def test_synchronize_portfolio_all_extra_portfolio_positions(self):
portfolio = Portfolio.from_dict(self.base_portfolio)
broker = Broker()
broker.synchronize_portfolio(self.base_positions, portfolio)
portfolio.model['current_portfolio']['securities'].append({
"ticker_symbol":
"XXX",
"quantity":
1,
"purchase_date":
None,
"purchase_price":
1.0,
"current_price":
1.0,
"current_returns":
0.0,
"trade_state":
"UNFILLED",
"order_id":
None
})
self.assertEqual(
portfolio.get_position('XXX')['trade_state'], 'UNFILLED')
def test_synchronize_portfolio_all_positions_filled(self):
portfolio = Portfolio.from_dict(self.base_portfolio)
broker = Broker()
broker.synchronize_portfolio(self.base_positions, portfolio)
for sec in portfolio.model['current_portfolio']['securities']:
self.assertEqual(sec['trade_state'], 'FILLED')
self.assertEqual(
sec['purchase_price'], self.base_positions['equities'][
sec['ticker_symbol']]['averagePrice'])
def test_synchronize_portfolio_no_boker_positions_filled(self):
portfolio = Portfolio.from_dict(self.base_portfolio)
broker = Broker()
broker.synchronize_portfolio(
{
'equities': {},
'cash': {
'cashAvailableForTrading': 100
}
}, portfolio)
for sec in portfolio.model['current_portfolio']['securities']:
self.assertEqual(sec['trade_state'], 'UNFILLED')
def test_synchronize_portfolio_all_extra_broker_positions(self):
portfolio = Portfolio.from_dict(self.base_portfolio)
positions = deepcopy(self.base_positions)
broker = Broker()
broker.synchronize_portfolio(positions, portfolio)
positions['equities']['XXX'] = {
'longQuantity': 1.0,
'averagePrice': 10.0,
'marketValue': 10.0
}
for sec in portfolio.model['current_portfolio']['securities']:
self.assertEqual(sec['trade_state'], 'FILLED')
self.assertEqual(
sec['purchase_price'],
positions['equities'][sec['ticker_symbol']]['averagePrice'])
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)
