def test_date2datestr(self):
#default fmt:
self.assertEqual(du.date2datestr(self.validdata[0]['date']),
self.validdata[0]['str'])
#with format specifier
for data in self.validdata:
self.assertEqual(du.date2datestr(data['date'], data['fmt']),
data['str'])
invalidformats = ('dmy', 'd/m/y', 'dd/mm/yy', 'mm-dd-yy', 'yy-mm-dd',)
date = dt.date(2000, 1, 31)
for fmt in invalidformats:
self.assertRaises(ValueError, du.date2datestr, date, fmt)
def show_trade(request, trade_id):
'''
Show 2 states of a trade: day before entry and entry + exit (or open trade)
'''
trade = Trade.objects.get(id=trade_id)
#TODO: gcl = obsolete
lookback = trade.method.rank.get_channel_lookback(trade=trade)
if not lookback:
lookback = Channel.YEAR
if trade.rule_exit is not None:
enddate = trade.date_exit
else:
enddate = datetime.date.today()
trade.stock.date_range = (last_year(trade.date_entry), enddate)
if trade.rule_exit is None:
if request.method == 'POST':
stoplossform = StoplossForm(request.POST)
if stoplossform.is_valid():
trade.date_exit = stoplossform.cleaned_data['startdate']
angle = stoplossform.cleaned_data['angle']
if angle is not None:
angle = int(angle)
trade.price_exit = angle
trade.save()
stoplossform = StoplossForm(data={'angle': trade.price_exit,
'startdate': trade.date_exit })
stoplossdate = next_weekday(trade.stock.get_latest_date())
else:
stoplossform = stoplossdate = stoploss = None
entrychart = reverse('show_stock_chart_from_to_lookback', kwargs={
'symbol': trade.stock.name,
'startdate_str': date2datestr(trade.date_entry -
datetime.timedelta(days=365)),
'enddate_str': date2datestr(trade.date_entry -
datetime.timedelta(days=1)),
'lookback': lookback})
exitchart = reverse('draw_trade_chart', kwargs={'trade_id': trade_id})
if not trade.rule_exit:
if trade.price_exit and trade.date_exit:
# This is an open trade (portfolio position) with a custom stoploss
stoploss = trade.stoploss()
else:
# This is an open trade (portfolio position) with default stoploss
stoploss = trade.stock.price.channel.stoploss(lookback=lookback,
date=stoplossdate, date_entry=trade.date_entry)
# previous, next trade links:
trades = trade.system.trade_set.order_by('date_entry')
trade_id = int(trade_id)
prev_id = prev_trade = next_trade = None
for tr in trades:
if prev_id == trade_id:
next_trade = reverse('show_trade', kwargs={'trade_id': tr.id})
if tr.id == trade_id and prev_id is not None:
prev_trade = reverse('show_trade', kwargs={'trade_id': prev_id})
prev_id = tr.id
return render(request, 'show_trade.html',{
'trade': trade,
'entrychart': entrychart,
'exitchart': exitchart,
'entry_data': trade.stock.data_summary(
trade.stock.price.close.get_date(
trade.date_entry, -1), lookback),
'exit_data': trade.stock.data_summary(enddate, lookback),
'prev_trade': prev_trade,
'next_trade': next_trade,
'stoplossdate': stoplossdate,
'stoploss': stoploss,
'stoplossform': stoplossform})
def show_stock(request, stock_id=None, symbol=None):
'''
Show stock chart and metrics.
'''
#CONSIDER: add indicators that can dynamically be selected/changed
if stock_id:
stock = Stock.objects.get(id=stock_id)
elif symbol:
stock = Stock.objects.get(name=symbol.upper())
else:
raise SystemExit('Fatal Error: no stock_id or symbol specified.')
missing_prices = stock.missing_prices()
if not missing_prices:
missing_channels = stock.missing_channels()
splits = stock.check_splits()
else:
missing_channels = []
splits = []
#set default date range and lookback period:
lookback = request.session.get('channel_lookback_period', Channel.YEAR)
enddate = datetime.date.today()
startdate = enddate - datetime.timedelta(days=365)
if request.method == 'POST':
reload_ = False
if request.POST.get('todo') == 'Download missing prices':
fromdate = min(missing_prices)
todate = max(missing_prices)
stock.download_history(fromdate, todate)
reload_ = True
if request.POST.get('todo') == 'Calculate missing channels':
fromdate = min(missing_channels)
todate = max(missing_channels)
Channel.calculate(stock, fromdate, todate)
reload_ = True
if request.POST.get('todo') == 'Correct prices for split':
stock.correct_splits()
reload_ = True
if reload_:
if symbol:
return redirect('show_symbol', symbol=symbol)
else:
return redirect('show_stock', stock_id=stock_id)
if request.POST.get('todo') == 'Save settings':
stockchartform = StockChartForm(request.POST)
if stockchartform.is_valid():
sd = stockchartform.cleaned_data['startdate']
ed = stockchartform.cleaned_data['enddate']
if sd:
startdate = sd
if ed:
enddate = ed
lookback = int(stockchartform.cleaned_data['lookback_period'])
request.session['channel_lookback_period'] = lookback
else:
stockchartform = StockChartForm(initial={'startdate': startdate,
'enddate': enddate, 'lookback_period': lookback})
else:
stockchartform = StockChartForm(initial={'startdate': startdate,
'enddate': enddate, 'lookback_period': lookback})
stockchart = reverse('show_stock_chart_from_to', kwargs={
'symbol': stock.name,
'startdate_str': date2datestr(startdate),
'enddate_str': date2datestr(enddate),})
return render(request, 'show_stock.html',
{'stock': stock,
'data': stock.data_summary(enddate, lookback),
'missing_prices': missing_prices,
'missing_channels': missing_channels,
'splits': splits,
'stockchart': stockchart,
'stockchartform': stockchartform})
