1
|
|
|
"""Accumulator |
2
|
|
|
|
3
|
|
|
A framework for the accumulation of occurrences with subjects. |
4
|
|
|
|
5
|
|
|
https://github.com/rochars/accumulator |
6
|
|
|
License: MIT |
7
|
|
|
|
8
|
|
|
Copyright (c) 2015-2017 Rafael da Silva Rocha |
9
|
|
|
|
10
|
|
|
Permission is hereby granted, free of charge, to any person obtaining a copy |
11
|
|
|
of this software and associated documentation files (the "Software"), to deal |
12
|
|
|
in the Software without restriction, including without limitation the rights |
13
|
|
|
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell |
14
|
|
|
copies of the Software, and to permit persons to whom the Software is |
15
|
|
|
furnished to do so, subject to the following conditions: |
16
|
|
|
|
17
|
|
|
The above copyright notice and this permission notice shall be included in |
18
|
|
|
all copies or substantial portions of the Software. |
19
|
|
|
|
20
|
|
|
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR |
21
|
|
|
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, |
22
|
|
|
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE |
23
|
|
|
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER |
24
|
|
|
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, |
25
|
|
|
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN |
26
|
|
|
THE SOFTWARE. |
27
|
|
|
""" |
28
|
|
|
|
29
|
|
|
import copy |
30
|
|
|
|
31
|
|
|
|
32
|
|
|
class Subject(object): |
33
|
|
|
"""A subject of an occurrence. |
34
|
|
|
|
35
|
|
|
Attributes: |
36
|
|
|
symbol: A string representing the symbol of the subject. |
37
|
|
|
name: A string representing the name of the subject. |
38
|
|
|
expiration_date: A string 'YYYY-mm-dd' representing the |
39
|
|
|
expiration date of the subject, if any. |
40
|
|
|
default_state: a dictionary with the default state |
41
|
|
|
of this subject. |
42
|
|
|
""" |
43
|
|
|
|
44
|
|
|
default_state = {} |
45
|
|
|
|
46
|
|
|
def __init__(self, symbol=None, name=None, expiration_date=None): |
47
|
|
|
self.symbol = symbol |
48
|
|
|
self.name = name |
49
|
|
|
self.expiration_date = expiration_date |
50
|
|
|
|
51
|
|
|
def get_default_state(self): |
52
|
|
|
"""Returns the default state of the subject class. |
53
|
|
|
|
54
|
|
|
Every time an Accumulator object is created it calls this |
55
|
|
|
method from the Asset object it is accumulating data from. |
56
|
|
|
""" |
57
|
|
|
return copy.deepcopy(self.default_state) |
58
|
|
|
|
59
|
|
|
def expire(self, accumulator): |
60
|
|
|
"""Updates the accumulator with the expiration of this subject.""" |
61
|
|
|
accumulator.state = copy.deepcopy(self.default_state) |
62
|
|
|
|
63
|
|
|
|
64
|
|
|
class Occurrence(object): |
65
|
|
|
"""An occurrence with an subject in a date. |
66
|
|
|
|
67
|
|
|
Occurrences are events involving an subject. |
68
|
|
|
|
69
|
|
|
Attributes: |
70
|
|
|
subject: An Asset object. |
71
|
|
|
date: A string 'YYYY-mm-dd'. |
72
|
|
|
""" |
73
|
|
|
|
74
|
|
|
def __init__(self, subject, date): |
75
|
|
|
self.subject = subject |
76
|
|
|
self.date = date |
77
|
|
|
|
78
|
|
|
def update_portfolio(self, portfolio): |
79
|
|
|
"""Should udpate the portfolio state. |
80
|
|
|
|
81
|
|
|
This is method is called by the Portfolio object when it accumulates |
82
|
|
|
the Occurrence. It is called before the accumulation occurs, so the |
83
|
|
|
Occurrence is free to manipulate the Portfolio data before it is passed |
84
|
|
|
to its subject corresponding Accumulator. |
85
|
|
|
""" |
86
|
|
|
pass |
87
|
|
|
|
88
|
|
|
def update_accumulator(self, accumulator): |
89
|
|
|
"""Should udpate the accumulator state. |
90
|
|
|
|
91
|
|
|
This method is called before the Accumulator log its current state. |
92
|
|
|
""" |
93
|
|
|
pass |
94
|
|
|
|
95
|
|
|
|
96
|
|
|
class Accumulator(object): |
97
|
|
|
"""An accumulator of occurrences with an subject. |
98
|
|
|
|
99
|
|
|
It can accumulate a series of occurrence objects and update its |
100
|
|
|
state based on the occurrences it accumulates. |
101
|
|
|
|
102
|
|
|
The update of the accumulator object state is responsibility |
103
|
|
|
of the occurrence it accumulates. |
104
|
|
|
|
105
|
|
|
It accumualates occurrences of a single subject. |
106
|
|
|
|
107
|
|
|
Attributes: |
108
|
|
|
subject: An subject instance, the subject whose data is being |
109
|
|
|
accumulated. |
110
|
|
|
date: A string 'YYYY-mm-dd' representing the date of the last |
111
|
|
|
status change of the accumulator. |
112
|
|
|
state: A dictionary with the initial state of this accumulator. |
113
|
|
|
logging: A boolean indicating if the accumulator should log |
114
|
|
|
the data passed to accumulate(). |
115
|
|
|
log: A dict with all the occurrences performed with the subject, |
116
|
|
|
provided that self.logging is True. |
117
|
|
|
""" |
118
|
|
|
|
119
|
|
|
def __init__(self, subject, state=None, logging=True): |
120
|
|
|
self.log = {} |
121
|
|
|
self.date = None |
122
|
|
|
if state: |
123
|
|
|
self.set_initial_state(state) |
124
|
|
|
else: |
125
|
|
|
self.state = subject.get_default_state() |
126
|
|
|
self.subject = subject |
127
|
|
|
self.logging = logging |
128
|
|
|
|
129
|
|
|
def set_initial_state(self, state): |
130
|
|
|
"""Set the initial state of the Accumulator object.""" |
131
|
|
|
self.state = copy.deepcopy(state) |
132
|
|
|
if 'date' in state: |
133
|
|
|
self.state.pop('date', None) |
134
|
|
|
self.date = state['date'] |
135
|
|
|
self.log[state['date']] = {} |
136
|
|
|
for key in [x for x in state.keys() if x != 'date']: |
137
|
|
|
self.log[state['date']][key] = state[key] |
138
|
|
|
|
139
|
|
|
|
140
|
|
|
def accumulate(self, occurrence): |
141
|
|
|
"""Accumulates an occurrence.""" |
142
|
|
|
occurrence.update_accumulator(self) |
143
|
|
|
if self.logging: |
144
|
|
|
self.log_occurrence(occurrence) |
145
|
|
|
|
146
|
|
|
def log_occurrence(self, operation): |
147
|
|
|
"""Log the state of the accumulator. |
148
|
|
|
|
149
|
|
|
If logging, this method is called behind the scenes every |
150
|
|
|
time accumulate() is called. The states are logged by day |
151
|
|
|
like this: |
152
|
|
|
{ |
153
|
|
|
'YYYY-mm-dd': state, |
154
|
|
|
... |
155
|
|
|
} |
156
|
|
|
""" |
157
|
|
|
self.log[operation.date] = copy.deepcopy(self.state) |
158
|
|
|
|
159
|
|
|
|
160
|
|
|
class Portfolio(object): |
161
|
|
|
"""A portfolio of subject accumulators. |
162
|
|
|
|
163
|
|
|
It receives Occurrence objects and update its accumulators |
164
|
|
|
with them. |
165
|
|
|
|
166
|
|
|
Attributes: |
167
|
|
|
subjects: A dict {Asset.symbol: Accumulator}. |
168
|
|
|
""" |
169
|
|
|
|
170
|
|
|
def __init__(self, state=None): |
171
|
|
|
self.subjects = {} |
172
|
|
|
if state: |
173
|
|
|
for subject, subject_state in state.items(): |
174
|
|
|
self.subjects[subject.symbol] = Accumulator( |
175
|
|
|
subject, |
176
|
|
|
subject_state |
177
|
|
|
) |
178
|
|
|
|
179
|
|
|
def accumulate(self, occurrence): |
180
|
|
|
"""Update the state of the Portfolio with an occurrence.""" |
181
|
|
|
occurrence.update_portfolio(self) |
182
|
|
|
self.accumulate_occurrence(occurrence) |
183
|
|
|
|
184
|
|
|
def accumulate_occurrence(self, occurrence): |
185
|
|
|
"""Accumulates an occurrence on its corresponding accumulator.""" |
186
|
|
|
if occurrence.subject.symbol not in self.subjects: |
187
|
|
|
self.subjects[occurrence.subject.symbol] = Accumulator( |
188
|
|
|
occurrence.subject |
189
|
|
|
) |
190
|
|
|
self.subjects[occurrence.subject.symbol].accumulate(occurrence) |
191
|
|
|
|