def to_json(src: Any) -> str:
if not src:
return ''
elif isinstance(src, list):
return json.dumps(ModelUtils.get_dicts(src))
else:
return json.dumps(ModelUtils.get_dict(src))
def set_readonly_props(self) -> None:
if not self._transactions:
return
self._start_capital = self._capital.get(
ModelUtils.get_first_key(self._capital))
self._end_capital = self._capital.get(
ModelUtils.get_last_key(self._capital))
self._hold_length_days_stats = StatUtils.get_descriptive_stats(
[t.hold_length_days for t in self._transactions])
self._change_in_capital_stats = StatUtils.get_descriptive_stats(
[t.change_in_capital for t in self._transactions])
self._has_profit_stats = StatUtils.get_descriptive_stats(
[NumberUtils.to_int(t.has_profit) for t in self._transactions])
self._pct_return = NumberUtils.get_change(self._end_capital,
self._start_capital)
self._best_transactions = [
t for t in sorted(self._transactions,
key=lambda x: x.change_in_capital,
reverse=True) if t.has_profit
][:20]
self._worst_transactions = [
t for t in sorted(self._transactions,
key=lambda x: x.change_in_capital)
if not t.has_profit
][:20]
symbol_grouped: Dict = {}
for t in self._transactions:
if not t.symbol_master.symbol in symbol_grouped:
symbol_grouped[t.symbol_master.symbol]: Dict = {
'symbol_master': t.symbol_master,
'change_in_capital': 0,
'no_of_transactions': 0
}
symbol_grouped[t.symbol_master.
symbol]['change_in_capital'] += t.change_in_capital
symbol_grouped[t.symbol_master.symbol]['no_of_transactions'] += 1
symbol_grouped_list: List[BackTestResultItemPerSymbol] = []
for k, v in symbol_grouped.items():
item: BackTestResultItemPerSymbol = BackTestResultItemPerSymbol()
item.symbol_master = symbol_grouped[k]['symbol_master']
item.change_in_capital = NumberUtils.round(
symbol_grouped[k]['change_in_capital'])
item.no_of_transactions = symbol_grouped[k]['no_of_transactions']
symbol_grouped_list.append(item)
self._best_symbols = [
i for i in sorted(symbol_grouped_list,
key=lambda x: x.change_in_capital,
reverse=True) if i.change_in_capital > 0
][:20]
self._worst_symbols = [
i for i in sorted(symbol_grouped_list,
key=lambda x: x.change_in_capital)
if i.change_in_capital < 0
][:20]
def strategy_request(self) -> SmaCrossoverStrategyRequest:
return ModelUtils.get_obj(SmaCrossoverStrategyRequest(),
self._strategy_request)
def strategy_request(self) -> DoubleTopsStrategyRequest:
return ModelUtils.get_obj(DoubleTopsStrategyRequest(),
self._strategy_request)
def get_suggestions() -> str:
req: TradeSuggestionsRequest = ModelUtils.get_obj(
TradeSuggestionsRequest(), request.get_json())
return StringUtils.to_json(
ResponseModel(__trade_service.get_suggestions(req)))
def get_trade_orders() -> str:
req: GetTradeOrdersRequest = ModelUtils.get_obj(GetTradeOrdersRequest(),
request.get_json())
return StringUtils.to_json(
ResponseModel(__trade_service.get_trade_orders(req)))
def get_sample_prices_for_charts() -> str:
req: CR = ModelUtils.get_obj(CR(), request.get_json())
return StringUtils.to_json(
ResponseModel(__stock_service.get_sample_prices_for_charts(req)))
def update_symbol() -> str:
req: SymbolMaster = ModelUtils.get_obj(SymbolMaster(), request.get_json())
return StringUtils.to_json(
ResponseModel(__stock_service.update_symbol(req)))
def strategy_request(self) -> DemoStrategyRequest:
return ModelUtils.get_obj(DemoStrategyRequest(),
self._strategy_request)
def run() -> str:
req: BackTestRunRequest = ModelUtils.get_obj(BackTestRunRequest(),
request.get_json())
return StringUtils.to_json(ResponseModel(__back_test_service.run(req)))
def strategy_request(self) -> InvertedHeadAndShouldersRequest:
return ModelUtils.get_obj(InvertedHeadAndShouldersRequest(),
self._strategy_request)
def strategy_request(self) -> DoubleBollingerBandsStrategyRequest:
return ModelUtils.get_obj(DoubleBollingerBandsStrategyRequest(),
self._strategy_request)