def backup_capital(data):
strategy_list = get_list_of_strategies(data)
capital_data = dict()
for strategy_name in strategy_list:
capital_data[
strategy_name] = data.mongo_capital.get_capital_pd_series_for_strategy(
strategy_name)
capital_data[
"TOTAL_total"] = data.mongo_capital.get_total_capital_pd_series()
capital_data[
"TOTAL_broker"] = data.mongo_capital.get_broker_account_value_pd_series(
)
capital_data[
"TOTAL_max"] = data.mongo_capital.get_maximum_account_value_pd_series(
)
capital_data[
"TOTAL_pandl"] = data.mongo_capital.get_profit_and_loss_account_pd_series(
)
capital_data = pd.concat(capital_data, axis=1)
capital_data.columns = strategy_list + [
"TOTAL_total",
"TOTAL_broker",
"TOTAL_max",
"TOTAL_pandl",
]
capital_data = capital_data.ffill()
data.csv_capital.write_df_of_all_capital(capital_data)
data.log.msg("Backed up capital data")
def get_list_of_last_position_updates(data):
strategy_list = get_list_of_strategies(data)
list_of_updates = []
for strategy_name in strategy_list:
updates_for_strategy = get_list_of_position_updates_for_strategy(
data, strategy_name)
list_of_updates = list_of_updates + updates_for_strategy
return list_of_updates
def get_list_of_timer_functions_for_strategies(process_name, data):
list_of_strategy_names = get_list_of_strategies()
list_of_timer_names_and_functions = []
for strategy_name in list_of_strategy_names:
object, method = get_strategy_object_and_method(
process_name, data, strategy_name)
strategy_tuple = (strategy_name, object, method)
list_of_timer_names_and_functions.append(strategy_tuple)
return list_of_timer_names_and_functions
def get_control_data_list_for_strategy_processes(data):
list_of_processes = get_process_with_strategies(data)
list_of_strategies = get_list_of_strategies()
all_cd_list = []
for process_name in list_of_processes:
for strategy_name in list_of_strategies:
last_run_or_heartbeat = get_last_run_or_heartbeat(data, dict(type=process_name, strategy_name = strategy_name))
data_for_method = dataForMethod(method_or_strategy=strategy_name, process_name=process_name,
last_run_or_heartbeat=last_run_or_heartbeat)
all_cd_list.append(data_for_method)
return all_cd_list
def backup_optimal_positions(data):
strategy_list = get_list_of_strategies(data)
for strategy_name in strategy_list:
instrument_list = data.mongo_optimal_position.get_list_of_instruments_for_strategy_with_optimal_position(
strategy_name)
for instrument_code in instrument_list:
mongo_data = data.mongo_optimal_position.get_optimal_position_as_df_for_strategy_and_instrument(
strategy_name, instrument_code)
if mongo_data is missing_data:
continue
data.csv_optimal_position.write_position_df_for_instrument_strategy(
strategy_name, instrument_code, mongo_data)
data.log.msg("Backed up %s %s optimal position data" %
(instrument_code, strategy_name))
def backup_strategy_position_data(data):
strategy_list = get_list_of_strategies(data)
instrument_list = (data.mongo_contract_position.
get_list_of_instruments_with_any_position())
for strategy_name in strategy_list:
for instrument_code in instrument_list:
mongo_data = data.mongo_strategy_position.get_position_as_df_for_strategy_and_instrument(
strategy_name, instrument_code)
if mongo_data is missing_data:
continue
data.csv_strategy_position.write_position_df_for_instrument_strategy(
strategy_name, instrument_code, mongo_data)
data.log.msg("Backed up %s %s strategy position data" %
(instrument_code, strategy_name))
def strategy_report(data=arg_not_supplied,
timestamp=arg_not_supplied,
strategy_name=ALL_STRATEGIES):
if data is arg_not_supplied:
data = dataBlob()
if strategy_name == ALL_STRATEGIES:
list_of_strategies = get_list_of_strategies(data=data)
if timestamp is not arg_not_supplied:
# use print not logs as will only happen interactively
print("Timestamp will be ignored as running ALL strategy reports")
timestamp = arg_not_supplied
else:
list_of_strategies = [strategy_name]
formatted_output = get_strategies_report_output(data,
list_of_strategies,
timestamp=timestamp)
return formatted_output
