for t in session.query(OptionTrade).filter(
OptionTrade.status_id==TradeStatus.CLOSED).filter(
OptionTrade.num_closes>1):
logger.debug("*** Adjusting exit price, %d closes for OPTION trade: %s %s",
t.num_closes, t.symbol, t.description)
q = session.query(OptionActivity).filter(
OptionActivity.action_id==ActionType.SELL_TO_CLOSE).filter(
OptionActivity.trade_id==t.id)
l = q.all()
if len(l) == 0:
logger.error("*** No closing trades found!!! ******")
continue
if len(l) != t.num_closes:
logger.error("*** Number of closing trades does not match "
"num_closes value!!! ******")
t.exit_price = decimal.Decimal(0)
for a in l:
t.exit_price += a.price
t.exit_price /= t.num_closes
session.commit()
if __name__ == "__main__":
loglevel = logging.DEBUG
init_logging(loglevel)
logger.info("ETO PROCESSING: " + str(datetime.datetime.now()))
db_refresh_trades()
gen_trades()
logger.info("END (ETO PROCESSING) " + str(datetime.datetime.now()))
# - doesn't handle equities, or exercised options!
# - correctly handles multiple closes for a trade (i.e. taking partial
# profit/loss), but not multiple entries.
#
import sys
import logging
import datetime
import csv
import sqlalchemy
from eto.util import init_logging
from eto.models import OptionActivity, ModelsError, db_get_session
init_logging(logging.DEBUG)
logger = logging.getLogger(__file__)
logger.info("IMPORTING ETO DATA: " + str(datetime.datetime.now()))
if (len(sys.argv) > 1):
input_filename = sys.argv[1]
logger.info("Using input file: " + input_filename)
else:
sys.exit("Usage: import_activity.py <inputfile>")
session = db_get_session()
with open(input_filename, 'rb') as csvfile:
reader = csv.reader(csvfile)
