rustico/core
2
0
Fork 0
Code Issues 9 Pull Requests Projects Releases Wiki Activity

refactored names in symbolstatus. now a strategy has to assemble a positionwrapper. raising exceptions if types are not as expected.

Browse Source
This commit is contained in:
Giulio De Pasquale 2020-12-15 20:10:51 +00:00
parent 3534aef408
commit 2f5259ebd2
1 changed files with 35 additions and 30 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

61
bfxbot/models.py
View File

@ -1,7 +1,7 @@
import inspect import inspect
import time import time
from enum import Enum from enum import Enum
from typing import List, Dict from typing import List, Dict, Tuple
from bfxapi import Order, Position from bfxapi import Order, Position
@ -77,18 +77,23 @@ class Event:
class PositionWrapper: class PositionWrapper:
def __init__(self, position: Position): def __init__(self, position: Position, net_profit_loss: float = None, net_profit_loss_percentage: float = None):
self.position: Position = position self.position: Position = position
self.state: PositionState = PositionState.LOSS self.__net_profit_loss: float = net_profit_loss
self.__net_profit_loss_percentage: float = net_profit_loss_percentage
self.__state: PositionState = PositionState.LOSS
def get_state(self) -> PositionState: def net_profit_loss(self) -> float:
return self.state return self.__net_profit_loss
def net_profit_loss_percentage(self) -> float:
return self.__net_profit_loss_percentage
def set_state(self, state: PositionState): def set_state(self, state: PositionState):
if not isinstance(state, PositionState): self.__state = state
return
self.state = state def state(self) -> PositionState:
return self.__state
class SymbolStatus: class SymbolStatus:
@ -109,10 +114,12 @@ class SymbolStatus:
# Applies strategy and adds position to list # Applies strategy and adds position to list
async def add_position(self, position: Position): async def add_position(self, position: Position):
pw = PositionWrapper(position) # if a strategy is defined then the strategy takes care of creating a PW for us
if self.strategy: if not self.strategy:
await self.__apply_strategy_to_position__(pw) pw = PositionWrapper(position)
else:
pw = await self.__apply_strategy_to_position__(position)
__add_to_dict_list__(self.positions, self.current_tick, pw) __add_to_dict_list__(self.positions, self.current_tick, pw)
def all_prices(self) -> List[float]: def all_prices(self) -> List[float]:
@ -140,38 +147,36 @@ class SymbolStatus:
self.events.append(event) self.events.append(event)
await self.eh.call_event(self, event) await self.eh.call_event(self, event)
async def __apply_strategy_to_position__(self, pw: PositionWrapper): async def __apply_strategy_to_position__(self, position: Position):
if not self.strategy: if not self.strategy:
return return
new_state, events = self.strategy.position_on_new_tick(pw.position, self) pw, events = self.strategy.position_on_new_tick(position, self)
if isinstance(new_state, PositionState): if not isinstance(pw, PositionWrapper):
await self.__update_position_state__(pw, new_state) raise ValueError
if not isinstance(events, list):
raise ValueError
# triggering state callbacks
await self.__trigger_position_state_callbacks__(pw)
if isinstance(events, List):
for e in events: for e in events:
if isinstance(e, Event): if not isinstance(e, Event):
raise ValueError
await self.__add_event__(e) await self.__add_event__(e)
async def __update_position_state__(self, pw: PositionWrapper, state: PositionState): async def __trigger_position_state_callbacks__(self, pw: PositionWrapper):
pw.set_state(state)
await self.eh.call_position_state(self, pw) await self.eh.call_position_state(self, pw)
class Strategy: class Strategy:
"""
Defines a list of events on a new tick
"""
def on_new_tick(self, ss: SymbolStatus) -> List[Event]:
pass
""" """
Defines new position state and events after tick. Defines new position state and events after tick.
""" """
def position_on_new_tick(self, position: Position, ss: SymbolStatus) -> (PositionState, List[Event]): def position_on_new_tick(self, position: Position, ss: SymbolStatus) -> Tuple[PositionWrapper, List[Event]]:
pass pass
""" """
@ -207,7 +212,7 @@ class EventHandler:
h(event, status) h(event, status)
async def call_position_state(self, status: SymbolStatus, pw: PositionWrapper): async def call_position_state(self, status: SymbolStatus, pw: PositionWrapper):
state = pw.state state = pw.state()
if state in self.state_handlers: if state in self.state_handlers:
for h in self.state_handlers[state]: for h in self.state_handlers[state]: