Various fixes/improvementsv0.3

- Use pending gains to compute the move_balance
- Use ttl_cache for tickers

1 files changed, 14 insertions, 3 deletions

diff --git a/store.py b/store.py
index bebd127..c581608 100644
--- 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"]
 
@@ -55,6 +56,9 @@ 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 +96,8 @@ 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 +110,8 @@ 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 +209,7 @@ 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 +221,10 @@ class TradeStore:
         self.market = market
         self.all = []
 
+    @property
+    def pending(self):
+        return list(filter(lambda t: not t.is_fullfiled, self.all))
+
     def compute_trades(self, values_in_base, new_repartition, only=None):
         computed_trades = []
         base_currency = sum(values_in_base.values()).currency
@@ -248,7 +259,7 @@ 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)