class Patient(db.Document):
ssnid = db.StringField(max_length=9, unique=True)
patientId = db.IntField()
name = db.StringField(required=True)
age = db.IntField(max_length=3)
address = db.StringField()
dateOfJoining = db.StringField()
roomType = db.StringField()
city = db.StringField()
state = db.StringField()
pharmacy = db.ListField(db.StringField())
diagnostics = db.ListField(db.StringField())
status = db.StringField(default="active")
class Order(db.Document):
user_id = db.StringField()
status = db.StringField(choices=tuple(
types.get_events(types.EventType.Order())),
default=types.EventType.Order.CREATED)
expires_at = db.DateTimeField(
default=datetime.datetime.now() +
datetime.timedelta(minutes=Config.ORDER_EXPIRE_TIME_MIN))
ticket = db.ReferenceField('Ticket')
version = db.IntField(default=0)
def response(self):
return {
"id": str(self.id),
"user_id": self.user_id,
"status": self.status,
"expires_at": str(self.expires_at),
"ticket": self.ticket.response(),
"version": self.version
}
def update_version_if_record_exists(self):
if not self.id:
return
existing_record = Order.objects(id=self.id)
if existing_record:
self.version += 1
def save(self, *args, **kwargs):
self.update_version_if_record_exists()
super().save(*args, **kwargs)
class Ticket(db.Document):
title = db.StringField(min_length=5, max_length=50, required=True)
price = db.FloatField(min_value=1, required=True)
user_id = db.StringField(required=True)
order_id = db.StringField(default=None)
version = db.IntField(default=0)
def response(self):
return {
"id": str(self.id),
"title": self.title,
"price": self.price,
"user_id": self.user_id,
"order_id": self.order_id,
"version": self.version
}
def update_version_if_record_exists(self):
if not self.id:
return
existing_record = Ticket.objects(id=self.id)
if existing_record:
self.version += 1
def save(self, *args, **kwargs):
self.update_version_if_record_exists()
super().save(*args, **kwargs)
class Event(BaseDocument):
name = db.StringField(unique=True, required=True)
date_time = db.DateTimeField(required=True)
description = db.StringField()
image = db.URLField()
link = db.URLField(required=True)
end_date_time = db.DateTimeField(required=True)
attendees_count = db.IntField()
event_status = db.StringField()
event_type = db.StringField()
loc = db.StringField()
class UserModel(UserMixin, db.Document):
meta = {'collection': 'user_models'}
name = db.StringField(max_length=30)
mod_type = db.StringField(max_length=3, choices=TYPES)
period = db.StringField(max_length=6)
interval = db.StringField(max_length=6)
money = db.FloatField()
buy = db.FloatField()
sell = db.FloatField()
av_length = db.IntField()
trade_cost = db.FloatField()
owner = db.LazyReferenceField('User')
class Model(UserMixin, db.Document):
meta = {'collection': 'models'}
keep = db.BooleanField(default=True)
mod_type = db.StringField(max_length=3, choices=TYPES)
ticker = db.StringField(max_length=6)
period = db.StringField(max_length=6)
interval = db.StringField(max_length=6)
money = db.FloatField()
buy = db.FloatField()
sell = db.FloatField()
av_length = db.IntField()
trade_cost = db.FloatField()
class config(db.Document):
patientId = db.IntField()
class PahrmacyInventory(db.Document):
name = db.StringField()
quantity = db.IntField()
price = db.FloatField()
class Calculation(UserMixin, db.Document):
meta = {'collection': 'entries'}
keep = db.BooleanField(default=True)
date_stamp = db.StringField(max_length=40)
type_info = db.StringField()
buy = db.FloatField()
sell = db.FloatField()
av_length = db.IntField()
ticker = db.StringField()
period = db.StringField()
interval = db.StringField()
money = db.FloatField()
trade_cost = db.FloatField()
owner = db.LazyReferenceField('User')
final_money = db.FloatField()
final_owned = db.FloatField()
final_liquid = db.FloatField()
td = db.ListField()
tt = db.ListField()
ty = db.ListField()
tp = db.ListField()
tv = db.ListField()
graph_x = db.ListField()
graph_y = db.ListField()
chart_x = db.ListField()
chart_y = db.ListField()
model = db.LazyReferenceField('Model')
user_model = db.LazyReferenceField('UserModel')
def static_range(self):
stock = yf.Ticker(self.ticker)
df = stock.history(period=self.period, interval=self.interval)
owned = 0
count = 0
trade_money = self.money
trade_cost = self.trade_cost
buy = self.buy
sell = self.sell
td = [] #trade date
tt = [] #trade time
ty = [] #trade type
tp = [] #trade price
tv = [] #trade volume
store_chart_x = []
store_chart_y = []
for index, row in df.iterrows():
count += 1
available_money = trade_money - trade_cost
available_volume = row['Volume']/40
low = round(row['Low'], 4)
high = round(row['High'], 4)
date = index.to_pydatetime().strftime("%d-%m-%Y")
time = index.to_pydatetime().strftime("%H:%M")
etime = index.to_pydatetime() + timedelta(minutes=2)
endtime = etime.strftime("%H:%M")
if low != high:
if float(row['Open']) > float(row['Close']):
store_chart_y.append(float(high))
store_chart_x.append(date[6:10]+'-'+date[3:5]+'-'+date[0:2] + 'T' + time + ':00')
store_chart_y.append(float(low))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T' + endtime + ':00')
elif float(row['Close']) > float(row['Open']):
store_chart_y.append(float(low))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T' + time + ':00')
store_chart_y.append(float(high))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T' + endtime + ':00')
elif low == high:
store_chart_y.append(low)
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T' + time + ':00')
lvalue = (low * available_volume)
hvalue = (high * available_volume)
if available_money > 0 and low <= buy and lvalue > trade_cost:
if lvalue>available_money>0:
owned += (available_money/low)
trade_money = 0
td.append(date)
tt.append(time)
ty.append('b')
tp.append(low)
tv.append(available_volume)
elif available_money>lvalue>0:
owned += (lvalue/low)
trade_money -= trade_cost
trade_money -= lvalue
td.append(date)
tt.append(time)
ty.append('b')
tp.append(low)
tv.append(available_volume)
if owned > 0 and high >= sell and hvalue > trade_cost:
if available_volume > owned:
trade_money += (owned*high)
trade_money -= trade_cost
owned = 0
td.append(date)
tt.append(time)
ty.append('s')
tp.append(high)
tv.append(available_volume)
elif owned > available_volume:
trade_money += (available_volume*high)
trade_money -= trade_cost
owned -= available_volume
td.append(date)
tt.append(time)
ty.append('s')
tp.append(high)
tv.append(available_volume)
if owned > 0:
liquid_money = (trade_money - trade_cost) + df.Low.ix[count-1]*owned
else:
liquid_money = trade_money
self.chart_x = store_chart_x
self.chart_y = store_chart_y
self.final_money = round(trade_money, 2)
self.final_owned = round(owned)
self.final_liquid = round(liquid_money, 2)
self.td = td
self.tt = tt
self.ty = ty
self.tp = tp
self.tv = tv
self.save()
return self.id
def moving_average(self):
stock = yf.Ticker(self.ticker)
df = stock.history(period=self.period, interval='1d')
owned = 0
count = 0
trade_money = self.money
trade_cost = self.trade_cost
bd = self.buy
sd = self.sell
ma_length = self.av_length
ma_conv = ma_length - 1
ma_sum = 0
td = [] # trade date
tt = [] # trade time
ty = [] # trade type
tp = [] # trade price
tv = [] # trade volume
store_ma = []
store_ma_x = []
store_chart_x = []
store_chart_y = []
for i in range(0, df.shape[0] - ma_conv):
for j in range(0, ma_length):
ma_sum += df.iloc[i + j, 3]
df.loc[df.index[i + ma_conv], 'SMA_' + str(ma_length)] = np.round((ma_sum / ma_length), 4)
ma_sum = 0
for index, row in df.iloc[ma_length:].iterrows():
count += 1
available_money = trade_money - trade_cost
available_volume = row['Volume'] / 40
low = round(row['Low'], 4)
high = round(row['High'], 4)
date = index.to_pydatetime().strftime("%d-%m-%Y")
time = index.to_pydatetime().strftime("%H:%M")
if low != high:
if float(row['Open']) > float(row['Close']):
store_chart_y.append(float(high))
store_chart_x.append(date[6:10]+'-'+date[3:5]+'-'+date[0:2]+'T09:30:00')
store_chart_y.append(float(low))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T16:00:00')
elif float(row['Close']) > float(row['Open']):
store_chart_y.append(float(low))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T09:30:00')
store_chart_y.append(float(high))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T16:00:00')
elif low == high:
store_chart_y.append(low)
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T12:45:00')
lvalue = (low * available_volume)
hvalue = (high * available_volume)
buy = row['SMA_' + str(ma_length)] - bd
sell = row['SMA_' + str(ma_length)] + sd
store_ma.append(float(row['SMA_' + str(ma_length)]))
store_ma_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T' + time + ':00')
if available_money > 0 and low <= buy and lvalue > trade_cost:
if lvalue > available_money > 0:
owned += (available_money / low)
trade_money = 0
td.append(date)
tt.append(time)
ty.append('b')
tp.append(low)
tv.append(available_volume)
elif available_money > lvalue > 0:
owned += (lvalue / low)
trade_money -= trade_cost
trade_money -= lvalue
td.append(date)
tt.append(time)
ty.append('b')
tp.append(low)
tv.append(available_volume)
if owned > 0 and high >= sell and hvalue > trade_cost:
if available_volume > owned:
trade_money += (owned * high)
trade_money -= trade_cost
owned = 0
td.append(date)
tt.append(time)
ty.append('s')
tp.append(high)
tv.append(available_volume)
elif owned > available_volume:
trade_money += (available_volume * high)
trade_money -= trade_cost
owned -= available_volume
td.append(date)
tt.append(time)
ty.append('s')
tp.append(high)
tv.append(available_volume)
if owned > 0:
liquid_money = (trade_money - trade_cost) + df.Low.ix[count - 1] * owned
else:
liquid_money = trade_money
self.chart_x = store_chart_x
self.chart_y = store_chart_y
self.graph_y = store_ma
self.graph_x = store_ma_x
self.final_money = round(trade_money, 2)
self.final_owned = round(owned)
self.final_liquid = round(liquid_money, 2)
self.td = td
self.tt = tt
self.ty = ty
self.tp = tp
self.tv = tv
self.save()
return self.id
def weighted_moving_average(self):
stock = yf.Ticker(self.ticker)
df = stock.history(period=self.period, interval='1d')
owned = 0
count = 0
trade_money = self.money
trade_cost = self.trade_cost
bd = self.buy
sd = self.sell
wma_length = self.av_length
wma_conv = wma_length - 1
wma_sum = 0
weight = 0
weight_sum = 0
for k in range(1, wma_length + 1):
weight_sum += k
td = [] # trade date
tt = [] # trade time
ty = [] # trade type
tp = [] # trade price
tv = [] # trade volume
store_wma = []
store_wma_x = []
store_chart_y = []
store_chart_x = []
for i in range(0, df.shape[0] - wma_conv):
for j in range(0, wma_length):
weight += 1
wma_sum += (df.iloc[i + j, 3]*weight)
weight = 0
df.loc[df.index[i + wma_conv], 'WMA_' + str(wma_length)] = np.round((wma_sum / weight_sum), 4)
wma_sum = 0
for index, row in df.iloc[wma_length:].iterrows():
count += 1
available_money = trade_money - trade_cost
available_volume = row['Volume'] / 40
low = round(row['Low'], 4)
high = round(row['High'], 4)
date = index.to_pydatetime().strftime("%d-%m-%Y")
time = index.to_pydatetime().strftime("%H:%M")
if low != high:
if float(row['Open']) > float(row['Close']):
store_chart_y.append(float(high))
store_chart_x.append(date[6:10]+'-'+date[3:5]+'-'+date[0:2]+'T09:30:00')
store_chart_y.append(float(low))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T16:00:00')
elif float(row['Close']) > float(row['Open']):
store_chart_y.append(float(low))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T09:30:00')
store_chart_y.append(float(high))
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T16:00:00')
elif low == high:
store_chart_y.append(low)
store_chart_x.append(date[6:10] + '-' + date[3:5] + '-' + date[0:2] + 'T12:45:00')
lvalue = (low * available_volume)
hvalue = (high * available_volume)
buy = row['WMA_' + str(wma_length)] - bd
sell = row['WMA_' + str(wma_length)] + sd
store_wma.append(float(row['WMA_' + str(wma_length)]))
store_wma_x.append(date[6:10]+'-'+date[3:5]+'-'+date[0:2]+'T'+time+':00')
if available_money > 0 and low <= buy and lvalue > trade_cost:
if lvalue > available_money > 0:
owned += (available_money / low)
trade_money = 0
td.append(date)
tt.append(time)
ty.append('b')
tp.append(low)
tv.append(available_volume)
elif available_money > lvalue > 0:
owned += (lvalue / low)
trade_money -= trade_cost
trade_money -= lvalue
td.append(date)
tt.append(time)
ty.append('b')
tp.append(low)
tv.append(available_volume)
if owned > 0 and high >= sell and hvalue > trade_cost:
if available_volume > owned:
trade_money += (owned * high)
trade_money -= trade_cost
owned = 0
td.append(date)
tt.append(time)
ty.append('s')
tp.append(high)
tv.append(available_volume)
elif owned > available_volume:
trade_money += (available_volume * high)
trade_money -= trade_cost
owned -= available_volume
td.append(date)
tt.append(time)
ty.append('s')
tp.append(high)
tv.append(available_volume)
if owned > 0:
liquid_money = (trade_money - trade_cost) + df.Low.ix[count - 1] * owned
else:
liquid_money = trade_money
self.chart_x = store_chart_x
self.chart_y = store_chart_y
self.graph_x = store_wma_x
self.graph_y = store_wma
self.final_money = round(trade_money, 2)
self.final_owned = round(owned)
self.final_liquid = round(liquid_money, 2)
self.td = td
self.tt = tt
self.ty = ty
self.tp = tp
self.tv = tv
self.save()
return self.id