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Switch to `Position.cumsize` in tracker and order mode mods

account_tests
Tyler Goodlet 2023-07-17 13:50:13 -04:00
parent 8fb667686f
commit 71d0097dc7
2 changed files with 33 additions and 34 deletions
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58
piker/ui/_position.py
View File

@ -85,23 +85,25 @@ async def update_pnl_from_feed(
) -> None: ) -> None:
''' '''
Real-time display the current pp's PnL in the appropriate label. Real-time display the current pp's PnL in the appropriate
label.
``ValueError`` if this task is spawned where there is a net-zero pp. ``ValueError`` if this task is spawned where there is
a net-zero pp.
''' '''
global _pnl_tasks global _pnl_tasks
pp: PositionTracker = order_mode.current_pp pt: PositionTracker = order_mode.current_pp
live: Position = pp.live_pp live: Position = pt.live_pp
key: str = live.mkt.fqme key: str = live.mkt.fqme
log.info(f'Starting pnl display for {pp.alloc.account}') log.info(f'Starting pnl display for {pt.alloc.account}')
if live.size < 0: if live.cumsize < 0:
types = ('ask', 'last', 'last', 'dark_trade') types = ('ask', 'last', 'last', 'dark_trade')
elif live.size > 0: elif live.cumsize > 0:
types = ('bid', 'last', 'last', 'dark_trade') types = ('bid', 'last', 'last', 'dark_trade')
else: else:
@ -133,10 +135,10 @@ async def update_pnl_from_feed(
for tick in iterticks(quote, types): for tick in iterticks(quote, types):
# print(f'{1/period} Hz') # print(f'{1/period} Hz')
size = order_mode.current_pp.live_pp.size size = order_mode.current_pp.live_pp.cumsize
if size == 0: if size == 0:
# terminate this update task since we're # terminate this update task since we're
# no longer in a pp # no longer in a pt
order_mode.pane.pnl_label.format(pnl=0) order_mode.pane.pnl_label.format(pnl=0)
return return
@ -266,7 +268,7 @@ class SettingsPane:
# load the new account's allocator # load the new account's allocator
alloc = tracker.alloc alloc = tracker.alloc
# WRITE any settings to current pp's allocator # WRITE any settings to current pos-tracker's allocator
if key == 'size_unit': if key == 'size_unit':
# implicit re-write of value if input # implicit re-write of value if input
# is the "text name" of the units. # is the "text name" of the units.
@ -285,10 +287,10 @@ class SettingsPane:
log.error('limit must be > 0') log.error('limit must be > 0')
return False return False
pp = mode.current_pp.live_pp lpos = mode.current_pp.live_pp
if alloc.size_unit == 'currency': if alloc.size_unit == 'currency':
dsize = pp.dsize dsize = lpos.dsize
if dsize > value: if dsize > value:
log.error( log.error(
f'limit must > then current pp: {dsize}' f'limit must > then current pp: {dsize}'
@ -303,7 +305,7 @@ class SettingsPane:
alloc.currency_limit = value alloc.currency_limit = value
else: else:
size = pp.size size = lpos.cumsize
if size > value: if size > value:
log.error( log.error(
f'limit must > then current pp: {size}' f'limit must > then current pp: {size}'
@ -342,7 +344,7 @@ class SettingsPane:
alloc = tracker.alloc alloc = tracker.alloc
slots = alloc.slots slots = alloc.slots
used = alloc.slots_used(tracker.live_pp) used = alloc.slots_used(tracker.live_pp)
size = tracker.live_pp.size size = tracker.live_pp.cumsize
dsize = tracker.live_pp.dsize dsize = tracker.live_pp.dsize
# READ out settings and update the status UI / settings widgets # READ out settings and update the status UI / settings widgets
@ -397,12 +399,12 @@ class SettingsPane:
form = self.form form = self.form
accounts = form.fields['account'] accounts = form.fields['account']
for account_name, pp in pps.items(): for account_name, pos in pps.items():
icon_name = None icon_name = None
if pp.size > 0: if pos.cumsize > 0:
icon_name = 'long_pp' icon_name = 'long_pp'
elif pp.size < 0: elif pos.cumsize < 0:
icon_name = 'short_pp' icon_name = 'short_pp'
accounts.set_icon(account_name, icon_name) accounts.set_icon(account_name, icon_name)
@ -422,7 +424,7 @@ class SettingsPane:
''' '''
mode = self.order_mode mode = self.order_mode
mkt: MktPair = mode.chart.linked.mkt mkt: MktPair = mode.chart.linked.mkt
size = tracker.live_pp.size size = tracker.live_pp.cumsize
fqme: str = mkt.fqme fqme: str = mkt.fqme
flume: Feed = mode.feed.flumes[fqme] flume: Feed = mode.feed.flumes[fqme]
pnl_value = 0 pnl_value = 0
@ -860,15 +862,15 @@ class PositionTracker:
''' '''
# live pp updates # live pp updates
pp = position or self.live_pp lpos = position or self.live_pp
if set_as_startup: if set_as_startup:
startup_pp = pp startup_pp = lpos
else: else:
startup_pp = self.startup_pp startup_pp = self.startup_pp
alloc = self.alloc alloc = self.alloc
# update allocator settings # update allocator settings
asset_type = pp.mkt.type_key asset_type = lpos.mkt.type_key
# specific configs by asset class / type # specific configs by asset class / type
if asset_type in _derivs: if asset_type in _derivs:
@ -886,13 +888,13 @@ class PositionTracker:
# if the current position is already greater then the limit # if the current position is already greater then the limit
# settings, increase the limit to the current position # settings, increase the limit to the current position
if alloc.size_unit == 'currency': if alloc.size_unit == 'currency':
startup_size = self.startup_pp.size * startup_pp.ppu startup_size = self.startup_pp.cumsize * startup_pp.ppu
if startup_size > alloc.currency_limit: if startup_size > alloc.currency_limit:
alloc.currency_limit = round(startup_size, ndigits=2) alloc.currency_limit = round(startup_size, ndigits=2)
else: else:
startup_size = abs(startup_pp.size) startup_size = abs(startup_pp.cumsize)
if startup_size > alloc.units_limit: if startup_size > alloc.units_limit:
alloc.units_limit = startup_size alloc.units_limit = startup_size
@ -902,16 +904,16 @@ class PositionTracker:
self.nav.update_ui( self.nav.update_ui(
self.alloc.account, self.alloc.account,
pp.ppu, lpos.ppu,
pp.size, lpos.cumsize,
round(alloc.slots_used(pp), ndigits=1), # slots used round(alloc.slots_used(lpos), ndigits=1), # slots used
) )
if self.live_pp.size: if self.live_pp.cumsize:
# print("SHOWING NAV") # print("SHOWING NAV")
self.nav.show() self.nav.show()
# if pp.size == 0: # if lpos.cumsize == 0:
else: else:
# print("HIDING NAV") # print("HIDING NAV")
self.nav.hide() self.nav.hide()

9
piker/ui/order_mode.py
View File

@ -770,7 +770,6 @@ async def open_order_mode(
accounts_def: bidict[str, str | None] = config.load_accounts( accounts_def: bidict[str, str | None] = config.load_accounts(
providers=[mkt.broker], providers=[mkt.broker],
) )
# await tractor.pause()
# XXX: ``brokerd`` delivers a set of account names that it # XXX: ``brokerd`` delivers a set of account names that it
# allows use of but the user also can define the accounts they'd # allows use of but the user also can define the accounts they'd
@ -797,8 +796,6 @@ async def open_order_mode(
# net-zero pp # net-zero pp
startup_pp = Position( startup_pp = Position(
mkt=mkt, mkt=mkt,
size=0,
ppu=0,
# XXX: BLEH, do we care about this on the client side? # XXX: BLEH, do we care about this on the client side?
bs_mktid=mkt.key, bs_mktid=mkt.key,
@ -822,7 +819,7 @@ async def open_order_mode(
pp_tracker.nav.hide() pp_tracker.nav.hide()
trackers[account_name] = pp_tracker trackers[account_name] = pp_tracker
assert pp_tracker.startup_pp.size == pp_tracker.live_pp.size assert pp_tracker.startup_pp.cumsize == pp_tracker.live_pp.cumsize
# TODO: do we even really need the "startup pp" or can we # TODO: do we even really need the "startup pp" or can we
# just take the max and pass that into the some state / the # just take the max and pass that into the some state / the
@ -830,7 +827,7 @@ async def open_order_mode(
pp_tracker.update_from_pp() pp_tracker.update_from_pp()
# on existing position, show pp tracking graphics # on existing position, show pp tracking graphics
if pp_tracker.startup_pp.size != 0: if pp_tracker.startup_pp.cumsize != 0:
pp_tracker.nav.show() pp_tracker.nav.show()
pp_tracker.nav.hide_info() pp_tracker.nav.hide_info()
@ -1038,7 +1035,7 @@ async def process_trade_msg(
# status/pane UI # status/pane UI
mode.pane.update_status_ui(tracker) mode.pane.update_status_ui(tracker)
if tracker.live_pp.size: if tracker.live_pp.cumsize:
# display pnl # display pnl
mode.pane.display_pnl(tracker) mode.pane.display_pnl(tracker)