def create_statements(self, input_fields):
"""
Creates the records needed for Table.CURRENCY_EXCHANGE.
"""
try:
dba = DatabaseAccess(self.config)
statement_currency_exchange = Statement(T_CURRENCY_EXCHANGE)
date_created = current_date()
date_modified = current_date()
records = 0
for fields in input_fields:
records = records + 1
#NOTE: we don't need to query, because we always add a new
#currency_exchange line. The same value can be used multiple
#times, so it's not possible to query if one already exists.
statement_currency_exchange.add(
records,
{
'currency_exchange_id': None,
'currency_from_id': dba.currency_id_from_currency(
fields[Input.CURRENCY_FROM]),
'currency_to_id': dba.currency_id_from_currency(
fields[Input.CURRENCY_TO]),
'exchange_rate': Decimal(fields[Input.EXCHANGE_RATE]),
'date_created': date_created,
'date_modified': date_modified
}
)
return statement_currency_exchange
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_CURRENCY_EXCHANGE, ex
finally:
dba = None
def create_statements(self, input_fields):
"""
Creates the records needed for Table.FINANCE
and returns them as a Statement object.
"""
try:
dba = DatabaseAccess(self.config)
date_created = current_date()
date_modified = current_date()
statement_finance = Statement(T_FINANCE)
records = 0
currency_exchange_id = dba.first_currency_exchange_id_from_latest()
rate_id = dba.first_rate_id_from_latest()
for fields in input_fields:
account_from_id = dba.account_id_from_account_name(
fields[Input.ACCOUNT_FROM], True)
account_to_id = dba.account_id_from_account_name(
fields[Input.ACCOUNT_TO], False)
#NOTE: in the database, the first values in the tables of the
#below id's, are empty/dummy values, used for when we are not
#dealing with stocks.
rate_id = 1
if deals_with_commodities(
fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]
):
rate_id = dba.get_latest_rate_id()
amount_value = fields[Input.AMOUNT]
if is_negative_amount(fields[Input.ACCOUNT_FROM]):
amount_value = Decimal(-1.0) * amount_value
records = records + 1
statement_finance.add(
records,
{
'finance_id': None,
'date': fields[Input.DATE],
'year': fields[Input.DATE].year,
'month': fields[Input.DATE].month,
'day': fields[Input.DATE].day,
'account_from_id': account_from_id,
'account_to_id': account_to_id,
'amount': amount_value,
'comment': fields[Input.COMMENT],
'currency_exchange_id': currency_exchange_id,
'rate_id': rate_id,
'active': 1,
'date_created': date_created,
'date_modified': date_modified
}
)
currency_exchange_id = currency_exchange_id + 1
print 'test: ', statement_finance.statements_insert
return statement_finance
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_FINANCE, ex
finally:
dba = None
class Rate(CoreModule):
"""
Rate class.
"""
def __init__(self, config):
"""
Initialisation
"""
self.config = config
self.statement_rate = Statement(T_RATE)
self.commission = DEFAULT_DECIMAL
self.tax = DEFAULT_DECIMAL
self.date_created = DEFAULT_DATE
self.date_modified = DEFAULT_DATE
def create_statements(self, input_fields):
"""
Creates the records needed for Table.RATE
and returns them as a Statement object.
"""
try:
lib = CalculatorFinance()
self.date_created = current_date()
self.date_modified = current_date()
records = 0
for fields in input_fields:
if deals_with_commodities(fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]):
records = records + 1
if fields[Input.AUTOMATIC_FLAG] == 0:
self.commission = fields[Input.COMMISSION]
self.tax = fields[Input.TAX]
else:
self.commission = lib.calculate_commission(
TRADING_ACCOUNTS[0], fields[Input.MARKET_CODE],
fields[Input.COMMODITY_NAME], fields[Input.PRICE],
fields[Input.QUANTITY])
# TODO: make a calculate_tax function in the library?
self.tax = fields[Input.TAX]
self.add_to_statement(records, fields)
return self.statement_rate
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_RATE, ex
finally:
lib = None
def add_to_statement(self, records, fields):
"""
Add the data to the statement list.
"""
self.statement_rate.add(
records, {
'rate_id': None,
'commission': Decimal(self.commission),
'tax': Decimal(self.tax),
'automatic_flag': int(fields[Input.AUTOMATIC_FLAG]),
'date_created': self.date_created,
'date_modified': self.date_modified
})
def __init__(self, config):
"""
Initialisation
"""
self.config = config
self.statement_rate = Statement(T_RATE)
self.commission = DEFAULT_DECIMAL
self.tax = DEFAULT_DECIMAL
self.date_created = DEFAULT_DATE
self.date_modified = DEFAULT_DATE
def __init__(self, config):
"""
Initialisation
"""
self.config = config
self.statement_rate = Statement(T_RATE)
self.commission = DEFAULT_DECIMAL
self.tax = DEFAULT_DECIMAL
self.date_created = DEFAULT_DATE
self.date_modified = DEFAULT_DATE
def create_statements(self, input_fields):
"""
Creates the records needed for Table.CURRENCY_EXCHANGE.
"""
try:
dba = DatabaseAccess(self.config)
statement_currency_exchange = Statement(T_CURRENCY_EXCHANGE)
date_created = current_date()
date_modified = current_date()
records = 0
for fields in input_fields:
records = records + 1
#NOTE: we don't need to query, because we always add a new
#currency_exchange line. The same value can be used multiple
#times, so it's not possible to query if one already exists.
statement_currency_exchange.add(
records, {
'currency_exchange_id':
None,
'currency_from_id':
dba.currency_id_from_currency(
fields[Input.CURRENCY_FROM]),
'currency_to_id':
dba.currency_id_from_currency(
fields[Input.CURRENCY_TO]),
'exchange_rate':
Decimal(fields[Input.EXCHANGE_RATE]),
'date_created':
date_created,
'date_modified':
date_modified
})
return statement_currency_exchange
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_CURRENCY_EXCHANGE, ex
finally:
dba = None
class Rate(CoreModule):
"""
Rate class.
"""
def __init__(self, config):
"""
Initialisation
"""
self.config = config
self.statement_rate = Statement(T_RATE)
self.commission = DEFAULT_DECIMAL
self.tax = DEFAULT_DECIMAL
self.date_created = DEFAULT_DATE
self.date_modified = DEFAULT_DATE
def create_statements(self, input_fields):
"""
Creates the records needed for Table.RATE
and returns them as a Statement object.
"""
try:
lib = CalculatorFinance()
self.date_created = current_date()
self.date_modified = current_date()
records = 0
for fields in input_fields:
if deals_with_commodities(
fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]
):
records = records + 1
if fields[Input.AUTOMATIC_FLAG] == 0:
self.commission = fields[Input.COMMISSION]
self.tax = fields[Input.TAX]
else:
self.commission = lib.calculate_commission(
TRADING_ACCOUNTS[0],
fields[Input.MARKET_CODE],
fields[Input.COMMODITY_NAME],
fields[Input.PRICE],
fields[Input.QUANTITY]
)
# TODO: make a calculate_tax function in the library?
self.tax = fields[Input.TAX]
self.add_to_statement(records, fields)
return self.statement_rate
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_RATE, ex
finally:
lib = None
def add_to_statement(self, records, fields):
"""
Add the data to the statement list.
"""
self.statement_rate.add(
records,
{
'rate_id': None,
'commission': Decimal(self.commission),
'tax': Decimal(self.tax),
'automatic_flag': int(fields[Input.AUTOMATIC_FLAG]),
'date_created': self.date_created,
'date_modified': self.date_modified
}
)
def __init__(self, config):
"""
Initialisation
"""
self.config = config
self.statement_trade = Statement(T_TRADE)
self.flag_insupdel = StatementType.INSERT
self.trade_id = DEFAULT_INT
self.market_id = DEFAULT_INT
self.commodity_id = DEFAULT_INT
self.commodity_name = ''
self.date_buy = DEFAULT_DATE
self.year_buy = DEFAULT_INT
self.month_buy = DEFAULT_INT
self.day_buy = DEFAULT_INT
self.date_sell = DEFAULT_DATE
self.year_sell = DEFAULT_INT
self.month_sell = DEFAULT_INT
self.day_sell = DEFAULT_INT
self.long_flag = DEFAULT_INT
self.price_buy = DEFAULT_DECIMAL
self.price_buy_orig = DEFAULT_DECIMAL
self.price_sell = DEFAULT_DECIMAL
self.price_sell_orig = DEFAULT_DECIMAL
self.shares_buy = DEFAULT_DECIMAL
self.shares_sell = DEFAULT_DECIMAL
self.commission_buy = DEFAULT_DECIMAL
self.commission_sell = DEFAULT_DECIMAL
self.tax_buy = DEFAULT_DECIMAL
self.tax_sell = DEFAULT_DECIMAL
self.risk_input = DEFAULT_DECIMAL
self.risk_input_percent = DEFAULT_DECIMAL
self.risk_initial = DEFAULT_DECIMAL
self.risk_initial_percent = DEFAULT_DECIMAL
self.risk_actual = DEFAULT_DECIMAL
self.risk_actual_percent = DEFAULT_DECIMAL
self.cost_total = DEFAULT_DECIMAL
self.cost_other = DEFAULT_DECIMAL
self.amount_buy = DEFAULT_DECIMAL
self.amount_sell = DEFAULT_DECIMAL
self.amount_buy_simple = DEFAULT_DECIMAL
self.amount_sell_simple = DEFAULT_DECIMAL
self.stoploss = DEFAULT_DECIMAL
self.stoploss_orig = DEFAULT_DECIMAL
self.profit_loss = DEFAULT_DECIMAL
self.profit_loss_orig = DEFAULT_DECIMAL
self.profit_loss_total = DEFAULT_DECIMAL
self.profit_loss_total_percent = DEFAULT_DECIMAL
self.r_multiple = DEFAULT_DECIMAL
self.win_flag = DEFAULT_DECIMAL
self.id_buy = DEFAULT_INT
self.id_sell = DEFAULT_INT
self.drawdown_id = DEFAULT_INT
self.pool_at_start = DEFAULT_DECIMAL
self.date_expiration = DEFAULT_DATE
self.expired_flag = DEFAULT_INT
self.spread = DEFAULT_INT
self.active = DEFAULT_INT
self.date_created = DEFAULT_DATE
self.date_modified = DEFAULT_DATE
self.trade_record = []
self.open_trade_position = -1
class Trade(CoreModule):
"""
Trade class.
"""
def __init__(self, config):
"""
Initialisation
"""
self.config = config
self.statement_trade = Statement(T_TRADE)
self.flag_insupdel = StatementType.INSERT
self.trade_id = DEFAULT_INT
self.market_id = DEFAULT_INT
self.commodity_id = DEFAULT_INT
self.commodity_name = ''
self.date_buy = DEFAULT_DATE
self.year_buy = DEFAULT_INT
self.month_buy = DEFAULT_INT
self.day_buy = DEFAULT_INT
self.date_sell = DEFAULT_DATE
self.year_sell = DEFAULT_INT
self.month_sell = DEFAULT_INT
self.day_sell = DEFAULT_INT
self.long_flag = DEFAULT_INT
self.price_buy = DEFAULT_DECIMAL
self.price_buy_orig = DEFAULT_DECIMAL
self.price_sell = DEFAULT_DECIMAL
self.price_sell_orig = DEFAULT_DECIMAL
self.shares_buy = DEFAULT_DECIMAL
self.shares_sell = DEFAULT_DECIMAL
self.commission_buy = DEFAULT_DECIMAL
self.commission_sell = DEFAULT_DECIMAL
self.tax_buy = DEFAULT_DECIMAL
self.tax_sell = DEFAULT_DECIMAL
self.risk_input = DEFAULT_DECIMAL
self.risk_input_percent = DEFAULT_DECIMAL
self.risk_initial = DEFAULT_DECIMAL
self.risk_initial_percent = DEFAULT_DECIMAL
self.risk_actual = DEFAULT_DECIMAL
self.risk_actual_percent = DEFAULT_DECIMAL
self.cost_total = DEFAULT_DECIMAL
self.cost_other = DEFAULT_DECIMAL
self.amount_buy = DEFAULT_DECIMAL
self.amount_sell = DEFAULT_DECIMAL
self.amount_buy_simple = DEFAULT_DECIMAL
self.amount_sell_simple = DEFAULT_DECIMAL
self.stoploss = DEFAULT_DECIMAL
self.stoploss_orig = DEFAULT_DECIMAL
self.profit_loss = DEFAULT_DECIMAL
self.profit_loss_orig = DEFAULT_DECIMAL
self.profit_loss_total = DEFAULT_DECIMAL
self.profit_loss_total_percent = DEFAULT_DECIMAL
self.r_multiple = DEFAULT_DECIMAL
self.win_flag = DEFAULT_DECIMAL
self.id_buy = DEFAULT_INT
self.id_sell = DEFAULT_INT
self.drawdown_id = DEFAULT_INT
self.pool_at_start = DEFAULT_DECIMAL
self.date_expiration = DEFAULT_DATE
self.expired_flag = DEFAULT_INT
self.spread = DEFAULT_INT
self.active = DEFAULT_INT
self.date_created = DEFAULT_DATE
self.date_modified = DEFAULT_DATE
self.trade_record = []
self.open_trade_position = -1
def create_statements(self, input_fields, statements_finance):
"""
Creates the records needed for Table.TRADE and returns them as a
Statement object.
"""
#NOTE: price_buy will be fields['i_price']
#When we buy more, it will be overwritten!
#Trading without adding to positions is assumed by this code!
try:
dba = DatabaseAccess(self.config)
calc = CalculatorFinance()
self.date_created = current_date()
self.date_modified = current_date()
records = 0
self.finance_id = dba.first_finance_id_from_latest()
if self.finance_id != -1:
for fields in input_fields:
if deals_with_commodities(fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]):
records = records + 1
# GENERAL INFO AT START
self.general_info_at_start(dba, calc, fields)
# UPDATE/INSERT
print "test: invade_started = ",
(self.open_trade_position > -1)
if self.open_trade_position > -1:
self.update_info(dba, calc, fields)
else:
self.insert_info(dba, calc, fields)
# GENERAL VARIABLES THAT CAN BE CALCULATED
# ON THE DATA WE HAVE
self.general_info_at_end(dba, fields,
self.trade_record)
# TEST INFO
#self.print_test_info()
# ADDING THE STATEMENTS
self.add_to_statement(records)
self.finance_id = self.finance_id + 1
return self.statement_trade
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
finally:
calc = None
dba = None
def general_info_at_start(self, dba, calc, fields):
"""
General info at the start of the trade.
"""
try:
self.market_id = dba.market_id_from_market(
fields[Input.MARKET_CODE])
self.commodity_id = dba.commodity_id_from_commodity_name(
fields[Input.COMMODITY_NAME], self.market_id)
self.open_trade_position = dba.open_trade_position(
self.market_id, self.commodity_id, T_TRADE)
self.finance_record = dba.get_finance_record(self.finance_id)
self.trade_record = dba.get_trade_record(self.open_trade_position)
self.long_flag = dba.get_long_flag_value(
fields[Input.ACCOUNT_FROM], fields[Input.ACCOUNT_TO],
self.trade_record)
self.spread = fields[Input.SPREAD]
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
def update_info(self, dba, calc, fields):
"""
Update info.
"""
#NOTE: Correct way of updating = Supplier.query.filter(<your stuff here, or user filter_by, or whatever is in your where clause>).update(values)
#e.g.: session.query(Supplier).filter_by(id=2).update({"name": u"Mayowa"})
#TABLE_TRADE.query.filter(market_name=...,commodity_name=...).update({"date_...": date_... etc.})
try:
self.flag_insupdel = StatementType.UPDATE
self.trade_id = self.trade_record['trade_id']
## buy/sell related fields
if (we_are_buying(fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO])
and self.trade_record['id_buy'] == -1):
self.id_buy = self.finance_id
self.id_sell = self.trade_record['id_sell']
self.date_buy = fields[Input.DATE]
self.date_sell = self.trade_record['date_sell']
self.price_buy = calc.convert_from_orig(
fields[Input.PRICE], fields[Input.EXCHANGE_RATE])
self.price_buy_orig = fields[Input.PRICE]
self.price_sell = self.trade_record['price_sell']
self.price_sell_orig = self.trade_record['price_sell_orig']
self.shares_buy = fields[Input.QUANTITY]
self.shares_sell = self.trade_record['shares_sell']
self.commission_buy = fields[Input.COMMISSION]
self.commission_sell = self.trade_record['commission_sell']
self.tax_buy = fields[Input.TAX]
self.tax_sell = self.trade_record['tax_sell']
self.amount_buy = fields[Input.AMOUNT]
self.amount_buy_simple = calc.calculate_amount_simple(
calc.convert_from_orig(fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]),
fields[Input.QUANTITY])
self.amount_sell = self.trade_record['amount_sell']
self.amount_sell_simple = self.trade_record[
'amount_sell_simple']
elif (not we_are_buying(fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO])
and self.trade_record['id_sell'] == -1):
self.id_buy = self.trade_record['id_buy']
self.id_sell = self.finance_id
self.date_buy = self.trade_record['date_buy']
self.date_sell = fields[Input.DATE]
self.price_buy = self.trade_record['price_buy']
self.price_buy_orig = self.trade_record['price_buy_orig']
self.price_sell = calc.convert_from_orig(
fields[Input.PRICE], fields[Input.EXCHANGE_RATE])
self.price_sell_orig = fields[Input.PRICE]
self.shares_buy = self.trade_record['shares_buy']
self.shares_sell = fields[Input.QUANTITY]
self.commission_buy = self.trade_record['commission_buy']
self.commission_sell = fields[Input.COMMISSION]
self.tax_buy = self.trade_record['tax_buy']
self.tax_sell = fields[Input.TAX]
self.amount_buy = self.trade_record['amount_buy']
self.amount_buy_simple = self.trade_record['amount_buy_simple']
self.amount_sell = fields[Input.AMOUNT]
self.amount_sell_simple = calc.calculate_amount_simple(
calc.convert_from_orig(fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]),
fields[Input.QUANTITY])
else:
raise Exception("{0} already contains a sell or buy record"
" and you are trying to add one like it"
" again?".format(T_TRADE))
self.stoploss = self.trade_record['stoploss']
self.stoploss_orig = self.trade_record['stoploss_orig']
self.profit_loss = calc.calculate_profit_loss(
self.price_buy, self.shares_buy, self.price_sell,
self.shares_sell, self.tax_buy, self.tax_sell,
self.commission_buy, self.commission_sell, self.long_flag)
self.profit_loss_orig = calc.convert_to_orig(
self.profit_loss, fields[Input.EXCHANGE_RATE])
self.profit_loss_total = calc.calculate_profit_loss_total(
self.price_buy, self.shares_buy, self.price_sell,
self.shares_sell, self.tax_buy, self.tax_sell,
self.commission_buy, self.commission_sell, self.long_flag)
self.profit_loss_total_percent = (
self.profit_loss_total /
self.amount_buy_simple) * Decimal(100.0)
self.pool_at_start = self.trade_record['pool_at_start']
self.date_created = self.trade_record['date_created']
self.risk_input = self.trade_record['risk_input']
self.risk_input_percent = self.trade_record['risk_input_percent']
self.risk_initial = self.trade_record['risk_initial']
self.risk_initial_percent = (
self.risk_initial / self.amount_buy_simple) * Decimal(100.0)
self.risk_actual = calc.calculate_risk_actual(
self.price_buy, self.shares_buy, self.tax_buy,
self.commission_buy, self.price_sell, self.shares_sell,
self.tax_sell, self.commission_sell, self.stoploss,
self.risk_initial, self.profit_loss, self.long_flag)
self.risk_actual_percent = (
self.risk_actual / get_pool_without_margin(
fields[Input.POOL],
dba.get_margin_pool())) * Decimal(100.0)
self.cost_total = calc.calculate_cost_total(
self.tax_buy, self.commission_buy, self.tax_sell,
self.commission_sell)
self.cost_other = calc.calculate_cost_other(
self.cost_total, self.profit_loss)
self.win_flag = dba.get_win_flag_value(self.price_buy,
self.price_sell)
self.drawdown_id = self.trade_record['drawdown_id']
self.r_multiple = calc.calculate_r_multiple(
self.profit_loss, self.risk_initial)
self.date_expiration = self.trade_record['date_expiration']
# TODO: for investing, id_buy/sell is id_firstbuy and id_firstsell
# and expiration flag should only be set at the end of the trade
# when
# the trade is closed. This means that date_buy and date_sell is not
# enough to determine if a trade is closed or not. The total shares
# should also be 0 when added up OR shares_buy = shares_sell.
# So add:
#if trade_closed: (or something like that)
self.expired_flag = (1 if
(self.date_sell > self.date_expiration) and
(self.date_expiration != DEFAULT_DATE) else 0)
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
def insert_info(self, dba, calc, fields):
"""
Insert info.
"""
try:
self.flag_insupdel = StatementType.INSERT
self.trade_id = None # insert: new one created automatically
## buy/sell related fields
if we_are_buying(fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]):
self.id_buy = self.finance_id
self.id_sell = -1
self.date_buy = fields[Input.DATE]
self.date_sell = DEFAULT_DATE
self.price_buy = calc.convert_from_orig(
fields[Input.PRICE], fields[Input.EXCHANGE_RATE])
self.price_buy_orig = fields[Input.PRICE]
self.price_sell = DEFAULT_DECIMAL
self.price_sell_orig = DEFAULT_DECIMAL
self.shares_buy = fields[Input.QUANTITY]
self.shares_sell = DEFAULT_INT
# TODO: commission and tax from T_RATE,
# when fields[Input.AUTOMATIC_FLAG] is 1
self.commission_buy = fields[Input.COMMISSION]
self.commission_sell = DEFAULT_DECIMAL
self.amount_buy = fields[Input.AMOUNT]
self.amount_sell = DEFAULT_DECIMAL
self.amount_buy_simple = calc.calculate_amount_simple(
calc.convert_from_orig(fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]),
fields[Input.QUANTITY])
self.amount_sell_simple = DEFAULT_DECIMAL
self.tax_buy = fields[Input.TAX]
self.tax_sell = DEFAULT_DECIMAL
self.risk_initial_percent = (
self.risk_initial /
self.amount_buy_simple) * Decimal(100.0)
else:
self.id_buy = -1
self.id_sell = self.finance_id
self.date_sell = fields[Input.DATE]
self.date_buy = DEFAULT_DATE
self.price_buy = DEFAULT_DECIMAL
self.price_buy_orig = DEFAULT_DECIMAL
self.price_sell = calc.convert_from_orig(
fields[Input.PRICE], fields[Input.EXCHANGE_RATE])
self.price_sell_orig = fields[Input.PRICE]
self.shares_buy = DEFAULT_INT
self.shares_sell = fields[Input.QUANTITY]
self.commission_buy = DEFAULT_DECIMAL
# TODO: commission and tax from T_RATE (see also higher)
self.commission_sell = fields[Input.COMMISSION]
self.amount_buy = DEFAULT_DECIMAL
self.amount_sell = fields[Input.AMOUNT]
self.amount_buy_simple = DEFAULT_DECIMAL
self.amount_sell_simple = calc.calculate_amount_simple(
calc.convert_from_orig(fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]),
fields[Input.QUANTITY])
self.tax_buy = DEFAULT_DECIMAL
self.tax_sell = fields[Input.TAX]
self.risk_initial_percent = Decimal(
100.0) * self.risk_initial / self.amount_sell_simple
self.stoploss = calc.calculate_stoploss(
calc.convert_from_orig(fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]),
fields[Input.QUANTITY], fields[Input.TAX],
fields[Input.COMMISSION], fields[Input.RISK],
get_pool_without_margin(fields[Input.POOL],
dba.get_margin_pool()), self.long_flag)
self.stoploss_orig = calc.convert_to_orig(
self.stoploss, fields[Input.EXCHANGE_RATE])
self.profit_loss = DEFAULT_DECIMAL #Only calculated at end of trade.
self.profit_loss_orig = DEFAULT_DECIMAL
self.profit_loss_total = DEFAULT_DECIMAL
self.profit_loss_total_percent = DEFAULT_DECIMAL
self.pool_at_start = fields[Input.POOL]
self.risk_input = calc.calculate_risk_input(
get_pool_without_margin(fields[Input.POOL],
dba.get_margin_pool()),
fields[Input.RISK])
self.risk_input_percent = fields[Input.RISK]
self.risk_initial = calc.calculate_risk_initial(
calc.convert_from_orig(fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]),
fields[Input.QUANTITY], fields[Input.TAX],
fields[Input.COMMISSION], self.stoploss, self.long_flag)
self.risk_actual = DEFAULT_DECIMAL
self.risk_actual_percent = DEFAULT_DECIMAL
self.cost_total = DEFAULT_DECIMAL
self.cost_other = DEFAULT_DECIMAL
self.win_flag = -1 # not yet finished, we can not know it yet.
self.drawdown_id = dba.new_drawdown_record()
self.r_multiple = DEFAULT_DECIMAL
self.date_expiration = fields[Input.DATE_EXPIRATION]
self.expired_flag = DEFAULT_INT
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
def general_info_at_end(self, dba, fields, trade_record):
"""
General info at the end of the trade.
"""
try:
self.profit_loss_percent = (
self.profit_loss / get_pool_without_margin(
self.pool_at_start, dba.get_margin_pool()))
self.year_buy = self.date_buy.year
self.month_buy = self.date_buy.month
self.day_buy = self.date_buy.day
self.year_sell = self.date_sell.year
self.month_sell = self.date_sell.month
self.day_sell = self.date_sell.day
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
def add_to_statement(self, records):
"""
Add the data to the statement list.
"""
self.statement_trade.add(
records, {
'trade_id':
self.trade_id,
'market_id':
int(self.market_id),
'commodity_id':
int(self.commodity_id),
'date_buy':
self.date_buy,
'year_buy':
self.year_buy,
'month_buy':
self.month_buy,
'day_buy':
self.day_buy,
'date_sell':
self.date_sell,
'year_sell':
self.year_sell,
'month_sell':
self.month_sell,
'day_sell':
self.day_sell,
'long_flag':
int(self.long_flag),
'price_buy':
Decimal(self.price_buy),
'price_buy_orig':
Decimal(self.price_buy_orig),
'price_sell':
Decimal(self.price_sell),
'price_sell_orig':
Decimal(self.price_sell_orig),
'shares_buy':
int(self.shares_buy),
'shares_sell':
int(self.shares_sell),
'commission_buy':
Decimal(self.commission_buy),
'commission_sell':
Decimal(self.commission_sell),
'tax_buy':
Decimal(self.tax_buy),
'tax_sell':
Decimal(self.tax_sell),
'amount_buy':
Decimal(self.amount_buy),
'amount_sell':
Decimal(self.amount_sell),
'amount_buy_simple':
Decimal(self.amount_buy_simple),
'amount_sell_simple':
Decimal(self.amount_sell_simple),
'risk_input':
Decimal(self.risk_input),
'risk_input_percent':
Decimal(self.risk_input_percent),
'risk_initial':
Decimal(self.risk_initial),
'risk_initial_percent':
Decimal(self.risk_initial_percent),
'risk_actual':
Decimal(self.risk_actual),
'risk_actual_percent':
Decimal(self.risk_actual_percent),
'cost_total':
Decimal(self.cost_total),
'cost_other':
Decimal(self.cost_other),
'stoploss':
Decimal(self.stoploss),
'stoploss_orig':
Decimal(self.stoploss_orig),
'profit_loss':
Decimal(self.profit_loss),
'profit_loss_orig':
Decimal(self.profit_loss_orig),
'profit_loss_total':
Decimal(self.profit_loss_total),
'profit_loss_total_percent':
Decimal(self.profit_loss_total_percent),
'r_multiple':
Decimal(self.r_multiple),
'win_flag':
int(self.win_flag),
'id_buy':
int(self.id_buy),
'id_sell':
int(self.id_sell),
'drawdown_id':
int(self.drawdown_id),
'pool_at_start':
Decimal(self.pool_at_start),
'date_expiration':
self.date_expiration,
'expired_flag':
self.expired_flag,
'spread':
self.spread,
'active':
1,
'date_created':
self.date_created,
'date_modified':
self.date_modified
}, self.flag_insupdel)
def print_test_info(self):
"""
Print test info.
"""
print('<print>')
print('market_id =', self.market_id)
print('commodity_id =', self.commodity_id)
print('date_buy =', self.date_buy)
print('date_sell =', self.date_sell)
print('long_flag =', self.long_flag)
print('price_buy =', self.price_buy)
print('price_sell =', self.price_sell)
print('price_buy_orig =', self.price_buy_orig)
print('price_sell_orig =', self.price_sell_orig)
print('amount_buy_simple =', self.amount_buy_simple)
print('amount_sell_simple =', self.amount_sell_simple)
print('risk_input =', self.risk_input)
print('risk_input_percent =', self.risk_input_percent)
print('risk_initial =', self.risk_initial)
print('risk_initial_percent =', self.risk_initial_percent)
print('risk_actual =', self.risk_actual)
print('risk_actual_percent =', self.risk_actual_percent)
print('cost_total =', self.cost_total)
print('cost_other =', self.cost_other)
print('stoploss =', self.stoploss)
print('profit_loss =', self.profit_loss)
print('profit_loss_orig =', self.profit_loss_orig)
print('profit_loss_total =', self.profit_loss_total)
print('profit_loss_total_percent =', self.profit_loss_total_percent)
print('r_multiple =', self.r_multiple)
print('win_flag =', self.win_flag)
print('id_buy =', self.id_buy)
print('id_sell =', self.id_sell)
print('drawdown_id =', self.drawdown_id)
print('pool_at_start =', self.pool_at_start)
print('spread=', self.spread)
print('date_expiration =', self.date_expiration)
print('expired_flag =', self.expired_flag)
print('<\print>')
def __init__(self, config):
"""
Initialisation
"""
self.config = config
self.statement_trade = Statement(T_TRADE)
self.flag_insupdel = StatementType.INSERT
self.trade_id = DEFAULT_INT
self.market_id = DEFAULT_INT
self.commodity_id = DEFAULT_INT
self.commodity_name = ''
self.date_buy = DEFAULT_DATE
self.year_buy = DEFAULT_INT
self.month_buy = DEFAULT_INT
self.day_buy = DEFAULT_INT
self.date_sell = DEFAULT_DATE
self.year_sell = DEFAULT_INT
self.month_sell = DEFAULT_INT
self.day_sell = DEFAULT_INT
self.long_flag = DEFAULT_INT
self.price_buy = DEFAULT_DECIMAL
self.price_buy_orig = DEFAULT_DECIMAL
self.price_sell = DEFAULT_DECIMAL
self.price_sell_orig = DEFAULT_DECIMAL
self.shares_buy = DEFAULT_DECIMAL
self.shares_sell = DEFAULT_DECIMAL
self.commission_buy = DEFAULT_DECIMAL
self.commission_sell = DEFAULT_DECIMAL
self.tax_buy = DEFAULT_DECIMAL
self.tax_sell = DEFAULT_DECIMAL
self.risk_input = DEFAULT_DECIMAL
self.risk_input_percent = DEFAULT_DECIMAL
self.risk_initial = DEFAULT_DECIMAL
self.risk_initial_percent = DEFAULT_DECIMAL
self.risk_actual = DEFAULT_DECIMAL
self.risk_actual_percent = DEFAULT_DECIMAL
self.cost_total = DEFAULT_DECIMAL
self.cost_other = DEFAULT_DECIMAL
self.amount_buy = DEFAULT_DECIMAL
self.amount_sell = DEFAULT_DECIMAL
self.amount_buy_simple = DEFAULT_DECIMAL
self.amount_sell_simple = DEFAULT_DECIMAL
self.stoploss = DEFAULT_DECIMAL
self.stoploss_orig = DEFAULT_DECIMAL
self.profit_loss = DEFAULT_DECIMAL
self.profit_loss_orig = DEFAULT_DECIMAL
self.profit_loss_total = DEFAULT_DECIMAL
self.profit_loss_total_percent = DEFAULT_DECIMAL
self.r_multiple = DEFAULT_DECIMAL
self.win_flag = DEFAULT_DECIMAL
self.id_buy = DEFAULT_INT
self.id_sell = DEFAULT_INT
self.drawdown_id = DEFAULT_INT
self.pool_at_start = DEFAULT_DECIMAL
self.date_expiration = DEFAULT_DATE
self.expired_flag = DEFAULT_INT
self.spread = DEFAULT_INT
self.active = DEFAULT_INT
self.date_created = DEFAULT_DATE
self.date_modified = DEFAULT_DATE
self.trade_record = []
self.open_trade_position = -1
class Trade(CoreModule):
"""
Trade class.
"""
def __init__(self, config):
"""
Initialisation
"""
self.config = config
self.statement_trade = Statement(T_TRADE)
self.flag_insupdel = StatementType.INSERT
self.trade_id = DEFAULT_INT
self.market_id = DEFAULT_INT
self.commodity_id = DEFAULT_INT
self.commodity_name = ''
self.date_buy = DEFAULT_DATE
self.year_buy = DEFAULT_INT
self.month_buy = DEFAULT_INT
self.day_buy = DEFAULT_INT
self.date_sell = DEFAULT_DATE
self.year_sell = DEFAULT_INT
self.month_sell = DEFAULT_INT
self.day_sell = DEFAULT_INT
self.long_flag = DEFAULT_INT
self.price_buy = DEFAULT_DECIMAL
self.price_buy_orig = DEFAULT_DECIMAL
self.price_sell = DEFAULT_DECIMAL
self.price_sell_orig = DEFAULT_DECIMAL
self.shares_buy = DEFAULT_DECIMAL
self.shares_sell = DEFAULT_DECIMAL
self.commission_buy = DEFAULT_DECIMAL
self.commission_sell = DEFAULT_DECIMAL
self.tax_buy = DEFAULT_DECIMAL
self.tax_sell = DEFAULT_DECIMAL
self.risk_input = DEFAULT_DECIMAL
self.risk_input_percent = DEFAULT_DECIMAL
self.risk_initial = DEFAULT_DECIMAL
self.risk_initial_percent = DEFAULT_DECIMAL
self.risk_actual = DEFAULT_DECIMAL
self.risk_actual_percent = DEFAULT_DECIMAL
self.cost_total = DEFAULT_DECIMAL
self.cost_other = DEFAULT_DECIMAL
self.amount_buy = DEFAULT_DECIMAL
self.amount_sell = DEFAULT_DECIMAL
self.amount_buy_simple = DEFAULT_DECIMAL
self.amount_sell_simple = DEFAULT_DECIMAL
self.stoploss = DEFAULT_DECIMAL
self.stoploss_orig = DEFAULT_DECIMAL
self.profit_loss = DEFAULT_DECIMAL
self.profit_loss_orig = DEFAULT_DECIMAL
self.profit_loss_total = DEFAULT_DECIMAL
self.profit_loss_total_percent = DEFAULT_DECIMAL
self.r_multiple = DEFAULT_DECIMAL
self.win_flag = DEFAULT_DECIMAL
self.id_buy = DEFAULT_INT
self.id_sell = DEFAULT_INT
self.drawdown_id = DEFAULT_INT
self.pool_at_start = DEFAULT_DECIMAL
self.date_expiration = DEFAULT_DATE
self.expired_flag = DEFAULT_INT
self.spread = DEFAULT_INT
self.active = DEFAULT_INT
self.date_created = DEFAULT_DATE
self.date_modified = DEFAULT_DATE
self.trade_record = []
self.open_trade_position = -1
def create_statements(self, input_fields, statements_finance):
"""
Creates the records needed for Table.TRADE and returns them as a
Statement object.
"""
#NOTE: price_buy will be fields['i_price']
#When we buy more, it will be overwritten!
#Trading without adding to positions is assumed by this code!
try:
dba = DatabaseAccess(self.config)
calc = CalculatorFinance()
self.date_created = current_date()
self.date_modified = current_date()
records = 0
self.finance_id = dba.first_finance_id_from_latest()
if self.finance_id != -1:
for fields in input_fields:
if deals_with_commodities(
fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]
):
records = records + 1
# GENERAL INFO AT START
self.general_info_at_start(dba, calc, fields)
# UPDATE/INSERT
print "test: invade_started = ",
(self.open_trade_position > -1)
if self.open_trade_position > -1:
self.update_info(dba, calc, fields)
else:
self.insert_info(dba, calc, fields)
# GENERAL VARIABLES THAT CAN BE CALCULATED
# ON THE DATA WE HAVE
self.general_info_at_end(dba, fields, self.trade_record)
# TEST INFO
#self.print_test_info()
# ADDING THE STATEMENTS
self.add_to_statement(records)
self.finance_id = self.finance_id + 1
return self.statement_trade
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
finally:
calc = None
dba = None
def general_info_at_start(self, dba, calc, fields):
"""
General info at the start of the trade.
"""
try:
self.market_id = dba.market_id_from_market(
fields[Input.MARKET_CODE])
self.commodity_id = dba.commodity_id_from_commodity_name(
fields[Input.COMMODITY_NAME], self.market_id)
self.open_trade_position = dba.open_trade_position(
self.market_id,
self.commodity_id,
T_TRADE)
self.finance_record = dba.get_finance_record(self.finance_id)
self.trade_record = dba.get_trade_record(self.open_trade_position)
self.long_flag = dba.get_long_flag_value(fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO], self.trade_record)
self.spread = fields[Input.SPREAD]
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
def update_info(self, dba, calc, fields):
"""
Update info.
"""
#NOTE: Correct way of updating = Supplier.query.filter(<your stuff here, or user filter_by, or whatever is in your where clause>).update(values)
#e.g.: session.query(Supplier).filter_by(id=2).update({"name": u"Mayowa"})
#TABLE_TRADE.query.filter(market_name=...,commodity_name=...).update({"date_...": date_... etc.})
try:
self.flag_insupdel = StatementType.UPDATE
self.trade_id = self.trade_record['trade_id']
## buy/sell related fields
if (
we_are_buying(
fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]
)
and self.trade_record['id_buy'] == -1
):
self.id_buy = self.finance_id
self.id_sell = self.trade_record['id_sell']
self.date_buy = fields[Input.DATE]
self.date_sell = self.trade_record['date_sell']
self.price_buy = calc.convert_from_orig(
fields[Input.PRICE],
fields[Input.EXCHANGE_RATE])
self.price_buy_orig = fields[Input.PRICE]
self.price_sell = self.trade_record['price_sell']
self.price_sell_orig = self.trade_record['price_sell_orig']
self.shares_buy = fields[Input.QUANTITY]
self.shares_sell = self.trade_record['shares_sell']
self.commission_buy = fields[Input.COMMISSION]
self.commission_sell = self.trade_record['commission_sell']
self.tax_buy = fields[Input.TAX]
self.tax_sell = self.trade_record['tax_sell']
self.amount_buy = fields[Input.AMOUNT]
self.amount_buy_simple = calc.calculate_amount_simple(
calc.convert_from_orig(
fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]
),
fields[Input.QUANTITY]
)
self.amount_sell = self.trade_record['amount_sell']
self.amount_sell_simple = self.trade_record['amount_sell_simple']
elif (
not we_are_buying(
fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]
)
and self.trade_record['id_sell'] == -1
):
self.id_buy = self.trade_record['id_buy']
self.id_sell = self.finance_id
self.date_buy = self.trade_record['date_buy']
self.date_sell = fields[Input.DATE]
self.price_buy = self.trade_record['price_buy']
self.price_buy_orig = self.trade_record['price_buy_orig']
self.price_sell = calc.convert_from_orig(
fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]
)
self.price_sell_orig = fields[Input.PRICE]
self.shares_buy = self.trade_record['shares_buy']
self.shares_sell = fields[Input.QUANTITY]
self.commission_buy = self.trade_record['commission_buy']
self.commission_sell = fields[Input.COMMISSION]
self.tax_buy = self.trade_record['tax_buy']
self.tax_sell = fields[Input.TAX]
self.amount_buy = self.trade_record['amount_buy']
self.amount_buy_simple = self.trade_record['amount_buy_simple']
self.amount_sell = fields[Input.AMOUNT]
self.amount_sell_simple = calc.calculate_amount_simple(
calc.convert_from_orig(
fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]
),
fields[Input.QUANTITY]
)
else:
raise Exception(
"{0} already contains a sell or buy record"
" and you are trying to add one like it"
" again?".format(T_TRADE))
self.stoploss = self.trade_record['stoploss']
self.stoploss_orig = self.trade_record['stoploss_orig']
self.profit_loss = calc.calculate_profit_loss(
self.price_buy,
self.shares_buy,
self.price_sell,
self.shares_sell,
self.tax_buy,
self.tax_sell,
self.commission_buy,
self.commission_sell,
self.long_flag)
self.profit_loss_orig = calc.convert_to_orig(
self.profit_loss,
fields[Input.EXCHANGE_RATE]
)
self.profit_loss_total = calc.calculate_profit_loss_total(
self.price_buy,
self.shares_buy,
self.price_sell,
self.shares_sell,
self.tax_buy,
self.tax_sell,
self.commission_buy,
self.commission_sell,
self.long_flag)
self.profit_loss_total_percent = (
self.profit_loss_total / self.amount_buy_simple
) * Decimal(100.0)
self.pool_at_start = self.trade_record['pool_at_start']
self.date_created = self.trade_record['date_created']
self.risk_input = self.trade_record['risk_input']
self.risk_input_percent = self.trade_record['risk_input_percent']
self.risk_initial = self.trade_record['risk_initial']
self.risk_initial_percent = (
self.risk_initial / self.amount_buy_simple
) * Decimal(100.0)
self.risk_actual = calc.calculate_risk_actual(
self.price_buy,
self.shares_buy,
self.tax_buy,
self.commission_buy,
self.price_sell,
self.shares_sell,
self.tax_sell,
self.commission_sell,
self.stoploss,
self.risk_initial,
self.profit_loss,
self.long_flag)
self.risk_actual_percent = (
self.risk_actual /
get_pool_without_margin(
fields[Input.POOL],
dba.get_margin_pool())
) * Decimal(100.0)
self.cost_total = calc.calculate_cost_total(
self.tax_buy,
self.commission_buy,
self.tax_sell,
self.commission_sell)
self.cost_other = calc.calculate_cost_other(
self.cost_total,
self.profit_loss)
self.win_flag = dba.get_win_flag_value(
self.price_buy,
self.price_sell)
self.drawdown_id = self.trade_record['drawdown_id']
self.r_multiple = calc.calculate_r_multiple(
self.profit_loss,
self.risk_initial)
self.date_expiration = self.trade_record['date_expiration']
# TODO: for investing, id_buy/sell is id_firstbuy and id_firstsell
# and expiration flag should only be set at the end of the trade
# when
# the trade is closed. This means that date_buy and date_sell is not
# enough to determine if a trade is closed or not. The total shares
# should also be 0 when added up OR shares_buy = shares_sell.
# So add:
#if trade_closed: (or something like that)
self.expired_flag = (
1 if (self.date_sell > self.date_expiration)
and (self.date_expiration != DEFAULT_DATE)
else 0
)
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
def insert_info(self, dba, calc, fields):
"""
Insert info.
"""
try:
self.flag_insupdel = StatementType.INSERT
self.trade_id = None # insert: new one created automatically
## buy/sell related fields
if we_are_buying(
fields[Input.ACCOUNT_FROM],
fields[Input.ACCOUNT_TO]
):
self.id_buy = self.finance_id
self.id_sell = -1
self.date_buy = fields[Input.DATE]
self.date_sell = DEFAULT_DATE
self.price_buy = calc.convert_from_orig(
fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]
)
self.price_buy_orig = fields[Input.PRICE]
self.price_sell = DEFAULT_DECIMAL
self.price_sell_orig = DEFAULT_DECIMAL
self.shares_buy = fields[Input.QUANTITY]
self.shares_sell = DEFAULT_INT
# TODO: commission and tax from T_RATE,
# when fields[Input.AUTOMATIC_FLAG] is 1
self.commission_buy = fields[Input.COMMISSION]
self.commission_sell = DEFAULT_DECIMAL
self.amount_buy = fields[Input.AMOUNT]
self.amount_sell = DEFAULT_DECIMAL
self.amount_buy_simple = calc.calculate_amount_simple(
calc.convert_from_orig(
fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]
),
fields[Input.QUANTITY]
)
self.amount_sell_simple = DEFAULT_DECIMAL
self.tax_buy = fields[Input.TAX]
self.tax_sell = DEFAULT_DECIMAL
self.risk_initial_percent = (
self.risk_initial / self.amount_buy_simple
) * Decimal(100.0)
else:
self.id_buy = -1
self.id_sell = self.finance_id
self.date_sell = fields[Input.DATE]
self.date_buy = DEFAULT_DATE
self.price_buy = DEFAULT_DECIMAL
self.price_buy_orig = DEFAULT_DECIMAL
self.price_sell = calc.convert_from_orig(fields[Input.PRICE], fields[Input.EXCHANGE_RATE])
self.price_sell_orig = fields[Input.PRICE]
self.shares_buy = DEFAULT_INT
self.shares_sell = fields[Input.QUANTITY]
self.commission_buy = DEFAULT_DECIMAL
# TODO: commission and tax from T_RATE (see also higher)
self.commission_sell = fields[Input.COMMISSION]
self.amount_buy = DEFAULT_DECIMAL
self.amount_sell = fields[Input.AMOUNT]
self.amount_buy_simple = DEFAULT_DECIMAL
self.amount_sell_simple = calc.calculate_amount_simple(
calc.convert_from_orig(fields[Input.PRICE], fields[Input.EXCHANGE_RATE])
, fields[Input.QUANTITY])
self.tax_buy = DEFAULT_DECIMAL
self.tax_sell = fields[Input.TAX]
self.risk_initial_percent = Decimal(100.0)*self.risk_initial/self.amount_sell_simple
self.stoploss = calc.calculate_stoploss(
calc.convert_from_orig(fields[Input.PRICE], fields[Input.EXCHANGE_RATE]),
fields[Input.QUANTITY],
fields[Input.TAX],
fields[Input.COMMISSION],
fields[Input.RISK],
get_pool_without_margin(
fields[Input.POOL],
dba.get_margin_pool()),
self.long_flag)
self.stoploss_orig = calc.convert_to_orig(self.stoploss, fields[Input.EXCHANGE_RATE])
self.profit_loss = DEFAULT_DECIMAL #Only calculated at end of trade.
self.profit_loss_orig = DEFAULT_DECIMAL
self.profit_loss_total = DEFAULT_DECIMAL
self.profit_loss_total_percent = DEFAULT_DECIMAL
self.pool_at_start = fields[Input.POOL]
self.risk_input = calc.calculate_risk_input(
get_pool_without_margin(
fields[Input.POOL],
dba.get_margin_pool()),
fields[Input.RISK])
self.risk_input_percent = fields[Input.RISK]
self.risk_initial = calc.calculate_risk_initial(
calc.convert_from_orig(
fields[Input.PRICE],
fields[Input.EXCHANGE_RATE]
),
fields[Input.QUANTITY],
fields[Input.TAX],
fields[Input.COMMISSION],
self.stoploss,
self.long_flag)
self.risk_actual = DEFAULT_DECIMAL
self.risk_actual_percent = DEFAULT_DECIMAL
self.cost_total = DEFAULT_DECIMAL
self.cost_other = DEFAULT_DECIMAL
self.win_flag = -1 # not yet finished, we can not know it yet.
self.drawdown_id = dba.new_drawdown_record()
self.r_multiple = DEFAULT_DECIMAL
self.date_expiration = fields[Input.DATE_EXPIRATION]
self.expired_flag = DEFAULT_INT
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
def general_info_at_end(self, dba, fields, trade_record):
"""
General info at the end of the trade.
"""
try:
self.profit_loss_percent = (
self.profit_loss / get_pool_without_margin(
self.pool_at_start,
dba.get_margin_pool())
)
self.year_buy = self.date_buy.year
self.month_buy = self.date_buy.month
self.day_buy = self.date_buy.day
self.year_sell = self.date_sell.year
self.month_sell = self.date_sell.month
self.day_sell = self.date_sell.day
except Exception as ex:
print Error.CREATE_STATEMENTS_TABLE_TRADE, ex
def add_to_statement(self, records):
"""
Add the data to the statement list.
"""
self.statement_trade.add(
records,
{
'trade_id': self.trade_id,
'market_id': int(self.market_id),
'commodity_id': int(self.commodity_id),
'date_buy': self.date_buy,
'year_buy': self.year_buy,
'month_buy': self.month_buy,
'day_buy': self.day_buy,
'date_sell': self.date_sell,
'year_sell': self.year_sell,
'month_sell': self.month_sell,
'day_sell': self.day_sell,
'long_flag': int(self.long_flag),
'price_buy': Decimal(self.price_buy),
'price_buy_orig': Decimal(self.price_buy_orig),
'price_sell': Decimal(self.price_sell),
'price_sell_orig': Decimal(self.price_sell_orig),
'shares_buy': int(self.shares_buy),
'shares_sell': int(self.shares_sell),
'commission_buy': Decimal(self.commission_buy),
'commission_sell': Decimal(self.commission_sell),
'tax_buy': Decimal(self.tax_buy),
'tax_sell': Decimal(self.tax_sell),
'amount_buy': Decimal(self.amount_buy),
'amount_sell': Decimal(self.amount_sell),
'amount_buy_simple': Decimal(self.amount_buy_simple),
'amount_sell_simple': Decimal(self.amount_sell_simple),
'risk_input': Decimal(self.risk_input),
'risk_input_percent': Decimal(self.risk_input_percent),
'risk_initial': Decimal(self.risk_initial),
'risk_initial_percent': Decimal(self.risk_initial_percent),
'risk_actual': Decimal(self.risk_actual),
'risk_actual_percent': Decimal(self.risk_actual_percent),
'cost_total': Decimal(self.cost_total),
'cost_other': Decimal(self.cost_other),
'stoploss': Decimal(self.stoploss),
'stoploss_orig': Decimal(self.stoploss_orig),
'profit_loss': Decimal(self.profit_loss),
'profit_loss_orig': Decimal(self.profit_loss_orig),
'profit_loss_total': Decimal(self.profit_loss_total),
'profit_loss_total_percent': Decimal(
self.profit_loss_total_percent),
'r_multiple': Decimal(self.r_multiple),
'win_flag': int(self.win_flag),
'id_buy': int(self.id_buy),
'id_sell': int(self.id_sell),
'drawdown_id': int(self.drawdown_id),
'pool_at_start': Decimal(self.pool_at_start),
'date_expiration': self.date_expiration,
'expired_flag': self.expired_flag,
'spread': self.spread,
'active': 1,
'date_created': self.date_created,
'date_modified': self.date_modified
},
self.flag_insupdel
)
def print_test_info(self):
"""
Print test info.
"""
print('<print>')
print('market_id =', self.market_id)
print('commodity_id =', self.commodity_id)
print('date_buy =', self.date_buy)
print('date_sell =', self.date_sell)
print('long_flag =', self.long_flag)
print('price_buy =', self.price_buy)
print('price_sell =', self.price_sell)
print('price_buy_orig =', self.price_buy_orig)
print('price_sell_orig =', self.price_sell_orig)
print('amount_buy_simple =', self.amount_buy_simple)
print('amount_sell_simple =', self.amount_sell_simple)
print('risk_input =', self.risk_input)
print('risk_input_percent =', self.risk_input_percent)
print('risk_initial =', self.risk_initial)
print('risk_initial_percent =', self.risk_initial_percent)
print('risk_actual =', self.risk_actual)
print('risk_actual_percent =', self.risk_actual_percent)
print('cost_total =', self.cost_total)
print('cost_other =', self.cost_other)
print('stoploss =', self.stoploss)
print('profit_loss =', self.profit_loss)
print('profit_loss_orig =', self.profit_loss_orig)
print('profit_loss_total =', self.profit_loss_total)
print('profit_loss_total_percent =', self.profit_loss_total_percent)
print('r_multiple =', self.r_multiple)
print('win_flag =', self.win_flag)
print('id_buy =', self.id_buy)
print('id_sell =', self.id_sell)
print('drawdown_id =', self.drawdown_id)
print('pool_at_start =', self.pool_at_start)
print('spread=', self.spread)
print('date_expiration =', self.date_expiration)
print('expired_flag =', self.expired_flag)
print('<\print>')