def __is_valid_intrinio_record(self, record: Dict) -> bool:
fiscal_period: str = record.get(
AppConsts.INTRINIO_KEY_INC_STMT_FISC_PD)
return record \
and not StringUtils.isNullOrWhitespace(record.get(AppConsts.INTRINIO_KEY_INC_STMT_TICKER)) \
and not StringUtils.isNullOrWhitespace(record.get(AppConsts.INTRINIO_KEY_INC_STMT_NAME)) \
and not StringUtils.isNullOrWhitespace(fiscal_period) \
and (fiscal_period.endswith(AppConsts.INTRINIO_PERIOD_SUFFIX_TTM) or fiscal_period.endswith(AppConsts.INTRINIO_PERIOD_SUFFIX_FY))
def get_date(datestr: str, fmt: str) -> date:
if not isinstance(datestr, str) \
or not isinstance(fmt, str) \
or StringUtils.isNullOrWhitespace(datestr) \
or StringUtils.isNullOrWhitespace(fmt):
return None
try:
return datetime.strptime(datestr, fmt)
except Exception as ex:
LogUtils.warning('Invalid date inputs={0} {1}'.format(
datestr, fmt))
return None
def get_all_suggestions(self) -> int:
error: Exception = None
try:
accnt: Account = self.get_account()
capital: float = NumberUtils.to_floor(
NumberUtils.to_float(accnt._raw['buying_power']) /
2) # 2 to trade everyday
# Double Bottoms
req: TradeSuggestionsRequest = TradeSuggestionsRequest()
req.is_job = True
req.current_capital = capital
req.pct_risk_per_trade = 2.5
req.volume_limit = 0.01
req.test_limit_symbol = 800
req.adv_min = AppConsts.ADV_MIN_DFLT
req.adpv_min = AppConsts.ADPV_MIN_DFLT
req.strategy_type = AppConsts.STRATEGY_DOUBLE_BOTTOMS
req.strategy_request = {}
req.strategy_request['exponential_smoothing_alpha'] = 0.8
req.strategy_request['exponential_smoothing_max_min_diff'] = 0.7
req.strategy_request['double_bottoms_diff'] = 1
LogUtils.debug(StringUtils.to_json(req))
self.get_suggestions(req)
# Double Tops
req: TradeSuggestionsRequest = TradeSuggestionsRequest()
req.is_job = True
req.current_capital = capital
req.pct_risk_per_trade = 2.5
req.volume_limit = 0.01
req.test_limit_symbol = 800
req.adv_min = AppConsts.ADV_MIN_DFLT
req.adpv_min = AppConsts.ADPV_MIN_DFLT
req.strategy_type = AppConsts.STRATEGY_DOUBLE_TOPS
req.strategy_request = {}
req.strategy_request['exponential_smoothing_alpha'] = 0.8
req.strategy_request['exponential_smoothing_max_min_diff'] = 0.7
req.strategy_request['double_tops_diff'] = 1
LogUtils.debug(StringUtils.to_json(req))
self.get_suggestions(req)
except Exception as ex:
error = ex
finally:
self.__email_client.send_html(
subject=AppConsts.EMAIL_SUBJECT_GET_SUGGESTIONS,
template_path=AppConsts.TEMPLATE_PATH_GET_SUGGESTIONS,
model={'errors': [error] if error else []})
if error:
LogUtils.error('Get Suggestions Error', error)
return 1
def is_valid_model(self) -> bool:
return not StringUtils.isNullOrWhitespace(self.strategy_type) \
and self.pct_risk_per_trade > 0 \
and self.pct_risk_per_trade <= 100 \
and self.volume_limit >= 0.01 \
and self.volume_limit <= 100 \
and self.test_limit_symbol >= 1
def get_files(file_path: str, is_full: bool = False) -> List[str]:
if StringUtils.isNullOrWhitespace(file_path):
return []
path: str = os.path.join(os.getcwd(), file_path)
if is_full:
return [os.path.join(path, f) for f in os.listdir(path)]
return os.listdir(path)
def parse_as_list(file_path: str) -> List[List[str]]:
try:
LogUtils.debug('START')
if StringUtils.isNullOrWhitespace(file_path):
return []
with open(file_path) as f:
return list(csv.reader(f)) if f else []
finally:
LogUtils.debug('END')
def __get_quarter(self, fiscal_period: str) -> int:
if StringUtils.isNullOrWhitespace(fiscal_period):
return None
if fiscal_period.endswith(AppConsts.INTRINIO_PERIOD_SUFFIX_FY):
return 4
return NumberUtils.to_int(
fiscal_period.replace(AppConsts.INTRINIO_PERIOD_PREFIX,
'').replace(
AppConsts.INTRINIO_PERIOD_SUFFIX_TTM,
''))
def cancel_order(self, order_id: str) -> None:
try:
LogUtils.debug('Submit request = {0}'.format(order_id))
self.__api.cancel_order(order_id)
except Exception as ex:
LogUtils.error(
'Submit Error for {0}'.format(StringUtils.to_json(order)), ex)
raise ex
def __get_caller() -> Tuple[str, str, int]:
frame: FrameType = inspect.currentframe()
frame = frame.f_back if frame else frame
caller: Tuple[str, str,
int] = ('(unknown file)', '(unknown function)', 0)
while hasattr(frame, "f_code"):
co: CodeType = frame.f_code
if StringUtils.are_eq(co.co_filename, __file__):
frame = frame.f_back
continue
caller = (FileUtils.get_base_name(co.co_filename), co.co_name,
frame.f_lineno)
break
return caller
def is_valid_model(self) -> bool:
return not StringUtils.isNullOrWhitespace(self.strategy_type) \
and self.start_capital > 0 \
and self.pct_risk_per_trade > 0 \
and self.pct_risk_per_trade <= 100 \
and self.portfolio_max > 0 \
and self.date_from_obj \
and self.date_from_obj >= AppConsts.MIN_DATE \
and self.date_to_obj \
and self.date_to_obj >= AppConsts.MIN_DATE \
and self.date_from_obj < self.date_to_obj \
and self.slippage >= 0 \
and self.volume_limit >= 0.01 \
and self.volume_limit <= 100 \
and self.test_limit_symbol >= 1
def handle(ex: Exception) -> str:
response: ResponseModel = ResponseModel()
try:
LogUtils.error('Handle error', ex)
msg: str = str(ex)
response.http_status_code = http.HTTPStatus.INTERNAL_SERVER_ERROR
response.error_message = msg if msg else 'Error'
if isinstance(ex, BadRequestException):
response.http_status_code = http.HTTPStatus.BAD_REQUEST
if isinstance(ex, NotFoundException):
response.http_status_code = http.HTTPStatus.NOT_FOUND
if isinstance(ex, DbConnectionException):
response.http_status_code = http.HTTPStatus.INTERNAL_SERVER_ERROR
except Exception as e:
response.http_status_code = http.HTTPStatus.INTERNAL_SERVER_ERROR
response.error_message = 'Error'
return StringUtils.to_json(response)
def import_from_csv_companynames(self) -> str:
file: str = FileUtils.get_file(AppConsts.INCOME_STMT_FILE)
records: List[Dict] = CsvUtils.parse_as_dict(file)
curr_symbol: str = ''
for record in records:
symbol: str = record.get(AppConsts.INTRINIO_KEY_INC_STMT_TICKER)
company_name: str = record.get(
AppConsts.INTRINIO_KEY_INC_STMT_NAME)
if symbol == curr_symbol or StringUtils.isNullOrWhitespace(
company_name):
continue
curr_symbol = symbol
org_symbol: SM = self.__stock_service.get_symbol(
curr_symbol, AppConsts.INSTRUMENT_STOCK)
if not org_symbol:
continue
LogUtils.debug('Updating {0}.'.format(company_name))
org_symbol.name = company_name
BaseService._update()
return "1"
def get_wo_ext(file_path: str) -> str:
if StringUtils.isNullOrWhitespace(file_path):
return ''
split: Tuple[str] = os.path.splitext(file_path)
return split[0] if split else ''
def get_symbols(instrument: str) -> str:
return StringUtils.to_json(
ResponseModel(__stock_service.get_symbols(instrument)))
def close_positions() -> str:
return StringUtils.to_json(ResponseModel(
__trade_service.close_positions()))
def sync_orders() -> str:
return StringUtils.to_json(ResponseModel(__trade_service.sync_orders()))
def get_all_suggestions() -> str:
return StringUtils.to_json(
ResponseModel(__trade_service.get_all_suggestions()))
def get_sample_prices_for_charts() -> str:
req: CR = ModelUtils.get_obj(CR(), request.get_json())
return StringUtils.to_json(
ResponseModel(__stock_service.get_sample_prices_for_charts(req)))
def get_file(file_path: str) -> str:
if StringUtils.isNullOrWhitespace(file_path):
return ''
return os.path.join(os.getcwd(), file_path)
def get_key_info(symbol: str) -> str:
return StringUtils.to_json(
ResponseModel(__trade_service.get_key_info(symbol)))
def get_account() -> str:
return StringUtils.to_json(ResponseModel(__trade_service.get_account()))
def run() -> str:
req: BackTestRunRequest = ModelUtils.get_obj(BackTestRunRequest(),
request.get_json())
return StringUtils.to_json(ResponseModel(__back_test_service.run(req)))
def update_symbol() -> str:
req: SymbolMaster = ModelUtils.get_obj(SymbolMaster(), request.get_json())
return StringUtils.to_json(
ResponseModel(__stock_service.update_symbol(req)))
def get_sp500_mismatches(is_missing: str) -> str:
return StringUtils.to_json(
ResponseModel(
__stock_service.get_sp500_mismatches(is_missing == 'True')))
def get_base_name(file_path: str) -> str:
if StringUtils.isNullOrWhitespace(file_path):
return ''
return os.path.basename(file_path)
def get_trade_orders() -> str:
req: GetTradeOrdersRequest = ModelUtils.get_obj(GetTradeOrdersRequest(),
request.get_json())
return StringUtils.to_json(
ResponseModel(__trade_service.get_trade_orders(req)))
def get_symbol(self, symbol: str, instrument: str) -> SM:
if StringUtils.isNullOrWhitespace(symbol):
return None
symbol = symbol.strip().upper()
return BaseService._get_first(
SM, [SM.symbol == symbol, SM.instrument == instrument])
def get_suggestions() -> str:
req: TradeSuggestionsRequest = ModelUtils.get_obj(
TradeSuggestionsRequest(), request.get_json())
return StringUtils.to_json(
ResponseModel(__trade_service.get_suggestions(req)))
def import_prices() -> str:
return StringUtils.to_json(ResponseModel(__import_service.import_prices()))
def delete_old_prices() -> str:
return StringUtils.to_json(
ResponseModel(__stock_service.delete_old_prices()))
