Use the new `.calc_[be_price/size]()` methods when serializing to and
from the `pps.toml` format and add an audit method which will warn about
mismatched values and assign the clears table calculated values pre-write.
Drop the `.lifo_update()` method and instead allow both
`.size`/`.be_price` properties to exist (for non-ledger related uses of
`Position`) alongside the new calc methods and only get fussy about
*what* the properties are set to in the case of ledger audits.
Also changes `Position.update()` -> `.add_clear()`.
Since we're going to need them anyway for desired features, add
2 new `Position` methods:
- `.calc_be_price()` which computes the breakeven cost basis price
from the entries in the clears table.
- `.calc_size()` which just sums the clear sizes.
Add a `cost_scalar: float` control to the `.update_from_trans()` method
to allow manual adjustment of the cost weighting for the case where
a "non-symmetrical" model is wanted.
Go back to always trying to write the backing ledger files on exit, even
when there's an error (obvs without the `return` in the `finally:` block
f$#% up).
Can't believe i missed this but any `return` inside a `finally` will
suppress the error from the `try:` part... XD
Thought i was losing my mind when the ledger was mutated and then
an error just after wasn't getting raised.. lul.
Never again...
In order to avoid double transaction adds/updates and too-early-discard
of zero sized pps (like when trades are loaded from a backend broker but
were already added to a ledger or `pps.toml` prior) we now **don't** pop
such `Position` entries from the `.pps` table in order to keep each
position's clears table always in place. This avoids the edge case where
an entry was removed too early (due to zero size) but then duplicate
trade entries that were in that entrie's clears show up from the backend
and are entered into a new entry resulting in an incorrect size in a new
entry..We still only push non-net-zero entries to the `pps.toml`.
More fixes:
- return the updated set of `Positions` from `.lifo_update()`.
- return the full table set from `update_pps()`.
- use `PpTable.update_from_trans()` more throughout.
- always write the `pps.toml` on `open_pps()` exit.
- only return table from `load_pps_from_toml()`.
In an effort to begin allowing backends to have more granular control
over position updates, particular in the case where they need to be
reloaded from a trades ledger, this adds a new table API which can
be loaded using `open_pps()`.
- offer an `.update_trans()` method which takes in a `dict` of
`Transactions` and updates the current table of `Positions` from it.
- add a `.dump_active()` which renders the active pp entries dict in
a format ready for toml serialization and all closed positions since
the last update (we might want to not drop these?)
All other module-function apis currently in use should remain working as
before for the moment.
Change `.find_contract()` -> `.find_contracts()` to allow multi-search
for so called "ambiguous" contracts (like for `Future`s) such that the
method now returns a `list` of tracts and populates the contract cache
with all specific tracts retrieved. Let it take in an (unvalidated)
contract that will be fqsn-style-tokenized such that it can be called
from `.search_symbols()` (though we're not quite yet XD).
More stuff,
- add `Client.parse_patt2fqsn()` which is an fqsn to token unpacker
built from the original logic in the old `.find_contract()`.
- handle fiat/forex pairs with the `'CASH'` sectype.
- add a flag to allow unqualified contracts to fail with a warning msg.
- populate the client's contract cache with all expiries of
an ambiguous derivative.
- allow `.con_deats()` to warn msg instead of raise on def-not-found.
- add commented `assert 0` which was triggering a debugger deadlock in
`tractor` which we still haven't been able to create a unit test for.
Minimize calling `.data._shmarray.attach_shm_array()` as much as is
possible to avoid the crash from #332. This is the suggested hack from
issue #359.
Resolves https://github.com/pikers/piker/issues/359
Tyler Goodlet
goodboy