def loadHavelockFile(self, filename):
f = open(filename, "r")
raw = f.read()
f.close()
transactions = Transactions()
for line in raw.split("\n"):
transactions.addTransaction(line)
self.loadTransactions(transactions)
class Havelock:
def __init__(self, conf):
self.conf = conf
self.apiKey = self.conf.hl_api_key
self.currentPrices = {}
self.transactions = Transactions()
self.portfolio = Portfolio(self.conf.epsilon)
self.havelockBalance = None
self.havelockBalanceAvailable = None
# (timestamps) api calls, last 600s
self.apiRate = []
def checkApiRate(self, nosleep=False, apirate=None):
debug = self.conf.debug
apirate = apirate or 0
time_window = 600.0
max_calls = 300
self.apiRate.append(time.time())
self.apiRate = [
x for x in self.apiRate if x > (time.time() - time_window)
]
if len(self.apiRate) < 2:
return
diff = self.apiRate[-1] - self.apiRate[0]
calls_in_window = max(apirate, len(self.apiRate))
avg_rate = diff / time_window
max_rate = max_calls / time_window
cur_rate = (calls_in_window / time_window) / max_rate
# exponential sleep scaling
ex = 1.5
scale = 1 + log(1, ex)
sleep_time = max(0.0,
(1.0 / max_rate) * ((1 + log(cur_rate, ex)) / scale))
if sleep_time > 0.0 and not nosleep:
time.sleep(sleep_time)
if debug:
print ("api-calls: {:>3d} in time window - rate calculated: " +
"{:.2%} reported: {:.2%} - sleep: {:>4d}msecs"). \
format(len(self.apiRate), avg_rate,
cur_rate, int(sleep_time*1000))
return {
"sleep_time": sleep_time,
"avg_rate": avg_rate,
"cur_rate": cur_rate,
"max_rate": max_rate,
"remaining": max_calls - calls_in_window
}
def fetchData(self, dataType, post=None):
debug = self.conf.debug
payload = {}
# use post to update the payload
if post is not None:
assert isinstance(post, dict), "'post' arg must be an dict"
payload.update(post)
url = "https://www.havelockinvestments.com/r/{:s}".format(dataType)
if dataType == "portfolio" or "balance":
payload["key"] = self.apiKey
elif dataType.startswith("orderbook"):
assert "symbol" in post
elif dataType == "ordercreate":
payload['key'] = self.apiKey
elif dataType == "ordercancel":
payload['key'] = self.apiKey
elif dataType == "orders":
payload['key'] = self.apiKey
elif dataType == "transactions":
payload['key'] = self.apiKey
payload["limit"] = 300
# add sinceid to payload
else:
print "data Type not known!"
return None
if debug:
print "Send hl API - type: {} payload: {}". \
format(dataType, " ".join("{}: {}". \
format(k,v) for k,v in payload.items()))
try:
r = requests.post(url, data=payload)
j = json.loads(r.text)
apirate = int(j["apirate"]) if "apirate" in j else 0
rate_data = self.checkApiRate(nosleep=False, apirate=apirate)
# include rate data in output
j["rate_data"] = rate_data
if j["status"] == "error":
print "Havelock - API error message: ", j["message"]
if j["status"] != "ok":
print "failed to fetch data ({})".format(dataType)
return None
except requests.exceptions.ConnectionError:
print "failed to resolve havelockinvestments.com!"
return None
except ValueError:
print "failed to get data from havelock"
return None
return j
def fetchOrderbook(self, symbol, full=False):
""" get orderbook """
dtype = "orderbookfull" if full else "orderbook"
j = self.fetchData(dtype, {"symbol": symbol})
if j is None:
return None
return j["asks"], j["bids"]
def fetchOrders(self):
""" fetch open orders """
j = self.fetchData("orders")
if j is None:
return None
return j["orders"]
def createOrder(self, symbol, action, price, units):
""" create new order """
assert action in ["buy", "sell"]
d = {
"symbol": symbol,
"action": action,
"price": price,
"units": units
}
j = self.fetchData("ordercreate", d)
return j
def cancelOrder(self, order_id):
""" cancel order """
d = {"id": order_id}
j = self.fetchData("ordercancel", d)
return j is not None
def fetchPortfolio(self):
""" get portfolio """
j = self.fetchData("portfolio")
if j is None:
return None
portfolio = j["portfolio"]
ts = time.time()
for d in portfolio:
self.currentPrices[d["symbol"]] = float(d["lastprice"])
if not __debug__:
print "fetched lastprice {} for symbol {}".format(
(self.currentPrices[d["symbol"]], d["symbol"]))
self.portfolio.setCurrentPrices(self.currentPrices)
def fetchBalance(self):
""" get balance """
j = self.fetchData("balance")
if j is None:
return None
balance = j["balance"]
self.havelockBalance = float(balance["balance"])
self.havelockBalanceAvailable = float(balance["balanceavailable"])
#print "havelock balance: {:f} BTC".format(self.havelockBalance)
def fetchTransactions(self):
""" get history """
j = self.fetchData("transactions")
if j is None:
return None
transactions = j["transactions"]
ts = []
for tr in transactions:
t = Transaction()
if t.parse(tr):
ts.append(t)
self.mergeTransactions(ts)
def loadTransactionFile(self, filename):
f = open(filename, "r")
raw = f.read()
f.close()
# first havelock transaction file load is in wrong order
lines = raw.split("\n")
try:
first = lines[1].split(",")[0]
first = int(
time.mktime(
datetime.datetime.strptime(
first, "%Y-%m-%d %H:%M:%S").timetuple()))
last = lines[-2].split(",")[0]
last = int(
time.mktime(
datetime.datetime.strptime(
last, "%Y-%m-%d %H:%M:%S").timetuple()))
if first > last:
lines.reverse()
except:
pass
for line in lines:
self.transactions.addTransaction(line)
self.buildPortfolio()
def buildPortfolio(self):
for s in self.transactions.getSymbols():
self.portfolio.addTransactions(
self.transactions.getTransactions(symbol=s), s)
def setStartDate(self, timestamp):
self.transactions.setStartDate(timestamp)
for s in self.portfolio.getSymbols().values():
s.setStartDate(timestamp)
def setEndDate(self, timestamp):
self.transactions.setEndDate(timestamp)
for s in self.portfolio.getSymbols().values():
s.setEndDate(timestamp)
def getBalance(self, includePortfolio=True):
if self.havelockBalance is None:
bal = self.calculateBalance(includePortfolio)
else:
bal = self.havelockBalanceAvailable #+self.havelockBalance
if not includePortfolio:
return bal
por = self.portfolio.getCurrentValue()
return (bal + por)
def calculateBalance(self, includePortfolio=True):
bal = self.transactions.getBalance()
if not includePortfolio:
return bal
por = self.portfolio.getCurrentValue()
return (bal + por)
def mergeTransactionFile(self, filename):
f = open(filename)
content = f.read()
f.close()
ts = []
for tr in content.split("\n"):
t = Transaction()
if t.parse(tr):
ts.append(t)
self.mergeTransactions(ts)
def mergeTransactions(self, transactions):
cnt = 0
for t in transactions:
if self.insertTransaction(t):
cnt += 1
self.transactions.sortTransactions()
self.portfolio.sortTransactions()
if cnt > 0:
print "merge {:d} new transactions".format(cnt)
def insertTransaction(self, transaction):
if not transaction in self.transactions:
self.transactions.addTransactions([transaction])
self.portfolio.addTransactions([transaction],
transaction.getSymbol())
return True
return False
def printDetails(self, full=True, btc2eur=None):
btc2eur = btc2eur or 1.0
print "Havelock Account Details:"
print "-" * get_console_size()["width"]
wit = self.transactions.getWithdrawAmount()
dep = self.transactions.getDepositAmount()
if full:
print "total buys: {:>20d} shares".format(
self.transactions.getBuyQuantity())
print "total sells: {:>20d} shares".format(
self.transactions.getSellQuantity())
print "total dividend received: {:>20f} BTC".format(
self.transactions.getDividendAmount())
print "total withdraw: {:>20f} BTC".format(wit)
print "total deposit: {:>20f} BTC".format(dep)
print "total fees: {:>20f} BTC".format(
self.transactions.getFeeAmount())
print "-" * get_console_size()["width"]
self.printPortfolio(btc2eur=btc2eur)
print "-" * get_console_size()["width"]
bal = self.getBalance(includePortfolio=False)
print "{:<30s} | {:>26f} BTC | {:>25.2f} EUR |".format(
"current balance: ", bal, bal * btc2eur)
por = self.portfolio.getCurrentValue()
print "{:<30s} | {:>26f} BTC | {:>25.2f} EUR |".format(
"portfolio value: ", por, por * btc2eur)
print "{:<30s} | {:>26f} BTC | {:>25.2f} EUR |".format(
"total deposit: ", dep - wit, (dep - wit) * btc2eur)
summ = wit + por + bal - dep
print "{:<30s} | {:>26f} BTC | {:>25.2f} EUR |".format(
"in sum: ", summ, summ * btc2eur)
print "-" * get_console_size()["width"]
def printPortfolio(self, btc2eur=None, allSymbols=True):
p = self.portfolio
console_width = get_console_size()["width"]
print "Your Portfolio:"
print "-" * console_width
fmts = [".2f", "s", "s", ".3f", ".5f", ".5f", ".3f"]
header = [
"Trend (%)", "Buys (Price)", "", "Market (B)", "Divs (B)",
"Mean (B)", "Win (B)"
]
fmts2 = [".2f", "s", "d", ".3f", ".5f", ".5f", ".2f"]
header2 = [
"Overall (%)", "Sells (Price)", "Sum", "Book (B)", "Fee (B)",
"Cur (B)", "Win (E)"
]
colwidth = (console_width / len(header)) - 3
fill = " | "
print fill.join("{:>{}s}".format(h, colwidth) \
for f, h in zip(fmts, header))
print fill.join("{:>{}s}".format(h, colwidth) \
for f, h in zip(fmts, header2))
return
for s in self.portfolio.symbols:
t = p.symbols[s]
if not allSymbols and t.getShareQuantity() == 0:
continue
print "-" * console_width
_s = "{1:-^{0}}".format(console_width, "> " + s + " <")
print _s[console_width / 5:] + _s[:console_width / 5]
buy = "{:d} ({:f})".format(t.getBuyQuantity(), t.getMeanBuyPrice())
data = [
p.getTrend(s), buy, "",
p.getCurrentValue(s),
t.getDividendAmount(),
t.getMeanPrice(),
p.getCurrentWin(s)
]
sell = "{:d} ({:f})".format(t.getSellQuantity(),
t.getMeanSellPrice())
data2 = [
p.getOverallTrend(s), sell,
t.getShareQuantity(),
p.getBookValue(s),
t.getFeeAmount(),
p.getCurrentPrice(s),
p.getCurrentWin(s) * btc2eur
]
print fill.join("{0:>{1}{2}}".format(d, colwidth, f) \
for f, d in zip(fmts, data))
print fill.join("{0:>{1}{2}}".format(d, colwidth, f) \
for f, d in zip(fmts2, data2))
def plain(self):
p = self.portfolio
for s in self.portfolio.symbols:
t = p.getSymbol(s)
print "[{:s}]\nshares:{:d},value:{:0.3f},rate:{:0.6f},trend:{:0.2f}".format(
t.getName(), t.getShareQuantity(), p.getCurrentValue(s),
p.getCurrentPrice(s), p.getTrend(s))
wit = self.transactions.getWithdrawAmount()
dep = self.transactions.getDepositAmount()
bal = self.getBalance(includePortfolio=False)
por = self.portfolio.getCurrentValue()
summ = wit + por + bal - dep
print "[Havelock]\nsum:{:0.5f}".format(summ)
def store(self, filename):
content = "{:s}\n".format(Transaction().getHeader())
for t in self.transactions.transactions:
content += "{:s}\n".format(t)
f = open(filename, "w")
f.write(content)
f.close()
def getData(self, sym):
s = self.portfolio.symbols[sym]
ts = s.getTimestamps()
ret = []
for t in ts:
tes = s.getTransactions(end=t)
allTrans = Transactions()
allTrans.addTransactions(tes)
buys = allTrans.getBuyAmount()
sells = allTrans.getSellAmount()
dividend = allTrans.getDividendAmount()
try:
val = allTrans.getShareQuantity() * self.currentPrices[sym]
except:
val = allTrans.getShareQuantity() * s.getMeanPrice()
ret.append((t, val + dividend + sells - buys))
return ret
def getActivity(self):
# get all timestamps where something happens
ts = self.transactions.getTimestamps()
ret = []
for t in ts:
trans = self.transactions.getTransactions(end=t)
allTrans = Transactions()
allTrans.addTransactions(trans)
bal = allTrans.getBalance()
dep = allTrans.getDepositAmount()
wit = allTrans.getWithdrawAmount()
portfolio = Portfolio(self.conf.epsilon)
prices = {}
for s in allTrans.getSymbols():
portfolio.addTransactions(allTrans.getTransactions(symbol=s),
s)
prices[s] = portfolio.symbols[s].getLastPrice()
portfolio.setCurrentPrices(prices)
val = portfolio.getCurrentValue()
ret.append((t, bal + val + wit - dep))
return ret
class Havelock:
def __init__(self, conf):
self.conf = conf
self.apiKey = self.conf.hl_api_key
self.currentPrices = {}
self.transactions = Transactions()
self.portfolio = Portfolio(self.conf.epsilon)
self.havelockBalance = None
self.havelockBalanceAvailable = None
# (timestamps) api calls, last 600s
self.apiRate = []
def checkApiRate(self, nosleep=False, apirate=None):
debug = self.conf.debug
apirate = apirate or 0
time_window = 600.0
max_calls = 300
self.apiRate.append(time.time())
self.apiRate = [x for x in self.apiRate if x > (time.time() - time_window)]
if len(self.apiRate) < 2:
return
diff = self.apiRate[-1] - self.apiRate[0]
calls_in_window = max(apirate, len(self.apiRate))
avg_rate = diff / time_window
max_rate = max_calls / time_window
cur_rate = (calls_in_window / time_window) / max_rate
# exponential sleep scaling
ex = 1.5
scale = 1 + log(1, ex)
sleep_time = max(0.0, (1.0/max_rate) * ((1+log(cur_rate, ex)) / scale))
if sleep_time > 0.0 and not nosleep:
time.sleep(sleep_time)
if debug:
print ("api-calls: {:>3d} in time window - rate calculated: " +
"{:.2%} reported: {:.2%} - sleep: {:>4d}msecs"). \
format(len(self.apiRate), avg_rate,
cur_rate, int(sleep_time*1000))
return {"sleep_time": sleep_time,
"avg_rate": avg_rate,
"cur_rate": cur_rate,
"max_rate": max_rate,
"remaining": max_calls - calls_in_window}
def fetchData(self, dataType, post=None):
debug = self.conf.debug
payload = {}
# use post to update the payload
if post is not None:
assert isinstance(post, dict), "'post' arg must be an dict"
payload.update(post)
url = "https://www.havelockinvestments.com/r/{:s}".format(dataType)
if dataType == "portfolio" or "balance":
payload["key"] = self.apiKey
elif dataType.startswith("orderbook"):
assert "symbol" in post
elif dataType == "ordercreate":
payload['key'] = self.apiKey
elif dataType == "ordercancel":
payload['key'] = self.apiKey
elif dataType == "orders":
payload['key'] = self.apiKey
elif dataType == "transactions":
payload['key'] = self.apiKey
payload["limit"] = 300
# add sinceid to payload
else:
print "data Type not known!"
return None
if debug:
print "Send hl API - type: {} payload: {}". \
format(dataType, " ".join("{}: {}". \
format(k,v) for k,v in payload.items()))
try:
r = requests.post(url, data=payload)
j = json.loads(r.text)
apirate = int(j["apirate"]) if "apirate" in j else 0
rate_data = self.checkApiRate(nosleep=False, apirate=apirate)
# include rate data in output
j["rate_data"] = rate_data
if j["status"] == "error":
print "Havelock - API error message: ", j["message"]
if j["status"] != "ok":
print "failed to fetch data ({})".format(dataType)
return None
except requests.exceptions.ConnectionError:
print "failed to resolve havelockinvestments.com!"
return None
except ValueError:
print "failed to get data from havelock"
return None
return j
def fetchOrderbook(self, symbol, full=False):
""" get orderbook """
dtype = "orderbookfull" if full else "orderbook"
j = self.fetchData(dtype, {"symbol": symbol})
if j is None:
return None
return j["asks"], j["bids"]
def fetchOrders(self):
""" fetch open orders """
j = self.fetchData("orders")
if j is None:
return None
return j["orders"]
def createOrder(self, symbol, action, price, units):
""" create new order """
assert action in ["buy", "sell"]
d = {"symbol": symbol, "action": action, "price": price, "units": units}
j = self.fetchData("ordercreate", d)
return j
def cancelOrder(self, order_id):
""" cancel order """
d = {"id": order_id}
j = self.fetchData("ordercancel", d)
return j is not None
def fetchPortfolio(self):
""" get portfolio """
j = self.fetchData("portfolio")
if j is None:
return None
portfolio = j["portfolio"]
ts = time.time()
for d in portfolio:
self.currentPrices[d["symbol"]] = float(d["lastprice"])
if not __debug__: print "fetched lastprice {} for symbol {}".format(
(self.currentPrices[d["symbol"]], d["symbol"]))
self.portfolio.setCurrentPrices(self.currentPrices)
def fetchBalance(self):
""" get balance """
j = self.fetchData("balance")
if j is None:
return None
balance = j["balance"]
self.havelockBalance = float(balance["balance"])
self.havelockBalanceAvailable = float(balance["balanceavailable"])
#print "havelock balance: {:f} BTC".format(self.havelockBalance)
def fetchTransactions(self):
""" get history """
j = self.fetchData("transactions")
if j is None:
return None
transactions = j["transactions"]
ts = []
for tr in transactions:
t = Transaction()
if t.parse(tr):
ts.append(t)
self.mergeTransactions(ts)
def loadTransactionFile(self, filename):
f = open(filename, "r")
raw = f.read()
f.close()
# first havelock transaction file load is in wrong order
lines = raw.split("\n")
try:
first = lines[1].split(",")[0]
first = int(time.mktime(datetime.datetime.strptime(first, "%Y-%m-%d %H:%M:%S").timetuple()))
last = lines[-2].split(",")[0]
last = int(time.mktime(datetime.datetime.strptime(last, "%Y-%m-%d %H:%M:%S").timetuple()))
if first > last:
lines.reverse()
except:
pass
for line in lines:
self.transactions.addTransaction(line)
self.buildPortfolio()
def buildPortfolio(self):
for s in self.transactions.getSymbols():
self.portfolio.addTransactions(self.transactions.getTransactions(symbol=s), s)
def setStartDate(self, timestamp):
self.transactions.setStartDate(timestamp)
for s in self.portfolio.getSymbols().values():
s.setStartDate(timestamp)
def setEndDate(self, timestamp):
self.transactions.setEndDate(timestamp)
for s in self.portfolio.getSymbols().values():
s.setEndDate(timestamp)
def getBalance(self, includePortfolio=True):
if self.havelockBalance is None:
bal = self.calculateBalance(includePortfolio)
else:
bal = self.havelockBalanceAvailable#+self.havelockBalance
if not includePortfolio:
return bal
por = self.portfolio.getCurrentValue()
return (bal+por)
def calculateBalance(self, includePortfolio=True):
bal = self.transactions.getBalance()
if not includePortfolio:
return bal
por = self.portfolio.getCurrentValue()
return (bal+por)
def mergeTransactionFile(self, filename):
f = open(filename)
content = f.read()
f.close()
ts = []
for tr in content.split("\n"):
t = Transaction()
if t.parse(tr):
ts.append(t)
self.mergeTransactions(ts)
def mergeTransactions(self, transactions):
cnt = 0
for t in transactions:
if self.insertTransaction(t):
cnt += 1
self.transactions.sortTransactions()
self.portfolio.sortTransactions()
if cnt > 0:
print "merge {:d} new transactions".format(cnt)
def insertTransaction(self, transaction):
if not transaction in self.transactions:
self.transactions.addTransactions([transaction])
self.portfolio.addTransactions([transaction], transaction.getSymbol())
return True
return False
def printDetails(self, full=True, btc2eur=None):
btc2eur = btc2eur or 1.0
print "Havelock Account Details:"
print "-" * get_console_size()["width"]
wit = self.transactions.getWithdrawAmount()
dep = self.transactions.getDepositAmount()
if full:
print "total buys: {:>20d} shares".format(
self.transactions.getBuyQuantity())
print "total sells: {:>20d} shares".format(
self.transactions.getSellQuantity())
print "total dividend received: {:>20f} BTC".format(
self.transactions.getDividendAmount())
print "total withdraw: {:>20f} BTC".format(wit)
print "total deposit: {:>20f} BTC".format(dep)
print "total fees: {:>20f} BTC".format(
self.transactions.getFeeAmount())
print "-" * get_console_size()["width"]
self.printPortfolio(btc2eur=btc2eur)
print "-" * get_console_size()["width"]
bal = self.getBalance(includePortfolio=False)
print "{:<30s} | {:>26f} BTC | {:>25.2f} EUR |".format("current balance: ", bal, bal*btc2eur)
por = self.portfolio.getCurrentValue()
print "{:<30s} | {:>26f} BTC | {:>25.2f} EUR |".format("portfolio value: ", por, por*btc2eur)
print "{:<30s} | {:>26f} BTC | {:>25.2f} EUR |".format("total deposit: ", dep-wit, (dep-wit)*btc2eur)
summ = wit + por + bal - dep
print "{:<30s} | {:>26f} BTC | {:>25.2f} EUR |".format("in sum: ", summ, summ*btc2eur)
print "-" * get_console_size()["width"]
def printPortfolio(self, btc2eur=None, allSymbols=True):
p = self.portfolio
console_width = get_console_size()["width"]
print "Your Portfolio:"
print "-" * console_width
fmts = [".2f", "s", "s", ".3f", ".5f", ".5f", ".3f"]
header = ["Trend (%)", "Buys (Price)", "", "Market (B)",
"Divs (B)", "Mean (B)", "Win (B)"]
fmts2 = [".2f", "s", "d", ".3f", ".5f", ".5f", ".2f"]
header2 = ["Overall (%)", "Sells (Price)", "Sum", "Book (B)",
"Fee (B)", "Cur (B)", "Win (E)"]
colwidth = (console_width / len(header)) - 3
fill = " | "
print fill.join("{:>{}s}".format(h, colwidth) \
for f, h in zip(fmts, header))
print fill.join("{:>{}s}".format(h, colwidth) \
for f, h in zip(fmts, header2))
return
for s in self.portfolio.symbols:
t = p.symbols[s]
if not allSymbols and t.getShareQuantity() == 0:
continue
print "-" * console_width
_s = "{1:-^{0}}".format(console_width, "> " + s + " <")
print _s[console_width/5:] + _s[:console_width/5]
buy = "{:d} ({:f})".format(t.getBuyQuantity(), t.getMeanBuyPrice())
data = [p.getTrend(s), buy, "",
p.getCurrentValue(s), t.getDividendAmount(),
t.getMeanPrice(), p.getCurrentWin(s) ]
sell = "{:d} ({:f})".format(t.getSellQuantity(), t.getMeanSellPrice())
data2 = [p.getOverallTrend(s), sell,
t.getShareQuantity(), p.getBookValue(s), t.getFeeAmount(),
p.getCurrentPrice(s), p.getCurrentWin(s) * btc2eur]
print fill.join("{0:>{1}{2}}".format(d, colwidth, f) \
for f, d in zip(fmts, data))
print fill.join("{0:>{1}{2}}".format(d, colwidth, f) \
for f, d in zip(fmts2, data2))
def plain(self):
p = self.portfolio
for s in self.portfolio.symbols:
t = p.getSymbol(s)
print "[{:s}]\nshares:{:d},value:{:0.3f},rate:{:0.6f},trend:{:0.2f}".format(t.getName(), t.getShareQuantity(), p.getCurrentValue(s), p.getCurrentPrice(s), p.getTrend(s))
wit = self.transactions.getWithdrawAmount()
dep = self.transactions.getDepositAmount()
bal = self.getBalance(includePortfolio=False)
por = self.portfolio.getCurrentValue()
summ = wit + por + bal - dep
print "[Havelock]\nsum:{:0.5f}".format(summ)
def store(self, filename):
content = "{:s}\n".format(Transaction().getHeader())
for t in self.transactions.transactions:
content += "{:s}\n".format(t)
f = open(filename, "w")
f.write(content)
f.close()
def getData(self, sym):
s = self.portfolio.symbols[sym]
ts = s.getTimestamps()
ret = []
for t in ts:
tes = s.getTransactions(end=t)
allTrans = Transactions()
allTrans.addTransactions(tes)
buys = allTrans.getBuyAmount()
sells = allTrans.getSellAmount()
dividend = allTrans.getDividendAmount()
try:
val = allTrans.getShareQuantity() * self.currentPrices[sym]
except:
val = allTrans.getShareQuantity() * s.getMeanPrice()
ret.append((t, val+dividend+sells-buys))
return ret
def getActivity(self):
# get all timestamps where something happens
ts = self.transactions.getTimestamps()
ret = []
for t in ts:
trans = self.transactions.getTransactions(end=t)
allTrans = Transactions()
allTrans.addTransactions(trans)
bal = allTrans.getBalance()
dep = allTrans.getDepositAmount()
wit = allTrans.getWithdrawAmount()
portfolio = Portfolio(self.conf.epsilon)
prices = {}
for s in allTrans.getSymbols():
portfolio.addTransactions(allTrans.getTransactions(symbol=s), s)
prices[s] = portfolio.symbols[s].getLastPrice()
portfolio.setCurrentPrices(prices)
val = portfolio.getCurrentValue()
ret.append((t, bal+val+wit-dep))
return ret
