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)rekt_pps
parent
9f7aa3d1ff
commit
61fb783c4e
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@ -21,21 +21,23 @@ for tendiez.
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'''
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from ..log import get_logger
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from ._pos import (
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from ._ledger import (
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Transaction,
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TransactionLedger,
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open_trade_ledger,
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PpTable,
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)
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from ._pos import (
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open_pps,
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load_pps_from_ledger,
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open_pps,
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Position,
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PpTable,
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)
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log = get_logger(__name__)
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__all__ = [
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'Transaction',
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'TransactionLedger',
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'open_trade_ledger',
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'PpTable',
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'open_pps',
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@ -19,9 +19,9 @@ Trade and transaction ledger processing.
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'''
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from __future__ import annotations
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from collections import UserDict
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from contextlib import contextmanager as cm
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import os
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from os import path
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from pathlib import Path
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import time
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from typing import (
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Any,
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@ -32,6 +32,7 @@ from typing import (
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from pendulum import (
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datetime,
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parse,
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)
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import tomli
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import toml
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@ -48,6 +49,145 @@ from ._mktinfo import (
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log = get_logger(__name__)
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class Transaction(Struct, frozen=True):
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# TODO: unify this with the `MktPair`,
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# once we have that as a required field,
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# we don't really need the fqsn any more..
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fqsn: str
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tid: Union[str, int] # unique transaction id
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size: float
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price: float
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cost: float # commisions or other additional costs
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dt: datetime
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# TODO: we can drop this right since we
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# can instead expect the backend to provide this
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# via the `MktPair`?
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expiry: datetime | None = None
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# remap for back-compat
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@property
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def fqme(self) -> str:
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return self.fqsn
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# TODO: drop the Symbol type
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# the underlying "transaction system", normally one of a ``MktPair``
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# (a description of a tradable double auction) or a ledger-recorded
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# ("ledger" in any sense as long as you can record transfers) of any
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# sort) ``Asset``.
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sym: MktPair | Asset | Symbol | None = None
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@property
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def sys(self) -> Symbol:
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return self.sym
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# (optional) key-id defined by the broker-service backend which
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# ensures the instrument-symbol market key for this record is unique
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# in the "their backend/system" sense; i.e. this uid for the market
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# as defined (internally) in some namespace defined by the broker
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# service.
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bs_mktid: str | int | None = None
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def to_dict(self) -> dict:
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dct = super().to_dict()
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# ensure we use a pendulum formatted
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# ISO style str here!@
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dct['dt'] = str(self.dt)
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return dct
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class TransactionLedger(UserDict):
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'''
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Very simple ``dict`` wrapper + ``pathlib.Path`` handle to
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a TOML formatted transaction file for enabling file writes
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dynamically whilst still looking exactly like a ``dict`` from the
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outside.
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'''
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def __init__(
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self,
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ledger_dict: dict,
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file_path: Path,
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) -> None:
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self.file_path = file_path
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super().__init__(ledger_dict)
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def write_config(self) -> None:
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'''
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Render the self.data ledger dict to it's TML file form.
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'''
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with self.file_path.open(mode='w') as fp:
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toml.dump(self.data, fp)
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def iter_trans(
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self,
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broker: str = 'paper',
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) -> Generator[
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tuple[str, Transaction],
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None,
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None,
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]:
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'''
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Deliver trades records in ``(key: str, t: Transaction)``
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form via generator.
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'''
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if broker != 'paper':
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raise NotImplementedError('Per broker support not dun yet!')
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# TODO: lookup some standard normalizer
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# func in the backend?
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# from ..brokers import get_brokermod
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# mod = get_brokermod(broker)
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# trans_dict = mod.norm_trade_records(self.data)
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# NOTE: instead i propose the normalizer is
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# a one shot routine (that can be lru cached)
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# and instead call it for each entry incrementally:
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# normer = mod.norm_trade_record(txdict)
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for tid, txdict in self.data.items():
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# special field handling for datetimes
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# to ensure pendulum is used!
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fqme = txdict.get('fqme', txdict['fqsn'])
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dt = parse(txdict['dt'])
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expiry = txdict.get('expiry')
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yield (
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tid,
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Transaction(
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fqsn=fqme,
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tid=txdict['tid'],
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dt=dt,
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price=txdict['price'],
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size=txdict['size'],
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cost=txdict.get('cost', 0),
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bs_mktid=txdict['bs_mktid'],
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# optional
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sym=None,
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expiry=parse(expiry) if expiry else None,
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)
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)
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def to_trans(
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self,
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broker: str = 'paper',
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) -> dict[str, Transaction]:
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'''
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Return the entire output from ``.iter_trans()`` in a ``dict``.
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'''
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return dict(self.iter_trans())
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@cm
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def open_trade_ledger(
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broker: str,
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@ -63,82 +203,39 @@ def open_trade_ledger(
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name as defined in the user's ``brokers.toml`` config.
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'''
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ldir = path.join(config._config_dir, 'ledgers')
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if not path.isdir(ldir):
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os.makedirs(ldir)
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ldir: Path = config._config_dir / 'ledgers'
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if not ldir.is_dir():
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ldir.mkdir()
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fname = f'trades_{broker}_{account}.toml'
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tradesfile = path.join(ldir, fname)
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tradesfile: Path = ldir / fname
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if not path.isfile(tradesfile):
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if not tradesfile.is_file():
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log.info(
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f'Creating new local trades ledger: {tradesfile}'
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)
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with open(tradesfile, 'w') as cf:
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pass # touch
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with open(tradesfile, 'rb') as cf:
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tradesfile.touch()
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with tradesfile.open(mode='rb') as cf:
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start = time.time()
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ledger = tomli.load(cf)
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ledger_dict = tomli.load(cf)
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log.info(f'Ledger load took {time.time() - start}s')
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cpy = ledger.copy()
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cpy = ledger_dict.copy()
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ledger = TransactionLedger(
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ledger_dict=cpy,
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file_path=tradesfile,
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)
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try:
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yield cpy
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yield ledger
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finally:
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if cpy != ledger:
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if ledger.data != ledger_dict:
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# TODO: show diff output?
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# https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
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log.info(f'Updating ledger for {tradesfile}:\n')
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ledger.update(cpy)
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# we write on close the mutated ledger data
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with open(tradesfile, 'w') as cf:
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toml.dump(ledger, cf)
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class Transaction(Struct, frozen=True):
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# TODO: unify this with the `MktPair`,
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# once we have that as a required field,
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# we don't really need the fqsn any more..
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fqsn: str
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# TODO: drop the Symbol type
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# the underlying "transaction system", normally one of a ``MktPair``
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# (a description of a tradable double auction) or a ledger-recorded
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# ("ledger" in any sense as long as you can record transfers) of any
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# sort) ``Asset``.
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sym: MktPair | Asset | Symbol
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@property
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def sys(self) -> Symbol:
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return self.sym
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tid: Union[str, int] # unique transaction id
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size: float
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price: float
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cost: float # commisions or other additional costs
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dt: datetime
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expiry: datetime | None = None
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# remap for back-compat
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@property
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def fqme(self) -> str:
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return self.fqsn
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# (optional) key-id defined by the broker-service backend which
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# ensures the instrument-symbol market key for this record is unique
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# in the "their backend/system" sense; i.e. this uid for the market
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# as defined (internally) in some namespace defined by the broker
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# service.
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bs_mktid: str | int | None = None
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# XXX NOTE: this will come from the `MktPair`
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# instead of defined here right?
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# optional fqsn for the source "asset"/money symbol?
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# from: Optional[str] = None
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ledger.write_config()
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def iter_by_dt(
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