def __init__(self, instrument, entry_price):
FinancialInstrument.__init__(self, instrument)
self.entry_price = entry_price
def get_adjusted_close_value(self, date):
return FinancialInstrument.get_adjusted_close_value(self, date) - self.entry_price
def get_low_value(self, date):
return FinancialInstrument.get_low_value(self, date) - self.entry_price
def get_financial_instrument(self, instrument):
'''
return a financial instrument from a serialized instrument
@param instrument: the serialized instrument
@return: a financial instrument
'''
financial_instrument = FinancialInstrument(ticker = instrument['ticker'], name = instrument['name'],
asset_class = instrument['asset_class'], currency=instrument['currency'],
type = instrument['instrument_type'], transactions_fees = instrument['transactions_fees'],
point_value = instrument['point_value'])
# fill the data_map from instrument data
for data in instrument['datas']:
data_date = data['date']
if isinstance(data_date, datetime):
data_date = data_date.date()
if data['data_type'] == 'CLOSE':
financial_instrument.set_close_value(data_date, data['value'])
elif data['data_type'] == 'ADJUSTED_CLOSE':
financial_instrument.set_adjusted_close_value(data_date, data['value'])
elif data['data_type'] == 'OPEN':
financial_instrument.set_open_value(data_date, data['value'])
elif data['data_type'] == 'HIGH':
financial_instrument.set_high_value(data_date, data['value'])
elif data['data_type'] == 'LOW':
financial_instrument.set_low_value(data_date, data['value'])
elif data['data_type'] == 'OPEN_INTEREST':
financial_instrument.set_open_interest(data_date, data['value'])
elif data['data_type'] == 'VOLUME':
financial_instrument.set_volume(data_date, data['value'])
elif data['data_type'] == 'REFERENCE_MONTH':
financial_instrument.set_reference_month(data_date, data['value'])
else:
raise ServerError('No type %s '%data['type'])
return financial_instrument
