def init(self, bars: List[Bar], account: Account, symbol: Symbol, unique_id: str = ""):
'''init open position etc.'''
self.symbol = symbol
self.unique_id = unique_id
if unique_id is not None:
base = 'openPositions/'
try:
os.makedirs(base)
except Exception:
pass
try:
with open(base + self._get_pos_file(), 'r') as file:
data = json.load(file)
self.last_time = data["last_time"]
for pos_json in data["positions"]:
pos: Position = Position.from_json(pos_json)
self.open_positions[pos.id] = pos
self.logger.info("done loading " + str(
len(self.open_positions)) + " positions from " + self._get_pos_file() + " last time " + str(
self.last_time))
except Exception as e:
self.logger.warn("Error loading open positions: " + str(e))
self.open_positions = {}
# init positions from existing orders
self.sync_positions_with_open_orders(bars, account)
def read_open_positions(self,bars: List[Bar]):
if self.unique_id is not None:
base = 'openPositions/'
try:
os.makedirs(base)
except Exception:
pass
try:
with open(base + self._get_pos_file(), 'r') as file:
data = json.load(file)
self.last_time = data["last_time"]
if "max_equity" in data.keys():
self.max_equity= data["max_equity"]
self.time_of_max_equity= data["time_of_max_equity"]
for pos_json in data["positions"]:
pos: Position = Position.from_json(pos_json)
self.open_positions[pos.id] = pos
if "moduleData" in data.keys():
if str(bars[0].tstamp) in data["moduleData"].keys():
moduleData = data['moduleData'][str(bars[0].tstamp)]
ExitModule.set_data_from_json(bars[0], moduleData)
if str(bars[1].tstamp) in data["moduleData"].keys():
moduleData = data['moduleData'][str(bars[1].tstamp)]
ExitModule.set_data_from_json(bars[1], moduleData)
self.logger.info("done loading " + str(
len(self.open_positions)) + " positions from " + self._get_pos_file() + " last time " + str(
self.last_time))
except Exception as e:
self.logger.warn("Error loading open positions: " + str(e))
self.open_positions = {}
def fill_openpositions(self, data, bars: List[Bar]):
self.last_time = data["last_time"]
if "last_tick_tstamp" in data:
self.last_tick_time = datetime.fromtimestamp(data["last_tick_tstamp"])
if "max_equity" in data.keys():
self.max_equity = data["max_equity"]
self.time_of_max_equity = data["time_of_max_equity"]
for pos_json in data["positions"]:
pos: Position = Position.from_json(pos_json)
self.open_positions[pos.id] = pos
if "moduleData" in data.keys():
for idx in range(5):
if str(bars[idx].tstamp) in data["moduleData"].keys():
moduleData = data['moduleData'][str(bars[idx].tstamp)]
ExitModule.set_data_from_json(bars[idx], moduleData)