orders_ = pd.DataFrame(orders.values(), orders.keys()).index.value_counts() for i in range(len(orders_)): if orders_.index[i] in plan.keys(): plan.get(orders_.index[i]).update({ 'try_qty': plan.get(orders_.index[i])['try_qty'] - orders_.iloc[i] }) if len(trades.keys()) > 0: trades_ = pd.DataFrame(trades.values(), trades.keys()) trades_ = trades_[trades_.entry_date == dt.datetime.now( tz=pytz.timezone('Europe/Moscow')).date()] trades = pd.DataFrame.to_dict(trades_, orient='index') trades_ = trades_.set_index('plan_key').index.value_counts() for i in range(len(trades_)): if trades_.index[i] in plan.keys(): plan.get(trades_.index[i]).update({ 'try_qty': plan.get(trades_.index[i])['try_qty'] - trades_.iloc[i] }) print(pd.DataFrame(plan.values(), plan.keys())) return plan, orders, trades plan, orders, trades = read_variables() execution = trading_execution(plan, orders, trades)
trades = pd.DataFrame.to_dict(trades_, orient='index') trades_ = trades_.set_index('plan_key').index.value_counts() for i in range(len(trades_)): if trades_.index[i] in plan.keys(): plan.get(trades_.index[i]).update({ 'try_qty': plan.get(trades_.index[i])['try_qty'] - trades_.iloc[i] }) x = {} for i in plan: for ii in plan.get(i)['strat'].keys(): if plan.get(i)['asset'] in x.keys(): x.get(plan.get(i)['asset']).add((plan.get(i)['strat'][ii])) else: x.update( {plan.get(i)['asset']: set([plan.get(i)['strat'][ii]])}) x.get(plan.get(i)['asset']).add((plan.get(i)['profit'][1])) x.get(plan.get(i)['asset']).add((plan.get(i)['stop'][1])) x = [(sublist, item) for sublist in x.keys() for item in x.get(sublist)] print('\n', pd.DataFrame(plan.values(), plan.keys())) return plan, size_lt, trades, orders, x plan, size_lt, trades, orders, x = read_variables() execution = trading_execution(plan, size_lt, trades, orders, x)