Move `.accounting` related config loaders to subpkg
Like you'd think: - `load_ledger()` -> ._ledger - `load_accounrt()` -> ._pos Also fixup the old `load_pps_from_ledger()` and expose it from a new `.accounting.cli.disect` cli cmd for trying to figure out why pp calcs are totally mucked on stupid ib..basic_buy_bot
Tyler Goodlet
parent
032976b118
commit
cf1f4bed75
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@ -123,6 +123,11 @@ class TransactionLedger(UserDict):
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self,
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t: Transaction,
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) -> None:
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'''
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Given an input `Transaction`, cast to `dict` and update
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from it's transaction id.
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'''
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self.data[t.tid] = t.to_dict()
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def iter_trans(
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@ -259,6 +264,45 @@ def iter_by_dt(
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yield tid, data
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def load_ledger(
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brokername: str,
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acctid: str,
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) -> tuple[dict, Path]:
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'''
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Load a ledger (TOML) file from user's config directory:
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$CONFIG_DIR/accounting/ledgers/trades_<brokername>_<acctid>.toml
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Return its `dict`-content and file path.
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'''
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import time
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try:
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import tomllib
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except ModuleNotFoundError:
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import tomli as tomllib
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ldir: Path = config._config_dir / 'accounting' / 'ledgers'
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if not ldir.is_dir():
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ldir.mkdir()
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fname = f'trades_{brokername}_{acctid}.toml'
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fpath: Path = ldir / fname
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if not fpath.is_file():
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log.info(
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f'Creating new local trades ledger: {fpath}'
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)
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fpath.touch()
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with fpath.open(mode='rb') as cf:
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start = time.time()
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ledger_dict = tomllib.load(cf)
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log.debug(f'Ledger load took {time.time() - start}s')
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return ledger_dict, fpath
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@cm
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def open_trade_ledger(
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broker: str,
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@ -267,7 +311,7 @@ def open_trade_ledger(
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# default is to sort by detected datetime-ish field
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tx_sort: Callable = iter_by_dt,
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) -> Generator[dict, None, None]:
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) -> Generator[TransactionLedger, None, None]:
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'''
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Indempotently create and read in a trade log file from the
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``<configuration_dir>/ledgers/`` directory.
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@ -277,7 +321,7 @@ 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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ledger_dict, fpath = config.load_ledger(broker, account)
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ledger_dict, fpath = load_ledger(broker, account)
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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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@ -42,6 +42,7 @@ from ._ledger import (
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Transaction,
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iter_by_dt,
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open_trade_ledger,
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TransactionLedger,
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)
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from ._mktinfo import (
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MktPair,
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@ -49,7 +50,6 @@ from ._mktinfo import (
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unpack_fqme,
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)
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from .. import config
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from ..brokers import get_brokermod
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from ..clearing._messages import (
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BrokerdPosition,
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Status,
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@ -327,7 +327,8 @@ class Position(Struct):
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entry: dict[str, Any]
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for (tid, entry) in self.iter_clears():
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clear_size = entry['size']
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clear_price = entry['price']
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clear_price: str | float = entry['price']
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is_clear: bool = not isinstance(clear_price, str)
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last_accum_size = asize_h[-1] if asize_h else 0
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accum_size = last_accum_size + clear_size
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@ -340,9 +341,18 @@ class Position(Struct):
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asize_h.append(0)
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continue
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if accum_size == 0:
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ppu_h.append(0)
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asize_h.append(0)
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# on transfers we normally write some non-valid
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# price since withdrawal to another account/wallet
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# has nothing to do with inter-asset-market prices.
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# TODO: this should be better handled via a `type: 'tx'`
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# field as per existing issue surrounding all this:
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# https://github.com/pikers/piker/issues/510
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if isinstance(clear_price, str):
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# TODO: we can't necessarily have this commit to
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# the overall pos size since we also need to
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# include other positions contributions to this
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# balance or we might end up with a -ve balance for
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# the position..
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continue
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# test if the pp somehow went "passed" a net zero size state
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@ -375,7 +385,10 @@ class Position(Struct):
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# abs_clear_size = abs(clear_size)
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abs_new_size = abs(accum_size)
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if abs_diff > 0:
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if (
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abs_diff > 0
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and is_clear
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):
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cost_basis = (
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# cost basis for this clear
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@ -397,6 +410,12 @@ class Position(Struct):
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asize_h.append(accum_size)
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else:
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# TODO: for PPU we should probably handle txs out
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# (aka withdrawals) similarly by simply not having
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# them contrib to the running PPU calc and only
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# when the next entry clear comes in (which will
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# then have a higher weighting on the PPU).
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# on "exit" clears from a given direction,
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# only the size changes not the price-per-unit
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# need to be updated since the ppu remains constant
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@ -734,48 +753,63 @@ class PpTable(Struct):
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)
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def load_pps_from_ledger(
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def load_account(
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brokername: str,
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acctname: str,
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acctid: str,
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# post normalization filter on ledger entries to be processed
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filter_by: list[dict] | None = None,
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) -> tuple[
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dict[str, Transaction],
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dict[str, Position],
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]:
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) -> tuple[dict, Path]:
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'''
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Open a ledger file by broker name and account and read in and
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process any trade records into our normalized ``Transaction`` form
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and then update the equivalent ``Pptable`` and deliver the two
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bs_mktid-mapped dict-sets of the transactions and pps.
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Load a accounting (with positions) file from
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$CONFIG_DIR/accounting/account.<brokername>.<acctid>.toml
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Where normally $CONFIG_DIR = ~/.config/piker/
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and we implicitly create a accounting subdir which should
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normally be linked to a git repo managed by the user B)
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'''
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with (
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open_trade_ledger(brokername, acctname) as ledger,
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open_pps(brokername, acctname) as table,
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):
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if not ledger:
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# null case, no ledger file with content
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return {}
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legacy_fn: str = f'pps.{brokername}.{acctid}.toml'
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fn: str = f'account.{brokername}.{acctid}.toml'
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mod = get_brokermod(brokername)
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src_records: dict[str, Transaction] = mod.norm_trade_records(ledger)
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dirpath: Path = config._config_dir / 'accounting'
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if not dirpath.is_dir():
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dirpath.mkdir()
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if filter_by:
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records = {}
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bs_mktids = set(filter_by)
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for tid, r in src_records.items():
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if r.bs_mktid in bs_mktids:
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records[tid] = r
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else:
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records = src_records
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conf, path = config.load(
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path=dirpath / fn,
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decode=tomlkit.parse,
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touch_if_dne=True,
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)
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updated = table.update_from_trans(records)
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if not conf:
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legacypath = dirpath / legacy_fn
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log.warning(
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f'Your account file is using the legacy `pps.` prefix..\n'
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f'Rewriting contents to new name -> {path}\n'
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'Please delete the old file!\n'
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f'|-> {legacypath}\n'
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)
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if legacypath.is_file():
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legacy_config, _ = config.load(
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path=legacypath,
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return records, updated
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# TODO: move to tomlkit:
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# - needs to be fixed to support bidict?
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# https://github.com/sdispater/tomlkit/issues/289
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# - we need to use or fork's fix to do multiline array
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# indenting.
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decode=tomlkit.parse,
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)
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conf.update(legacy_config)
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# XXX: override the presumably previously non-existant
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# file with legacy's contents.
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config.write(
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conf,
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path=path,
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fail_empty=False,
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)
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return conf, path
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@cm
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@ -792,7 +826,7 @@ def open_pps(
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'''
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conf: dict
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conf_path: Path
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conf, conf_path = config.load_account(brokername, acctid)
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conf, conf_path = load_account(brokername, acctid)
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if brokername in conf:
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log.warning(
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@ -927,3 +961,56 @@ def open_pps(
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finally:
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if write_on_exit:
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table.write_config()
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def load_pps_from_ledger(
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brokername: str,
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acctname: str,
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# post normalization filter on ledger entries to be processed
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filter_by_ids: list[str] | None = None,
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) -> tuple[
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dict[str, Transaction],
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PpTable,
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]:
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'''
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Open a ledger file by broker name and account and read in and
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process any trade records into our normalized ``Transaction`` form
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and then update the equivalent ``Pptable`` and deliver the two
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bs_mktid-mapped dict-sets of the transactions and pps.
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'''
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ledger: TransactionLedger
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table: PpTable
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with (
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open_trade_ledger(brokername, acctname) as ledger,
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open_pps(brokername, acctname) as table,
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):
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if not ledger:
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# null case, no ledger file with content
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return {}
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from ..brokers import get_brokermod
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mod = get_brokermod(brokername)
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src_records: dict[str, Transaction] = mod.norm_trade_records(
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ledger
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)
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if not filter_by_ids:
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# records = src_records
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records = ledger
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else:
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records = {}
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bs_mktids = set(map(str, filter_by_ids))
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# for tid, recdict in ledger.items():
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for tid, r in src_records.items():
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if r.bs_mktid in bs_mktids:
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records[tid] = r.to_dict()
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# updated = table.update_from_trans(records)
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return records, table
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|
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@ -18,6 +18,7 @@
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CLI front end for trades ledger and position tracking management.
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'''
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from __future__ import annotations
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from rich.console import Console
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from rich.markdown import Markdown
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import tractor
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@ -29,9 +30,18 @@ from ..service import (
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open_piker_runtime,
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)
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from ..clearing._messages import BrokerdPosition
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from ..config import load_ledger
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from ..calc import humanize
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from ..brokers._daemon import broker_init
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from ._ledger import (
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load_ledger,
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# open_trade_ledger,
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TransactionLedger,
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)
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from ._pos import (
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PpTable,
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load_pps_from_ledger,
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# load_account,
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)
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ledger = typer.Typer()
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@ -39,7 +49,7 @@ ledger = typer.Typer()
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def unpack_fqan(
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fully_qualified_account_name: str,
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console: Console | None,
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console: Console | None = None,
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) -> tuple | bool:
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try:
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brokername, account = fully_qualified_account_name.split('.')
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@ -225,7 +235,8 @@ def sync(
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@ledger.command()
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def disect(
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fully_qualified_account_name: str,
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# "fully_qualified_account_name"
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fqan: str,
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bs_mktid: int, # for ib
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pdb: bool = False,
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@ -235,10 +246,28 @@ def disect(
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),
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):
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pair: tuple[str, str]
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if not (pair := unpack_fqan(
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fully_qualified_account_name,
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)):
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return
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if not (pair := unpack_fqan(fqan)):
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raise ValueError('{fqan} malformed!?')
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brokername, account = pair
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ledger: TransactionLedger
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table: PpTable
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records, table = load_pps_from_ledger(
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brokername,
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account,
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# filter_by_id = {568549458},
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filter_by_ids={bs_mktid},
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)
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breakpoint()
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# tractor.pause_from_sync()
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# with open_trade_ledger(
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# brokername,
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# account,
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# ) as ledger:
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# for tid, rec in ledger.items():
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# bs_mktid: str = rec['bs_mktid']
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if __name__ == "__main__":
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|
|
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@ -22,7 +22,6 @@ import platform
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import sys
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import os
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import shutil
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import time
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from typing import (
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Callable,
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MutableMapping,
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@ -310,98 +309,6 @@ def load(
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return config, path
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def load_account(
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brokername: str,
|
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acctid: str,
|
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|
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) -> tuple[dict, Path]:
|
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'''
|
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Load a accounting (with positions) file from
|
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$CONFIG_DIR/accounting/account.<brokername>.<acctid>.toml
|
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|
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Where normally $CONFIG_DIR = ~/.config/piker/
|
||||
and we implicitly create a accounting subdir which should
|
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normally be linked to a git repo managed by the user B)
|
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|
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'''
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legacy_fn: str = f'pps.{brokername}.{acctid}.toml'
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fn: str = f'account.{brokername}.{acctid}.toml'
|
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|
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dirpath: Path = _config_dir / 'accounting'
|
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if not dirpath.is_dir():
|
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dirpath.mkdir()
|
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|
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config, path = load(
|
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path=dirpath / fn,
|
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decode=tomlkit.parse,
|
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touch_if_dne=True,
|
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)
|
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|
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if not config:
|
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legacypath = dirpath / legacy_fn
|
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log.warning(
|
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f'Your account file is using the legacy `pps.` prefix..\n'
|
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f'Rewriting contents to new name -> {path}\n'
|
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'Please delete the old file!\n'
|
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f'|-> {legacypath}\n'
|
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)
|
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if legacypath.is_file():
|
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legacy_config, _ = load(
|
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path=legacypath,
|
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|
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# TODO: move to tomlkit:
|
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# - needs to be fixed to support bidict?
|
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# https://github.com/sdispater/tomlkit/issues/289
|
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# - we need to use or fork's fix to do multiline array
|
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# indenting.
|
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decode=tomlkit.parse,
|
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)
|
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config.update(legacy_config)
|
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|
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# XXX: override the presumably previously non-existant
|
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# file with legacy's contents.
|
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write(
|
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config,
|
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path=path,
|
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fail_empty=False,
|
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)
|
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|
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return config, path
|
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|
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|
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def load_ledger(
|
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brokername: str,
|
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acctid: str,
|
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|
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) -> tuple[dict, Path]:
|
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'''
|
||||
Load a ledger (TOML) file from user's config directory:
|
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$CONFIG_DIR/accounting/ledgers/trades_<brokername>_<acctid>.toml
|
||||
|
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Return its `dict`-content and file path.
|
||||
|
||||
'''
|
||||
ldir: Path = _config_dir / 'accounting' / 'ledgers'
|
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if not ldir.is_dir():
|
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ldir.mkdir()
|
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|
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fname = f'trades_{brokername}_{acctid}.toml'
|
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fpath: Path = ldir / fname
|
||||
|
||||
if not fpath.is_file():
|
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log.info(
|
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f'Creating new local trades ledger: {fpath}'
|
||||
)
|
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fpath.touch()
|
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|
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with fpath.open(mode='rb') as cf:
|
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start = time.time()
|
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ledger_dict = tomllib.load(cf)
|
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log.debug(f'Ledger load took {time.time() - start}s')
|
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|
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return ledger_dict, fpath
|
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|
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|
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def write(
|
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config: dict, # toml config as dict
|
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|
||||
|
|
|
|||
|
|
@ -40,7 +40,10 @@ def get_logger(
|
|||
Return the package log or a sub-log for `name` if provided.
|
||||
|
||||
'''
|
||||
return tractor.log.get_logger(name=name, _root_name=_proj_name)
|
||||
return tractor.log.get_logger(
|
||||
name=name,
|
||||
_root_name=_proj_name,
|
||||
)
|
||||
|
||||
|
||||
def get_console_log(
|
||||
|
|
|
|||
Loading…
Reference in New Issue