This makes a few major changes but mostly is centered around including
transaction (aka trade-clear) costs in the avg breakeven price
calculation.
TL;DR:
- rename `TradeRecord` -> `Transaction`.
- make `Position.fills` a `dict[str, float]` which holds each clear's
cost value.
- change `Transaction.symkey` -> `.bsuid` for "backend symbol unique id".
- drop `brokername: str` arg to `update_pps()`
- rename `._split_active()` -> `dump_active()` and use input keys
verbatim in output map.
- in `update_pps_conf()` always incrementally update from trade records
even when no `pps.toml` exists yet since it may be both the case that
the ledger needs loading **and** the caller is handing new records not
yet in the ledger.
Begins the position tracking incremental update API which supports both
constructing a `pps.toml` both from trade ledgers as well diff-oriented
incremental update from an existing config assumed to be previously
generated from some prior ledger.
New set of routines includes:
- `_split_active()` a helper to split a position table into the active
and closed positions (aka pps of size 0) for determining entry updates
in the `pps.toml`.
- `update_pps_conf()` to maybe load a `pps.toml` and update it from
an input trades ledger including necessary (de)serialization to and
from `Position` object form(s).
- `load_pps_from_ledger()` a ledger parser-loader which constructs
a table of pps strictly from the broker-account ledger data without
any consideration for any existing pps file.
Each "entry" in `pps.toml` also contains a `fills: list` attr (name may
change) which references the set of trade records which make up its
state since the last net-zero position in the instrument.
Add a `TradeRecord` struct which holds the minimal field set to build
out position entries. Add `.update_pps()` to convert a set of records
into LIFO position entries, optionally allowing for an update to some
existing pp input set. Add `load_pps_from_ledger()` which does a full
ledger extraction to pp objects, ready for writing a `pps.toml`.
Since "flex reports" are only available for the current session's trades
the day after, this adds support for also collecting trade execution
records for the current session and writing them to the equivalent
ledger file.
Summary:
- add `trades_to_records()` to handle parsing both flex and API event
objects into a common record form.
- add `norm_trade_records()` to handle converting ledger entries into
`TradeRecord` types from the new `piker.pps` mod (coming in next
commit).
Start a generic "position related" util mod and bring in the `Position`
type from the allocator , convert it to a `msgspec.Struct` and add
a `.lifo_update()` method. Implement a WIP pp parser from a trades
ledger and use the new lifo method to gather position entries.
Add `ChartPlotWidget._on_screen: bool` which allows detecting for the
first state where there is y-range-able flow data loaded and able to be
drawn. Check for this flag to be set in `.maxmin()` such that until the
historical data is loaded `.default_view()` will be called to ensure
that a blank view is never shown: race with the UI starting versus the
data layer loading flow graphics can have this outcome.
This should hopefully make teardown more reliable and includes better
logic to fail over to a hard kill path after a 3 second timeout waiting
for the instance to complete using the `docker-py` wait API. Also
generalize the supervisor teardown loop by allowing the container config
endpoint to return 2 msgs to expect:
- a startup message that can be read from the container's internal
process logging that indicates it is fully up and ready.
- a teardown msg that can be polled for that indicates the container has
gracefully terminated after a cancellation request which is passed to
our container wrappers `.cancel()` method.
Make the marketstore config endpoint return the 2 messages we previously
had hard coded and use this new api.
Tyler Goodlet
goodboy