Move market processing to single method

[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / store.py

diff --git a/store.py b/store.py
index bebd127f14f482010f52eb73407484b214f96cce..d25dd35d1b06efe8f73b812c90cb1d51a66448cc 100644 (file)
--- a/store.py
+++ b/store.py
@@ -2,6 +2,7 @@ import portfolio
 import simplejson as json
 from decimal import Decimal as D, ROUND_DOWN
 from datetime import date, datetime
+import inspect
 
 __all__ = ["BalanceStore", "ReportStore", "TradeStore"]
 
@@ -26,18 +27,29 @@ 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):
@@ -55,6 +67,9 @@ class ReportStore:
             compute_value, type):
         values = {}
         rates = {}
+        if callable(compute_value):
+            compute_value = inspect.getsource(compute_value).strip()
+
         for currency, amount in amounts.items():
             values[currency] = amount.as_json()["value"]
             rates[currency] = amount.rate
@@ -92,6 +107,8 @@ class ReportStore:
             })
 
     def log_orders(self, orders, tick=None, only=None, compute_value=None):
+        if callable(compute_value):
+            compute_value = inspect.getsource(compute_value).strip()
         self.print_log("[Orders]")
         self.market.trades.print_all_with_order(ind="\t")
         self.add_log({
@@ -104,6 +121,8 @@ class ReportStore:
 
     def log_order(self, order, tick, finished=False, update=None,
             new_order=None, compute_value=None):
+        if callable(compute_value):
+            compute_value = inspect.getsource(compute_value).strip()
         if finished:
             self.print_log("[Order] Finished {}".format(order))
         elif update == "waiting":
@@ -201,8 +220,7 @@ class BalanceStore:
             amounts[currency] = ptt * amount / sum_ratio
             if trade_type == "short":
                 amounts[currency] = - amounts[currency]
-            if currency not in self.all:
-                self.all[currency] = portfolio.Balance(currency, {})
+            self.all.setdefault(currency, portfolio.Balance(currency, {}))
         self.market.report.log_dispatch(amount, amounts, liquidity, repartition)
         return amounts
 
@@ -214,6 +232,10 @@ class TradeStore:
         self.market = market
         self.all = []
 
+    @property
+    def pending(self):
+        return list(filter(lambda t: t.pending, self.all))
+
     def compute_trades(self, values_in_base, new_repartition, only=None):
         computed_trades = []
         base_currency = sum(values_in_base.values()).currency
@@ -248,11 +270,15 @@ class TradeStore:
 
     def prepare_orders(self, only=None, compute_value="default"):
         orders = []
-        for trade in self.all:
+        for trade in self.pending:
             if only is None or trade.action == only:
                 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)