def subscribe_funds(self, dt, amount):
"""
Credit funds to the portfolio.
"""
if dt < self.current_dt:
raise ValueError('Subscription datetime (%s) is earlier than '
'current portfolio datetime (%s). Cannot '
'subscribe funds.' % (dt, self.current_dt))
self.current_dt = dt
if amount < 0.0:
raise ValueError('Cannot credit negative amount: '
'%s to the portfolio.' % amount)
cash_position = self.pos_handler.positions[self.cash_position_key]
new_quantity = cash_position.quantity + amount
self.pos_handler.update_position(self.cash_position_key,
quantity=new_quantity,
current_dt=self.current_dt)
self.history.append(
PortfolioEvent.create_subscription(self.current_dt, amount,
self.total_cash))
self.logger.info(
'(%s) Funds subscribed to portfolio "%s" '
'- Credit: %0.2f, Balance: %0.2f' %
(self.current_dt.strftime(settings.LOGGING["DATE_FORMAT"]),
self.portfolio_id, round(amount, 2), round(self.total_cash, 2)))
def _initialise_portfolio_with_cash(self):
"""
Initialise the portfolio with a (default) currency Cash Asset
with quantity equal to 'starting_cash'.
"""
self.cash = copy.copy(self.starting_cash)
if self.starting_cash > 0.0:
self.history.append(
PortfolioEvent.create_subscription(self.current_dt,
self.starting_cash,
self.starting_cash))
self.logger.info(
'(%s) Funds subscribed to portfolio "%s" '
'- Credit: %0.2f, Balance: %0.2f' %
(self.current_dt.strftime(
settings.LOGGING["DATE_FORMAT"]), self.portfolio_id,
round(self.starting_cash, 2), round(self.starting_cash, 2)))
def _initialise_portfolio_with_cash(self):
self.cash = copy.copy(self.starting_cash)
if self.starting_cash > 0.0:
self.history.append(
PortfolioEvent.create_subscription(
self.current_k, self.starting_cash, self.starting_cash
)
)
self.logger.info(
'(%s) Funds subscribed to portfolio "%s" '
'- Credit: %0.2f, Balance: %0.2f' % (
self.current_k,
# self.current_k.strftime(settings.LOGGING["DATE_FORMAT"]),
self.portfolio_id,
round(self.starting_cash, 2),
round(self.starting_cash, 2)
)
)
def _initialise_portfolio_with_cash(self):
"""
Initialise the portfolio with a (default) currency Cash Asset
with quantity equal to 'starting_cash'.
"""
cash_position = Position(self.cash_position_key,
self.starting_cash,
book_cost_pu=1.0,
current_price=1.0,
current_dt=self.current_dt)
self.pos_handler.positions[self.cash_position_key] = cash_position
if self.starting_cash > 0.0:
self.history.append(
PortfolioEvent.create_subscription(self.current_dt,
self.starting_cash,
self.starting_cash))
self.logger.info(
'(%s) Funds subscribed to portfolio "%s" '
'- Credit: %0.2f, Balance: %0.2f' %
(self.current_dt.strftime(
settings.LOGGING["DATE_FORMAT"]), self.portfolio_id,
round(self.starting_cash, 2), round(self.starting_cash, 2)))