def sec_tops(secs):
lt = {}
bb = {}
ba = {}
for sec in secs:
# Last traded price
t = Trade.query(Trade.security == sec).order(-Trade.timestamp)
t = list(t)
if len(t) > 0:
lt[sec.key.id()] = t[0].price
else:
lt[sec.key.id()] = 0
# Best bid
t = Order.query(Order.security == sec, Order.buysell == 'Buy', Order.active == True).order(-Order.price)
t = list(t)
if len(t) > 0:
bb[sec.key.id()] = t[0].price
else:
bb[sec.key.id()] = 0
# Best ask
t = Order.query(Order.security == sec, Order.buysell == 'Sell', Order.active == True).order(Order.price)
t = list(t)
if len(t) > 0:
ba[sec.key.id()] = t[0].price
else:
ba[sec.key.id()] = 0
tops = {'lt':lt, 'bb':bb, 'ba':ba}
return tops
def test_example_csv(self):
"""
Date,Symbol,TimeStamp,QuoteCount,TradeCount,OpenPx,ClosePx,HighPx,LowPx
20130719,LFZ,2013-07-19 08:47:00.000457891,304,24,6387.0000000,
6386.5000000,6387.0000000,6386.0000000
"""
load_from_dataset('tests/example.csv')
trade = Trade.query().get()
self.assertEqual(trade.date, datetime.date(2013, 7, 19))
self.assertEqual(trade.symbol, 'LFZ')
self.assertEqual(
trade.timestamp, datetime.datetime(2013, 7, 19, 8, 47, 0)
)
self.assertEqual(trade.timestamp_nanoseconds, 457891)
self.assertEqual(trade.quotecount, 304)
self.assertEqual(trade.tradecount, 24)
self.assertEqual(trade.openpx, 6387.0000000)
self.assertEqual(trade.closepx, 6386.5000000)
self.assertEqual(trade.highpx, 6387.0000000)
self.assertEqual(trade.lowpx, 6386.0000000)
def scoring():
#go through all predictions, check if should be scored
predictions = Prediction.query(
ndb.AND(Prediction.outcome != "UNKNOWN", Prediction.resolved == False)).fetch()
audit = []
# Get all trades by prediction_id
for p in predictions:
resolve = p.outcome
trades = Trade.query(Trade.prediction_id == p.key).fetch()
# Get user id from those trades
users = [trade.user_id.get() for trade in trades]
for u in users:
# check user ledger, map outcome to 1 or 0 based on prediction outcome
ledger = [i for i in u.user_ledger if i.prediction_id == p.key.urlsafe()]
if resolve == 'CONTRACT_ONE':
earned = ledger[0].contract_one
else:
earned = ledger[0].contract_two
u.balance += earned
audit.append({'user': u, 'earned': earned})
u.put()
p.resolved = True
p.put()
return audit
def GetTradesForPredictionId(prediction_id):
user = users.get_current_user()
trades = Trade.query(
ndb.AND(Trade.prediction_id == ndb.Key(urlsafe=prediction_id),
Trade.user_id == ndb.Key('Profile', user.user_id()))).fetch()
return str(trades)
def test_default_dataset_can_be_loaded(self):
load_from_dataset()
self.assertEqual(Trade.query().count(), 512)
def test_trades_are_deleted(self):
load_from_dataset('tests/example.csv')
self.assertEqual(Trade.query().count(), 1)
delete_all()
self.assertEqual(Trade.query().count(), 0)
