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Merge pull request #16 from r0fls/rd/add-json-logging
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add json logging to trader
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@r0fls
r0fls authored Jun 8, 2024
2 parents 3710e1b + b5293b8 commit e261eb5
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Showing 7 changed files with 413 additions and 253 deletions.
1 change: 1 addition & 0 deletions .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -6,3 +6,4 @@ my_example.py
Chart.lock
charts/
test-config.yaml
app.log
234 changes: 138 additions & 96 deletions brokers/base_broker.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,8 +2,9 @@
from sqlalchemy.orm import sessionmaker
from sqlalchemy.sql import and_
from database.db_manager import DBManager
from database.models import Trade, AccountInfo, Balance, Position
from database.models import Trade, AccountInfo, Position
from datetime import datetime
from utils.logger import logger # Import the logger

class BaseBroker(ABC):
def __init__(self, api_key, secret_key, broker_name, engine, prevent_day_trading=False):
Expand All @@ -13,7 +14,8 @@ def __init__(self, api_key, secret_key, broker_name, engine, prevent_day_trading
self.db_manager = DBManager(engine)
self.Session = sessionmaker(bind=engine)
self.account_id = None
self.prevent_day_trading = False
self.prevent_day_trading = prevent_day_trading
logger.info('Initialized BaseBroker', extra={'broker_name': self.broker_name})

@abstractmethod
def connect(self):
Expand Down Expand Up @@ -44,114 +46,154 @@ def get_current_price(self, symbol):
pass

def get_account_info(self):
account_info = self._get_account_info()
self.db_manager.add_account_info(AccountInfo(broker=self.broker_name, value=account_info['value']))
return account_info
try:
account_info = self._get_account_info()
self.db_manager.add_account_info(AccountInfo(broker=self.broker_name, value=account_info['value']))
logger.info('Account information retrieved', extra={'account_info': account_info})
return account_info
except Exception as e:
logger.error('Failed to get account information', extra={'error': str(e)})
return None

def has_bought_today(self, symbol):
today = datetime.now().date()
with self.Session() as session:
trades = session.query(Trade).filter(
and_(
Trade.symbol == symbol,
Trade.broker == self.broker_name,
Trade.order_type == 'buy',
Trade.timestamp >= today
)
).all()
return len(trades) > 0
try:
with self.Session() as session:
trades = session.query(Trade).filter(
and_(
Trade.symbol == symbol,
Trade.broker == self.broker_name,
Trade.order_type == 'buy',
Trade.timestamp >= today
)
).all()
logger.info('Checked for trades today', extra={'symbol': symbol, 'trade_count': len(trades)})
return len(trades) > 0
except Exception as e:
logger.error('Failed to check if bought today', extra={'error': str(e)})
return False

def update_positions(self, session, trade):
position = session.query(Position).filter_by(symbol=trade.symbol, broker=self.broker_name, strategy=trade.strategy).first()

if trade.order_type == 'buy':
if position:
position.quantity += trade.quantity
position.latest_price = trade.executed_price
position.timestamp = datetime.now()
else:
position = Position(
broker=self.broker_name,
strategy=trade.strategy,
symbol=trade.symbol,
quantity=trade.quantity,
latest_price=trade.executed_price,
)
session.add(position)
elif trade.order_type == 'sell':
if position:
position.quantity -= trade.quantity
position.latest_price = trade.executed_price
if position.quantity < 0:
raise ValueError("Sell quantity exceeds current position quantity.")

session.commit()
try:
position = session.query(Position).filter_by(symbol=trade.symbol, broker=self.broker_name, strategy=trade.strategy).first()

if trade.order_type == 'buy':
if position:
position.quantity += trade.quantity
position.latest_price = trade.executed_price
position.timestamp = datetime.now()
else:
position = Position(
broker=self.broker_name,
strategy=trade.strategy,
symbol=trade.symbol,
quantity=trade.quantity,
latest_price=trade.executed_price,
)
session.add(position)
elif trade.order_type == 'sell':
if position:
position.quantity -= trade.quantity
position.latest_price = trade.executed_price
if position.quantity < 0:
logger.error('Sell quantity exceeds current position quantity', extra={'trade': trade})
position.quantity = 0 # Set to 0 to handle the error gracefully

session.commit()
logger.info('Position updated', extra={'position': position})
except Exception as e:
logger.error('Failed to update positions', extra={'error': str(e)})

def place_order(self, symbol, quantity, order_type, strategy, price=None):
# Check for day trading
logger.info('Placing order', extra={'symbol': symbol, 'quantity': quantity, 'order_type': order_type, 'strategy': strategy})

if self.prevent_day_trading and order_type == 'sell':
if self.has_bought_today(symbol):
raise ValueError("Day trading is not allowed. Cannot sell positions opened today.")

response = self._place_order(symbol, quantity, order_type, price)

trade = Trade(
symbol=symbol,
quantity=quantity,
# TODO: remove redundant price
price=response['filled_price'],
executed_price=response['filled_price'],
order_type=order_type,
status='filled',
timestamp=datetime.now(),
broker=self.broker_name,
strategy=strategy,
profit_loss=0,
success='yes'
)

with self.Session() as session:
session.add(trade)
session.commit()

# Update positions
self.update_positions(session, trade)

return response
logger.error('Day trading is not allowed. Cannot sell positions opened today.', extra={'symbol': symbol})
return None

try:
response = self._place_order(symbol, quantity, order_type, price)
logger.info('Order placed successfully', extra={'response': response})

trade = Trade(
symbol=symbol,
quantity=quantity,
price=response.get('filled_price', price),
executed_price=response.get('filled_price', price),
order_type=order_type,
status='filled',
timestamp=datetime.now(),
broker=self.broker_name,
strategy=strategy,
profit_loss=0,
success='yes'
)

with self.Session() as session:
session.add(trade)
session.commit()
self.update_positions(session, trade)

return response
except Exception as e:
logger.error('Failed to place order', extra={'error': str(e)})
return None

def get_order_status(self, order_id):
order_status = self._get_order_status(order_id)
with self.Session() as session:
trade = session.query(Trade).filter_by(id=order_id).first()
if trade:
self.update_trade(session, trade.id, order_status)
return order_status
logger.info('Retrieving order status', extra={'order_id': order_id})
try:
order_status = self._get_order_status(order_id)
with self.Session() as session:
trade = session.query(Trade).filter_by(id=order_id).first()
if trade:
self.update_trade(session, trade.id, order_status)
logger.info('Order status retrieved', extra={'order_status': order_status})
return order_status
except Exception as e:
logger.error('Failed to get order status', extra={'error': str(e)})
return None

def cancel_order(self, order_id):
cancel_status = self._cancel_order(order_id)
with self.Session() as session:
trade = session.query(Trade).filter_by(id=order_id).first()
if trade:
self.update_trade(session, trade.id, cancel_status)
return cancel_status
logger.info('Cancelling order', extra={'order_id': order_id})
try:
cancel_status = self._cancel_order(order_id)
with self.Session() as session:
trade = session.query(Trade).filter_by(id=order_id).first()
if trade:
self.update_trade(session, trade.id, cancel_status)
logger.info('Order cancelled successfully', extra={'cancel_status': cancel_status})
return cancel_status
except Exception as e:
logger.error('Failed to cancel order', extra={'error': str(e)})
return None

def get_options_chain(self, symbol, expiration_date):
return self._get_options_chain(symbol, expiration_date)
logger.info('Retrieving options chain', extra={'symbol': symbol, 'expiration_date': expiration_date})
try:
options_chain = self._get_options_chain(symbol, expiration_date)
logger.info('Options chain retrieved', extra={'options_chain': options_chain})
return options_chain
except Exception as e:
logger.error('Failed to retrieve options chain', extra={'error': str(e)})
return None

def update_trade(self, session, trade_id, order_info):
trade = session.query(Trade).filter_by(id=trade_id).first()
if not trade:
return

executed_price = order_info.get('filled_price', trade.price) # Match the correct key
if executed_price is None:
executed_price = trade.price # Ensure we have a valid executed price

trade.executed_price = executed_price
profit_loss = self.db_manager.calculate_profit_loss(trade)
success = "success" if profit_loss > 0 else "failure"

trade.executed_price = executed_price
trade.success = success
trade.profit_loss = profit_loss
session.commit()
try:
trade = session.query(Trade).filter_by(id=trade_id).first()
if not trade:
logger.error('Trade not found for update', extra={'trade_id': trade_id})
return

executed_price = order_info.get('filled_price', trade.price)
trade.executed_price = executed_price
profit_loss = self.db_manager.calculate_profit_loss(trade)
success = "success" if profit_loss > 0 else "failure"

trade.executed_price = executed_price
trade.success = success
trade.profit_loss = profit_loss
session.commit()
logger.info('Trade updated', extra={'trade': trade})
except Exception as e:
logger.error('Failed to update trade', extra={'error': str(e)})
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