def add_portfolio_subscription(config, omd):
logging.info(
'add_portfolio_subscription: subscribe market data for portfolio items'
)
p = portfolio.PortfolioManager(config)
p.retrieve_position()
undly_months_prices = eval(
config.get("market",
"option.underlying.month_price").strip('"').strip("'"))
# example: MHI-20150929-22600-P
toks = map(lambda x: x.split('-'), p.get_pos_contracts())
#[['MHI','20150929', 22600, 'P'], [...]]
for t in toks:
contractTuple = (t[0], 'FUT', 'HKFE', 'HKD', '', 0, '')
#add_subscription(self, contractTuple, month, X, right):
rc = map(lambda x: (omd.add_subscription(x[0], x[1], x[2], x[3])),\
[(contractTuple, m[0], t[2], 'P') for m in undly_months_prices] +\
[(contractTuple, m[0], t[2], 'C') for m in undly_months_prices])
# rc = map(lambda x: (omd.add_subscription(x[0], x[1], x[2], x[3])),\
# [((tok[0], 'OPT', 'HKFE', 'HKD', '', 0, ''), m[0], tok[2], tok[3]) for tok in toks])
logging.info('add_portfolio_subscription: add results: %s' % rc)
def ws_recal_pos(self, force_refresh=False):
p = portfolio.PortfolioManager(config)
if force_refresh:
p.retrieve_position()
l_gmap = p.recal_port()
print l_gmap
return json.dumps(l_gmap)
def ws_position_chart_ex(self):
p = portfolio.PortfolioManager(config)
p.retrieve_position()
opt_pos_chart_tmpl = '%s%s/opt-pos-chart-stacked-tmpl.html' % (
cherrypy.request.app.config['/']['tools.staticdir.root'],
cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
f = open(opt_pos_chart_tmpl)
html_tmpl = f.read()
#html_tmpl = html_tmpl.replace('{{{dataPCpos}}}', self.generate_garray(p.get_tbl_pos_list()))
# 2017 - handles futures
html_tmpl = html_tmpl.replace(
'{{{dataPCpos}}}', self.generate_garray_ex(p.get_tbl_pos_list()))
html_tmpl = html_tmpl.replace('{{{dataTablePos}}}',
p.get_tbl_pos_csv())
html_tmpl = html_tmpl.replace(
'{{{option_months}}}', ''.join(
('%s, ' % m) for m in p.get_traded_months()))
v = p.group_pos_by_right()
html_tmpl = html_tmpl.replace('{{{PRvsCR}}}}',
'%0.2f : %0.2f' % (v[0][1], v[1][1]))
#print p.get_portfolio_summary()
#html_tmpl = html_tmpl.replace('{{{pos_summary}}}', ''.join('<li>%s: %s</li>' % (x[0],x[1]) for x in p.get_portfolio_summary() ))
#print '\n'.join('%s:\t\t%s' % (k,v) for k,v in sorted(json.loads(DataMap.rs.get(port_key)).iteritems()))
return html_tmpl
def ws_pos_csv(self):
p = portfolio.PortfolioManager(config)
p.retrieve_position()
s = "%s" % p.get_tbl_pos_csv_old()
#s = "%s" % p.get_tbl_pos_csv()
#print s
s = s.replace(',[', '').replace(']', '<br>')
print s
return s[1:len(s) - 3]
def ws_position_summary(self):
p = portfolio.PortfolioManager(config)
keys = [("delta_1percent","number"),("delta_all","number"),("delta_c","number"),("delta_p","number"),\
("theta_1percent","number"),("theta_all","number"),("theta_c","number"),("theta_p","number"),\
("unreal_pl","number"),("last_updated","string"),("status","string")]
d = p.get_portfolio_summary()
dict = {}
dict['cols'] = [{'label': x[0], 'type': x[1]} for x in keys]
dict['rows'] = [{'v': d[x[0]]} for x in keys]
print json.dumps(dict)
return json.dumps(dict)
def refresh_portfolio(self, sec):
p = portfolio.PortfolioManager(self.config)
p.retrieve_position()
#20150914
#p.recal_port()
# undly_months_prices = eval(self.config.get("market", "option.underlying.month_price").strip('"').strip("'"))
cnt = 0
while 1:
now = int(time.strftime('%H%M'))
if (now >= int(DataMap.mkt_sessions['morning'][0]) and now <= int(DataMap.mkt_sessions['morning'][1]) \
or now >= int(DataMap.mkt_sessions['afternoon'][0]) and now <= int(DataMap.mkt_sessions['afternoon'][1])):
#20151002
# logging.debug('refresh_portfolio: force retrieve all positions from IB!!')
# force retrive again on every run
# p.retrieve_position()
# subscribe new contracts traded
# toks = map(lambda x: x.split('-'), p.get_pos_contracts())
#
# for t in toks:
# contractTuple = (t[0], 'FUT', 'HKFE', 'HKD', '', 0, '')
#
# #add_subscription(self, contractTuple, month, X, right):
# rc = map(lambda x: (omd.add_subscription(x[0], x[1], x[2], x[3])),\
# [(contractTuple, m[0], t[2], 'P') for m in undly_months_prices] +\
# [(contractTuple, m[0], t[2], 'C') for m in undly_months_prices])
#
s = p.recal_port()
#print s
sleep(sec)
