def get_current_positions(self):
data = r.get_open_stock_positions()
holdings = list()
for item in data:
item['symbol'] = r.get_symbol_by_url(item['instrument'])
# Returns current_price object for a give symbol
helperFunction = Helpers(item['symbol'])
currentData = helperFunction.currentPrices()
current_equity = float(item['quantity']) * float(
currentData['ask_price'])
price_paid = float(item['quantity']) * float(
item['average_buy_price'])
singleHolding = {
"symbol": item['symbol'],
"quantity": item['quantity'],
"current_price": currentData['ask_price'],
"average_buy_price": item['average_buy_price'],
"price_paid": round(price_paid, 2),
"current_equity": round(current_equity, 2),
"profit": round(float(current_equity) - float(price_paid), 2)
}
holdings.append(singleHolding)
return holdings
def get_options(all_options, max_date, latest_price):
options = []
for option in all_options:
y, m, d = option['expiration_date'].split('-')
try:
if datetime.date(int(y), int(m), int(d)) <= max_date:
temp = r.get_option_market_data_by_id(option['id'])[0]
temp['expiration_date'] = option['expiration_date']
temp['strike_price'] = option['strike_price']
temp['last_trade_price'] = latest_price
if float(temp['last_trade_price']) - float(
temp['strike_price']) > 0:
temp['money'] = 'ITM'
else:
temp['money'] = 'OTM'
options.append(temp)
except TypeError as message:
print('for options in all options {}: o man'.format(message))
except IndexError as message:
print('{} for {} {} {}'.format(message,
r.get_symbol_by_url(option['url']),
option['expiration_date'],
option['type']))
return options
def test_symbol_by_url(self):
symbol = r.get_symbol_by_url(self.instrument)
assert (symbol == self.single_stock)
fake_symbol = r.get_symbol_by_url(self.fake_instrument)
assert (fake_symbol == '')
print('getting all stock orders...\n')
orders = r.get_all_stock_orders()
tickers_list = []
shares_list = []
avg_price_list = []
dates_list = []
for i in range(len(orders)):
# Exclude failed orders
if orders[i]['state'] != 'filled':
continue
# Get stock ticker associated with the order
instrument = orders[i]['instrument']
symbol = r.get_symbol_by_url(instrument)
tickers_list.append(symbol)
shares = orders[i]['cumulative_quantity']
# We want shares to be negative if the order was a sell
if orders[i]['side'] == 'sell':
shares_list.append(float(shares) * -1)
else:
shares_list.append(float(shares))
avg_price = orders[i]['average_price']
avg_price_list.append(float(avg_price))
date_object = datetime.strptime(orders[i]['created_at'],
'%Y-%m-%dT%H:%M:%S.%fZ').date()
dates_list.append(date_object)
def test_symbol_by_url(self):
symbol = r.get_symbol_by_url(self.instrument)
self.assertEqual(symbol, self.single_stock)
fake_symbol = r.get_symbol_by_url(self.fake_instrument)
self.assertEqual(fake_symbol, '')
def getSymbolFromOrder(order):
return r.get_symbol_by_url(getOrder(order)['instrument'])
def get_watchlist_symbols():
return list(map(lambda x: r.get_symbol_by_url(x['instrument']), watchlist))
def __get_stock_from_positions_list(ticker, list):
for stock in list:
if robin_stocks.get_symbol_by_url(stock['instrument']) == ticker:
return stock
def URL2SYM(url):
return r.get_symbol_by_url(url)
def getStockPositions():
positions_data = rs.get_open_stock_positions()
for item in positions_data:
item['symbol'] = rs.get_symbol_by_url(item['instrument'])
print(item['symbols'])