positions.py

"""
    Python UK trading tax calculator

    Copyright (C) 2015  Robert Carver

    You may copy, modify and redistribute this file as allowed in the license agreement
         but you must retain this header

    See README.txt

"""

import pandas as pd
from utils import type_and_sense_check_arguments
from trades import THRESHOLD

class Position(object):
    """
    A position object contains our current position in something
    """

    def _possible_args(self):
        return self._required_columns()+self._optional_columns()

    def _required_columns(self):
        return ['Code',  'Position']

    def _optional_columns(self):
        return []


    def _type_check(self):
        arg_types=dict(Code=str,  Position=float)
        return arg_types


    def __init__(self, **kwargs):

        '''
        Constructor


        '''

        type_and_sense_check_arguments(self, kwargs)

        argsused=[]
        for key in kwargs:
            argsused.append(key)
            setattr(self, key, kwargs[key])

        setattr(self, 'argsused', argsused)


    def modify(self, **kwargs):

        modpositions=type_and_sense_check_arguments(self, kwargs, checkrequired=False)

        argsused=self.argsused

        for key in modpositions:
            setattr(self, key, modpositions[key])
            argsused.append(key)

        argsused=list(set(argsused))
        setattr(self, 'argsused', argsused)



    def __repr__(self):
        ans=", ".join(["%s:%s" % (name, str(getattr(self, name))) for name in self.argsused])
        return ans


class PositionList(list):
    '''
    A PositionList object is a list of positions


    '''

    def as_dict(self):
        ans=dict([(x.Code, x.Position) for x in self])
        return ans


def list_breaks(dict1, dict2):
    """
    Returns a dataframe of breaks
    """
    results=compare_position_dicts(dict1, dict2)
    ans=results[results.Break==True]
    ans.sort_values("Code")
    return ans

def not_matching_position(x, y):

    if abs(x-y)>THRESHOLD:
        return False

def compare_position_dicts(dict1, dict2):
    """
    Compare two position dicts to see if any break
    """

    codes1=dict1.keys()
    codes2=dict2.keys()
    joint_codes=list(set(list(codes1)+list(codes2)))

    pos1=[dict1.get(code,0) for code in joint_codes]
    pos2=[dict2.get(code,0) for code in joint_codes]
    any_break=[not_matching_position(pos1[idx], pos2[idx]) for idx in range(len(joint_codes))]

    results=pd.DataFrame(dict(Code=joint_codes, Position1=pos1, Position2=pos2, Break=any_break))

    return results

def compare_trades_and_positions(all_trades, all_positions):
    """
    Compares the final positions imputed from a list of trades, and a list of positions.

    Good sanity check
    """

    posdict1=all_trades.final_positions_as_dict()
    posdict2=all_positions.as_dict()

    return list_breaks(posdict1, posdict2)