Better pp loading at startup
- directly lookup the position data for the current symbol - let `mk_alloc()` create the allocator - load and set account name for pp in sidepanefsp_feeds
parent
2bc07ae05b
commit
5d25a0d370
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@ -39,7 +39,6 @@ from ..clearing._allocate import (
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Allocator,
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Allocator,
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mk_allocator,
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mk_allocator,
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Position,
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Position,
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_size_units,
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)
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)
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from ..data._source import Symbol
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from ..data._source import Symbol
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from ..data._normalize import iterticks
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from ..data._normalize import iterticks
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@ -509,7 +508,7 @@ async def open_order_mode(
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trades_stream,
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trades_stream,
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positions
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positions
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),
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),
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trio.open_nursery() as n,
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trio.open_nursery() as tn,
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):
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):
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log.info(f'Opening order mode for {brokername}.{symbol.key}')
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log.info(f'Opening order mode for {brokername}.{symbol.key}')
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@ -526,37 +525,34 @@ async def open_order_mode(
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symbol = chart.linked.symbol
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symbol = chart.linked.symbol
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symkey = chart.linked._symbol.key
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symkey = chart.linked._symbol.key
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pp_msg = None
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# NOTE: requires that the backend exactly specifies
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for sym, msg in positions.items():
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# the expected symbol key in it's positions msg.
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if sym.lower() in symkey:
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pp_msg = positions.get(symkey)
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pp_msg = msg
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break
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# net-zero pp
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# net-zero pp
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startup_pp = Position(
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startup_pp = Position(
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symbol=chart.linked.symbol,
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symbol=symbol,
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size=0,
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size=0,
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avg_price=0,
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avg_price=0,
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)
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)
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if pp_msg:
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startup_pp.update_from_msg(msg)
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# load account names from ``brokers.toml``
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# load account names from ``brokers.toml``
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accounts = bidict(config.load_accounts())
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accounts = bidict(config.load_accounts())
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pp_account = None
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if pp_msg:
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log.info(f'Loading pp for {symkey}:\n{pformat(pp_msg)}')
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startup_pp.update_from_msg(pp_msg)
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pp_account = accounts.inverse.get(pp_msg.get('account'))
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# lookup account for this pp or load the user default
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# for this backend
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# allocator
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# allocator
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limit_value, alloc = mk_allocator(
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alloc = mk_allocator(
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symbol=symbol,
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alloc=Allocator(
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accounts=accounts,
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symbol=symbol,
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account=pp_account,
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account=None, # select paper by default
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_accounts=accounts,
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size_unit=_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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),
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startup_pp=startup_pp,
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startup_pp=startup_pp,
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)
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)
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form.model = alloc
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form.model = alloc
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@ -587,7 +583,9 @@ async def open_order_mode(
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)
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)
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# set startup limit value read during alloc init
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# set startup limit value read during alloc init
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order_pane.on_ui_settings_change('limit', limit_value)
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order_pane.on_ui_settings_change('limit', alloc.limit())
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order_pane.on_ui_settings_change('account', pp_account)
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# make fill bar and positioning snapshot
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# make fill bar and positioning snapshot
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order_pane.update_status_ui(size=startup_pp.size)
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order_pane.update_status_ui(size=startup_pp.size)
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@ -640,7 +638,7 @@ async def open_order_mode(
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)
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)
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# spawn updater task
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# spawn updater task
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n.start_soon(
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tn.start_soon(
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display_pnl,
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display_pnl,
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feed,
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feed,
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mode,
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mode,
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@ -672,9 +670,9 @@ async def open_order_mode(
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# to handle input since the ems connection is ready
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# to handle input since the ems connection is ready
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started.set()
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started.set()
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n.start_soon(
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tn.start_soon(
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process_trades_and_update_ui,
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process_trades_and_update_ui,
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n,
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tn,
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feed,
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feed,
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mode,
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mode,
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trades_stream,
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trades_stream,
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