def __init__(self, contract):
self.contract = contract
self.historical_lt_chart_data_set = ChartDataSet()
self.historical_st_chart_data_set = ChartDataSet()
self.position = 0
self.market_price = 0
self.market_value = 0
self.average_cost = 0
self.unrealized_pnl = 0
self.realized_pnl = 0
self.account_name = ""
self.is_order_filled = False
def __init__(self, contract):
self.contract = contract
self.historical_lt_chart_data_set = ChartDataSet()
self.historical_st_chart_data_set = ChartDataSet()
self.position = 0
self.market_price = 0
self.market_value = 0
self.average_cost = 0
self.unrealized_pnl = 0
self.realized_pnl = 0
self.account_name = ""
self.is_order_filled = False
class StockData:
is_storing_long_term = False
is_storing_short_term = False
is_bootstrap_completed = False
def __init__(self, contract):
self.contract = contract
self.historical_lt_chart_data_set = ChartDataSet()
self.historical_st_chart_data_set = ChartDataSet()
self.position = 0
self.market_price = 0
self.market_value = 0
self.average_cost = 0
self.unrealized_pnl = 0
self.realized_pnl = 0
self.account_name = ""
self.is_order_filled = False
def set_bootstrap_is_completed(self):
self.is_bootstrap_completed = True
def get_is_bootstrap_completed(self):
return self.is_bootstrap_completed
def get_stock_contract(self):
return self.contract
def set_is_storing_long_term(self):
self.is_storing_long_term = True
def set_is_storing_short_term(self):
self.is_storing_short_term = True
def set_finished_storing(self):
self.is_storing_long_term = False
self.is_storing_short_term = False
def is_waiting_for_storing(self):
return self.is_storing_long_term or self.is_storing_short_term
def add_historical_data_point(self, price, date):
if self.is_storing_long_term:
self.historical_lt_chart_data_set.add_tick(price, date)
elif self.is_storing_short_term:
self.historical_st_chart_data_set.add_tick(price, date)
def add_incoming_tick(self, price, date):
self.historical_st_chart_data_set.add_tick(price, date)
def get_historical_chart_data_set(self):
return self.historical_lt_chart_data_set
def get_historical_short_term_chart_data_set(self):
return self.historical_st_chart_data_set
def get_long_term_prices(self):
return self.historical_lt_chart_data_set.get_prices()
def get_short_term_prices(self):
return self.historical_st_chart_data_set.get_prices()
def get_long_term_mean(self):
pdseries = pd.Series(self.get_long_term_prices())
return pdseries.values.mean()
def get_short_term_mean(self):
pdseries = pd.Series(self.get_short_term_prices())
return pdseries.values.mean()
def get_short_term_std(self):
return pd.Series(self.get_short_term_prices()).pct_change().std()*100
def get_long_term_std(self):
return pd.Series(self.get_long_term_prices()).pct_change().std()*100
def update_position(self
, position, market_price, market_value, average_cost, unrealized_pnl, realized_pnl, account_name):
self.position = position
self.market_price = market_price
self.market_value = market_value
self.average_cost = average_cost
self.unrealized_pnl = unrealized_pnl
self.realized_pnl = realized_pnl
self.account_name = account_name
def on_send_order(self, position):
self.position += position
self.is_order_filled = False
def get_position(self):
return self.position
class StockData:
is_storing_long_term = False
is_storing_short_term = False
is_bootstrap_completed = False
def __init__(self, contract):
self.contract = contract
self.historical_lt_chart_data_set = ChartDataSet()
self.historical_st_chart_data_set = ChartDataSet()
self.position = 0
self.market_price = 0
self.market_value = 0
self.average_cost = 0
self.unrealized_pnl = 0
self.realized_pnl = 0
self.account_name = ""
self.is_order_filled = False
def set_bootstrap_is_completed(self):
self.is_bootstrap_completed = True
def get_is_bootstrap_completed(self):
return self.is_bootstrap_completed
def get_stock_contract(self):
return self.contract
def set_is_storing_long_term(self):
self.is_storing_long_term = True
def set_is_storing_short_term(self):
self.is_storing_short_term = True
def set_finished_storing(self):
self.is_storing_long_term = False
self.is_storing_short_term = False
def is_waiting_for_storing(self):
return self.is_storing_long_term or self.is_storing_short_term
def add_historical_data_point(self, price, date):
if self.is_storing_long_term:
self.historical_lt_chart_data_set.add_tick(price, date)
elif self.is_storing_short_term:
self.historical_st_chart_data_set.add_tick(price, date)
def add_incoming_tick(self, price, date):
self.historical_st_chart_data_set.add_tick(price, date)
def get_historical_chart_data_set(self):
return self.historical_lt_chart_data_set
def get_historical_short_term_chart_data_set(self):
return self.historical_st_chart_data_set
def get_long_term_prices(self):
return self.historical_lt_chart_data_set.get_prices()
def get_short_term_prices(self):
return self.historical_st_chart_data_set.get_prices()
def get_long_term_mean(self):
pdseries = pd.Series(self.get_long_term_prices())
return pdseries.values.mean()
def get_short_term_mean(self):
pdseries = pd.Series(self.get_short_term_prices())
return pdseries.values.mean()
def get_short_term_std(self):
return pd.Series(self.get_short_term_prices()).pct_change().std() * 100
def get_long_term_std(self):
return pd.Series(self.get_long_term_prices()).pct_change().std() * 100
def update_position(self, position, market_price, market_value,
average_cost, unrealized_pnl, realized_pnl,
account_name):
self.position = position
self.market_price = market_price
self.market_value = market_value
self.average_cost = average_cost
self.unrealized_pnl = unrealized_pnl
self.realized_pnl = realized_pnl
self.account_name = account_name
def on_send_order(self, position):
self.position += position
self.is_order_filled = False
def get_position(self):
return self.position