TradeJSON.create_containers() - Code Metrics - Inspection of "fixed whitespace" - rochars/trade - Measure and Improve Code Quality continuously with Scrutinizer

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Push — master ( cbe225...905fd3 )

by Rafael S.

created 2017-12-03 18:37 UTC

TradeJSON.create_containers() A

↳ Parent: TradeJSON

Complexity

Conditions

Size

Total Lines

Duplication

Lines	0
Ratio	0 %

Importance

Changes	3
Bugs	0	Features	0

Metric	Value
c	3
b	0
f	0
dl	0
loc	12
rs	9.4285
cc	3

"""trade JSON interface.

trade: Financial Application Framework
https://github.com/rochars/trade
http://trade.readthedocs.org/
License: MIT

Copyright (c) 2015-2017 Rafael da Silva Rocha

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in
all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
THE SOFTWARE.
"""

from __future__ import absolute_import

import json
from . accumulator import Portfolio

from . trade import OperationContainer


class TradeJSON(object):
    """trade JSON interface."""

    def __init__(self, container_tasks, types):
        self.subjects = {}
        self.occurrences = []
        self.containers = {}
        self.container_tasks = container_tasks
        self.types = types
        self.portfolio = None
        self.totals = {
            'total_operations': 0,
            'sale_operations': 0,
            'purchase_operations': 0,
            'sale_volume': 0,
            'purchase_volume': 0,
            'total_daytrades': 0
        }

    def create_subjects(self, data):
        """creates a subject object for all subjects in the json."""
        self.create_subject(data)
        self.create_subject_underlying()

    def create_subject(self, data):
        """Create one subject from a subject in the JSON."""
        for subject, details in data['subjects'].items():
            self.subjects[subject] = {
                'object': self.types[details['type']](
                    name=details['name'],
                    symbol=subject,
                    expiration_date=details.get('expiration_date', None),
                    underlying_assets=details.get('underlying_assets', {})
                ),
                'sales': 0,
                'purchases': 0,
                'daytrades': 0,
                'operations': 0
            }

    def create_subject_underlying(self):
        """Create the underlying objects of one subject."""
        for obj in self.subjects.values():
            if obj['object'].underlying_assets:
                original_underlying = obj['object'].underlying_assets
                underlying_assets = {}
                for underlying, ratio in original_underlying.items():
                    underlying_assets\
                        [self.subjects[underlying]['object']] = ratio
                obj['object'].underlying_assets = underlying_assets

    def create_occurrences(self, data):
        """Creates all the occurrences described in the json."""
        self.occurrences = []
        for occurrence in data['occurrences']:
            self.occurrences.append(
                self.types[occurrence['type']](
                    quantity=occurrence['quantity'],
                    price=occurrence['price'],
                    date=occurrence['date'],
                    subject=self.subjects[occurrence['subject']]['object']
                )
            )
            self.totals['total_operations'] += 1
            self.subjects[occurrence['subject']]['operations'] += 1
            volume = abs(occurrence['quantity'] * occurrence['price'])
            if occurrence['quantity'] > 0:
                self.totals['purchase_operations'] += 1
                self.totals['purchase_volume'] += volume
                self.subjects[occurrence['subject']]['purchases'] += 1
            else:
                self.totals['sale_operations'] += 1
                self.totals['sale_volume'] += volume
                self.subjects[occurrence['subject']]['sales'] += 1

    def create_containers(self):
        """Creates a container for each operation date.

        The containers are then filled with the respective operations.
        """
        for occurrence in self.occurrences:
            if occurrence.date not in self.containers:
                self.containers[occurrence.date] = OperationContainer(
                    operations=[],
                    tasks=self.container_tasks
                )
            self.containers[occurrence.date].operations.append(occurrence)

    def create_portfolio(self, data):
        """Create a portfolio to store the positions."""
        initial_state = {}
        for asset_name, asset_state in data['initial state'].items():
            initial_state[self.subjects[asset_name]['object']] = asset_state
        self.portfolio = Portfolio(state=initial_state)

    def accumulate_positions(self):
        """Accumulate each container position on the portoflio."""
        for key in sorted(self.containers.keys()):
            self.containers[key].fetch_positions()
            if 'positions' in self.containers[key].context:
                self.accumulate_position(key)

    def accumulate_position(self, key):
        """Accumulate one position in the portfolio."""
        for position_type, position_asset in \
            self.containers[key].context['positions'].items():
            for asset_symbol, position in position_asset.items():
                self.portfolio.accumulate(position)
                if position_type == 'daytrades':
                    self.totals['total_daytrades'] += 1
                    self.subjects[asset_symbol]['daytrades'] += 1

    def get_base_log(self):
        """Get the structure of the return json."""
        return {
            'totals': {
                "sales": {
                    "volume": self.totals['sale_volume'],
                    "operations": self.totals['sale_operations']
                },
                "purchases": {
                    "volume": self.totals['purchase_volume'],
                    "operations": self.totals['purchase_operations']
                },
                "operations": self.totals['total_operations'],
                "daytrades": self.totals['total_daytrades'],
                'results' : {}
            },
            'assets': {}
        }

    def get_states(self):
        """Fill the return json with the log of each accumulator."""
        logs = self.get_base_log()
        for accumulator in self.portfolio.subjects.values():
            if accumulator.subject.symbol not in logs['assets']:
                self.get_state(accumulator, logs)
        return logs

    def get_state(self, accumulator, logs):
        """Get the state of one subject."""
        logs['assets'][accumulator.subject.symbol] = {
            'totals': {
                "sales": self.subjects\
                    [accumulator.subject.symbol]['sales'],
                "purchases": self.subjects\
                    [accumulator.subject.symbol]['purchases'],
                "operations": self.subjects\
                    [accumulator.subject.symbol]['operations'],
                "daytrades": self.subjects\
                    [accumulator.subject.symbol]['daytrades'],
                "results": accumulator.state['results']
            },
            'states': {}
        }
        logs['assets'][accumulator.subject.symbol]['states'] = \
            accumulator.log
        for key in accumulator.state['results'].keys():
            if key not in logs['totals']['results']:
                logs['totals']['results'][key] = 0
            logs['totals']['results'][key] += accumulator.state['results']\
                [key]

    def get_trade_results(self, data):
        """json in, json out"""
        data = json.loads(data)
        self.create_subjects(data)
        self.create_occurrences(data)
        self.create_portfolio(data)
        self.create_containers()
        self.accumulate_positions()
        json_output = json.dumps(self.get_states())
        return json_output


1			"""trade JSON interface.
2
3			trade: Financial Application Framework
4			https://github.com/rochars/trade
5			http://trade.readthedocs.org/
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			from __future__ import absolute_import
30
31			import json
32			from . accumulator import Portfolio
33
34			from . trade import OperationContainer
35
36
37			class TradeJSON(object):
38			"""trade JSON interface."""
39
40			def __init__(self, container_tasks, types):
41			self.subjects = {}
42			self.occurrences = []
43			self.containers = {}
44			self.container_tasks = container_tasks
45			self.types = types
46			self.portfolio = None
47			self.totals = {
48			'total_operations': 0,
49			'sale_operations': 0,
50			'purchase_operations': 0,
51			'sale_volume': 0,
52			'purchase_volume': 0,
53			'total_daytrades': 0
54			}
55
56			def create_subjects(self, data):
57			"""creates a subject object for all subjects in the json."""
58			self.create_subject(data)
59			self.create_subject_underlying()
60
61			def create_subject(self, data):
62			"""Create one subject from a subject in the JSON."""
63			for subject, details in data['subjects'].items():
64			self.subjects[subject] = {
65			'object': self.types[details['type']](
66			name=details['name'],
67			symbol=subject,
68			expiration_date=details.get('expiration_date', None),
69			underlying_assets=details.get('underlying_assets', {})
70			),
71			'sales': 0,
72			'purchases': 0,
73			'daytrades': 0,
74			'operations': 0
75			}
76
77			def create_subject_underlying(self):
78			"""Create the underlying objects of one subject."""
79			for obj in self.subjects.values():
80			if obj['object'].underlying_assets:
81			original_underlying = obj['object'].underlying_assets
82			underlying_assets = {}
83			for underlying, ratio in original_underlying.items():
84			underlying_assets\
85			[self.subjects[underlying]['object']] = ratio
86			obj['object'].underlying_assets = underlying_assets
87
88			def create_occurrences(self, data):
89			"""Creates all the occurrences described in the json."""
90			self.occurrences = []
91			for occurrence in data['occurrences']:
92			self.occurrences.append(
93			self.types[occurrence['type']](
94			quantity=occurrence['quantity'],
95			price=occurrence['price'],
96			date=occurrence['date'],
97			subject=self.subjects[occurrence['subject']]['object']
98			)
99			)
100			self.totals['total_operations'] += 1
101			self.subjects[occurrence['subject']]['operations'] += 1
102			volume = abs(occurrence['quantity'] * occurrence['price'])
103			if occurrence['quantity'] > 0:
104			self.totals['purchase_operations'] += 1
105			self.totals['purchase_volume'] += volume
106			self.subjects[occurrence['subject']]['purchases'] += 1
107			else:
108			self.totals['sale_operations'] += 1
109			self.totals['sale_volume'] += volume
110			self.subjects[occurrence['subject']]['sales'] += 1
111
112			def create_containers(self):
113			"""Creates a container for each operation date.
114
115			The containers are then filled with the respective operations.
116			"""
117			for occurrence in self.occurrences:
118			if occurrence.date not in self.containers:
119			self.containers[occurrence.date] = OperationContainer(
120			operations=[],
121			tasks=self.container_tasks
122			)
123			self.containers[occurrence.date].operations.append(occurrence)
124
125			def create_portfolio(self, data):
126			"""Create a portfolio to store the positions."""
127			initial_state = {}
128			for asset_name, asset_state in data['initial state'].items():
129			initial_state[self.subjects[asset_name]['object']] = asset_state
130			self.portfolio = Portfolio(state=initial_state)
131
132			def accumulate_positions(self):
133			"""Accumulate each container position on the portoflio."""
134			for key in sorted(self.containers.keys()):
135			self.containers[key].fetch_positions()
136			if 'positions' in self.containers[key].context:
137			self.accumulate_position(key)
138
139			def accumulate_position(self, key):
140			"""Accumulate one position in the portfolio."""
141			for position_type, position_asset in \
142			self.containers[key].context['positions'].items():
143			for asset_symbol, position in position_asset.items():
144			self.portfolio.accumulate(position)
145			if position_type == 'daytrades':
146			self.totals['total_daytrades'] += 1
147			self.subjects[asset_symbol]['daytrades'] += 1
148
149			def get_base_log(self):
150			"""Get the structure of the return json."""
151			return {
152			'totals': {
153			"sales": {
154			"volume": self.totals['sale_volume'],
155			"operations": self.totals['sale_operations']
156			},
157			"purchases": {
158			"volume": self.totals['purchase_volume'],
159			"operations": self.totals['purchase_operations']
160			},
161			"operations": self.totals['total_operations'],
162			"daytrades": self.totals['total_daytrades'],
163			'results' : {}
164			},
165			'assets': {}
166			}
167
168			def get_states(self):
169			"""Fill the return json with the log of each accumulator."""
170			logs = self.get_base_log()
171			for accumulator in self.portfolio.subjects.values():
172			if accumulator.subject.symbol not in logs['assets']:
173			self.get_state(accumulator, logs)
174			return logs
175
176			def get_state(self, accumulator, logs):
177			"""Get the state of one subject."""
178			logs['assets'][accumulator.subject.symbol] = {
179			'totals': {
180			"sales": self.subjects\
181			[accumulator.subject.symbol]['sales'],
182			"purchases": self.subjects\
183			[accumulator.subject.symbol]['purchases'],
184			"operations": self.subjects\
185			[accumulator.subject.symbol]['operations'],
186			"daytrades": self.subjects\
187			[accumulator.subject.symbol]['daytrades'],
188			"results": accumulator.state['results']
189			},
190			'states': {}
191			}
192			logs['assets'][accumulator.subject.symbol]['states'] = \
193			accumulator.log
194			for key in accumulator.state['results'].keys():
195			if key not in logs['totals']['results']:
196			logs['totals']['results'][key] = 0
197			logs['totals']['results'][key] += accumulator.state['results']\
198			[key]
199
200			def get_trade_results(self, data):
201			"""json in, json out"""
202			data = json.loads(data)
203			self.create_subjects(data)
204			self.create_occurrences(data)
205			self.create_portfolio(data)
206			self.create_containers()
207			self.accumulate_positions()
208			json_output = json.dumps(self.get_states())
209			return json_output
210

rochars / trade

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TradeJSON.create_containers() A

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