Add Generator as return type of open_trade_ledger

paper_trade_improvements_rebase
algorandpa 2023-01-27 18:39:00 -05:00 committed by jaredgoldman
parent 91492d7771
commit 4b7206fd6e
2 changed files with 25 additions and 16 deletions

View File

@ -30,12 +30,10 @@ from typing import (
Callable,
)
import uuid
import os.path
from bidict import bidict
import pendulum
import trio
import tractor
import logging
from .. import data
from ..data._source import Symbol
@ -43,7 +41,8 @@ from ..data.types import Struct
from ..pp import (
Position,
Transaction,
open_trade_ledger
open_trade_ledger,
open_pps
)
from ..data._normalize import iterticks
from ..data._source import unpack_fqsn
@ -82,6 +81,7 @@ class PaperBoi(Struct):
_reqids: bidict
_positions: dict[str, Position]
_trade_ledger: dict[str, Any]
_txn_dict: dict[str, Transaction] = {}
# init edge case L1 spread
last_ask: tuple[float, float] = (float('inf'), 0) # price, size
@ -273,13 +273,21 @@ class PaperBoi(Struct):
bsuid=key,
)
# Transacupdate ledger per trade
# Update in memory ledger per trade
ledger_entry = {}
ledger_entry[oid] = t.to_dict()
self._trade_ledger.update(ledger_entry)
with open_trade_ledger('paper', 'paper', self._trade_ledger) as ledger:
log.info(ledger)
# Store txn in state for PP update
self._txn_dict[oid] = t
self._trade_ledger.update(ledger_entry)
# Write to ledger toml
with open_trade_ledger(self.broker, 'paper') as ledger:
ledger.update(self._trade_ledger)
# Write to pps toml
with open_pps(self.broker, 'paper-id') as table:
table.update_from_trans(self._txn_dict)
pp.add_clear(t)

View File

@ -20,6 +20,7 @@ that doesn't try to cuk most humans who prefer to not lose their moneys..
(looking at you `ib` and dirt-bird friends)
'''
from __future__ import annotations
from contextlib import contextmanager as cm
from pprint import pformat
import os
@ -34,11 +35,13 @@ from typing import (
Union,
Generator
)
from typing import Generator
import pendulum
from pendulum import datetime, now
import tomli
import toml
from . import config
from .brokers import get_brokermod
from .clearing._messages import BrokerdPosition, Status
@ -56,7 +59,7 @@ def open_trade_ledger(
trades: dict[str, Any]
) -> Generator[dict, None, None]:
'''
Indempotently create and read in a trade log file from the
Indempotently creat0616cbd1e and read in a trade log file from the
``<configuration_dir>/ledgers/`` directory.
Files are named per broker account of the form
@ -82,8 +85,6 @@ def open_trade_ledger(
ledger = tomli.load(cf)
print(f'Ledger load took {time.time() - start}s')
cpy = ledger.copy()
if trades:
cpy.update(trades)
try:
yield cpy
finally:
@ -93,8 +94,6 @@ def open_trade_ledger(
print(f'Updating ledger for {tradesfile}:\n')
ledger.update(cpy)
print("updated ledger")
print(ledger)
# we write on close the mutated ledger data
with open(tradesfile, 'w') as cf:
toml.dump(ledger, cf)
@ -543,15 +542,16 @@ class PpTable(Struct):
self,
trans: dict[str, Transaction],
cost_scalar: float = 2,
write_now: bool = False,
) -> dict[str, Position]:
pps = self.pps
updated: dict[str, Position] = {}
print('TRANSACTIONS')
print(trans.items)
# lifo update all pps from records
for tid, t in trans.items():
print(t)
pp = pps.setdefault(
t.bsuid,
@ -588,6 +588,7 @@ class PpTable(Struct):
pp.add_clear(t)
updated[t.bsuid] = pp
# minimize clears tables and update sizing.
for bsuid, pp in updated.items():
pp.ensure_state()
@ -885,7 +886,7 @@ def open_pps(
acctid: str,
write_on_exit: bool = True,
) -> PpTable:
) -> Generator[PpTable, None, None]:
'''
Read out broker-specific position entries from
incremental update file: ``pps.toml``.