def test_synchronize_portfolio_all_extra_portfolio_positions(self): portfolio = Portfolio.from_dict(self.base_portfolio) broker = Broker() broker.synchronize_portfolio(self.base_positions, portfolio) portfolio.model['current_portfolio']['securities'].append({ "ticker_symbol": "XXX", "quantity": 1, "purchase_date": None, "purchase_price": 1.0, "current_price": 1.0, "current_returns": 0.0, "trade_state": "UNFILLED", "order_id": None }) self.assertEqual( portfolio.get_position('XXX')['trade_state'], 'UNFILLED')
def test_synchronize_portfolio_all_positions_filled(self): portfolio = Portfolio.from_dict(self.base_portfolio) broker = Broker() broker.synchronize_portfolio(self.base_positions, portfolio) for sec in portfolio.model['current_portfolio']['securities']: self.assertEqual(sec['trade_state'], 'FILLED') self.assertEqual( sec['purchase_price'], self.base_positions['equities'][ sec['ticker_symbol']]['averagePrice'])
def test_synchronize_portfolio_no_boker_positions_filled(self): portfolio = Portfolio.from_dict(self.base_portfolio) broker = Broker() broker.synchronize_portfolio( { 'equities': {}, 'cash': { 'cashAvailableForTrading': 100 } }, portfolio) for sec in portfolio.model['current_portfolio']['securities']: self.assertEqual(sec['trade_state'], 'UNFILLED')
def test_synchronize_portfolio_all_extra_broker_positions(self): portfolio = Portfolio.from_dict(self.base_portfolio) positions = deepcopy(self.base_positions) broker = Broker() broker.synchronize_portfolio(positions, portfolio) positions['equities']['XXX'] = { 'longQuantity': 1.0, 'averagePrice': 10.0, 'marketValue': 10.0 } for sec in portfolio.model['current_portfolio']['securities']: self.assertEqual(sec['trade_state'], 'FILLED') self.assertEqual( sec['purchase_price'], positions['equities'][sec['ticker_symbol']]['averagePrice'])
def main(): """ Main function of this script """ try: #(app_ns, portfolio_size) = parse_params() (app_ns, portfolio_size) = ('sa', 3) log.info("Application Parameters") log.info("-app_namespace: %s" % app_ns) log.info("-portfolio_size: %d" % portfolio_size) # test all connectivity upfront, so if there any issues # the problem becomes more apparent connector_test.test_all_connectivity() (current_portfolio, security_recommendation) = portfolio_mgr_svc.get_service_inputs(app_ns) log.info("Loaded recommendation set id: %s" % security_recommendation.model['set_id']) if current_portfolio is None: log.info("Creating new portfolio") current_portfolio = Portfolio(None) current_portfolio.create_empty_portfolio(security_recommendation) else: log.info("Repricing portfolio") current_portfolio.reprice(datetime.now()) (updated_portfolio, updated) = portfolio_mgr_svc.update_portfolio( current_portfolio, security_recommendation, portfolio_size) # See if there is anything that needs to be traded market_open = td_ameritrade.equity_market_open(datetime.now()) if market_open == True: broker = Broker() broker.cancel_all_open_orders() log.info("Market is open. Looking for trading opportunities") current_positions = td_ameritrade.positions_summary() try: if broker.reconcile_portfolio(current_positions, updated_portfolio) == False: log.info( "Portfolio is not in sync with brokerage account positions. Positions will be rebalanced") broker.materialize_portfolio( current_positions, updated_portfolio) finally: updated_positions = td_ameritrade.positions_summary() broker.synchronize_portfolio( updated_positions, updated_portfolio) updated_portfolio.recalc_returns() broker.cancel_all_open_orders() else: log.info("Market is closed. Nothing to trade") log.info("updated portfolio: %s" % util.format_dict(updated_portfolio.to_dict())) log.info("Saving updated portfolio") updated_portfolio.save_to_s3( app_ns, constants.S3_PORTFOLIO_OBJECT_NAME) portfolio_mgr_svc.publish_current_returns( updated_portfolio, updated, app_ns) except Exception as e: stack_trace = traceback.format_exc() log.error("Could run script, because: %s" % (str(e))) log.error(stack_trace) aws_service_wrapper.notify_error(e, "Portfolio Manager Service", stack_trace, app_ns)