X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=store.py;h=f655be538b66f3d81d7fb121a0595ee4ff63ddc7;hb=83c698c925db9dcb2d347c2a625de88d85cfeb21;hp=c581608ca9ad67338cea98a2ae86457011d375b2;hpb=aca4d4372553110ab5d76740ff536de83d5617b2;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/store.py b/store.py index c581608..f655be5 100644 --- a/store.py +++ b/store.py @@ -1,10 +1,14 @@ +import time +import requests import portfolio import simplejson as json from decimal import Decimal as D, ROUND_DOWN -from datetime import date, datetime +from datetime import date, datetime, timedelta import inspect +from json import JSONDecodeError +from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError -__all__ = ["BalanceStore", "ReportStore", "TradeStore"] +__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"] class ReportStore: def __init__(self, market, verbose_print=True): @@ -13,6 +17,10 @@ class ReportStore: self.logs = [] + def merge(self, other_report): + self.logs += other_report.logs + self.logs.sort(key=lambda x: x["date"]) + def print_log(self, message): message = str(message) if self.verbose_print: @@ -27,18 +35,29 @@ class ReportStore: if isinstance(obj, (datetime, date)): return obj.isoformat() return str(obj) - return json.dumps(self.logs, default=default_json_serial) + return json.dumps(self.logs, default=default_json_serial, indent=" ") def set_verbose(self, verbose_print): self.verbose_print = verbose_print - def log_stage(self, stage): + def log_stage(self, stage, **kwargs): + def as_json(element): + if callable(element): + return inspect.getsource(element).strip() + elif hasattr(element, "as_json"): + return element.as_json() + else: + return element + + args = { k: as_json(v) for k, v in kwargs.items() } + args_str = ["{}={}".format(k, v) for k, v in args.items()] self.print_log("-" * (len(stage) + 8)) - self.print_log("[Stage] {}".format(stage)) + self.print_log("[Stage] {} {}".format(stage, ", ".join(args_str))) self.add_log({ "type": "stage", "stage": stage, + "args": args, }) def log_balances(self, tag=None): @@ -202,7 +221,7 @@ class BalanceStore: def dispatch_assets(self, amount, liquidity="medium", repartition=None): if repartition is None: - repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity) + repartition = Portfolio.repartition(liquidity=liquidity) sum_ratio = sum([v[0] for k, v in repartition.items()]) amounts = {} for currency, (ptt, trade_type) in repartition.items(): @@ -223,7 +242,7 @@ class TradeStore: @property def pending(self): - return list(filter(lambda t: not t.is_fullfiled, self.all)) + return list(filter(lambda t: t.pending, self.all)) def compute_trades(self, values_in_base, new_repartition, only=None): computed_trades = [] @@ -264,6 +283,10 @@ class TradeStore: orders.append(trade.prepare_order(compute_value=compute_value)) self.market.report.log_orders(orders, only, compute_value) + def close_trades(self): + for trade in self.all: + trade.close() + def print_all_with_order(self, ind=""): for trade in self.all: trade.print_with_order(ind=ind) @@ -286,4 +309,165 @@ class TradeStore: for order in self.all_orders(state="open"): order.get_status() +class NoopLock: + def __enter__(self, *args): + pass + def __exit__(self, *args): + pass + +class LockedVar: + def __init__(self, value): + self.lock = NoopLock() + self.val = value + + def start_lock(self): + import threading + self.lock = threading.Lock() + + def set(self, value): + with self.lock: + self.val = value + + def get(self, key=None): + with self.lock: + if key is not None and isinstance(self.val, dict): + return self.val.get(key) + else: + return self.val + + def __getattr__(self, key): + with self.lock: + return getattr(self.val, key) + +class Portfolio: + URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" + data = LockedVar(None) + liquidities = LockedVar({}) + last_date = LockedVar(None) + report = LockedVar(ReportStore(None)) + worker = None + worker_started = False + worker_notify = None + callback = None + + @classmethod + def start_worker(cls, poll=30): + import threading + + cls.worker = threading.Thread(name="portfolio", daemon=True, + target=cls.wait_for_notification, kwargs={"poll": poll}) + cls.worker_notify = threading.Event() + cls.callback = threading.Event() + + cls.last_date.start_lock() + cls.liquidities.start_lock() + cls.report.start_lock() + + cls.worker_started = True + cls.worker.start() + + @classmethod + def is_worker_thread(cls): + if cls.worker is None: + return False + else: + import threading + return cls.worker == threading.current_thread() + + @classmethod + def wait_for_notification(cls, poll=30): + if not cls.is_worker_thread(): + raise RuntimeError("This method needs to be ran with the worker") + while cls.worker_started: + cls.worker_notify.wait() + cls.worker_notify.clear() + cls.report.print_log("Fetching cryptoportfolio") + cls.get_cryptoportfolio(refetch=True) + cls.callback.set() + time.sleep(poll) + + @classmethod + def notify_and_wait(cls): + cls.callback.clear() + cls.worker_notify.set() + cls.callback.wait() + + @classmethod + def wait_for_recent(cls, delta=4, poll=30): + cls.get_cryptoportfolio() + while cls.last_date.get() is None or datetime.now() - cls.last_date.get() > timedelta(delta): + if cls.worker is None: + time.sleep(poll) + cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio") + cls.get_cryptoportfolio(refetch=True) + + @classmethod + def repartition(cls, liquidity="medium"): + cls.get_cryptoportfolio() + liquidities = cls.liquidities.get(liquidity) + return liquidities[cls.last_date.get()] + + @classmethod + def get_cryptoportfolio(cls, refetch=False): + if cls.data.get() is not None and not refetch: + return + if cls.worker is not None and not cls.is_worker_thread(): + cls.notify_and_wait() + return + try: + r = requests.get(cls.URL) + cls.report.log_http_request(r.request.method, + r.request.url, r.request.body, r.request.headers, r) + except Exception as e: + cls.report.log_error("get_cryptoportfolio", exception=e) + return + try: + cls.data.set(r.json(parse_int=D, parse_float=D)) + cls.parse_cryptoportfolio() + except (JSONDecodeError, SimpleJSONDecodeError): + cls.data.set(None) + cls.last_date.set(None) + cls.liquidities.set({}) + + @classmethod + def parse_cryptoportfolio(cls): + def filter_weights(weight_hash): + if weight_hash[1][0] == 0: + return False + if weight_hash[0] == "_row": + return False + return True + + def clean_weights(i): + def clean_weights_(h): + if h[0].endswith("s"): + return [h[0][0:-1], (h[1][i], "short")] + else: + return [h[0], (h[1][i], "long")] + return clean_weights_ + + def parse_weights(portfolio_hash): + if "weights" not in portfolio_hash: + return {} + weights_hash = portfolio_hash["weights"] + weights = {} + for i in range(len(weights_hash["_row"])): + date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d") + weights[date] = dict(filter( + filter_weights, + map(clean_weights(i), weights_hash.items()))) + return weights + + high_liquidity = parse_weights(cls.data.get("portfolio_1")) + medium_liquidity = parse_weights(cls.data.get("portfolio_2")) + + cls.liquidities.set({ + "medium": medium_liquidity, + "high": high_liquidity, + }) + cls.last_date.set(max( + max(medium_liquidity.keys(), default=datetime(1, 1, 1)), + max(high_liquidity.keys(), default=datetime(1, 1, 1)) + )) +