def update_holdings(self, end=None):
if not self.transactions.all():
return
if end is None:
end = last_business_day()
hlds = {}
for txn in self.transactions.order_by('datetime').all():
sym = txn.security.symbol
if sym not in hlds: # Transaction for a new security
# find the latest holding record for this symbol
# if found, the current transaction must has been processed in the past and will
# be skipped below
# if not found, start an empty holding record here
hlds[sym] = self._get_latest_record_or_empty(txn)
# convert date into pandas timestamp with business offset to automatically skip holidays
hld_date = to_business_timestamp(hlds[sym].date)
txn_date = to_business_timestamp(date_(txn.datetime))
if txn_date < hld_date: # already processed in the past
continue
elif txn_date == hld_date: # there might be multiple transactions for a day
if not txn.processed:
self._transact_and_save(hlds[sym], txn)
else: # txn_date > hld_date
# self.fill_in_gaps(hlds[sym], pd.bdate_range(start=hld_date+1, end=txn_date-1))
self.insert_holding(hlds[sym], txn_date)
self._transact_and_save(hlds[sym], txn)
def update_holdings(self, end):
if not self.transactions.all():
return
hlds = {}
for txn in self.transactions.all():
sym = txn.security.symbol
if sym not in hlds: # Transaction for a new security
# find the latest holding record for this symbol
# if found, the current transaction must has been processed in the past and will
# be skipped below
# if not found, start an empty holding record here
hlds[sym] = self.get_latest_record_or_empty(txn)
# convert date into pandas timestamp with business offset to automatically skip holidays
# note holding record is kept for every business day, so detail time of the transaction
# is stripped off.
hld_date = to_business_timestamp(hlds[sym].date)
txn_date = to_business_timestamp(date_(txn.datetime))
if txn_date < hld_date: # already processed in the past
continue
elif txn_date == hld_date: # there might be multiple transactions for a day
self._transact_and_save(hlds[sym], txn)
else: # txn_date > hld_date
self.fill_in_gaps(hlds[sym], pd.bdate_range(start=hld_date+1, end=txn_date-1))
self.insert_holding(hlds[sym], txn_date)
self._transact_and_save(hlds[sym], txn)
# fill the gaps between last transaction and end
for sym, hld in hlds.items():
self.fill_in_gaps(hld, pd.bdate_range(start=to_business_timestamp(hld.date)+1, end=end))
def update_db(cls):
last_db_date = INIT_DATE
exchange = Exchange()
if ExchangeRate.objects.all():
last_db_date = ExchangeRate.objects.order_by('date').last().date
last_db_date = pd.Timestamp(last_db_date, offset='B')+1
for d in pd.bdate_range(start=last_db_date, end=last_business_day()):
rates = exchange.historical_rates(d)
for c in CURRENCY_CHOICES:
if c[0] == BASE_CURRENCY:
continue
cls.objects.create(date=date_(d), currency=c[0],
rate=exchange.exchange(1, c[0], BASE_CURRENCY, rates))
def _get_latest_record_or_empty(self, txn):
try:
return self.holdings.filter(security=txn.security).latest()
except Holding.DoesNotExist:
return Holding(security=txn.security, portfolio=self, date=date_(txn.datetime))
