def test_update_portfolio_too_small(self):
security_recommendation = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(security_recommendation)
with self.assertRaises(ValidationError):
portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 0)
def test_publish_current_returns(self):
security_recommendation = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(security_recommendation)
(new_p, updated) = portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 1)
with patch.object(aws_service_wrapper, 'sns_publish_notification',
side_effect=AWSError("", None)), \
patch.object(aws_service_wrapper, 'cf_read_export_value',
return_value="some_value"):
with self.assertRaises(AWSError):
portfolio_mgr_svc.publish_current_returns(new_p, updated, 'sa')
def test_update_portfolio_too_big(self):
security_recommendation = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(security_recommendation)
(new_p, updated) = portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 100)
'''
ensure that portfolio contains all securitie from the recommendation set
'''
self.assertTrue(updated)
self.assertEqual(len(new_p.model['current_portfolio'][
'securities']), len(security_recommendation.model['securities_set']))
self.assertEqual(len(new_p.model['securities_set']), 0)
def test_update_portfolio_new_recommendation(self):
sr_mod = deepcopy(self.sr_dict)
sr_mod['set_id'] = 'different_set'
security_recommendation = SecurityRecommendationSet.from_dict(sr_mod)
portfolio = Portfolio.from_dict(self.portfolio_dict)
(new_p, updated) = portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 1)
'''
ensure that
1) portfolio is updated
2) set id are being set properly
'''
self.assertTrue(updated)
self.assertEqual(new_p.model['set_id'],
security_recommendation.model['set_id'])
self.assertNotEqual(new_p.model['set_id'], self.sr_dict['set_id'])
def test_update_portfolio_empty_portfolio(self):
security_recommendation = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(security_recommendation)
(new_p, updated) = portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 1)
'''
ensure that
1) portfolio is updated
2) portfolio contains 1 security
3) portfolio contains nothing in the security set
'''
self.assertTrue(updated)
self.assertEqual(
len(new_p.model['current_portfolio']['securities']), 1)
self.assertEqual(len(new_p.model['securities_set']), len(
security_recommendation.model['securities_set']) - 1)
def main():
"""
Main function of this script
"""
try:
#(app_ns, portfolio_size) = parse_params()
(app_ns, portfolio_size) = ('sa', 3)
log.info("Application Parameters")
log.info("-app_namespace: %s" % app_ns)
log.info("-portfolio_size: %d" % portfolio_size)
# test all connectivity upfront, so if there any issues
# the problem becomes more apparent
connector_test.test_all_connectivity()
(current_portfolio,
security_recommendation) = portfolio_mgr_svc.get_service_inputs(app_ns)
log.info("Loaded recommendation set id: %s" %
security_recommendation.model['set_id'])
if current_portfolio is None:
log.info("Creating new portfolio")
current_portfolio = Portfolio(None)
current_portfolio.create_empty_portfolio(security_recommendation)
else:
log.info("Repricing portfolio")
current_portfolio.reprice(datetime.now())
(updated_portfolio, updated) = portfolio_mgr_svc.update_portfolio(
current_portfolio, security_recommendation, portfolio_size)
# See if there is anything that needs to be traded
market_open = td_ameritrade.equity_market_open(datetime.now())
if market_open == True:
broker = Broker()
broker.cancel_all_open_orders()
log.info("Market is open. Looking for trading opportunities")
current_positions = td_ameritrade.positions_summary()
try:
if broker.reconcile_portfolio(current_positions, updated_portfolio) == False:
log.info(
"Portfolio is not in sync with brokerage account positions. Positions will be rebalanced")
broker.materialize_portfolio(
current_positions, updated_portfolio)
finally:
updated_positions = td_ameritrade.positions_summary()
broker.synchronize_portfolio(
updated_positions, updated_portfolio)
updated_portfolio.recalc_returns()
broker.cancel_all_open_orders()
else:
log.info("Market is closed. Nothing to trade")
log.info("updated portfolio: %s" %
util.format_dict(updated_portfolio.to_dict()))
log.info("Saving updated portfolio")
updated_portfolio.save_to_s3(
app_ns, constants.S3_PORTFOLIO_OBJECT_NAME)
portfolio_mgr_svc.publish_current_returns(
updated_portfolio, updated, app_ns)
except Exception as e:
stack_trace = traceback.format_exc()
log.error("Could run script, because: %s" % (str(e)))
log.error(stack_trace)
aws_service_wrapper.notify_error(e, "Portfolio Manager Service",
stack_trace, app_ns)