piker/piker/calc.py

99 lines
2.3 KiB
Python

# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
"""
Handy financial calculations.
"""
import math
import itertools
from bidict import bidict
_mag2suffix = bidict({3: 'k', 6: 'M', 9: 'B'})
def humanize(
number: float,
digits: int = 1
) -> str:
'''Convert large numbers to something with at most ``digits`` and
a letter suffix (eg. k: thousand, M: million, B: billion).
'''
try:
float(number)
except ValueError:
return 0
if not number or number <= 0:
return round(number, ndigits=digits)
mag = math.floor(math.log(number, 10))
if mag < 3:
return round(number, ndigits=digits)
maxmag = max(itertools.takewhile(lambda key: mag >= key, _mag2suffix))
return "{value}{suffix}".format(
value=round(number/10**maxmag, ndigits=digits),
suffix=_mag2suffix[maxmag],
)
def puterize(
text: str,
digits: int = 1,
) -> float:
'''Inverse of ``humanize()`` above.
'''
try:
suffix = str(text)[-1]
mult = _mag2suffix.inverse[suffix]
value = text.rstrip(suffix)
return round(float(value) * 10**mult, ndigits=digits)
except KeyError:
# no matching suffix try just the value
return float(text)
def pnl(
init: float,
new: float,
) -> float:
'''Calcuate the percentage change of some ``new`` value
from some initial value, ``init``.
'''
if not (init and new):
return 0
return (new - init) / init
def percent_change(
init: float,
new: float,
) -> float:
return pnl(init, new) * 100.