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"""Occurrence |
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A class to represent occurrences with subjects. |
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https://github.com/rochars/trade |
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License: MIT |
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Copyright (c) 2015-2018 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 __future__ import division |
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import math |
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class Occurrence(object): |
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"""A class to represent occurrences with subjects. |
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Attributes: |
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subject: A Subject instance. |
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date: A string to represent the moment of the occurrence. |
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details: A dictionary with the occurrence details. |
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""" |
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def __init__(self, subject, date, details): |
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self.subject = subject |
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self.date = date |
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self.details = details |
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def update_holder(self, holder): |
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"""Udpate the Holder state according to the occurrence. |
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This implementation is a example of how a Occurrence object |
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can update the Holder state; this method should be overriden |
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by classes that inherit from the Occurrence class. |
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This sample implementation simply update the quantity and the average |
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price of the Subject in the Holder's possession every time objects |
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from this class are passed to Holder.trade(). |
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This sample implementation considers the following signature for |
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the Holder.state dictionary: |
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{ |
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"SUBJECT SYMBOL": { |
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"quantity": 0, |
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"value": 0 |
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}, |
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... |
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} |
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""" |
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subject_symbol = self.subject.symbol |
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# If the Holder already have a state regarding this Subject, |
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# update that state |
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if subject_symbol in holder.state: |
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# If the Holder have zero units of this subject, the average |
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# value paid/received for the subject is the value of the trade itself |
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if not holder.state[subject_symbol]['quantity']: |
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holder.state[subject_symbol]['value'] = self.details['value'] |
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# If the Holder owns units of this subject then the average value |
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# paid/received for the subject may need to be updated with |
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# this occurrence details |
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elif same_sign( |
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holder.state[subject_symbol]['quantity'], |
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self.details['quantity']): |
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holder.state[subject_symbol]['value'] = average_price( |
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holder.state[subject_symbol]['quantity'], |
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holder.state[subject_symbol]['value'], |
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self.details['quantity'], |
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self.details['value'] |
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) |
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# Update the quantity of the subject in the Holder's posession |
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holder.state[subject_symbol]['quantity'] += self.details['quantity'] |
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# If the Holder don't have a state with this occurrence's Subject, |
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# then register this occurrence as the first state of the Subject |
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# in the Holder's possession |
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else: |
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holder.state[subject_symbol] = { |
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'quantity': self.details['quantity'], |
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'value': self.details['value'] |
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} |
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# If the Holder knows about this Subject but don't have any unit |
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# of it, the paid value of the subject in the Holder state should |
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# be zero. |
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if not holder.state[subject_symbol]['quantity']: |
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holder.state[subject_symbol]['value'] = 0 |
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def average_price(quantity_1, price_1, quantity_2, price_2): |
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"""Calculates the average price between two asset states.""" |
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return (quantity_1 * price_1 + quantity_2 * price_2) / \ |
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(quantity_1 + quantity_2) |
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def same_sign(number_1, number_2): |
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"""Checks if two numbers have the same sign.""" |
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return (number_1 >= 0) ^ (number_2 < 0) |
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rochars /
trade
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