def get_prices(self):
time_frame = TimeFrame.from_value(self.time_frame)
# Get the latest price point
if TimeInterval.CURRENT.equals(time_frame.time_interval):
prices = self._get_prices_current()
# Get the latest minute prices
elif TimeInterval.MINUTES_ONE.equals(time_frame.time_interval):
prices = self._get_prices_one_minute()
# Get the latest 15 minute prices
elif TimeInterval.MINUTES_FIFTEEN.equals(time_frame.time_interval):
prices = self._get_prices_fifteen_minutes()
# Get the latest hourly prices
elif TimeInterval.HOURS_ONE.equals(time_frame.time_interval):
prices = self._get_prices_one_hour()
# Get the latest four hour prices
elif TimeInterval.HOURS_FOUR.equals(time_frame.time_interval):
prices = self._get_prices_four_hour()
# Get the latest daily prices
elif TimeInterval.DAYS_ONE.equals(time_frame.time_interval):
prices = self._get_prices_one_day()
return prices.all()
def of(market: str, target_symbol: str, trading_symbol: str, time_frame):
asset_price_history = SQLLiteAssetPriceHistory.query.filter_by(
market=market,
target_symbol=target_symbol,
trading_symbol=trading_symbol,
time_frame=TimeFrame.from_value(time_frame).value).first()
if not asset_price_history:
asset_price_history = SQLLiteAssetPriceHistory(
market=market,
target_symbol=target_symbol,
trading_symbol=trading_symbol,
time_frame=TimeFrame.from_value(time_frame).value)
asset_price_history.get_prices()
asset_price_history.save(db)
return asset_price_history
def get_delta(self, obj):
return PerformanceService \
.of_metric(
obj,
PerformanceMetric.DELTA,
TimeFrame.from_value(
self.context.get("time_frame", TimeFrame.ONE_DAY.value)
)
)
def get_performance(self, obj):
return PerformanceService\
.of_metric(
obj,
PerformanceMetric.OVERALL_PERFORMANCE,
TimeFrame.from_value(
self.context.get("time_frame", TimeFrame.ONE_DAY.value)
)
)
def __init__(self, asset_prices_array, time_frame):
self.asset_prices = []
self.intervals = TimeFrame.from_value(time_frame).intervals
for zipped_asset_prices in zip(*asset_prices_array):
self.asset_prices.insert(0, zipped_asset_prices)
self.size = len(self.intervals)
self.front = self.size - 1
def __init__(self, portfolio, time_frame: TimeFrame):
self.time_frame = TimeFrame.from_value(time_frame).value
self.portfolio = portfolio
# Retrieve snapshots
self.snapshots = self._retrieve_snapshots(portfolio, time_frame)
self.asset_prices = self._retrieve_asset_price_histories(
self._retrieve_unique_symbols(), self.time_frame
)
self.current_snapshot = None
self.current_date = None
self.index = 0
self.intervals = IntervalsQueue(self.time_frame)
def __init__(self, time_frame):
self.intervals = TimeFrame.from_value(time_frame).intervals
self.size = len(self.intervals)
self.front = self.size - 1
def __init__(self, market, target_symbol, trading_symbol, time_frame):
self.market = market
self.target_symbol = target_symbol
self.trading_symbol = trading_symbol
self.time_frame = TimeFrame.from_value(time_frame).value