Code

Account tests#528

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Commits on Jul 12, 2023

• Expose .accounting.load_account()

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• Fix test to use new load_account() location

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• Add src asset name ignore via MktPair._fqme_without_src: bool

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• Drop Position.expiry, delegate to .mkt: MktPair

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• clearing._messages: add todo to drop the BrokedPosition msg

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• Always include the src asset for (parquet file names) for fiat pairs

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• ib: fix Client.trades() return type annot

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• ib: fully handle MktPair.src and .dst in ledger loading

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• ib.feed: handle fiat (forex) pairs with Asset

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• Rework .accounting.Position calcs to prep for polars

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• Add a symbology cache subsys

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• Much (much) better symbology cache refinements

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• Finally, support full MktPair + Asset msgs

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• Decode cached mkts and assets back to structs B)

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• Also handle Decimal interchange in MktPair msg-ification

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• Use MktPair.from_msg() in symcache

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• Oof, fix .size tick msg encode..

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• Finally, just drop Transaction.sym

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• Account api update and refine

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• Move df loading into calc.load_ledger_dfs()

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• Call open_ledger_dfs() for disect sub-cmd

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• .accounting: expose new names at pkg top level

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• Change cached-client hit msg to runtime level

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• Drop config get/set/del apis..

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• Add handy DiffDumping for our .types.Struct

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• .nativedb: ignore an expired/ subdir

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• binance.venues: add pair-type specific asset keying

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• binance.api: add venue qualified symcache support

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• binance.feed: use Client.get_assets() for mkt pairs

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• brokers.core: open cached client before hitting .get_mkt_info()

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• Add symcache support to paper eng

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• Bleh! Ok make open_symcache() and @acm..

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• User/return explicit symcache var name in sync case

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• Be pedantic in open_trade_ledger() from sync code

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• Use acnt instead of table for ref name B)

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• .accounting: expose open_account() at subsys pkg level

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• Async enter/open the symcache in paper engine

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• Don't verify the history step period for now in tsdb_backfill()

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• ib: port to new .accounting APIs

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• data.types.Struct.to_dict(): discard non-member struct by default

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Commits on Jul 13, 2023

• Store "namespace path" for each backend's pair struct

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Commits on Jul 14, 2023

• Formalize transaction normalizer func signature

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• Add first account cumsize test; known to fail Bo

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Commits on Jul 15, 2023

• Allow accounting (file) dir override via kwarg

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• Passthrough all **kwargs Struct.to_dict()

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• Move cum-calcs to open_ledger_dfs(), always parse str->Datetime

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• Adjust .clearing._paper_engine.norm_trade() to new sig

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• binance: spec .ns_path: str on pair structs

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Commits on Jul 17, 2023

• kraken: be symcache compatible!

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• .accounting: type Transaction.etype as a Literal

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• .data.types.Struct: by default include non-members from .to_dict()..

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• Expose .data._symcache stuff at subpkg toplevel

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• Open symcaches as part of per-backend search spawning

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• Switch to Position.cumsize in tracker and order mode mods

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• Adjust default [binance] config to use paper and disable testnets

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• .kraken: start new .symbols submod and move symcache and search stuff there

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• Allow backends to "bypass" symcache loading

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• Fix Position.expiry == None bug

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• Log a warning on no symcache support in a backend

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• ib: be symcache compat by using bypass attr

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• ib: add new .symbols sub-mod

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Commits on Jul 19, 2023

• Change Position.clearsdict() -> .clearsitems()

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• ib: more fixes to try and get positioning correct..

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Commits on Jul 20, 2023

• Start piker.toolz subpkg for all our tooling B)

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• .data._pathops: drop profiler imports, fix some naming to appease ruff

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• Allow disabling symcache load via kwarg as well

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Commits on Jul 22, 2023

• Moar .accounting tweaks

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Commits on Jul 25, 2023

• ib: rework client-internal contract caching

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• ib: fill out contract tables in .get_mkt_info()

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Commits on Jul 26, 2023

• ib: rework trade handling, take ib position sizes as gospel

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• Always clear Position._events in .from_msg()..

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• Partition ledger data frames by bs_mktid

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• Utilize the new _mktmap_table input in paper engine

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• Wrap symcache loading into .from_scratch()

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• Remove piker.trionics; already factored into tractor

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• Add norm_trade() ep to validator warnings

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• Change ui stuff to use new Position.cumsize attr name

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• kraken: norm_trade() now much accept an optional symcache

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• binance: always upper case venue and expiry tokens

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• kucoin: facepalm, use correct pair fields for price/size ticks

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• Flip tractor.breakpoint()s to new .pause()

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• Backfill history gaps with pre-gap close

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• ib: Oof, right need to create ledger entries too..

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• Drop the gap_dt_unit: str column

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• Do single ShmArray.array read on zero-time filtering

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• order_mode: Only send cancels for dialogs that still exist

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• Add gap detection into the store ldshm cmd

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Commits on Jul 30, 2023

• First draft position accounting with polars

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Commits on Jul 31, 2023

• Implement PPU and BEP and inject the ledger frames

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• Use inf row/col repr for debugging atm

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• data.history: add TODO for non-zero epochs and some typing

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• Swap branch order for enter/exit

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• Factor df conversion into lone routine: ledger_to_dfs()

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Commits on Aug 1, 2023

• Pass sync code flag in flex report processor

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• Handle txn costs in BEP, factor enter/exit blocks and df row assignments B)

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• Drop commented, now deprecated edge case notes 🏄

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Commits on Aug 2, 2023

• Guess exit transaction costs for BEP prediction

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• Fix PositionTracker.pane attr resolve bug..

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Commits on Aug 3, 2023

• Add some new hotkey maps for chart zoom and pane hiding

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• Drop virt_cost: str from df output

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• Add note about xonsh.main.main() attempted usage

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• ib: add back src/dst parsing for fiat pairs

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• Officially drop Position.size

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• Lul, fix open_ledger_dfs() to yield when ledger passed in..

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• Parametrize account names for offline ledger tests

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Commits on Aug 5, 2023

• Bleh, move .data.types back up to top level pkg

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Commits on Aug 7, 2023

• Add paper-engine cost simulation support

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• Factor cumsize sign to var

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• ib: handle order errors via reqid lookup

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Commits on Aug 10, 2023

• Relay brokerd errors to client side, correctly..

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• ib: relay submission errors, allow adhoc mkt overrides

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• Add example mtr prober from mtrpacket

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• Better commenting around order-mode error block

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Commits on Aug 11, 2023

• Facepalm: remove now unused CostModel idea..

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• Add note about broadcast when no .symbol found

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Commits on Aug 14, 2023

• Pkg with poetry, poetry2nix and a flake.nix

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