Drop pydantic from allocator
parent
a63f0ee1c0
commit
b0ee764423
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@ -22,10 +22,9 @@ from enum import Enum
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from typing import Optional
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from typing import Optional
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from bidict import bidict
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from bidict import bidict
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from pydantic import BaseModel, validator
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# from msgspec import Struct
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from ..data._source import Symbol
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from ..data._source import Symbol
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from ..data.types import Struct
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from ..pp import Position
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from ..pp import Position
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@ -41,33 +40,30 @@ SizeUnit = Enum(
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)
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)
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class Allocator(BaseModel):
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class Allocator(Struct):
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class Config:
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validate_assignment = True
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copy_on_model_validation = False
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arbitrary_types_allowed = True
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# required to get the account validator lookup working?
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extra = 'allow'
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underscore_attrs_are_private = False
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symbol: Symbol
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symbol: Symbol
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account: Optional[str] = 'paper'
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account: Optional[str] = 'paper'
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_size_units: bidict[str, Optional[str]] = _size_units
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# TODO: for enums this clearly doesn't fucking work, you can't set
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# TODO: for enums this clearly doesn't fucking work, you can't set
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# a default at startup by passing in a `dict` but yet you can set
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# a default at startup by passing in a `dict` but yet you can set
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# that value through assignment..for wtv cucked reason.. honestly, pure
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# that value through assignment..for wtv cucked reason.. honestly, pure
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# unintuitive garbage.
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# unintuitive garbage.
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size_unit: str = 'currency'
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_size_unit: str = 'currency'
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_size_units: dict[str, Optional[str]] = _size_units
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@validator('size_unit', pre=True)
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@property
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def maybe_lookup_key(cls, v):
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def size_unit(self) -> str:
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# apply the corresponding enum key for the text "description" value
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return self._size_unit
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@size_unit.setter
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def size_unit(self, v: str) -> Optional[str]:
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if v not in _size_units:
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if v not in _size_units:
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return _size_units.inverse[v]
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v = _size_units.inverse[v]
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assert v in _size_units
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assert v in _size_units
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self._size_unit = v
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return v
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return v
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# TODO: if we ever want ot support non-uniform entry-slot-proportion
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# TODO: if we ever want ot support non-uniform entry-slot-proportion
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@ -262,7 +258,7 @@ def mk_allocator(
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# default allocation settings
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# default allocation settings
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defaults: dict[str, float] = {
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defaults: dict[str, float] = {
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'account': None, # select paper by default
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'account': None, # select paper by default
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'size_unit': 'currency',
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# 'size_unit': 'currency',
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'units_limit': 400,
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'units_limit': 400,
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'currency_limit': 5e3,
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'currency_limit': 5e3,
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'slots': 4,
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'slots': 4,
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@ -301,6 +297,9 @@ def mk_allocator(
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# entry step 1.0
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# entry step 1.0
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alloc.units_limit = alloc.slots
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alloc.units_limit = alloc.slots
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else:
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alloc.size_unit = 'currency'
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# if the current position is already greater then the limit
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# if the current position is already greater then the limit
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# settings, increase the limit to the current position
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# settings, increase the limit to the current position
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if alloc.size_unit == 'currency':
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if alloc.size_unit == 'currency':
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