def do_minute_update():
trackings = []
#query observe list and do update:
obs = models.StockItem()
observings = obs.get_observe()
obsList = []
b = models.StockRealtime()
if len(observings) > 0:
for i in observings:
c = i.get('code')
obsList.append(c)
#add new methods
b.new_by_codes(obsList)
b.save_all()
#TODO: query tracking list and exe tradecommand;
if len(b.stocks.values()) > 0:
#get tradecommand and calculate trade result;
trades = models.Trade()
alltrade = trades.load_all()
for b in alltrade:
c = b.command.get('code')
p = b.command.get('price')
if p == b.stocks.get(c).get('trade'):
act = models.Account()
act.load(b.command.acc)
cost = p * b.command.get('hands') * -100
if act.balance > cost:
act.trans(cost)
act.update()
b.trading(b.command.get('hands'))
b.update() #assume all completed
def _get_trade(self):
tra = gbce.Trade()
tra.Price = 1003
tra.Quantity = 1000
setattr(tra, "Stock Symbol", "7UP")
setattr(tra, "Buy/Sell", "Sell")
return tra
def test_add_unknown_trade_to_exchange(self):
tra = gbce.Trade()
tra.Quantity = 1000
tra.Price = 203
setattr(tra, "Stock Symbol", "ABC")
setattr(tra, "Buy/Sell", "Buy")
self.assertRaises(RuntimeError, self.me.add_trade, tra)
def ticker_handler(msg):
ticker_data = models.TickerData(sequence=msg['sequence'],
open_24h=msg['open_24h'],
volume_24h=msg['volume_24h'],
low_24h=msg['low_24h'],
high_24h=msg['high_24h'],
volume_30d=msg['volume_30d'],
best_bid=msg['best_bid'],
best_ask=msg['best_ask'])
trade = models.Trade(trade_id=msg['trade_id'],
time=msg['time'],
product_id=msg['product_id'],
size=msg['last_size'],
price=msg['price'],
side=msg['side'],
ticker_data=ticker_data)
trade.save()
def test_requirement_2_a_iv(self):
"""For a given stock, calculate Volume Weighted Stock Price based on trades in past five minutes."""
stk = gbce.Stock()
satr = setattr # shortcut
satr(stk, "Stock Symbol", "GIN")
satr(stk, "Type", "Preferred")
satr(stk, "Fixed Dividend", 2)
satr(stk, "Par Value", 100)
self.Market.add_stock(stk)
t = gbce.Trade()
setattr(t, "Stock Symbol", "GIN")
setattr(t, "Buy/Sell", 'Buy')
setattr(t, "Quantity", 1000)
setattr(t, "Price", 114)
self.Market.add_trade(t)
self.assertTrue(self.Market.get_stock("GIN").\
volume_weighted_stock_price(self.Market) > 0.0)
def test_requirement_2_a_iii(self):
"""For a given stock, record a trade, with timestamp, quantity, buy or sell indicator and price."""
stk = gbce.Stock()
satr = setattr # shortcut
satr(stk, "Stock Symbol", "GIN")
satr(stk, "Type", "Preferred")
satr(stk, "Fixed Dividend", 2)
satr(stk, "Par Value", 100)
self.Market.add_stock(stk)
t = gbce.Trade()
setattr(t, "Stock Symbol", "GIN")
setattr(t, "Buy/Sell", 'Buy')
setattr(t, "Quantity", 1000)
setattr(t, "Price", 114)
self.Market.add_trade(t) # adds Timestamp
self.assertTrue(len(self.Market.trades) > 0)
# verify timestamp added ok
self.assertIsNotNone(self.Market.trades[0].Timestamp)
def test_requirement_2_b(self):
"""Calculate the GBCE All Share Index using teh geometric mean of the
Volume Weighted Stock Price for all stocks."""
for stock in SAMPLE_DATA:
stk = gbce.Stock()
setattr(stk, "Stock Symbol", stock[0])
setattr(stk, "Type", stock[1])
setattr(stk, "Last Dividend", stock[2])
setattr(stk, "Fixed Dividend", stock[3])
setattr(stk, "Par Value", stock[4])
self.Market.add_stock(stk)
for trade_no in range(1000):
t = gbce.Trade()
setattr(t, "Stock Symbol",
choice(list(map(lambda x: x[0], SAMPLE_DATA))))
setattr(t, "Buy/Sell", choice(['Buy', 'Sell']))
setattr(t, "Quantity", choice(list(range(100, 200))))
setattr(t, "Price", choice(list(range(400, 475))))
self.Market.add_trade(t)
self.assertTrue(self.Market.all_share_index() > 400 and \
self.Market.all_share_index() < 475)
def test_add_blank_trade_to_exchange(self):
t = gbce.Trade()
self.assertRaises(RuntimeError, self.me.add_trade, t)
