def __init__(self, name="default", rules=[]):
self.logger = logging.getLogger("Trader")
self.name = name
self.rules = rules
self.stocks = map(lambda x: x[0], FTSE_100)
self.data = shelve.open("trader_data_" + name)
self.getter = GoogleGetter()
if self.data.has_key('cash'):
self.cash = self.data['cash']
else:
self.cash = 1000
class Trader:
def __init__(self, name="default", rules=[]):
self.logger = logging.getLogger("Trader")
self.name = name
self.rules = rules
self.stocks = map(lambda x: x[0], FTSE_100)
self.data = shelve.open("trader_data_" + name)
self.getter = GoogleGetter()
if self.data.has_key('cash'):
self.cash = self.data['cash']
else:
self.cash = 1000
def reset(self):
""" Reset all the data (except for the useful stuff) """
self.cash = 1000
for stock in self.stocks:
stock_data = self.get_stock_data(stock)
stock_data.reset()
self.save_stock_data(stock, stock_data)
def run(self):
""" Run a cycle of applying rules, and updating purchases. """
for stock in self.stocks:
self.logger.debug("Applying rules to %s" % stock)
stock_data = self.get_stock_data(stock)
for rule in self.rules:
self.logger.debug("Checking rule [%s]" % rule)
if rule.rule_applies(stock_data):
self.logger.info("Rule [%s] matched..." % rule)
rule_result = rule.get_result(stock_data, self.cash)
self.logger.info("...Result: %s", rule_result)
self.cash -= stock_data.apply_transaction(rule_result)
self.save_stock_data(stock, stock_data)
def update_all_stocks(self):
""" Update the current price of all stocks, adding today's value to the database. """
for stock in self.stocks:
self.update_stock(stock)
def update_stock(self, stock, date=None, value=None):
""" Update the current price of a stock, adding today's value to the database. """
# Get existing data, add today's entry, and save it back
stock_data = self.get_stock_data(stock)
if date == None:
date = datetime.date.today()
if value == None:
value = self.getter.get_stock_value(stock)
stock_data.add_history_value(value, date)
self.save_stock_data(stock, stock_data)
def total_stock_value(self):
""" Get the total value of all stocks held. """
total = 0.0
for stock in self.stocks:
stock_data = self.get_stock_data(stock)
total += stock_data.last_value * stock_data.holding
return total
def get_stock_data(self, stock):
""" Get the stock data for a specific stock, initializing a new object if one doesn't already exist. """
if self.data.has_key(stock):
stock_data = self.data[stock]
# Do some migration if necessary
if not hasattr(stock_data, "logger"):
stock_data.logger = logging.getLogger("StockData")
else:
stock_data = StockData()
return stock_data
def save_stock_data(self, stock, stock_data):
""" Save the data for a stock. """
# Drop the logger first.
temp_logger = stock_data.logger
delattr(stock_data, "logger")
self.data[stock] = stock_data
stock_data.logger = temp_logger
# Also save cash, as it's likely something has changed.
self.data['cash'] = self.cash
def expected_return(self):
""" Calculate the expected return based on the stocks' increase in value """
# Map stock names to a list of returns
returns = []
for stock in self.stocks:
stock_data = self.get_stock_data(stock)
initial_value = stock_data.initial_value()
returns.append(100 * (stock_data.last_value - initial_value) / initial_value)
return sum(returns) / len(returns)
def __str__(self):
stock_value = self.total_stock_value()
ret_str = "Trader: %s\n\n" % self.name
total_value = self.cash + stock_value
ret_str += "Total value: \xa3%.2f\n\n" % total_value
ret_str += "Cash: \xa3%.2f\n" % self.cash
ret_str += "Stocks: \xa3%.2f\n" % stock_value
ret_str += "\n"
ret_str += "Return: %4.2f%%\n" % (100 * (total_value - 1000) / 1000)
ret_str += "Expected Return: %4.2f%%\n" % self.expected_return()
ret_str += "\n"
all_transactions = []
for stock in self.stocks:
stock_data = self.get_stock_data(stock)
all_transactions.extend(map(lambda x: (stock, x), stock_data.transactions))
if stock_data.holding > 0:
orig_value = stock_data.sorted_holdings_value()
stock_value = stock_data.last_value * stock_data.holding
pct_increase = 100 * (stock_value - orig_value) / orig_value
ret_str += "%-6s: %4d : \xa3%7.2f (%.2f%%)\n" % (stock, stock_data.holding, stock_value, pct_increase)
ret_str += "\n"
for (s, t) in sorted(all_transactions, key=lambda x: x[1].date):
ret_str += "%-4s: %s\n" % (s, t)
return ret_str
