def getReport():
today = date.today()
delta = datetime.timedelta(days=1)
yesterday = today - delta
trades = Trade.objects.filter(
Q(tradeDate__year=today.year) & Q(tradeDate__month=today.month) & Q(tradeDate__day=today.day)
)
for trade in trades:
try:
new_report = Report.objects.get(
Q(symbol=trade.symbol)
& Q(reportDate__year=today.year)
& Q(reportDate__month=today.month)
& Q(reportDate__day=today.day)
)
except Report.DoesNotExist: # today's new does not exist
try: # get yesterday's
old_report = Report.objects.get(
Q(symbol=trade.symbol)
& Q(reportDate__year=yesterday.year)
& Q(reportDate__month=yesterday.month)
& Q(reportDate__day=yesterday.day)
)
old_report.pk = None
old_report.save() # clone a new one
new_report = old_report
new_report.SOD = new_report.EOD # update SOD
except Report.DoesNotExist: # yesterday's old does not exist
new_report = Report()
new_report.symbol = trade.symbol
new_report.reportDate = today
# update report
if trade.side == "B":
total = new_report.buys * new_report.buyAve
total += trade.quantity * trade.price # new total
new_report.buys += trade.quantity # new buys
new_report.buyAve = total / new_report.buys # new buy ave
new_report.EOD = new_report.EOD + trade.quantity
elif trade.side == "S":
total = new_report.sells * new_report.sellAve
total += trade.quantity * trade.price # new total
new_report.sells += trade.quantity # new sells
new_report.sellAve = total / new_report.sells # new sell ave
new_report.EOD = new_report.EOD - trade.quantity
new_report.save() # save result
getPNLs(today) # calculate PNLS
getTotal(today) # get summary date
def newReport(account, symbol, today):
try:
mainAccount = account[:5]
new_report = Report.objects.get(Q(account=mainAccount) & Q(symbol=symbol) & Q(reportDate=today))
except Report.DoesNotExist: # today's new does not exist
new_report = Report()
new_report.account = mainAccount
new_report.symbol = symbol
new_report.reportDate = today
new_report.save()
#new_report = Report.objects.create(symbol=symbol, reportDate=today)
return new_report
def getTotal(report_date):
total = Report()
total.symbol = "Total"
report_list = Report.objects.filter(Q(reportDate=report_date))
for report in report_list:
total.SOD += report.SOD
total.buys += report.buys
total.sells += report.sells
total.grossPNL += report.grossPNL
total.unrealizedPNL += report.unrealizedPNL
total.fees += report.fees
total.netPNL += report.netPNL
total.LMV += report.LMV
total.SMV += report.SMV
total.EOD += report.EOD
total.reportDate = report_date
total.save()
