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Copy pathMarket.py
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296 lines (244 loc) · 9.98 KB
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import datetime
from Account import Account
import uuid
import csv
from multiprocessing import Process, Queue
import plotly.graph_objects as go
import os
import threading
import time
class Market:
"""
"""
startCash = 10000
fACPC = "Donnees/Asclepius.csv"
fAME = "Donnees/Amaterasu.csv"
fOZV = "Donnees/Odziozo.csv"
fSHT = "Donnees/shu.csv"
fLAL = "Donnees/lavaleum2.csv"
dACPC = {}
dAME = {}
dOZV = {}
dSHT = {}
dLAL = {}
prices = {
'ACPC' : 0,
'AME' : 0,
'OZV' : 0,
'SHT' : 0,
'LAL' : 0,
'ETF' : 0
}
pricesDiv = {
'ACPC' : 0,
'AME' : 0,
'OZV' : 0,
'SHT' : 0
}
listStocks = ["ACPC","AME","OZV","SHT","LAL","ETF"]
done = False
def __init__(self, qDisp, vitesse):
self.currentDateTime = datetime.datetime(2020, 3, 27, 9, 30, 0)
self.accounts = {}
self.qDisp = qDisp
self.sleepTime = 1/vitesse
#Import Data
with open(self.fACPC, 'r') as file:
reader = csv.reader(file)
for row in reader:
date = datetime.datetime.strptime(row[0], '%d/%m/%Y,%H:%M:%S')
self.dACPC[date] = float(row[1])
with open(self.fAME, 'r') as file:
reader = csv.reader(file)
for row in reader:
date = datetime.datetime.strptime(row[0], '%d/%m/%Y,%H:%M:%S')
self.dAME[date] = float(row[1])
with open(self.fOZV, 'r') as file:
reader = csv.reader(file)
for row in reader:
date = datetime.datetime.strptime(row[0], '%d/%m/%Y,%H:%M:%S')
self.dOZV[date] = float(row[1])
with open(self.fSHT, 'r') as file:
reader = csv.reader(file)
for row in reader:
date = datetime.datetime.strptime(row[0], '%d/%m/%Y,%H:%M:%S')
self.dSHT[date] = float(row[1])
with open(self.fLAL, 'r') as file:
reader = csv.reader(file)
for row in reader:
date = datetime.datetime.strptime(row[0], '%d/%m/%Y,%H:%M:%S')
self.dLAL[date] = float(row[1])
self.updatePrices()
for key in self.pricesDiv.keys():
self.pricesDiv[key] = self.prices[key]
self.updateETF()
self.updateqDisp()
if not os.path.exists("logs"):
os.makedirs("logs")
def start(self):
self.timer = threading.Thread(target=self.countTime)
self.timer.start()
def stop(self):
self.timer.run = False
def countTime(self):
while getattr(self.timer, "run", True):
self.oldTime = time.time()
time.sleep(self.sleepTime)
i = int((time.time()-self.oldTime)/self.sleepTime)
for j in range(i):
self.currentDateTime += datetime.timedelta(0,0,0,0,5)
if(self.currentDateTime.time() > datetime.time(16,0,0)):
self.currentDateTime += datetime.timedelta(hours=17,minutes=30)
if(self.currentDateTime.weekday()==5):
self.currentDateTime += datetime.timedelta(days=2)
self.updatePrices()
self.updateETF()
self.manageWaitLists()
self.updateTotalValues()
self.updateqDisp()
def updatePrices(self):
if self.currentDateTime not in self.dACPC:
self.done = True
self.stop()
return
self.prices['ACPC'] = self.dACPC[self.currentDateTime]
self.prices['AME'] = self.dAME[self.currentDateTime]
self.prices['OZV'] = self.dOZV[self.currentDateTime]
self.prices['SHT'] = self.dSHT[self.currentDateTime]
self.prices['LAL'] = self.dLAL[self.currentDateTime]
def updateETF(self):
val = 0
for key in self.pricesDiv.keys():
val += self.prices[key]/self.pricesDiv[key]
self.prices['ETF'] = val
def updateqDisp(self):
equipes = {}
for account in self.accounts.keys():
equipes[self.accounts[account].nom] = [self.accounts[account].nom,
self.accounts[account].totalvalue,
self.accounts[account].cash,
self.accounts[account].actions['ACPC'],
self.accounts[account].actions['AME'],
self.accounts[account].actions['OZV'],
self.accounts[account].actions['SHT'],
self.accounts[account].actions['LAL'],
self.accounts[account].actions['ETF']]
try:
self.qDisp.get_nowait()
except:
pass
self.qDisp.put([self.prices,self.currentDateTime, equipes])
def manageWaitLists(self):
for key in self.accounts.keys():
waitlist = self.accounts[key].getWaitList()
for i in waitlist:
if i[1]: #limit Buy
if self.prices[i[0]] < i[2]:
self.marketBuy(key, i[0], i[3])
self.accounts[key].removeWaitList(i)
elif self.currentDateTime > i[4]:
self.accounts[key].removeWaitList(i)
else: #limit Sell
if self.prices[i[0]] > i[2]:
self.marketSell(key, i[0], i[3])
self.accounts[key].removeWaitList(i)
elif self.currentDateTime > i[4]:
self.accounts[key].removeWaitList(i)
def updateTotalValues(self):
for key in self.accounts.keys():
self.accounts[key].updateTotalValue(self.prices, self.currentDateTime)
def createAccount(self):
ID = uuid.uuid4()
account = Account(ID, self.startCash, self.listStocks)
self.accounts[ID] = account
return ID
def setEquipe(self, ID, nom):
if not ID in self.accounts:
return None
self.accounts[ID].nom = nom
f = open("logs/"+nom+".txt", "w")
f.close()
self.accounts[ID].file = open("logs/"+nom+".txt", "a")
def displayData(self):
for key in self.accounts.keys():
fig = go.Figure(go.Scatter(
x = self.accounts[key].TotalValueHist[0],
y = self.accounts[key].TotalValueHist[1],
connectgaps=True
))
fig.update_layout(xaxis={'type': 'date',
'rangebreaks':[dict(bounds=["sat", "mon"]),
{'pattern': 'hour', 'bounds': [16, 9.5]}]})
fig.show()
def getTime(self):
return self.currentDateTime
def getCash(self, ID):
if not ID in self.accounts:
return None
return self.accounts[ID].getCash()
def getStocks(self, ID):
if not ID in self.accounts:
return None
return self.accounts[ID].getStocks()
def getListStocks(self):
return self.listStocks
def getPrice(self,action):
if action not in self.listStocks:
return 0
return self.prices[action]
def getPrices(self):
return self.prices
def getPastPrice(self,action, debut, fin):
if action not in self.listStocks:
return 0
if fin > self.currentDateTime:
fin = self.currentDateTime
dic = getattr(self, 'd'+action)
tempdic = {}
for key in dic.keys():
if key >= debut and key <= fin:
tempdic[key] = dic.get(key)
return tempdic
def marketBuy(self, ID, action, quantity):
if action not in self.listStocks:
return 1
if not ID in self.accounts:
return None
cost = self.prices[action] * quantity
if cost > self.accounts[ID].getCash():
return 2
self.accounts[ID].addCash(-cost)
self.accounts[ID].addStock(action, quantity)
self.accounts[ID].file.write('BUY: '+action+ " x"+str(quantity)+" at "+self.currentDateTime.strftime("%d/%m/%Y,%H:%M:%S")+"\n")
self.accounts[ID].file.flush()
return 0
def marketSell(self, ID, action, quantity):
if action not in self.listStocks:
return 1
if not ID in self.accounts:
return None
cost = self.prices[action] * quantity
if quantity > self.accounts[ID].getStocks()[action]:
return 2
self.accounts[ID].addCash(cost)
self.accounts[ID].addStock(action, -quantity)
self.accounts[ID].file.write('SELL: '+action+ " x"+str(quantity)+" at "+self.currentDateTime.strftime("%d/%m/%Y,%H:%M:%S")+"\n")
self.accounts[ID].file.flush()
return 0
def limitBuy(self, ID, action, limit, quantity):
if action not in self.listStocks:
return 1
if not ID in self.accounts:
return None
cost = limit * quantity
if cost > self.accounts[ID].getCash():
return 2
return self.accounts[ID].addWaitList(action, True, limit, quantity, self.currentDateTime + datetime.timedelta(days=7))
def limitSell(self, ID, action, limit, quantity):
if action not in self.listStocks:
return 1
if not ID in self.accounts:
return None
if quantity > self.accounts[ID].getStocks()[action]:
return 2
return self.accounts[ID].addWaitList(action, False, limit, quantity, self.currentDateTime + datetime.timedelta(days=7))