first commit

2023-04-12 21:00:03 +02:00
commit af9e944928
158 changed files with 19422 additions and 0 deletions
--- a/testy/pandasinsert.py
+++ b/testy/pandasinsert.py
@ -0,0 +1,75 @@
+from uuid import UUID, uuid4
+from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderType
+from common.model import TradeUpdate, Order
+from rich import print
+import threading
+import asyncio
+from config import BT_DELAYS
+from utils.utils import AttributeDict, ltp, zoneNY, trunc
+from utils.tlog import tlog
+from datetime import datetime
+import pandas as pd
+import mplfinance as mpf
+
+
+trade1 = TradeUpdate(order =Order(id=uuid4(),
+                                submitted_at = datetime(2023, 3, 17, 9, 30, 0, 0, tzinfo=zoneNY),
+                                symbol = "BAC",
+                                qty = 1,
+                                status = OrderStatus.ACCEPTED,
+                                order_type = OrderType.LIMIT,
+                                side = OrderSide.BUY,
+                                limit_price=22.4),
+                    event = TradeEvent.FILL,
+                    execution_id = uuid4(),
+                    timestamp = datetime.now(),
+                    position_qty= 2,
+                    price=22.3,
+                    qty = 2,
+                    value = 44.6)
+
+trade2 = TradeUpdate(order =Order(id=uuid4(),
+                                submitted_at = datetime(2023, 3, 17, 9, 34, 0, 0, tzinfo=zoneNY),
+                                symbol = "BAC",
+                                qty = 1,
+                                status = OrderStatus.ACCEPTED,
+                                order_type = OrderType.LIMIT,
+                                side = OrderSide.SELL,
+                                limit_price=22.4),
+                    event = TradeEvent.FILL,
+                    execution_id = uuid4(),
+                    timestamp = datetime.now(),
+                    position_qty= 2,
+                    price=24.3,
+                    qty = 2,
+                    value = 48.6)
+trades= [trade1,trade2]
+#print(trades)
+trade_dict = AttributeDict(timestamp=[],symbol=[],qty=[],price=[],position_qty=[],value=[])
+
+for t in trades:
+    trade_dict.timestamp.append(t.timestamp)
+    trade_dict.symbol.append(t.order.symbol)
+    trade_dict.qty.append(t.qty)
+    trade_dict.price.append(t.price)
+    trade_dict.position_qty.append(t.position_qty)
+    trade_dict.value.append(t.value)
+
+print(trade_dict)
+
+trade_df = pd.DataFrame(trade_dict)
+trade_df = trade_df.set_index('timestamp')
+
+mpf.plot(trade_df, # the dataframe containing the OHLC (Open, High, Low and Close) data
+         type='candle', # use candlesticks 
+         volume=True, # also show the volume
+         mav=(3,6,9), # use three different moving averages
+         figratio=(3,1), # set the ratio of the figure
+         style='yahoo',  # choose the yahoo style
+         title='Bitcoin on Wednesday morning');
+
+print(trade_df)
+#pd.DataFrame()
+
+
+#self.trades.append(trade)