def _process_forex(self, row : Dict[str, str]) ->Trade:
date_time = datetime.strptime(row["Date/Time"],
'%Y-%m-%d, %H:%M:%S') # 2019-07-01, 14:48:19
price: float = float(row["T. Price"].replace(",", ""))
quantity: float = float(row["Quantity"].replace(",", ""))
proceeds: float = float(row["Proceeds"].replace(",", ""))
commission: float = float(row["Comm in AUD"].replace(",", ""))
symbol: str = str(row["Symbol"])
currency: str = str(row["Currency"])
asset_category: str = str(row["Asset Category"].upper())
# Fix strange Interactive Brokers convention of setting AUD as quanity and USD amount as proceeds.
# Possibly a result of indirect quoting. Swapping quantity/proceeds and AUD.USD to USD.AUD.
if symbol == "AUD.USD":
return Trade("USD.AUD",
asset_category,
date_time,
1 / price, # NB: converted to USD.AUD.
# This is a bit of a hack as there should be a conversion class to
# handle this. Keep as market convention quote, convert all floats to
# Amounts which contain Currency and have a translater divide or
# multiply as required to convert.
"AUD", # Hack: Report seems to use USD?
proceeds,
Amount(commission, "AUD"),
'BROKER_REPORT')
else:
raise NotImplementedError(
"Only AUD.USD currency trades implemented as I am unsure how IB treats other currencies.")
def _process_trade(self, row : Dict[str, str]) -> Trade:
date_time = datetime.strptime(row["Date/Time"],
'%Y-%m-%d, %H:%M:%S') # 2019-07-01, 14:48:19
#price: float = float(row["T. Price"].replace(",", "")) # Cannot use as contracts might have multipliers.
quantity: float = float(row["Quantity"].replace(",", ""))
proceeds: float = float(row["Notional Value"].replace(",", ""))
commission: float = float(row["Comm/Fee"].replace(",", ""))
symbol: str = str(row["Symbol"])
currency: str = str(row["Currency"])
asset_category: str = str(row["Asset Category"]).upper()
effective_price = abs(proceeds / quantity)
return Trade(symbol,
asset_category,
date_time,
effective_price,
currency,
quantity,
Amount(commission, currency),
'BROKER_REPORT')
def open_new_trade(user, currency):
"""
Returns a new trade
"""
user = get_user(msg=user)
affiliate = get_affiliate(user.chat)
if affiliate != None:
affiliate = affiliate.id
trade = Trade(
id=generate_id(),
seller=user.id,
currency=currency,
payment_status=False,
created_at=str(datetime.now()),
updated_at=str(datetime.now()),
is_open=True,
affiliate_id=affiliate,
)
session.add(trade)
session.commit()
import pandas as pd
import json
import datetime
from model import Pair, Trade
fp = open("input_csv/ed_trade_data.json")
jsondata = json.load(fp)
pairlist = jsondata.keys()
total_data = []
for i in pairlist:
pair = Pair(i)
pair_data = jsondata[str(pair)]
trades = []
for j in pair_data:
trade = Trade(i, j)
trades.append(trade)
total_data.append(trades)
print pd.DataFrame(total_data)
import pandas as pd
import json
import datetime
from model import Pair, Trade
fp = open("input_csv/ed_trade_data.json")
jsondata = json.load(fp)
pairlist = jsondata.keys()
y = {
u'amount':
u'510',
u'amountBase':
u'0.01377',
u'buyer':
u'0x13e2c5f84bce6ff7b9068313b21729dc8fd55d5a',
u'seller':
u'0x96e1e7ba823796772bbda5c2abe81c8556b5e937',
u'tokenAddr':
u'0x814964b1bceaf24e26296d031eadf134a2ca4105',
u'txHash':
u'0x122b9d6932b50d748d7848aae071cf41f7df8baa1400472dbcc4182bf3287478'
}
b = Trade('ETH_NEWB', y)
print b
def calculate_proceeds(
self, trades: List[TranslatedTrade]) -> List[TranslatedTrade]:
matched_trades: List[MatchedInventory[
TranslatedTrade]] = self.inventory_accountant.match_trades(trades)
proceed_trades: List[TranslatedTrade] = list(trades)
for matched_trade in matched_trades:
if matched_trade.buy_trade.currency != 'AUD':
# Estimate gain/loss in foreign currency.
price_difference = matched_trade.sell_trade.price - matched_trade.buy_trade.price
proceeds = matched_trade.quantity * price_difference
# Create effective trade to account for FX flow from foreign asset sale.
# ATO translates all foreign assets to AUD for tax purposes on trade. If there is a foreign
# currency gain/loss then the fx cost base is the ATO fx rate at sale.
proxy_trade = Trade(matched_trade.sell_trade.currency + '.AUD',
'FOREX', matched_trade.sell_trade.date,
matched_trade.sell_trade.exchange_rate,
'AUD', proceeds, Amount(0, 'AUD'),
'SALE_PROCEEDS')
# Set the FX rate/price to the ATO-based FX rate used on selling the underlying asset.
taxable_proxy_trade = TranslatedTrade(
proxy_trade, matched_trade.sell_trade.exchange_rate, 1, 0,
'AUD')
proceed_trades.append(taxable_proxy_trade)
#And again for the buy commission
if matched_trade.buy_trade.commission.currency != 'AUD':
proportion_matched = matched_trade.quantity / abs(
matched_trade.buy_trade.quantity)
proxy_trade = Trade(
matched_trade.buy_trade.currency + '.AUD', 'FOREX',
matched_trade.buy_trade.date,
matched_trade.buy_trade.exchange_rate, 'AUD',
proportion_matched *
matched_trade.buy_trade.commission.value, Amount(0, 'AUD'),
'COMMISSION')
taxable_proxy_trade = TranslatedTrade(
proxy_trade,
proportion_matched * matched_trade.buy_trade.exchange_rate,
1, 0, 'AUD')
proceed_trades.append(taxable_proxy_trade)
# And one mroe for the sell commission
if matched_trade.sell_trade.commission.currency != 'AUD':
proportion_matched = matched_trade.quantity / abs(
matched_trade.sell_trade.quantity)
proxy_trade = Trade(
matched_trade.sell_trade.currency + '.AUD', 'FOREX',
matched_trade.sell_trade.date,
matched_trade.sell_trade.exchange_rate, 'AUD',
proportion_matched *
matched_trade.sell_trade.commission.value,
Amount(0, 'AUD'), 'COMMISSION')
taxable_proxy_trade = TranslatedTrade(
proxy_trade, proportion_matched *
matched_trade.sell_trade.exchange_rate, 1, 0, 'AUD')
proceed_trades.append(taxable_proxy_trade)
# Static method to help with sorting
def get_date(t: Trade) -> datetime:
return t.date
sorted_trades = sorted(proceed_trades, key=get_date)
return sorted_trades
return q
def read_trade_price():
""" Get Trade Price from input """
trade_price = float(0)
while(True):
q = raw_input("Enter trade price:")
try:
trade_price = float(q)
break
except:
print("Invalid trade price. Try again.")
return trade_price
if __name__ == '__main__':
print('Please select stocks from '+(",".join(symbol_list)))
trades = []
while(True):
symbol = read_stock_symbol()
market_price = read_trade_price()
q = read_trade_quantity()
current_stock = service.get_stock_by_symbol(symbol)
trades.append(Trade(trade_count.next(), time.time(), current_stock.id, q, market_price, "BUY"))
print("PE Ratio for "+symbol+":"+str(round(service.get_pe_ratio(market_price, symbol),3 )))
print("Dividend yield for "+symbol+":"+str(round(service.get_dividend_yeild(market_price, symbol), 3)))
print("VSMP for "+symbol+":"+str(round(service.get_volume_weighted_stock_price(trades, current_stock.id),3)))
print("Geometric Mean for "+symbol+":"+str(round(service.get_geometric_mean(trades, current_stock.id), 3)))
print("\n")