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)