update the balance model to have more rizz

database/models.py

@@ -1,4 +1,4 @@
-from sqlalchemy import Column, Integer, String, Float, DateTime, create_engine, ForeignKey
+from sqlalchemy import Column, Integer, String, Float, DateTime, create_engine, ForeignKey, PrimaryKeyConstraint, ForeignKeyConstraint
 from sqlalchemy.ext.declarative import declarative_base
 from sqlalchemy.orm import sessionmaker, relationship
 from datetime import datetime
@@ -17,10 +17,9 @@ class Trade(Base):
     status = Column(String, nullable=False)
     timestamp = Column(DateTime, nullable=False, default=datetime.utcnow)
     broker = Column(String, nullable=False)
-    strategy = Column(String, nullable=False)
+    strategy = Column(String, nullable=True)
     profit_loss = Column(Float, nullable=True)
     success = Column(String, nullable=True)
-    balance_id = Column(Integer, ForeignKey('balances.id'))
 
 class AccountInfo(Base):
     __tablename__ = 'account_info'
@@ -31,31 +30,34 @@ class AccountInfo(Base):
 class Balance(Base):
     __tablename__ = 'balances'
     id = Column(Integer, primary_key=True, autoincrement=True)
-    broker = Column(String)
-    strategy = Column(String)
-    initial_balance = Column(Float, default=0.0)
-    total_balance = Column(Float, default=0.0)
+    broker = Column(String, nullable=False)
+    strategy = Column(String, nullable=True)
+    type = Column(String, nullable=False)  # 'cash' or 'positions'
+    balance = Column(Float, default=0.0)
     timestamp = Column(DateTime, nullable=False, default=datetime.utcnow)
-    trades = relationship('Trade', backref='balance')
-    positions = relationship("Position", back_populates="balance")
+
+    positions = relationship("Position", back_populates="balance", foreign_keys="[Position.balance_id]", primaryjoin="and_(Balance.id==Position.balance_id, Balance.type=='positions')")
+
+    __table_args__ = (
+        PrimaryKeyConstraint('id', name='balance_pk'),
+    )
 
 class Position(Base):
     __tablename__ = 'positions'
 
     id = Column(Integer, primary_key=True, autoincrement=True)
-    balance_id = Column(Integer, ForeignKey('balances.id'), nullable=True)
-    strategy = Column(String)
     broker = Column(String, nullable=False)
+    strategy = Column(String, nullable=True)
+    balance_id = Column(Integer, ForeignKey('balances.id'), nullable=True)
     symbol = Column(String, nullable=False)
     quantity = Column(Float, nullable=False)
     latest_price = Column(Float, nullable=False)
     last_updated = Column(DateTime, nullable=False, default=datetime.utcnow)
 
-    balance = relationship("Balance", back_populates="positions")
-
+    balance = relationship("Balance", back_populates="positions", foreign_keys=[balance_id])
 
 def drop_then_init_db(engine):
-    Base.metadata.drop_all(engine)  # Create new tables
+    Base.metadata.drop_all(engine)  # Drop existing tables
     Base.metadata.create_all(engine)  # Create new tables
 
 def init_db(engine):

init_db.py

@@ -14,8 +14,8 @@
 drop_then_init_db(engine)
 
 # Define brokers and strategies
-brokers = ['E*TRADE', 'Tradier', 'Tastytrade']
-strategies = ['SMA', 'EMA', 'RSI', 'Bollinger Bands', 'MACD', 'VWAP', 'Ichimoku']
+brokers = ['Tradier', 'Tastytrade']
+strategies = ['RSI', 'Bollinger Bands', 'MACD', 'Ichimoku']
 
 # Generate unique hourly timestamps for the past 30 days
 start_date = datetime.utcnow() - timedelta(days=5)
@@ -54,20 +54,31 @@
 print("Generating and inserting fake balance data and positions...")
 for broker in brokers:
     for strategy in strategies:
-        initial_balance = random.uniform(5000, 20000)
+        initial_cash_balance = random.uniform(5000, 20000)
+        initial_position_balance = random.uniform(5000, 20000)
         for timestamp in timestamps:
-            total_balance = initial_balance + random.uniform(-1000, 1000)  # Simulate some profit/loss
-            balance_record = Balance(
+            cash_balance = initial_cash_balance + random.uniform(-1000, 1000)  # Simulate some profit/loss for cash
+            position_balance = initial_position_balance + random.uniform(-1000, 1000)  # Simulate some profit/loss for positions
+            cash_balance_record = Balance(
                 broker=broker,
                 strategy=strategy,
-                initial_balance=initial_balance,
-                total_balance=total_balance,
+                type='cash',
+                balance=cash_balance,
                 timestamp=timestamp
             )
-            session.add(balance_record)
+            position_balance_record = Balance(
+                broker=broker,
+                strategy=strategy,
+                type='positions',
+                balance=position_balance,
+                timestamp=timestamp
+            )
+            session.add(cash_balance_record)
+            session.add(position_balance_record)
             session.commit()  # Commit each balance record individually
-            initial_balance = total_balance  # Update the initial balance for the next timestamp
-            print(f"Inserted balance record for {broker}, {strategy} at {timestamp}. Total balance: {total_balance}")
+            initial_cash_balance = cash_balance  # Update the initial balance for the next timestamp
+            initial_position_balance = position_balance  # Update the initial balance for the next timestamp
+            print(f"Inserted balance records for {broker}, {strategy} at {timestamp}. Cash balance: {cash_balance}, Position balance: {position_balance}")
 
             # Generate and insert fake positions for each balance record
         for symbol in ['AAPL', 'GOOG', 'TSLA', 'MSFT', 'NFLX', 'AMZN', 'FB', 'NVDA']:
@@ -98,3 +109,4 @@
 session.add_all(fake_accounts)
 session.commit()
 print("Fake account data inserted into the database.")
+

strategies/base_strategy.py

@@ -20,14 +20,16 @@ def initialize_starting_balance(self):
         with self.broker.Session() as session:
             strategy_balance = session.query(Balance).filter_by(
                 strategy=self.strategy_name,
-                broker=self.broker.broker_name
+                broker=self.broker.broker_name,
+                type='cash'
             ).first()
 
             if strategy_balance is None:
                 strategy_balance = Balance(
                     strategy=self.strategy_name,
                     broker=self.broker.broker_name,
-                    total_balance=self.starting_capital
+                    type='cash',
+                    balance=self.starting_capital
                 )
                 session.add(strategy_balance)
                 session.commit()

strategies/constant_percentage_strategy.py

@@ -18,11 +18,12 @@ def rebalance(self):
         with self.broker.Session() as session:
             balance = session.query(Balance).filter_by(
                 strategy=self.strategy_name,
-                broker=self.broker.broker_name
+                broker=self.broker.broker_name,
+                type='cash'
             ).first()
             if balance is None:
-                raise ValueError("Strategy balance not initialized for {self.strategy_name} strategy on {self.broker}.")
-            total_balance = balance.total_balance
+                raise ValueError(f"Strategy balance not initialized for {self.strategy_name} strategy on {self.broker}.")
+            total_balance = balance.balance
 
         target_cash_balance = total_balance * self.cash_percentage
         target_investment_balance = total_balance - target_cash_balance
@@ -37,9 +38,9 @@ def rebalance(self):
             current_price = self.broker.get_current_price(stock)
             target_quantity = target_balance // current_price
             if current_position < target_quantity:
-                self.broker.place_order(stock, target_quantity - current_position, 'buy', 'constant_percentage')
+                self.broker.place_order(stock, target_quantity - current_position, 'buy', self.strategy_name)
             elif current_position > target_quantity:
-                self.broker.place_order(stock, current_position - target_quantity, 'sell', 'constant_percentage')
+                self.broker.place_order(stock, current_position - target_quantity, 'sell', self.strategy_name)
 
     def get_current_positions(self):
         positions = self.broker.get_positions()

trading-dashboard/src/Dashboard.js

@@ -63,7 +63,7 @@ const Dashboard = () => {
         }
         historicalData[key].push({
           x: item.hour,
-          y: item.total_balance
+          y: item.balance
         });
       }
     });

ui/app.py

@@ -23,19 +23,19 @@ def historic_balance_per_strategy():
             Balance.strategy,
             Balance.broker,
             func.strftime('%Y-%m-%d %H', Balance.timestamp).label('hour'),
-            Balance.total_balance,
+            Balance.balance,
         ).group_by(
             Balance.strategy, Balance.broker, 'hour'
         ).order_by(
             Balance.strategy, Balance.broker, 'hour'
         ).all()
         historical_balances_serializable = []
-        for strategy, broker, hour, total_balance in historical_balances:
+        for strategy, broker, hour, balance in historical_balances:
             historical_balances_serializable.append({
                 "strategy": strategy,
                 "broker": broker,
                 "hour": hour,
-                "total_balance": total_balance
+                "balance": balance
             })
         return jsonify({"historic_balance_per_strategy": historical_balances_serializable})
     finally: