]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blobdiff - portfolio.py
Move Portfolio to store and cleanup methods
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / portfolio.py
index 0f2c011fb4063e2a5f50fb4afb878d2f7573d40e..554b34f090b8d179fead2742c8280f2100ded3bd 100644 (file)
@@ -1,87 +1,10 @@
-import time
-from datetime import datetime, timedelta
+from datetime import datetime
 from decimal import Decimal as D, ROUND_DOWN
-from json import JSONDecodeError
-from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
 from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound
 from retry import retry
-import requests
 
 # FIXME: correctly handle web call timeouts
 
-class Portfolio:
-    URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
-    liquidities = {}
-    data = None
-    last_date = None
-
-    @classmethod
-    def wait_for_recent(cls, market, delta=4):
-        cls.repartition(market, refetch=True)
-        while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta):
-            time.sleep(30)
-            market.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
-            cls.repartition(market, refetch=True)
-
-    @classmethod
-    def repartition(cls, market, liquidity="medium", refetch=False):
-        cls.parse_cryptoportfolio(market, refetch=refetch)
-        liquidities = cls.liquidities[liquidity]
-        return liquidities[cls.last_date]
-
-    @classmethod
-    def get_cryptoportfolio(cls, market):
-        try:
-            r = requests.get(cls.URL)
-            market.report.log_http_request(r.request.method,
-                    r.request.url, r.request.body, r.request.headers, r)
-        except Exception as e:
-            market.report.log_error("get_cryptoportfolio", exception=e)
-            return
-        try:
-            cls.data = r.json(parse_int=D, parse_float=D)
-        except (JSONDecodeError, SimpleJSONDecodeError):
-            cls.data = None
-
-    @classmethod
-    def parse_cryptoportfolio(cls, market, refetch=False):
-        if refetch or cls.data is None:
-            cls.get_cryptoportfolio(market)
-
-        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):
-            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["portfolio_1"])
-        medium_liquidity = parse_weights(cls.data["portfolio_2"])
-
-        cls.liquidities = {
-                "medium": medium_liquidity,
-                "high":   high_liquidity,
-                }
-        cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys()))
-
 class Computation:
     computations = {
             "default": lambda x, y: x[y],