_settings_change(key, text)
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def on_ui_settings_change(
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@ -209,6 +211,12 @@ class SettingsPane:
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# WRITE any settings to current pp's allocator
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try:
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if key == 'size_unit':
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# implicit re-write of value if input
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# is the "text name" of the units.
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# yah yah, i know this is badd..
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alloc.size_unit = value
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else:
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value = puterize(value)
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if key == 'limit':
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if size_unit == 'currency':
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@ -219,11 +227,6 @@ class SettingsPane:
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elif key == 'slots':
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alloc.slots = int(value)
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elif key == 'size_unit':
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# TODO: if there's a limit size unit change re-compute
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# the current settings in the new units
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alloc.size_unit = value
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else:
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raise ValueError(f'Unknown setting {key}')
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@ -232,7 +235,7 @@ class SettingsPane:
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except ValueError:
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log.error(f'Invalid value for `{key}`: {value}')
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# READ out settings and update UI
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# READ out settings and update the status UI / settings widgets
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suffix = {'currency': ' $', 'units': ' u'}[size_unit]
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limit = alloc.limit()
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@ -259,6 +262,9 @@ class SettingsPane:
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self.form.fields['slots'].setText(str(alloc.slots))
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self.form.fields['limit'].setText(str(limit))
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# update of level marker size label based on any new settings
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tracker.update_from_pp()
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# TODO: maybe return a diff of settings so if we can an error we
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# can have general input handling code to report it through the
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# UI in some way?
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@ -339,6 +345,7 @@ class SettingsPane:
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update_pnl_from_feed,
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feed,
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mode,
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tracker,
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)
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# immediately display in status label
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@ -72,7 +72,7 @@ from ._style import (
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_font,
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hcolor,
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)
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from ._forms import FontAndChartAwareLineEdit, FontScaledDelegate
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from ._forms import Edit, FontScaledDelegate
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log = get_logger(__name__)
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@ -407,7 +407,7 @@ class CompleterView(QTreeView):
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self.resize()
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class SearchBar(FontAndChartAwareLineEdit):
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class SearchBar(Edit):
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mode_name: str = 'search'
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@ -47,7 +47,7 @@ from ._position import (
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)
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from ._label import FormatLabel
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from ._window import MultiStatus
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from ..clearing._messages import Order
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from ..clearing._messages import Order, BrokerdPosition
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from ._forms import open_form_input_handling
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@ -529,7 +529,12 @@ async def open_order_mode(
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book: OrderBook
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trades_stream: tractor.MsgStream
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position_msgs: dict
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# The keys in this dict **must** be in set our set of "normalized"
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# symbol names (i.e. the same names you'd get back in search
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# results) in order for position msgs to correctly trigger the
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# display of a position indicator on screen.
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position_msgs: dict[str, list[BrokerdPosition]]
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# spawn EMS actor-service
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async with (
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@ -563,7 +568,9 @@ async def open_order_mode(
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providers=symbol.brokers
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)
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# use only loaded accounts according to brokerd
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# XXX: ``brokerd`` delivers a set of account names that it allows
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# use of but the user also can define the accounts they'd like
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# to use, in order, in their `brokers.toml` file.
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accounts = {}
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for name in brokerd_accounts:
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# ensure name is in ``brokers.toml``
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@ -571,7 +578,10 @@ async def open_order_mode(
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# first account listed is the one we select at startup
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# (aka order based selection).
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pp_account = next(iter(accounts.keys())) if accounts else 'paper'
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pp_account = next(
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# choose first account based on line order from `brokers.toml`.
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iter(accounts.keys())
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) if accounts else 'paper'
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# NOTE: requires the backend exactly specifies
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# the expected symbol key in its positions msg.
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@ -617,8 +627,8 @@ async def open_order_mode(
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# alloc?
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pp_tracker.update_from_pp()
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# on existing position, show pp tracking graphics
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if pp_tracker.startup_pp.size != 0:
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# if no position, don't show pp tracking graphics
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pp_tracker.show()
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pp_tracker.hide_info()
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@ -802,10 +812,11 @@ async def process_trades_and_update_ui(
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tracker = mode.trackers[msg['account']]
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tracker.live_pp.update_from_msg(msg)
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tracker.update_from_pp()
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# update order pane widgets
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tracker.update_from_pp()
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mode.pane.update_status_ui(tracker)
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if tracker.live_pp.size:
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# display pnl
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mode.pane.display_pnl(tracker)
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Reference in New Issue