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"""Some sample events. |
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trade: Financial Application Framework |
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http://trade.readthedocs.org/ |
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https://github.com/rochars/trade |
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License: MIT |
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This plugin provides a standard set of events for the trade module. |
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Events are subclasses of the Occurrence class. They are passed to |
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Accumulator and Porfolio objects to change asset data. |
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It contains the definitions of: |
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- Event |
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- StockSplit |
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- BonusShares |
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Copyright (c) 2016 Rafael da Silva Rocha |
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Permission is hereby granted, free of charge, to any person obtaining a copy |
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of this software and associated documentation files (the "Software"), to deal |
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in the Software without restriction, including without limitation the rights |
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell |
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copies of the Software, and to permit persons to whom the Software is |
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furnished to do so, subject to the following conditions: |
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The above copyright notice and this permission notice shall be included in |
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all copies or substantial portions of the Software. |
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR |
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, |
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE |
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER |
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, |
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN |
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THE SOFTWARE. |
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""" |
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from __future__ import absolute_import |
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from . trade.occurrence import Occurrence |
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from . trade.utils import average_price |
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class BaseEvent(Occurrence): |
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"""Base class for events.""" |
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def __init__(self, asset, date, factor): |
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super(BaseEvent, self).__init__(asset, date) |
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self.factor = factor |
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class StockSplit(BaseEvent): |
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"""A stock split. |
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This class represents both stock splits and reverse stock splits. |
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Stock splits are represented by values greater than 1. |
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Reverse stock splits are represented by values between 0 and 1. |
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""" |
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def update_accumulator(self, container): |
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"""Performs a split or a reverse split on the stock.""" |
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container.state['quantity'] = container.state['quantity'] * self.factor |
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container.state['price'] = container.state['price'] / self.factor |
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class BonusShares(BaseEvent): |
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"""Bonus shares.""" |
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def update_accumulator(self, container): |
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"""Add stocks received as bonus shares do the accumulator.""" |
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new_quantity = container.state['quantity'] * self.factor |
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container.state['price'] = average_price( |
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container.state['quantity'], container.state['price'], |
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new_quantity, 0 |
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) |
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container.state['quantity'] += new_quantity |
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rochars /
trade
