def test_reconcile_portfolio_mismatching_quantity(self): pfolio = deepcopy(self.base_portfolio) pfolio['current_portfolio']['securities'][0]['quantity'] = 999 portfolio = Portfolio.from_dict(pfolio) broker = Broker() self.assertFalse( broker.reconcile_portfolio(self.base_positions, portfolio))
def test_reconcile_portfolio_mismatching_ticker(self): pfolio = deepcopy(self.base_portfolio) pos = deepcopy(self.base_positions) pfolio['current_portfolio']['securities'][0]['ticker_symbol'] = 'XXX' with patch.object(td_ameritrade, 'login', return_value=None): portfolio = Portfolio.from_dict(pfolio) broker = Broker() self.assertFalse(broker.reconcile_portfolio(pos, portfolio))
def test_reconcile_portfolio_fewer_positions(self): pfolio = deepcopy(self.base_portfolio) pos = deepcopy(self.base_positions) del pfolio['current_portfolio']['securities'][0] with patch.object(td_ameritrade, 'login', return_value=None): portfolio = Portfolio.from_dict(pfolio) broker = Broker() self.assertFalse(broker.reconcile_portfolio(pos, portfolio))
def test_reconcile_portfolio_matching(self): portfolio = deepcopy(self.base_portfolio) # this is the bare minimum required to reconcile the portfolio for sec in portfolio['current_portfolio']['securities']: sec['quantity'] = 1 sec['trade_state'] = 'FILLED' portfolio = Portfolio.from_dict(portfolio) broker = Broker() self.assertTrue( broker.reconcile_portfolio(self.base_positions, portfolio))
def main(): """ Main function of this script """ try: #(app_ns, portfolio_size) = parse_params() (app_ns, portfolio_size) = ('sa', 3) log.info("Application Parameters") log.info("-app_namespace: %s" % app_ns) log.info("-portfolio_size: %d" % portfolio_size) # test all connectivity upfront, so if there any issues # the problem becomes more apparent connector_test.test_all_connectivity() (current_portfolio, security_recommendation) = portfolio_mgr_svc.get_service_inputs(app_ns) log.info("Loaded recommendation set id: %s" % security_recommendation.model['set_id']) if current_portfolio is None: log.info("Creating new portfolio") current_portfolio = Portfolio(None) current_portfolio.create_empty_portfolio(security_recommendation) else: log.info("Repricing portfolio") current_portfolio.reprice(datetime.now()) (updated_portfolio, updated) = portfolio_mgr_svc.update_portfolio( current_portfolio, security_recommendation, portfolio_size) # See if there is anything that needs to be traded market_open = td_ameritrade.equity_market_open(datetime.now()) if market_open == True: broker = Broker() broker.cancel_all_open_orders() log.info("Market is open. Looking for trading opportunities") current_positions = td_ameritrade.positions_summary() try: if broker.reconcile_portfolio(current_positions, updated_portfolio) == False: log.info( "Portfolio is not in sync with brokerage account positions. Positions will be rebalanced") broker.materialize_portfolio( current_positions, updated_portfolio) finally: updated_positions = td_ameritrade.positions_summary() broker.synchronize_portfolio( updated_positions, updated_portfolio) updated_portfolio.recalc_returns() broker.cancel_all_open_orders() else: log.info("Market is closed. Nothing to trade") log.info("updated portfolio: %s" % util.format_dict(updated_portfolio.to_dict())) log.info("Saving updated portfolio") updated_portfolio.save_to_s3( app_ns, constants.S3_PORTFOLIO_OBJECT_NAME) portfolio_mgr_svc.publish_current_returns( updated_portfolio, updated, app_ns) except Exception as e: stack_trace = traceback.format_exc() log.error("Could run script, because: %s" % (str(e))) log.error(stack_trace) aws_service_wrapper.notify_error(e, "Portfolio Manager Service", stack_trace, app_ns)