def __init__(self, verbose=False):
self._valuation_time_series = []
self._verbose = verbose
# Create temporary directory.
self.temp_directory = os.path.join(
Constants.db_path, generate_unique_id(Constants.run_time))
os.mkdir(self.temp_directory)
# Create and initiate temporary ATP database. (Could have the option to use current ATP db)
schema = Constants.configs['tables'][Constants.DB_NAME]
self.db = initiate_database(self.temp_directory, Constants.APP_NAME,
schema, Constants.environment)
# Create and initiate temporary market data database. (Probably should copy current market data db)
schema = Constants.configs['tables'][MarketDataLoader.DB_NAME]
self.market_data_db = initiate_database(self.temp_directory,
MarketDataLoader.DB_NAME,
schema, Constants.environment)
self.strategy = None
self.executor = None
self.exchange_cash = 300000
self.run_calendar = [Constants.run_time]
self.run_days = 0
def add_assets(db, portfolio_id, symbol, units=0):
asset_id = generate_unique_id(symbol)
db.insert_row('assets', [asset_id, portfolio_id, symbol, units, 0.0])
def add_data_source(db, name, config):
data_source_id = generate_unique_id(name)
db.insert_row('data_sources', [data_source_id, name, config])
def add_portfolio(db, name, allocation, cash=0.0):
portfolio_id = generate_unique_id(name)
db.insert_row('portfolios', [portfolio_id, 'alpaca', cash, allocation])
return portfolio_id
def add_strategy(db, name, porfolio_id):
strategy_id = generate_unique_id(name)
values = [strategy_id, name.lower(), porfolio_id, None]
db.insert_row('strategies', values)
return strategy_id