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Create alloc instance in factory body, template out defaults loading

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Tyler Goodlet 2021-09-07 08:38:24 -04:00
parent 214c622328
commit d38a6bf032
1 changed files with 31 additions and 17 deletions
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48
piker/clearing/_allocate.py
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@ -250,27 +250,45 @@ class Allocator(BaseModel):
def mk_allocator( def mk_allocator(
alloc: Allocator, symbol: Symbol,
accounts: dict[str, str],
startup_pp: Position, startup_pp: Position,
) -> (float, Allocator): # default allocation settings
defaults: dict[str, float] = {
'account': None, # select paper by default
'size_unit': _size_units['currency'],
'units_limit': 400,
'currency_limit': 5e3,
'slots': 4,
},
**kwargs,
asset_type = alloc.symbol.type_key ) -> Allocator:
if kwargs:
defaults.update(kwargs)
# load and retreive user settings for default allocations # load and retreive user settings for default allocations
# ``config.toml`` # ``config.toml``
slots = 4 user_def = {
currency_limit = 5e3 'currency_limit': 5e3,
'slots': 4,
}
alloc.slots = slots defaults.update(user_def)
alloc.currency_limit = currency_limit
# default entry sizing alloc = Allocator(
if asset_type in ('stock', 'crypto', 'forex'): symbol=symbol,
_accounts=accounts,
**defaults,
)
alloc.size_unit = '$ size' asset_type = symbol.type_key
elif asset_type in ('future', 'option', 'futures_option'): # specific configs by asset class / type
if asset_type in ('future', 'option', 'futures_option'):
# since it's harder to know how currency "applies" in this case # since it's harder to know how currency "applies" in this case
# given leverage properties # given leverage properties
@ -278,7 +296,7 @@ def mk_allocator(
# set units limit to slots size thus making make the next # set units limit to slots size thus making make the next
# entry step 1.0 # entry step 1.0
alloc.units_limit = slots alloc.units_limit = alloc.slots
# 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
@ -288,14 +306,10 @@ def mk_allocator(
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)
limit_text = alloc.currency_limit
else: else:
startup_size = startup_pp.size startup_size = startup_pp.size
if startup_size > alloc.units_limit: if startup_size > alloc.units_limit:
alloc.units_limit = startup_size alloc.units_limit = startup_size
limit_text = alloc.units_limit return alloc
return limit_text, alloc