From 6ca5a1ec669593fa915a2824efca068c975f9caa Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Isma=C3=ABl=20Bouya?= <ismael.bouya@normalesup.org>
Date: Sat, 10 Feb 2018 13:52:46 +0100
Subject: Separate store and add helper

---
 store.py | 102 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 102 insertions(+)
 create mode 100644 store.py

(limited to 'store.py')

diff --git a/store.py b/store.py
new file mode 100644
index 0000000..4e46878
--- /dev/null
+++ b/store.py
@@ -0,0 +1,102 @@
+import portfolio
+
+__all__ = ["BalanceStore", "TradeStore"]
+
+class BalanceStore:
+    all = {}
+
+    @classmethod
+    def currencies(cls):
+        return cls.all.keys()
+
+    @classmethod
+    def in_currency(cls, other_currency, market, compute_value="average", type="total"):
+        amounts = {}
+        for currency, balance in cls.all.items():
+            other_currency_amount = getattr(balance, type)\
+                    .in_currency(other_currency, market, compute_value=compute_value)
+            amounts[currency] = other_currency_amount
+        return amounts
+
+    @classmethod
+    def fetch_balances(cls, market):
+        all_balances = market.fetch_all_balances()
+        for currency, balance in all_balances.items():
+            if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \
+                    currency in cls.all:
+                cls.all[currency] = portfolio.Balance(currency, balance)
+
+    @classmethod
+    def dispatch_assets(cls, amount, repartition=None):
+        if repartition is None:
+            repartition = portfolio.Portfolio.repartition()
+        sum_ratio = sum([v[0] for k, v in repartition.items()])
+        amounts = {}
+        for currency, (ptt, trade_type) in repartition.items():
+            amounts[currency] = ptt * amount / sum_ratio
+            if trade_type == "short":
+                amounts[currency] = - amounts[currency]
+            if currency not in BalanceStore.all:
+                cls.all[currency] = portfolio.Balance(currency, {})
+        return amounts
+
+class TradeStore:
+    all = []
+    debug = False
+
+    @classmethod
+    def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False):
+        cls.debug = cls.debug or debug
+        base_currency = sum(values_in_base.values()).currency
+        for currency in BalanceStore.currencies():
+            if currency == base_currency:
+                continue
+            value_from = values_in_base.get(currency, portfolio.Amount(base_currency, 0))
+            value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0))
+            if value_from.value * value_to.value < 0:
+                trade_1 = portfolio.Trade(value_from, portfolio.Amount(base_currency, 0), currency, market=market)
+                if only is None or trade_1.action == only:
+                    cls.all.append(trade_1)
+                trade_2 = portfolio.Trade(portfolio.Amount(base_currency, 0), value_to, currency, market=market)
+                if only is None or trade_2.action == only:
+                    cls.all.append(trade_2)
+            else:
+                trade = portfolio.Trade(
+                    value_from,
+                    value_to,
+                    currency,
+                    market=market
+                    )
+                if only is None or trade.action == only:
+                    cls.all.append(trade)
+
+    @classmethod
+    def prepare_orders(cls, only=None, compute_value="default"):
+        for trade in cls.all:
+            if only is None or trade.action == only:
+                trade.prepare_order(compute_value=compute_value)
+
+    @classmethod
+    def print_all_with_order(cls):
+        for trade in cls.all:
+            trade.print_with_order()
+
+    @classmethod
+    def run_orders(cls):
+        for order in cls.all_orders(state="pending"):
+            order.run()
+
+    @classmethod
+    def all_orders(cls, state=None):
+        all_orders = sum(map(lambda v: v.orders, cls.all), [])
+        if state is None:
+            return all_orders
+        else:
+            return list(filter(lambda o: o.status == state, all_orders))
+
+    @classmethod
+    def update_all_orders_status(cls):
+        for order in cls.all_orders(state="open"):
+            order.get_status()
+
+
-- 
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