Move factor helper to a classmethod
parent
94e2103bf5
commit
434c340cb8
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@ -17,6 +17,7 @@
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"""
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numpy data source coversion helpers.
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"""
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from __future__ import annotations
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from typing import Any
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import decimal
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@ -98,16 +99,43 @@ class Symbol(BaseModel):
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Yah, i guess dats what it izz.
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"""
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key: str
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type_key: str # {'stock', 'forex', 'future', ... etc.}
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tick_size: float
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lot_tick_size: float # "volume" precision as min step value
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tick_size_digits: int
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lot_size_digits: int
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tick_size: float = 0.01
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lot_tick_size: float = 0.0 # "volume" precision as min step value
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tick_size_digits: int = 2
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lot_size_digits: int = 0
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broker_info: dict[str, dict[str, Any]] = {}
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# specifies a "class" of financial instrument
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# ex. stock, futer, option, bond etc.
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# @validate_arguments
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@classmethod
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def from_broker_info(
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cls,
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broker: str,
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symbol: str,
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info: dict[str, Any],
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# XXX: like wtf..
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# ) -> 'Symbol':
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) -> None:
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tick_size = info.get('price_tick_size', 0.01)
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lot_tick_size = info.get('lot_tick_size', 0.0)
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return Symbol(
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key=symbol,
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tick_size=tick_size,
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lot_tick_size=lot_tick_size,
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tick_size_digits=float_digits(tick_size),
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lot_size_digits=float_digits(lot_tick_size),
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broker_info={broker: info},
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)
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@property
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def type_key(self) -> str:
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return list(self.broker_info.values())[0]['asset_type']
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@property
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def brokers(self) -> list[str]:
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return list(self.broker_info.keys())
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@ -138,32 +166,6 @@ class Symbol(BaseModel):
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]
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@validate_arguments
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def mk_symbol(
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key: str,
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type_key: str,
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tick_size: float = 0.01,
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lot_tick_size: float = 0,
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broker_info: dict[str, Any] = {},
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) -> Symbol:
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'''
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Create and return an instrument description for the
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"symbol" named as ``key``.
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'''
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return Symbol(
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key=key,
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type_key=type_key,
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tick_size=tick_size,
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lot_tick_size=lot_tick_size,
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tick_size_digits=float_digits(tick_size),
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lot_size_digits=float_digits(lot_tick_size),
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broker_info=broker_info,
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)
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def from_df(
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df: pd.DataFrame,
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