X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=store.py;h=5533759a2f766159b6d098f77bffd7fa4eedd34f;hb=51bc7cdec15d093272c259e793a9c691775b5194;hp=32c41211050c83d97c554e84ae29d188c457f3e0;hpb=3a15ffc79ea84e5ec6200545bcbf11fc6c1c6564;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/store.py b/store.py index 32c4121..5533759 100644 --- a/store.py +++ b/store.py @@ -325,6 +325,49 @@ class BalanceStore: else: self.market.report.log_balances(tag=tag, checkpoint=checkpoint) + def available_balances_for_repartition(self, + compute_value="average", base_currency="BTC", + liquidity="medium", repartition=None): + if repartition is None: + repartition = Portfolio.repartition(liquidity=liquidity) + base_currency_balance = self.all.get(base_currency) + + if base_currency_balance is None: + total_base_value = portfolio.Amount(base_currency, 0) + else: + total_base_value = base_currency_balance.exchange_free + \ + base_currency_balance.margin_available - \ + base_currency_balance.margin_in_position + + amount_in_position = {} + + # Compute balances already in the target position + for currency, (ptt, trade_type) in repartition.items(): + amount_in_position[currency] = portfolio.Amount(base_currency, 0) + balance = self.all.get(currency) + if currency != base_currency and balance is not None: + if trade_type == "short": + amount = balance.margin_borrowed + else: + amount = balance.exchange_free + balance.exchange_used + amount_in_position[currency] = amount.in_currency(base_currency, + self.market, compute_value=compute_value) + total_base_value += amount_in_position[currency] + + # recursively delete more-than-filled positions from the wanted + # repartition + did_delete = True + while did_delete: + did_delete = False + sum_ratio = sum([v[0] for k, v in repartition.items()]) + current_base_value = total_base_value + for currency, (ptt, trade_type) in repartition.copy().items(): + if amount_in_position[currency] > current_base_value * ptt / sum_ratio: + did_delete = True + del(repartition[currency]) + total_base_value -= amount_in_position[currency] + return repartition, total_base_value, amount_in_position + def dispatch_assets(self, amount, liquidity="medium", repartition=None): if repartition is None: repartition = Portfolio.repartition(liquidity=liquidity) @@ -521,7 +564,8 @@ class Portfolio: cls.retrieve_cryptoportfolio() cls.get_cryptoportfolio() liquidities = cls.liquidities.get(liquidity) - return liquidities[cls.last_date.get()] + if liquidities is not None and cls.last_date.get() in liquidities: + return liquidities[cls.last_date.get()].copy() @classmethod def get_cryptoportfolio(cls, refetch=False):