class PortfolioView(FinPositionBase):
name = orm.SymbolField()
user = orm.SymbolField(required=False)
portfolio = orm.ForeignKey(Portfolio, related_name='views')
def __str__(self):
return '%s: %s' % (self.portfolio, self.name)
def customAttribute(self, name):
return getattr(self.portfolio, name)
def addfolder(self, name):
'''Add folder for portfolio view. Self must have holder attribute available.'''
return PortfolioViewFolder(name=name, view=self).save()
def get_tree(self):
return [p.alldata() for p in self.folders.all()]
def isdefault(self, user):
defaults = UserViewDefault.objects.filter(user=str(user),
portfolio=self.portfolio)
if defaults:
return defaults[0].view == self
else:
return False
@property
def dt(self):
return self.portfolio.dt
class Base(orm.StdModel):
name = orm.SymbolField(unique=True)
ccy = orm.SymbolField()
def __str__(self):
return str(self.name)
class Meta:
abstract = True
class Calendar(orm.StdModel):
name = orm.SymbolField(unique=True)
data = orm.SetField(model=DateValue, ordered=True)
def add(self, dt, value):
event = DateValue(dt, value).save()
self.data.add(event)
class PortfolioViewFolder(FinPositionBase):
'''A Folder within a portfolio view'''
name = orm.SymbolField()
parent = orm.ForeignKey('self', required=False, related_name='children')
view = orm.ForeignKey(PortfolioView,
required=False,
related_name='folders')
positions = orm.SetField(Position)
def get_tree(self):
tree = [p.alldata() for p in self.children.all()]
[tree.append(p.alldata()) for p in self.positions.all()]
return tree
@property
def reference(self):
if self.view:
return self.view
else:
return self.parent
@property
def user(self):
return self.reference.user
@property
def dt(self):
return self.reference.dt
class PortfolioHolder(orm.StdModel):
name = orm.SymbolField(unique=True)
group = orm.SymbolField()
ccy = orm.SymbolField()
parent = orm.ForeignKey('self', required=False, related_name='children')
def __init__(self, description='', **kwargs):
super(PortfolioHolder, self).__init__(**kwargs)
self.description = description
def __str__(self):
return self.name
def root(self):
'''Return Root Portfolio'''
if self.parent:
return self.parent.root()
else:
return self
class FinIns(orm.StdModel):
'''Financial instrument base class. Contains a time-serie field.
'''
code = orm.SymbolField(unique=True)
firm_code = orm.SymbolField()
curncy = orm.SymbolField()
country = orm.SymbolField()
type = orm.SymbolField(required=False)
data = orm.ForeignKey(MktData)
def __str__(self):
return self.code
def pv01(self):
'''Present value of a basis point. This is a Fixed Income notation which we try to extrapolate to
all financial instruments'''
return 0
def price_to_value(self, price, size, dt):
raise NotImplementedError("Cannot convert price and size to value")
class MktData(orm.StdModel):
code = orm.SymbolField(unique=True)
vendors = orm.HashField(VendorTicker)
def get_ticker_and_provider(self, field, provider, providers):
'''Given a field a provider and a dictionary of available providers, return the best possible
match as 3 elements tuple (provider ticker, provider field, provider object)'''
pass
def __str__(self):
return self.code
class User(orm.StdModel):
'''A model for holding information about users'''
username = orm.SymbolField(unique=True)
password = orm.CharField(required=True)
updates = orm.ListField(model=Post)
following = orm.ManyToManyField(model='self', related_name='followers')
def __str__(self):
return self.username
def newupdate(self, data):
p = Post(data=data).save()
#p = Post(data = data, user = "******").save()
self.updates.push_front(p)
return p
class TestDateModel(orm.StdModel):
name = orm.SymbolField()
dt = orm.DateField()
class Dictionary(orm.StdModel):
name = orm.SymbolField(unique=True)
data = orm.HashField()
class SimpleModel(orm.StdModel):
code = orm.SymbolField(unique=True)
class UserDefaultView(orm.StdModel):
user = orm.SymbolField()
view = orm.ForeignKey(PortfolioView)
class PortfolioView(orm.StdModel):
name = orm.SymbolField()
portfolio = orm.ForeignKey(Fund)
class Instrument(Base):
type = orm.SymbolField()
class UserViewDefault(orm.StdModel):
user = orm.SymbolField()
portfolio = orm.ForeignKey(Portfolio, related_name='user_defaults')
view = orm.ForeignKey(PortfolioView, related_name='user_defaults')
class VendorTicker(TimeSeries):
code = orm.SymbolField(index=False)
def __str__(self):
return self.code