def view_strategy_config(data):
diag_config = diagProcessConfig(data)
strategy_name = get_valid_strategy_name_from_user()
result_dict = diag_config.get_strategy_dict_for_strategy(strategy_name)
for key, value in result_dict.items():
print("%s: %s" % (str(key), str(value)))
print("\nAbove should be modified in private_config.yaml files")
def update_strategy_override(data):
update_overrides = updateOverrides(data)
strategy_name = get_valid_strategy_name_from_user(data=data)
new_override = get_overide_object_from_user()
ans = input("Are you sure? (y/other)")
if ans =="y":
update_overrides.update_override_for_strategy(strategy_name, new_override)
def create_balance_trade(data):
data_broker = dataBroker(data)
default_account = data_broker.get_broker_account()
print(
"Most likely use case here is that IB has closed one of your positions as close to the expiry"
)
print(
"Or an edge case in which an order was submitted and then filled whilst you were not monitoring fills"
)
print("Or perhaps you are trading manually")
print("Trades have to be attributed to a strategy (even roll trades)")
strategy_name = get_valid_strategy_name_from_user(data=data, source="positions")
instrument_code, contract_date = get_valid_instrument_code_and_contractid_from_user(
data)
fill_qty = get_and_convert(
"Quantity ",
type_expected=int,
allow_default=False)
filled_price = get_and_convert(
"Filled price", type_expected=float, allow_default=False
)
fill_datetime = get_datetime_input("Fill datetime", allow_default=True)
commission = get_and_convert(
"Commission",
type_expected=float,
allow_default=True,
default_value=0.0)
broker_account = get_and_convert(
"Account ID",
type_expected=str,
allow_default=True,
default_value=default_account,
)
broker_order = brokerOrder(
strategy_name,
instrument_code,
contract_date,
fill_qty,
fill=fill_qty,
algo_used="balance_trade",
order_type=broker_balance_order_type,
filled_price=filled_price,
fill_datetime=fill_datetime,
broker_account=broker_account,
commission=commission,
manual_fill=True,
active=False,
)
print(broker_order)
ans = input("Are you sure? (Y/other)")
if ans != "Y":
return None
stack_handler = stackHandlerCreateBalanceTrades(data)
stack_handler.create_balance_trade(broker_order)
def reset_limit_for_instrument_strategy(data):
trade_limits = dataTradeLimits(data)
instrument_code = get_valid_instrument_code_from_user(data)
period_days = get_and_convert("Period of days?", type_expected=int, allow_default=True, default_value = 1)
strategy_name = get_valid_strategy_name_from_user(data=data)
ans = input("Reset means trade 'clock' will restart. Are you sure? (y/other)")
if ans =="y":
trade_limits.reset_instrument_strategy_limit(strategy_name, instrument_code, period_days)
def change_limit_for_instrument_strategy(data):
trade_limits = dataTradeLimits(data)
instrument_code = get_valid_instrument_code_from_user(data)
period_days = get_and_convert("Period of days?", type_expected=int, allow_default=True, default_value = 1)
strategy_name = get_valid_strategy_name_from_user(data=data)
new_limit = get_and_convert("Limit (in contracts?)", type_expected=int, allow_default=False)
ans = input("Update will change number of trades allowed in periods, but won't reset 'clock'. Are you sure? (y/other)")
if ans =="y":
trade_limits.update_instrument_strategy_limit_with_new_limit(strategy_name, instrument_code, period_days, new_limit)
def update_strategy_instrument_override(data):
view_overrides(data)
update_overrides = updateOverrides(data)
instrument_code = get_valid_instrument_code_from_user(data)
strategy_name = get_valid_strategy_name_from_user(data=data,
source="positions")
new_override = get_overide_object_from_user()
ans = input("Are you sure? (y/other)")
if ans == "y":
update_overrides.update_override_for_strategy_instrument(
strategy_name, instrument_code, new_override)
def optimal_positions(data):
strategy_name = get_valid_strategy_name_from_user(data=data)
optimal_data = dataOptimalPositions(data)
instrument_code_list = optimal_data.get_list_of_instruments_for_strategy_with_optimal_position(strategy_name)
instrument_code = get_valid_code_from_list(instrument_code_list)
if instrument_code is user_exit:
return None
data_series = optimal_data.get_optimal_position_as_df_for_strategy_and_instrument(strategy_name, instrument_code)
print(data_series)
return None
def strategy_report(data):
strategy_name = get_valid_strategy_name_from_user(data=data, allow_all=True, all_code="ALL")
if strategy_name!="ALL":
data_backtests = dataBacktest(data)
timestamp = data_backtests.interactively_choose_timestamp(strategy_name)
else:
timestamp = arg_not_supplied
report_config = email_or_print(strategy_report_config)
report_config.modify_kwargs(strategy_name = strategy_name,
timestamp = timestamp)
run_report(report_config, data = data)
def strategy_report(data):
strategy_name = get_valid_strategy_name_from_user(
data=data, allow_all=True, all_code=ALL_STRATEGIES
)
if strategy_name != ALL_STRATEGIES:
timestamp = interactively_choose_timestamp(
strategy_name=strategy_name, data=data
)
else:
timestamp = arg_not_supplied
report_config = email_or_print_or_file(strategy_report_config)
report_config.modify_kwargs(strategy_name=strategy_name, timestamp=timestamp)
run_report(report_config, data=data)
def optimal_positions(data):
strategy_name = get_valid_strategy_name_from_user(
data=data, source="optimal_positions")
optimal_data = dataOptimalPositions(data)
instrument_code_list = (
optimal_data.
get_list_of_instruments_for_strategy_with_optimal_position(
strategy_name))
instrument_code = get_valid_code_from_list(instrument_code_list)
if instrument_code is user_exit:
return None
instrument_strategy = instrumentStrategy(instrument_code=instrument_code,
strategy_name=strategy_name)
data_series = optimal_data.get_optimal_position_as_df_for_instrument_strategy(
instrument_strategy)
print(data_series)
return None
