WIP for calculating the value across all tickers

main.py

@@ -227,7 +227,6 @@ def push_trmnl_update_chart(wklydict_numbers, dict_chart, trmnl_page_id):
 '''
 
 
-
 # ------------------#
 # LEVEL 2 FUNCTIONS #
 # ------------------#
@@ -430,6 +429,7 @@ def calc_current_value_per_trade(trades, history_per_trade):
 	print ("[SUCCESS] Calculating current value per trade")
 	return trades
 
+
 # ------------------#
 # LEVEL 3 FUNCTIONS #
 # ------------------#
@@ -446,65 +446,6 @@ def filter_history_by_list(history, dates_list):
 	print ("[SUCCESS] Filtering History")
 	return filtered_history
 
-# CALC THE HISTORY OVERALL
-def calc_history_total(history_per_trade, trades):
-	
-	# ------------------ CREATE JSON OBJECT 
-	# Create core layer 
-	values = {}
-	values['current_invested'] = 0.0
-	values['current_value'] = 0.0
-	values['current_irr'] = 0.0
-	values['current_performance'] = 0.0
-	
-	# Create dates-list
-	index_date = get_date_open_oldest_trade(trades)
-	dates = []
-	while index_date <= datetime.date.today():
-		dates.append(index_date.isoformat())
-		index_date = index_date + datetime.timedelta(days=1)
-
-	# Create dates-layer
-	history_total = {}
-	for date in dates:
-		history_total[date] = values
-
-	# ------------------ AGGREGATE DATA
-	# Loop over all dates
-	i = 0
-	for index_date in history_per_trade:
-
-		# Trade values stored in history per trade
-		trade_values = history_per_trade[index_date]
-
-		# Loop over all trades
-		for trade_id in trade_values:
-
-			# Individual values stored per trade and day 
-			values = trade_values[trade_id]	
-			
-			# Aggregate data in history_total
-			history_total[index_date]['current_invested'] = history_total[index_date]['current_invested'] + values['current_invested']
-			history_total[index_date]['current_value'] = history_total[index_date]['current_value'] + values['current_value']
-
-			# Weighted irr sum
-			weighted_irr_sum = values['current_irr'] * values['current_invested']
-			history_total[index_date]['current_irr'] = history_total[index_date]['current_irr'] + weighted_irr_sum
-
-		# Weighted irr & total performance
-		if history_total[index_date]['current_invested'] == 0.0:
-			history_total[index_date]['current_irr'] = 0.0
-		else:
-			history_total[index_date]['current_irr'] = history_total[index_date]['current_irr'] / history_total[index_date]['current_invested']
-		history_total[index_date]['total_performance'] = history_total[index_date]['current_value'] + history_total[index_date]['current_invested']
-
-		# Increase index
-		i = i+1
-	
-	# Logging
-	print("[SUCCESS] Calculating history overall")
-	return history_total
-
 # CALC HISTORY PER TRADE
 def calc_history_per_trade(trades, yf_data):
 	# Create support variables
@@ -572,7 +513,7 @@ def calc_history_per_trade(trades, yf_data):
 				total_performanance = current_value_with_dividends - current_invested
 
 				if current_value_with_dividends == 0:
-					print("0-value Error with ticker: {}").format(ticker)
+					print("0-value Error with ticker: {}".format(ticker))
 			
 			else:
 				# Write 0, if trade is not relevant for current timeframe
@@ -631,6 +572,94 @@ def calc_history_per_trade(trades, yf_data):
 
 	return history_per_trade
 
+# CALC THE HISTORY PER TRADE & OVERALL
+def calc_history_per_ticker(history_per_trade, tickers, trades):
+	
+	# ------------------ CREATE JSON OBJECT 
+	# Create the json-dict
+	history_per_trade = {}
+		
+	# Loop over each date entry in the history
+	for date_entry in history_per_trade:
+
+		# Set initial values to avoid NULL errors
+		initial_values = {}
+		initial_values["invested"] = 0
+		initial_values["dividends"] = 0
+		initial_values["value"] = 0
+		initial_values["irr"] = 0
+		initial_values["course"] = 0
+		initial_values["performance"] = 0
+		
+		# Create a dict to store the results per day and ticker
+		dict_daily = {}
+		for ticker in tickers:
+			dict_daily[ticker] = initial_values
+			# Added only for ticker entries, not for the "total" value
+			dict_daily[ticker]["amount"] = 0
+			initial_values["course"] = 0
+		
+		# Add values for a ticker called "total"
+		dict_daily["total"] = initial_values
+
+		# Loop over each trade-entry for that day
+		for trade_id in date_entry:
+
+			# Extract data from the history_per_trade
+			trade_amount = history_per_trade[date_entry][trade_id]['current_amount']
+			trade_invested = history_per_trade[date_entry][trade_id]['current_invested']
+			trade_dividends = history_per_trade[date_entry][trade_id]['total_dividends']
+			trade_value = history_per_trade[date_entry][trade_id]['current_value']
+			trade_irr = history_per_trade[date_entry][trade_id]['current_irr']
+			trade_course = history_per_trade[date_entry][trade_id]['current_course']
+			trade_performanance = history_per_trade[date_entry][trade_id]['total_performanance']
+
+			# Lookup the ticker by the trade-id
+			ticker = trades[trade_id]
+
+			# Extract data from the history_per_ticker
+			ticker_amount = dict_daily[ticker]['current_amount']
+			ticker_invested = dict_daily[ticker]['current_invested']
+			ticker_dividends = dict_daily[ticker]['total_dividends']
+			ticker_value = dict_daily[ticker]['current_value']
+			ticker_irr = dict_daily[ticker]['current_irr']
+			ticker_performanance = dict_daily[ticker]['total_performanance']
+						
+			# Overwrite the values in the history_per_ticker
+			dict_daily[ticker]['current_amount'] = ticker_amount + trade_amount # Simple addition works
+			dict_daily[ticker]['current_invested'] = ticker_invested + trade_invested
+			dict_daily[ticker]['total_dividends'] = ticker_dividends + trade_dividends
+			dict_daily[ticker]['current_value'] = ticker_value + trade_value
+			dict_daily[ticker]['current_irr'] = (ticker_irr * ticker_invested + trade_irr * trade_amount) / (ticker_invested + trade_amount)
+			# --> IRR is adjusted based on the trade values. This way a trade of 25% of the initial trade volume has only a 25% influence on the irr
+			dict_daily[ticker]['current_course'] = trade_course # Simple overwrite is fine, as the course is the same for all trades
+			dict_daily[ticker]['total_performanance'] = ticker_performanance + trade_performanance
+
+		# Calculate the "total" entry after finishing with all the trades
+		for ticker in tickers:
+
+			# Same logic as above, but shortended code
+			dict_daily["total"]['total_dividends'] = dict_daily["total"]['total_dividends'] + dict_daily[ticker]['total_dividends']
+			dict_daily["total"]['current_value'] = dict_daily["total"]['current_value'] + dict_daily[ticker]['current_value']
+			dict_daily["total"]['total_performanance'] = dict_daily["total"]['total_performanance'] + dict_daily[ticker]['total_performanance']
+
+			# Extracting the values before rewriting them, to preserve them for the IRR calculation
+			total_invested = dict_daily["total"]['current_invested']
+			ticker_invested = dict_daily[ticker]['current_invested']
+			dict_daily["total"]['current_invested'] = total_invested + ticker_invested
+			
+			# Extracting the values before rewriting them, to preserve them for the IRR calculation
+			total_irr = dict_daily["total"]['current_irr']
+			ticker_irr = dict_daily[ticker]['current_irr']
+			dict_daily["total"]['current_irr'] = (total_irr * total_invested + ticker_irr * ticker_invested) / (total_invested + ticker_invested)
+		
+		# Finally, write the results for this day-entry to the history_per_ticker
+		history_per_trade[date_entry] = dict_daily
+		print("[INFO] Calculated total history for date{}".format(date_entry))
+
+	# Logging
+	print("[SUCCESS] Calculating history overall")
+	return history_total
 
 
 ### -------------------- MAIN PROGRAMM --------------------
@@ -661,8 +690,9 @@ while True:
 
 	if error == False:
 		# Calculates & stores a history per trade indexed by the notion database_id
-		# Errors in calculating the history should not stop the remaining steps
 		history_per_trade = calc_history_per_trade(trades, yf_data)
+		if history_per_trade == True:
+			error = True
 
 	if error == False:
 		# Selects the most current values for the irr, current course etc. and saves them to the trades-object
@@ -675,11 +705,19 @@ while True:
 		push_notion_trades_update(trades)
 	
 	if error == False:
-		history_total = calc_history_total(history_per_trade, trades)
+		# Calculates & stores a history per ticker AND a total across all tickers indexed by the ticker name
+		# Errors in calculating the history should not stop the remaining steps
+		history_total = calc_history_per_ticker(history_per_trade, tickers, trades)
+	else:
+		# Just clean code practice, so that the parmateter is not undefined
+		history_total = 0 
 
 	if error == False:
 		# Creates a list containing one date per week
 		list_wkl_dates = create_list_wkl_dates(trades)
+	else:
+		# Just clean code practice, so that the parmateter is not undefined
+		list_wkl_dates = 0
 
 	if error == False:
 		history_total_wkl = filter_history_by_list(history_total, list_wkl_dates)