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authorIsmaël Bouya <ismael.bouya@normalesup.org>2018-06-11 00:39:07 +0200
committerIsmaël Bouya <ismael.bouya@normalesup.org>2018-06-11 00:39:07 +0200
commit311608f375c267c1498c5a98d8f6a895cf147dd9 (patch)
treecd718866b15b6ff8de3d6b95b6e156ae25c17c20 /store.py
parent27bad39d3f2efcec0247b473627088149f462f79 (diff)
parent3d6f74ee1a8b061e4b274dad70125ab6388f4d83 (diff)
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Merge branch 'dev'v1.8.4
Diffstat (limited to 'store.py')
-rw-r--r--store.py45
1 files changed, 44 insertions, 1 deletions
diff --git a/store.py b/store.py
index 32c4121..1a1ed76 100644
--- a/store.py
+++ b/store.py
@@ -325,6 +325,49 @@ class BalanceStore:
325 else: 325 else:
326 self.market.report.log_balances(tag=tag, checkpoint=checkpoint) 326 self.market.report.log_balances(tag=tag, checkpoint=checkpoint)
327 327
328 def available_balances_for_repartition(self,
329 compute_value="average", base_currency="BTC",
330 liquidity="medium", repartition=None):
331 if repartition is None:
332 repartition = Portfolio.repartition(liquidity=liquidity)
333 base_currency_balance = self.all.get(base_currency)
334
335 if base_currency_balance is None:
336 total_base_value = portfolio.Amount(base_currency, 0)
337 else:
338 total_base_value = base_currency_balance.exchange_free + \
339 base_currency_balance.margin_available - \
340 base_currency_balance.margin_in_position
341
342 amount_in_position = {}
343
344 # Compute balances already in the target position
345 for currency, (ptt, trade_type) in repartition.items():
346 amount_in_position[currency] = portfolio.Amount(base_currency, 0)
347 balance = self.all.get(currency)
348 if currency != base_currency and balance is not None:
349 if trade_type == "short":
350 amount = balance.margin_borrowed
351 else:
352 amount = balance.exchange_free + balance.exchange_used
353 amount_in_position[currency] = amount.in_currency(base_currency,
354 self.market, compute_value=compute_value)
355 total_base_value += amount_in_position[currency]
356
357 # recursively delete more-than-filled positions from the wanted
358 # repartition
359 did_delete = True
360 while did_delete:
361 did_delete = False
362 sum_ratio = sum([v[0] for k, v in repartition.items()])
363 current_base_value = total_base_value
364 for currency, (ptt, trade_type) in repartition.copy().items():
365 if amount_in_position[currency] > current_base_value * ptt / sum_ratio:
366 did_delete = True
367 del(repartition[currency])
368 total_base_value -= amount_in_position[currency]
369 return repartition, total_base_value, amount_in_position
370
328 def dispatch_assets(self, amount, liquidity="medium", repartition=None): 371 def dispatch_assets(self, amount, liquidity="medium", repartition=None):
329 if repartition is None: 372 if repartition is None:
330 repartition = Portfolio.repartition(liquidity=liquidity) 373 repartition = Portfolio.repartition(liquidity=liquidity)
@@ -521,7 +564,7 @@ class Portfolio:
521 cls.retrieve_cryptoportfolio() 564 cls.retrieve_cryptoportfolio()
522 cls.get_cryptoportfolio() 565 cls.get_cryptoportfolio()
523 liquidities = cls.liquidities.get(liquidity) 566 liquidities = cls.liquidities.get(liquidity)
524 return liquidities[cls.last_date.get()] 567 return liquidities[cls.last_date.get()].copy()
525 568
526 @classmethod 569 @classmethod
527 def get_cryptoportfolio(cls, refetch=False): 570 def get_cryptoportfolio(cls, refetch=False):