async def run_app(host: str, reader_port: int, writer_port: int, token: str,
history_path: str) -> None:
messages_queue = asyncio.Queue()
sending_queue = asyncio.Queue()
status_updates_queue = asyncio.Queue()
history_queue = asyncio.Queue()
watchdog_queue = asyncio.Queue()
history.load_history(history_path, messages_queue)
async with create_handy_nursery() as nursery:
nursery.start_soon(
gui.draw(messages_queue, sending_queue, status_updates_queue))
nursery.start_soon(
history.save_messages(filepath=history_path,
history_queue=history_queue))
nursery.start_soon(
handle_connection(host=host,
reader_port=reader_port,
writer_port=writer_port,
token=token,
messages_queue=messages_queue,
status_queue=status_updates_queue,
history_queue=history_queue,
sending_queue=sending_queue,
watchdog_queue=watchdog_queue))
def HandleHistory():
history_object = history.load_history(Data)
oc = ObjectContainer(title2=unicode(L('History')))
if history_object:
data = sorted(history_object.values(), key=lambda k: k['time'], reverse=True)
service.queue.handle_queue_items(oc, HandleContainer, data)
return oc
def HandleHistory():
history_object = history.load_history(Data)
oc = ObjectContainer(title2=unicode(L('History')))
if history_object:
data = sorted(history_object.values(), key=lambda k: k['time'], reverse=True)
service.queue.handle_queue_items(oc, HandleContainer, data)
return oc
def output_history():
db = history.load_history()
if db["games"] is 0:
print(figlet_format("0 games played!", font="big"))
else:
if db["games"] is 1:
print(figlet_format("{0} total game!".format(db["games"]), font="big"))
else:
print(figlet_format("{0} total games!".format(db["games"]), font="big"))
if "draw" in db["wins"]:
if db["wins"]["draw"] is 1:
print(figlet_format("{0} draw!".format(db["wins"]["draw"]), font="big"))
else:
print(figlet_format("{0} draws!".format(db["wins"]["draw"]), font="big"))
for name in db["wins"]:
if name != "draw":
if db["wins"][name] is 1:
print(figlet_format("{0} has {1} win!".format(name, db["wins"][name]), font="big"))
else:
print(figlet_format("{0} has {1} wins!".format(name, db["wins"][name]), font="big"))
def init_terminal():
# Init readline
history.load_history()
# Tab completion
readline.parse_and_bind('tab: complete')
def main_arbitrage():
# sym = 'tqqq'
# sym = 'spy'
sym = 'qqq'
options_date = '2020-06-18'
# stats_df = history.find_correlations_with('SPY', abscorrthresh=.99)
stats_df = history.find_correlations_with(sym, abscorrthresh=.98)
# stats_df.index = stats_df['Symbol']
stats_df.set_index(stats_df['Symbol'], inplace=True)
calls0, puts0, bid, ask = options_for_symbol(
sym, date=options_date, normalize=True)
# curprice0 = infer_underlying_curprice(calls0, puts0)
# calls0 = normalize_options(calls0, curprice0)
# puts0 = normalize_options(puts0, curprice0)
hist0 = history.load_history(sym, resolution='week')
solutions = []
for s in stats_df['Symbol'].values:
try:
calls, puts, bid, ask = options_for_symbol(
s, date=options_date, normalize=True)
except IndexError:
continue # yfinance failed at downloading the options
# curprice = infer_underlying_curprice(calls, puts)
print("s, curprice: ", s, bid)
# calls = normalize_options(calls, curprice)
# puts = normalize_options(puts, curprice)
stats = stats_df.loc[s]
# print(stats)
hist1 = history.load_history(s, resolution='week')
# TODO use actual histories / pdfs as samples
keys, score, best_outcomes = check_arbitrage(
stats, calls0, puts0, calls, puts)
# stats, calls0, puts0, calls, puts,
# samples0=hist0, samples1=hist1)
if score > 0:
k0, k1 = keys
opt0 = [sym, *k0[:2], np.round(k0[2] * bid * 2) / 2]
opt1 = [s, *k1[:2], np.round(k1[2] * bid * 2) / 2]
solutions.append((opt0, opt1, score, best_outcomes.mean()))
# solutions.append((sym, s, keys, score, best_outcomes))
# print(solutions)
# sym_s_key_score_list = [soln[:4] for soln in solutions]
import pprint
pprint.pprint(solutions)
# pprint.pprint(sym_s_key_score_list)
# sym_s_key_score_list = sorted(sym_s_key_score_list, key=lambda tup: tup[-1])
# for i, elem in enumerate(sym_s_key_score_list):
# k0, k1 = elem[2]
# k
# print(solutions)
return solutions
