1134 lines
40 KiB
Python
1134 lines
40 KiB
Python
### -------------------- LIBARIES --------------------
|
|
import datetime
|
|
import time
|
|
import json
|
|
import yfinance as yf
|
|
import pandas as pd
|
|
import requests
|
|
|
|
import config
|
|
|
|
|
|
### -------------------- FUNCTIONS --------------------
|
|
# ---------------- #
|
|
# HELPER FUNCTIONS #
|
|
# ---------------- #
|
|
|
|
# LOGGING / PRINTING TO TERMINAL
|
|
def logging(message = "", logging_level = "", new_line = True):
|
|
|
|
# Take the selected logging level in the config file
|
|
# Look this up in the list of all available logging levels in the config file
|
|
# Return the index number
|
|
config_logging_level = config.logging_levels.index(config.selected_logging_level)
|
|
|
|
try:
|
|
# Take the logging level of the text to print
|
|
# Look this up in the list of all available logging levels in the config file
|
|
# Return the index number
|
|
message_logging_level = config.logging_levels.index(logging_level)
|
|
except:
|
|
# Fallback to the least important logging level
|
|
# Solved by checking the lenght of the available logging levels
|
|
message_logging_level = len(config.logging_levels)
|
|
|
|
# Check for false new_line entries
|
|
if new_line is not bool:
|
|
new_line = True
|
|
|
|
# Check if the warning should be printed
|
|
if message_logging_level <= config_logging_level:
|
|
|
|
# Geting the log color
|
|
log_color = getattr(config.log_colors, logging_level)
|
|
|
|
# Construct the logging-text incl. color
|
|
log_text = str(log_color + "[" + logging_level + "] " + config.log_colors.endcode + message)
|
|
|
|
# Check if the warning should end with a new-line
|
|
# Printing the text
|
|
if new_line == True:
|
|
print(log_text)
|
|
else:
|
|
print(log_text, end=" ", flush=True)
|
|
|
|
# CALCULATE THE IRR
|
|
def calculate_irr(date_now, date_open, value_now, value_open):
|
|
error = False
|
|
irr = 0.0
|
|
|
|
try:
|
|
# Count the number in days
|
|
a = date_now - date_open
|
|
a = a.days
|
|
|
|
# Am Tag des Kaufs selbst, liegt das Delta in Tagen bei 0
|
|
# Um dennoch einen IRR kalkulieren zu können, wird das Delta auf 1 gsetzt
|
|
if a == 0:
|
|
a = 1
|
|
|
|
a = a / 365 # Umrechnung auf Jahresanteil, um auch den Jahreszinssatz zu bekommen
|
|
b = value_now / value_open
|
|
|
|
# Catch negative IRRs
|
|
if b < 0:
|
|
b = b * (-1)
|
|
irr = b**(1/a) # matematisch identisch zur b-ten Wurzel von a
|
|
irr = irr * (-1)
|
|
else:
|
|
irr = b**(1/a) # matematisch identisch zur b-ten Wurzel von a
|
|
except:
|
|
error = True
|
|
|
|
# Return data if successful
|
|
if error == True:
|
|
print("[ERROR] Calculation of irr")
|
|
return error
|
|
else:
|
|
return irr
|
|
|
|
# GET THE DAY OF THE OLDEST TRADE
|
|
def get_date_open_oldest_trade(trades):
|
|
# Identify the open date for the oldest trade
|
|
date_open_oldest_trade = datetime.date.today()
|
|
for i in trades:
|
|
if trades[i]["date_open"] < date_open_oldest_trade:
|
|
date_open_oldest_trade = trades[i]["date_open"]
|
|
return date_open_oldest_trade
|
|
|
|
# CREATES LIST OF UNIQUE TICKERS
|
|
def filter_list_of_tickers(trades):
|
|
tickers = []
|
|
try:
|
|
for i in trades:
|
|
# Fetch ticker belonging to trade
|
|
ticker = trades[i]['ticker']
|
|
# Add ticker to list, if not already present
|
|
if ticker not in tickers:
|
|
tickers.append(ticker)
|
|
|
|
# Main Logging
|
|
logging(logging_level="success")
|
|
logging(logging_level="info", message=f"{len(tickers)} tickers found")
|
|
return tickers
|
|
except Exception as error_message:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error: {error_message}")
|
|
return False
|
|
|
|
# CREATE LIST OF WEEKLY DATES
|
|
def create_list_filtered_dates(trades, days_seperation):
|
|
stop_date = get_date_open_oldest_trade(trades)
|
|
index_date = datetime.date.today()
|
|
|
|
try:
|
|
# Create reversed list (1st entry is today going back in time)
|
|
list_filtered_dates = []
|
|
while index_date >= stop_date:
|
|
list_filtered_dates.append(index_date.isoformat())
|
|
index_date = index_date - datetime.timedelta(days=days_seperation)
|
|
|
|
# Reverse the list, so that the frist entry is the oldest one
|
|
list_filtered_dates.reverse()
|
|
|
|
# Main Logging
|
|
logging(logging_level="success")
|
|
logging(logging_level="info", message=f"{len(list_filtered_dates)} dates in weekly list")
|
|
return list_filtered_dates
|
|
except Exception as error_message:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error: {error_message}")
|
|
return False
|
|
|
|
# FETCH THE LAST INDEX FROM A DICT
|
|
def fetch_last_key_from_dict(dict):
|
|
key_list = list(dict.keys()) # Extract the keys and convert them to a list
|
|
last_key = key_list[-1] # select the last entry from the list as it is the most current entry
|
|
return last_key
|
|
|
|
# ADD BENCHMARK-TICKER TO TICKER-DICT
|
|
def add_benchmark_ticker(tickers, ticker_benchmarkt):
|
|
tickers.append(ticker_benchmarkt)
|
|
logging(logging_level="success")
|
|
return tickers
|
|
|
|
# CREATE BENCHMARK TRADES
|
|
def create_benchmark_trades(trades, yf_data):
|
|
|
|
# Prepertion
|
|
benchmark_trades = {}
|
|
i = 0
|
|
|
|
# Creating benchmark trades
|
|
try:
|
|
for trade_id in trades:
|
|
# Benchmark-id
|
|
i = i+1
|
|
benchmark_id = "benchmark" + str(i)
|
|
|
|
# Copy raw trades
|
|
benchmark_trades[benchmark_id] = trades[trade_id]
|
|
benchmark_trades[benchmark_id]["ticker"] = config.ticker_benchmark
|
|
|
|
# Calculate amount invested
|
|
amount_invested = benchmark_trades[benchmark_id]["units"] * benchmark_trades[benchmark_id]["course_open"]
|
|
|
|
# Change course-open for benchmark-ticker performance calculation
|
|
success = False
|
|
index_date = benchmark_trades[benchmark_id]["date_open"]
|
|
while success == False:
|
|
try:
|
|
course_open_new = yf_data[config.ticker_benchmark].at[index_date, 'Close']
|
|
success = True
|
|
except:
|
|
index_date = index_date + datetime.timedelta(days=1)
|
|
benchmark_trades[benchmark_id]["course_open"] = course_open_new # type: ignore
|
|
|
|
# Change amount for benchmark-ticker performance calculation
|
|
benchmark_trades[benchmark_id]["units"] = amount_invested / course_open_new # type: ignore
|
|
|
|
# Change course-open for benchmark-ticker performance calculation, if relevant
|
|
if trades[trade_id]["date_close"] != 0:
|
|
success = False
|
|
index_date = benchmark_trades[benchmark_id]["date_close"]
|
|
while success == False:
|
|
try:
|
|
course_close_new = yf_data[config.ticker_benchmark].at[index_date, 'Close']
|
|
success = True
|
|
except:
|
|
index_date = index_date + datetime.timedelta(days=1)
|
|
benchmark_trades[benchmark_id]["course_close"] = course_close_new # type: ignore
|
|
|
|
# Logging
|
|
logging(logging_level="success")
|
|
return benchmark_trades
|
|
except Exception as error_message:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error: {error_message}")
|
|
return False
|
|
|
|
# MERGE BENCHMARK HISTORY & TICKER-HISTROY
|
|
def merge_histories(history_per_ticker, benchmark_history):
|
|
|
|
# Preperation
|
|
benchmark_ticker = config.ticker_benchmark
|
|
error_count = 0
|
|
|
|
# Merging Data
|
|
for index_date in history_per_ticker:
|
|
try:
|
|
history_per_ticker[index_date]["benchmark"] = {}
|
|
history_per_ticker[index_date]["benchmark"]["current_invested"] = benchmark_history[index_date][benchmark_ticker]["current_invested"]
|
|
history_per_ticker[index_date]["benchmark"]["total_dividends"] = benchmark_history[index_date][benchmark_ticker]["total_dividends"]
|
|
history_per_ticker[index_date]["benchmark"]["current_value"] = benchmark_history[index_date][benchmark_ticker]["current_value"]
|
|
history_per_ticker[index_date]["benchmark"]["current_irr"] = benchmark_history[index_date][benchmark_ticker]["current_irr"]
|
|
history_per_ticker[index_date]["benchmark"]["total_performanance"] = benchmark_history[index_date][benchmark_ticker]["total_performanance"]
|
|
except:
|
|
error_count = error_count +1
|
|
|
|
# Debugging
|
|
if config.selected_logging_level == "debug":
|
|
data = json.dumps(history_per_ticker, indent=2) # Converts a python-dictionary into a json
|
|
with open("history_per_ticker_with_benchmark.json", "w") as f:
|
|
f.write(data)
|
|
|
|
# Main Logging
|
|
if error_count == 0:
|
|
logging(logging_level="success")
|
|
return history_per_ticker
|
|
else:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message=f"Error merging benchmark-history into ticker-history in {error_count} cases")
|
|
return False
|
|
|
|
|
|
|
|
# -------------------------- #
|
|
# NETWORK DOWNLOAD FUNCTIONS #
|
|
# -------------------------- #
|
|
|
|
# NOTION FETCH PAGES
|
|
def notion_get_pages(db_id_trades, num_pages=None):
|
|
try:
|
|
# ------------------ FETCH THE FIRST 100 PAGES FROM A DB
|
|
# Prepare Request
|
|
url = f"https://api.notion.com/v1/databases/{db_id_trades}/query"
|
|
get_all = num_pages is None # If num_pages is None, get all pages, otherwise just the defined number.
|
|
page_size = 100 if get_all else num_pages
|
|
payload = {"page_size": page_size}
|
|
|
|
# Make Request
|
|
raw_response = requests.post(url, json=payload, headers=config.notion_headers)
|
|
|
|
# Process Reply
|
|
parsed_response = raw_response.json()
|
|
result = parsed_response["results"]
|
|
|
|
# ------------------ FETCH 100 MORE PAGES AS OFTEN AS REQUIRED
|
|
while parsed_response["has_more"] and get_all:
|
|
# Prepare Request
|
|
payload = {"page_size": page_size, "start_cursor": parsed_response["next_cursor"]}
|
|
url = f"https://api.notion.com/v1/databases/{db_id_trades}/query"
|
|
|
|
# Make Request
|
|
raw_response = requests.post(url, json=payload, headers=config.notion_headers)
|
|
|
|
# Process Reply
|
|
parsed_response = raw_response.json()
|
|
result.extend(parsed_response["results"])
|
|
|
|
# Logging
|
|
return result
|
|
except Exception:
|
|
return True # Return True when there was an error
|
|
|
|
# NOTION FETCH & FORMAT TRADES
|
|
def fetch_format_notion_trades(db_id_trades):
|
|
trades = {}
|
|
fetch_error = False
|
|
format_errors = 0
|
|
number_of_trades = 0
|
|
error_message = ""
|
|
|
|
# Download data from notion
|
|
data = notion_get_pages(db_id_trades)
|
|
|
|
# Check, if cuccessfull
|
|
if data is True:
|
|
fetch_error = True
|
|
else:
|
|
|
|
# Format the recieved data
|
|
for i in data:
|
|
|
|
# Count for stratistics
|
|
number_of_trades = number_of_trades + 1
|
|
|
|
# Each page is loaded as a dictionary
|
|
notion_page = dict(i)
|
|
|
|
# Handling desired missing entries
|
|
try:
|
|
date_close = notion_page["properties"]["Close"]["date"]
|
|
date_close = date_close["start"]
|
|
date_close = datetime.date(*map(int, date_close.split('-')))
|
|
except:
|
|
date_close = 0
|
|
|
|
# Handeling non-desired missing entries (by skipping this trade)
|
|
try:
|
|
# Try extracting values
|
|
trade = {}
|
|
|
|
# Format date-open
|
|
date_open = notion_page["properties"]["Open"]["date"]
|
|
date_open = date_open["start"]
|
|
date_open = datetime.date(*map(int, date_open.split('-')))
|
|
|
|
# Combine data into json structure
|
|
trade = {
|
|
'ticker' : notion_page["properties"]["Ticker"]["select"]["name"],
|
|
'date_open' : date_open,
|
|
'date_close' : date_close,
|
|
'course_open' : notion_page["properties"]["Open (€)"]["number"],
|
|
'course_close' : notion_page["properties"]["Close (€)"]["number"],
|
|
'course_current' : notion_page["properties"]["Current (€)"]["number"],
|
|
'irr' : notion_page["properties"]["IRR (%)"]["number"],
|
|
'units' : notion_page["properties"]["Units"]["number"],
|
|
'dividends' : notion_page["properties"]["Dividends (€)"]["number"]
|
|
}
|
|
|
|
# Save values
|
|
notion_page_id = notion_page["id"] # Use as key for the dictionary
|
|
trades[notion_page_id] = trade
|
|
except Exception as e:
|
|
format_errors = format_errors + 1
|
|
error_message = e
|
|
|
|
# Logging
|
|
if fetch_error == True:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error: {error_message}")
|
|
return False
|
|
else:
|
|
# Writing Example File
|
|
if config.selected_logging_level == "debug":
|
|
with open("trades.json", "w") as f:
|
|
f.write(str(trades))
|
|
# Logging
|
|
if format_errors == 0:
|
|
logging(logging_level="success")
|
|
logging(logging_level="info", message=f"{number_of_trades} trades recieved and formated")
|
|
return trades
|
|
else:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message=f"{format_errors} trades out of {number_of_trades} skiped...maybe due to missing values?")
|
|
return trades
|
|
|
|
# NOTION FETCH & FORMAT INVESTMENT OVERVIEW
|
|
def fetch_format_notion_investments(db_id_investments):
|
|
investments = {}
|
|
fetch_error = False
|
|
format_errors = 0
|
|
number_of_investments = 0
|
|
|
|
# Download data & check for success
|
|
data = notion_get_pages(db_id_investments)
|
|
if data is True:
|
|
error = True
|
|
else:
|
|
|
|
# Format recieved data
|
|
for i in data:
|
|
|
|
# Count up for statistics
|
|
number_of_investments = number_of_investments + 1
|
|
|
|
try:
|
|
# Each page is loaded as a dictionary
|
|
notion_page = dict(i)
|
|
|
|
# Extract values
|
|
notion_page_id = notion_page["id"] # Use as key for the dictionary
|
|
investments[notion_page_id] = {}
|
|
investments[notion_page_id]["ticker"] = notion_page["properties"]["Ticker"]["select"]["name"]
|
|
investments[notion_page_id]["total_dividends"] = notion_page["properties"]["Dividends (€)"]["number"]
|
|
investments[notion_page_id]["current_value"] = notion_page["properties"]["Current (€)"]["number"]
|
|
investments[notion_page_id]["current_irr"] = notion_page["properties"]["IRR (%)"]["number"]
|
|
investments[notion_page_id]["total_performanance"] = notion_page["properties"]["Performance (€)"]["number"]
|
|
|
|
# Skip this entry, if errors show up
|
|
except:
|
|
format_errors = format_errors + 1
|
|
|
|
# Main Logging
|
|
if fetch_error == False & format_errors == 0:
|
|
logging(logging_level="success")
|
|
logging(logging_level="info", message=f"{number_of_investments} investments recieved and formated")
|
|
return investments
|
|
elif fetch_error == False & format_errors > 0:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message=f"{format_errors} investments out of {number_of_investments} skiped...maybe due to missing values?")
|
|
return investments
|
|
else:
|
|
logging(logging_level="error")
|
|
return False
|
|
|
|
# YFINANCE FETCH & FORMAT DATA
|
|
def fetch_format_yf_data(tickers):
|
|
|
|
yf_data = {}
|
|
fetch_errors = 0
|
|
format_errors = 0
|
|
number_of_tickers = 0
|
|
|
|
# Download data for each ticker seperately
|
|
for i in tickers:
|
|
|
|
number_of_tickers = number_of_tickers +1
|
|
skip_formating = False # Helper varianbel (see flow logik)
|
|
ticker = i
|
|
|
|
# Catch errors during the download
|
|
try:
|
|
# Download data
|
|
api = yf.Ticker(ticker)
|
|
data = api.history(period="max", auto_adjust=False)
|
|
except:
|
|
# Store error for later logging
|
|
fetch_errors = fetch_errors + 1
|
|
data = True
|
|
|
|
# If the download was successfull:
|
|
if skip_formating == False:
|
|
# Try formating the data
|
|
try:
|
|
# Convert to Pandas DataFrame
|
|
data = pd.DataFrame(data) # type: ignore
|
|
|
|
# Delete the columns "Stock Splits", "High", "Low" and "Open"
|
|
del data['Open']
|
|
del data['Low']
|
|
del data['High']
|
|
del data['Volume']
|
|
|
|
# Delete these 2 columns, if they exist
|
|
if 'Stock Splits' in data.columns:
|
|
del data['Stock Splits']
|
|
if 'Capital Gains' in data.columns:
|
|
del data['Capital Gains']
|
|
|
|
# Get the Number of rows in data
|
|
data_rows = data.shape[0]
|
|
|
|
# Create new index without the time from the existing datetime64-index
|
|
old_index = data.index
|
|
new_index = []
|
|
x = 0
|
|
while x < data_rows:
|
|
date = pd.Timestamp.date(old_index[x]) # Converts the "Pandas Timestamp"-object to a "date" object
|
|
new_index.append(date)
|
|
x+=1
|
|
|
|
# Add the new index to the dataframe and set it as the index
|
|
data.insert(1, 'Date', new_index)
|
|
data.set_index('Date', inplace=True)
|
|
|
|
# Save the data-frame to the yf_data dict
|
|
yf_data[ticker] = data
|
|
|
|
# Handle formating errors
|
|
except:
|
|
format_errors = format_errors +1
|
|
# in case of an error the entry never get's added to the yf_data object
|
|
|
|
# Wait for the API to cool down
|
|
print(".", end="", flush=True)
|
|
time.sleep(config.api_cooldowm_time)
|
|
|
|
# Main Logging
|
|
print(" ", end="", flush=True)
|
|
if fetch_errors == 0 & format_errors == 0:
|
|
logging(logging_level="success")
|
|
logging(logging_level="info", message=f"{number_of_tickers} tickers recieved and formated")
|
|
return yf_data
|
|
elif fetch_errors == 0 & format_errors > 0:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message=f"{format_errors} tickers out of {number_of_tickers} skiped")
|
|
return yf_data
|
|
else:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error: {number_of_tickers}")
|
|
print("\n")
|
|
return False
|
|
|
|
|
|
|
|
# ------------------------ #
|
|
# NETWORK UPLOAD FUNCTIONS #
|
|
# ------------------------ #
|
|
|
|
# NOTION UPDATE PAGES
|
|
def notion_update_page(page_id: str, data: dict):
|
|
url = f"https://api.notion.com/v1/pages/{page_id}"
|
|
payload = {"properties": data}
|
|
results = requests.patch(url, json=payload, headers=config.notion_headers)
|
|
return results
|
|
|
|
# UPDATE NOTION-TRADES-DATABASE
|
|
def push_notion_trades_update(trades):
|
|
|
|
# Logging
|
|
error_count = 0
|
|
number_of_uploads = 0
|
|
|
|
for notion_page_id in trades:
|
|
|
|
number_of_uploads = number_of_uploads+1
|
|
|
|
try:
|
|
# The irr is stored in the format 1.2534
|
|
# Notion need the format 0,2534
|
|
irr_notion = trades[notion_page_id]['irr'] - 1
|
|
irr_notion = round(irr_notion, 4)
|
|
|
|
# Construct Notion-Update-Object
|
|
notion_update = {
|
|
"Current (€)": {
|
|
"number": trades[notion_page_id]['course_current']
|
|
},
|
|
"IRR (%)": {
|
|
"number": irr_notion
|
|
},
|
|
"Dividends (€)": {
|
|
"number": trades[notion_page_id]['dividends']
|
|
}
|
|
}
|
|
# Update the properties of the corresponding notion-page
|
|
notion_update_page(notion_page_id, notion_update)
|
|
|
|
except:
|
|
error_count = error_count + 1
|
|
|
|
# Wait for the API to cool off
|
|
print(".", end="", flush=True)
|
|
time.sleep(config.api_cooldowm_time)
|
|
|
|
# Logging
|
|
print(" ", end="", flush=True)
|
|
if error_count == 0:
|
|
logging(logging_level="success")
|
|
elif error_count < number_of_uploads:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="success", message=f"Updating notion trades failed for {error_count} out of {number_of_uploads} entries")
|
|
else:
|
|
logging(logging_level="error")
|
|
logging(logging_level="success", message=f"Updating notion trades failed for all {error_count} entries")
|
|
|
|
# UPDATE NOTION-INVESTMENT-OVERVIEW
|
|
def push_notion_investment_update(investments):
|
|
|
|
# Logging
|
|
error_count = 0
|
|
number_of_uploads = 0
|
|
|
|
for notion_page_id in investments:
|
|
|
|
number_of_uploads = number_of_uploads+1
|
|
|
|
# Try uploading an update
|
|
try:
|
|
# The irr is stored in the format 1.2534
|
|
# Notion need the format 0,2534
|
|
irr_notion = investments[notion_page_id]['current_irr'] - 1
|
|
irr_notion = round(irr_notion, 4)
|
|
|
|
# Construct Notion-Update-Object
|
|
notion_update = {
|
|
"Current (€)": {
|
|
"number": investments[notion_page_id]['current_value']
|
|
},
|
|
"IRR (%)": {
|
|
"number": irr_notion
|
|
},
|
|
"Performance (€)": {
|
|
"number": investments[notion_page_id]['total_performanance']
|
|
},
|
|
"Dividends (€)": {
|
|
"number": investments[notion_page_id]['total_dividends']
|
|
}
|
|
}
|
|
# Update the properties of the corresponding notion-page
|
|
notion_update_page(notion_page_id, notion_update)
|
|
except:
|
|
error_count = error_count + 1
|
|
|
|
# Wait for the API to cool off
|
|
print(".", end="", flush=True)
|
|
time.sleep(config.api_cooldowm_time)
|
|
|
|
# Logging
|
|
print(" ", end="", flush=True)
|
|
if error_count == 0:
|
|
logging(logging_level="success")
|
|
elif error_count < number_of_uploads:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="success", message=f"Updating notion investments failed for {error_count} out of {number_of_uploads} entries")
|
|
else:
|
|
logging(logging_level="error")
|
|
logging(logging_level="success", message=f"Updating notion investments failed for all {error_count} entries")
|
|
|
|
# TRMNL UPDATE DIAGRAMMS
|
|
def push_trmnl_update_chart(trmnl_update_object, trmnl_url, trmnl_headers):
|
|
|
|
# Send the data to TRMNL
|
|
try:
|
|
data = json.dumps(trmnl_update_object, indent=2) # Converts a python-dictionary into a json
|
|
reply = requests.post(trmnl_url, data=data, headers=trmnl_headers)
|
|
|
|
# Logging
|
|
if reply.status_code == 200:
|
|
logging(logging_level="success")
|
|
elif reply.status_code == 429:
|
|
logging_level="success"
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message="Exceeded TRMNL's API rate limits")
|
|
logging(logging_level="warning", message="Waiting some time should work")
|
|
elif reply.status_code == 422:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message="Upload successful, but data cannot be displayed correctly")
|
|
logging(logging_level="warning", message="The payload is probably to large in size")
|
|
else:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed pushing data to TRMNL with server reply code: {reply.status_code}")
|
|
logging(logging_level="debug", message=f"Complete server reply message: {reply}")
|
|
except Exception as e:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed pushing data to TRMNL with error code: {e}")
|
|
|
|
|
|
|
|
# ----------------------------- #
|
|
# HISTORY CALCULATION FUNCTIONS #
|
|
# ----------------------------- #
|
|
|
|
# CALC HISTORY PER TRADE
|
|
def calc_history_per_trade(trades, yf_data):
|
|
|
|
# Create support variables
|
|
history_per_trade = {}
|
|
total_dividends = 0
|
|
date_open_oldest_trade = get_date_open_oldest_trade(trades)
|
|
|
|
# Logging & statistics
|
|
missing_day_entrys = 0
|
|
days_formated = 0
|
|
number_of_trades = 0
|
|
|
|
# As this history is so important, it is okay if this functions fails in total if errors araise
|
|
try:
|
|
# ------------------ LOOP OVER ALL TRADES
|
|
for trade_id in trades:
|
|
|
|
# Statistics
|
|
number_of_trades = number_of_trades +1
|
|
|
|
# ------------------ PREPARE FOR THE (NEXT) LOOP OVER ALL DAYS
|
|
# Set / Reset the index-date to the oldest trade day
|
|
# Resetting is required so that the calculations for the next trade start with day 1
|
|
index_date = date_open_oldest_trade
|
|
|
|
# Set the initial value for the course on the previous day to 0
|
|
# Just in case the very first trade was made on a weekend somehow, where there is no yfinance data available
|
|
previous_course = 0.0
|
|
|
|
# Check, if the trade was closed already
|
|
# If it was not, set the closure date to the future (Trick 17)
|
|
if trades[trade_id]["date_close"] == 0:
|
|
date_close = datetime.date.today() + datetime.timedelta(days=1)
|
|
else:
|
|
date_close = trades[trade_id]["date_close"]
|
|
date_open = trades[trade_id]["date_open"]
|
|
|
|
# Keep ticker for connecting performance later
|
|
ticker = trades[trade_id]['ticker']
|
|
|
|
# ------------------ DETERMINE THE COUSE PER DAY
|
|
while index_date != datetime.date.today() + datetime.timedelta(days=1):
|
|
|
|
# Statistics
|
|
days_formated = days_formated +1
|
|
|
|
# Fetch course for the day & eventual dividends from yf_data
|
|
try:
|
|
current_course = yf_data[ticker].at[index_date, 'Close']
|
|
current_dividends_per_ticker = yf_data[ticker].at[index_date, 'Dividends']
|
|
|
|
# Catch missing yf-data (eg. for weekends) by reusing course from previous day
|
|
except:
|
|
current_course = previous_course
|
|
current_dividends_per_ticker = 0.0 # there are never dividends on non-trading days
|
|
missing_day_entrys = missing_day_entrys +1 # Increase the warning count
|
|
|
|
# Catch the special case of the day when the trade was closed
|
|
# In this case, the current course needs to be overwritten with the sell-value
|
|
if date_close == index_date:
|
|
current_course = trades[trade_id]['course_close']
|
|
|
|
# Save the result for the next iteration
|
|
# This setup also makes it possible, that a previous course is passed down across mutiple days
|
|
# This makes sense is case i.e. for a weekend
|
|
previous_course = current_course
|
|
|
|
# ------------------ CALCULATE PERFORMANCE IF REQUIRED
|
|
if index_date >= date_open and index_date <= date_close:
|
|
# Calculate performance values
|
|
current_amount = trades[trade_id]['units']
|
|
current_invested = current_amount * trades[trade_id]['course_open']
|
|
total_dividends = total_dividends + current_amount * current_dividends_per_ticker
|
|
current_value = current_amount * current_course
|
|
current_value_with_dividends = current_value + total_dividends
|
|
current_irr = calculate_irr(index_date, date_open, current_value_with_dividends, current_invested)
|
|
total_performanance = current_value_with_dividends - current_invested
|
|
|
|
if current_value_with_dividends == 0:
|
|
print("0-value Error with ticker: {}".format(ticker))
|
|
|
|
else:
|
|
# Write 0, if trade is not relevant for current timeframe
|
|
current_amount = 0
|
|
current_invested = 0.00
|
|
total_dividends = 0.00
|
|
current_value = 0.00
|
|
current_irr = 0.00
|
|
total_performanance = 0.0
|
|
|
|
# ------------------ STORE RESULTS
|
|
index_date_iso = index_date.isoformat()
|
|
|
|
# Store all values into a dict
|
|
dict_a = {}
|
|
dict_a['current_amount'] = current_amount
|
|
dict_a['current_invested'] = current_invested
|
|
dict_a['total_dividends'] = total_dividends
|
|
dict_a['current_value'] = current_value
|
|
dict_a['current_irr'] = current_irr
|
|
dict_a['current_course'] = current_course
|
|
dict_a['total_performanance'] = total_performanance
|
|
|
|
# Check if the date is already present
|
|
if index_date_iso in history_per_trade:
|
|
dict_b = history_per_trade[index_date_iso]
|
|
else:
|
|
dict_b = {}
|
|
# Add the values to the trade_id value-pair
|
|
dict_b[trade_id] = dict_a
|
|
|
|
# Update the hostory_per_trade
|
|
history_per_trade.update({index_date_iso : dict_b})
|
|
|
|
# ------------------ NEXT ITERATION
|
|
index_date = index_date + datetime.timedelta(days=1)
|
|
|
|
# ------------------ LOGGING & DEBUGING
|
|
# Debug writing history to disk
|
|
if config.selected_logging_level == "debug":
|
|
data = json.dumps(history_per_trade, indent=2) # Converts a python-dictionary into a json
|
|
with open("history_per_trade.json", "w") as f:
|
|
f.write(data)
|
|
|
|
# Logging logging
|
|
if missing_day_entrys == 0:
|
|
logging(logging_level="success")
|
|
logging(logging_level="info", message=f"created a history with {days_formated} across all {number_of_trades} tickers o_O")
|
|
else:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message=f"No yf-data available in {missing_day_entrys} cases accross all {number_of_trades} tickers")
|
|
logging(logging_level="warning", message="Probably reason is non-trading-days eg. weekends")
|
|
logging(logging_level="warning", message="Used values from previous trade-day instead")
|
|
# Return date
|
|
return history_per_trade
|
|
|
|
except Exception as error_message:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error message: {error_message}")
|
|
return False
|
|
|
|
# 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_ticker = {}
|
|
|
|
# Logging & statistics
|
|
missing_day_entrys = 0
|
|
days_formated = 0
|
|
|
|
# As this history is so important, it is okay if this functions fails in total if errors araise
|
|
try:
|
|
# Loop over each date entry in the history
|
|
for date_entry in history_per_trade:
|
|
|
|
# Statistics
|
|
days_formated = days_formated +1
|
|
|
|
# Create a dict to store the results per day and ticker
|
|
dict_daily = {}
|
|
for ticker in tickers:
|
|
dict_daily[ticker] = {}
|
|
dict_daily[ticker]["current_invested"] = 0
|
|
dict_daily[ticker]["total_dividends"] = 0
|
|
dict_daily[ticker]["current_value"] = 0
|
|
dict_daily[ticker]["current_irr"] = 0
|
|
dict_daily[ticker]["current_irr"] = 0
|
|
dict_daily[ticker]["total_performanance"] = 0
|
|
dict_daily[ticker]["current_amount"] = 0 # Added only for ticker entries, not for the "total" value
|
|
dict_daily[ticker]["current_course"] = 0 # Added only for ticker entries, not for the "total" value
|
|
dict_daily["total"] = {}
|
|
dict_daily["total"]["current_invested"] = 0
|
|
dict_daily["total"]["total_dividends"] = 0
|
|
dict_daily["total"]["current_value"] = 0
|
|
dict_daily["total"]["current_irr"] = 0
|
|
dict_daily["total"]["total_performanance"] = 0
|
|
|
|
# Loop over each trade-entry for that day
|
|
for trade_id in history_per_trade[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]["ticker"]
|
|
|
|
# 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]['total_performanance'] = ticker_performanance + trade_performanance
|
|
dict_daily[ticker]['current_course'] = trade_course # Simple overwrite is fine, as the course is the same for all trades
|
|
if ticker_invested == 0 and trade_invested == 0:
|
|
dict_daily[ticker]['current_irr'] = 0
|
|
# Catch 0 values
|
|
else:
|
|
dict_daily[ticker]['current_irr'] = (ticker_irr * ticker_invested + trade_irr * trade_invested) / (ticker_invested + trade_invested)
|
|
# --> 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
|
|
|
|
# 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
|
|
if ticker_invested == 0 and total_invested == 0:
|
|
dict_daily["total"]['current_irr'] = 0
|
|
else:
|
|
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_ticker[date_entry] = dict_daily
|
|
|
|
# ------------------ LOGGING & DEBUGING
|
|
# Debugging
|
|
if config.selected_logging_level == "debug":
|
|
data = json.dumps(history_per_ticker, indent=2) # Converts a python-dictionary into a json
|
|
with open("history_per_ticker.json", "w") as f:
|
|
f.write(data)
|
|
|
|
# Success Logging
|
|
logging(logging_level="success")
|
|
logging(logging_level="info", message=f"created a history with {days_formated} days formated o_O")
|
|
return history_per_ticker
|
|
|
|
# Error Logging
|
|
except Exception as error_message:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error message: {error_message}")
|
|
return False
|
|
|
|
|
|
|
|
# --------------------------- #
|
|
# HISTORY SELECTION FUNCTIONS #
|
|
# --------------------------- #
|
|
|
|
# FILTER ANY HISTORY OBJECT TO SELECTED DATES
|
|
def filter_history_by_list(history, dates_list):
|
|
filtered_history = {}
|
|
try:
|
|
# Loop over all days
|
|
for index_date in history:
|
|
# Check, if the history-date is in the filter-list
|
|
if index_date in dates_list:
|
|
# If so, add this date-entry to the filtered history object
|
|
filtered_history[index_date] = history[index_date]
|
|
# Main Logging
|
|
logging(logging_level="success")
|
|
return filtered_history
|
|
except Exception as error_message:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error: {error_message}")
|
|
return False
|
|
|
|
# SELECT CURRENT VALUES PER TRADE
|
|
def select_current_value_per_trade(trades, history_per_trade):
|
|
|
|
# Logging
|
|
format_errors = 0
|
|
|
|
# Loop over all trades
|
|
for trade_id in trades:
|
|
try:
|
|
# Determine, what values to fetch based on whether the trade was closed already
|
|
date_closed = trades[trade_id]["date_close"]
|
|
if date_closed == 0:
|
|
|
|
# If trade still open, use performance data from today
|
|
index_date_iso = datetime.date.today().isoformat()
|
|
|
|
else:
|
|
# If trade closed, use performance data from close-date
|
|
index_date_iso = date_closed.isoformat()
|
|
|
|
# Fetch data from history and save for this trade
|
|
trades[trade_id]["course_current"] = history_per_trade[index_date_iso][trade_id]['current_course']
|
|
trades[trade_id]["irr"] = history_per_trade[index_date_iso][trade_id]['current_irr']
|
|
trades[trade_id]["dividends"] = history_per_trade[index_date_iso][trade_id]['total_dividends']
|
|
except:
|
|
format_errors = format_errors + 1
|
|
|
|
# Logging logging
|
|
if format_errors == 0:
|
|
logging(logging_level="success")
|
|
else:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message=f"Failed updating the current value per trade in {format_errors} cases")
|
|
return trades
|
|
|
|
# SELECT CURRENT VALUES PER TICKER
|
|
def select_current_value_per_ticker(investments, history_per_ticker):
|
|
|
|
# Logging
|
|
format_errors = 0
|
|
|
|
# Loop over all investments
|
|
for investment_id in investments:
|
|
try:
|
|
# Generate the iso-date of today as the required index
|
|
index_date_iso = datetime.date.today().isoformat()
|
|
|
|
# Get the ticker corresponding to the investment
|
|
ticker = investments[investment_id]["ticker"]
|
|
|
|
# Select latest data from history and save for this investment
|
|
investments[investment_id]["total_dividends"] = history_per_ticker[index_date_iso][ticker]['total_dividends']
|
|
investments[investment_id]["current_value"] = history_per_ticker[index_date_iso][ticker]['current_value']
|
|
investments[investment_id]["current_irr"] = history_per_ticker[index_date_iso][ticker]['current_irr']
|
|
investments[investment_id]["total_performanance"] = history_per_ticker[index_date_iso][ticker]['total_performanance']
|
|
except:
|
|
format_errors = format_errors + 1
|
|
|
|
# Logging
|
|
if format_errors == 0:
|
|
logging(logging_level="success")
|
|
else:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message=f"Failed updating the current value per ticker in {format_errors} cases")
|
|
return investments
|
|
|
|
# TRMNL CREATE IRR-UPDATE
|
|
def prep_trmnl_chart_udpate(history_to_show, series_to_show_1 = "total", data_to_show_1 = "current_value", series_to_show_2 = "bechnmark", data_to_show_2 = "current_value"): # default value = current invested
|
|
|
|
# Setup
|
|
dict_big_numbers = {}
|
|
charts_data = []
|
|
chart_1 = {}
|
|
chart_2 = {}
|
|
|
|
try:
|
|
# Fetch the latest date entry from the history
|
|
index_date_iso = fetch_last_key_from_dict(history_to_show)
|
|
|
|
# Select latest data from history for the big-numbers
|
|
current_value = history_to_show[index_date_iso]["total"]["current_value"]
|
|
total_performanance = history_to_show[index_date_iso]["total"]["total_performanance"]
|
|
current_irr = history_to_show[index_date_iso]["total"]["current_irr"]
|
|
current_irr = (current_irr -1) *100
|
|
|
|
# Round the nubers
|
|
dict_big_numbers["current_value"] = str(round(current_value, 0))
|
|
dict_big_numbers["total_performanance"] = str(round(total_performanance, 0))
|
|
dict_big_numbers["current_irr"] = str(round(current_irr, 2))
|
|
|
|
# Catching false inputs for the series to show
|
|
possible_series_to_show = list(history_to_show[index_date_iso].keys()) # Get a list of all the series values, that could be shown
|
|
|
|
if series_to_show_1 not in possible_series_to_show: # checks, if the selected series is not part of the history-object sent to the function
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message="Selecting 'total' as the series to show, as the input was not valid")
|
|
series_to_show_1 = "total"
|
|
|
|
if series_to_show_2 not in possible_series_to_show: # checks, if the selected series is not part of the history-object sent to the function
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message="Selecting 'total' as the series to show, as the input was not valid")
|
|
series_to_show_2 = "total"
|
|
|
|
# Catching false inputs for the data to show
|
|
possible_data_to_show = list(history_to_show[index_date_iso][series_to_show_1].keys())
|
|
if data_to_show_1 not in possible_data_to_show:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message="Selecting 'current invested' as chart data, as the input was not valid")
|
|
data_to_show_1 = "current_value"
|
|
|
|
possible_data_to_show = list(history_to_show[index_date_iso][series_to_show_2].keys())
|
|
if data_to_show_2 not in possible_data_to_show:
|
|
logging(logging_level="warning")
|
|
logging(logging_level="warning", message="Selecting 'current invested' as chart data, as the input was not valid")
|
|
data_to_show_2 = "current_value"
|
|
|
|
# Create space for storing values
|
|
chart_1["data"] = []
|
|
chart_2["data"] = []
|
|
|
|
# Format the chart data into the right data
|
|
for date in history_to_show:
|
|
|
|
# Extract the value to be stored
|
|
value_to_show_1 = history_to_show[date][series_to_show_1][data_to_show_1]
|
|
value_to_show_2 = history_to_show[date][series_to_show_2][data_to_show_2]
|
|
|
|
# Catch the case irr and convert to percent
|
|
if data_to_show_1 == "current_irr":
|
|
value_to_show_1 = (value_to_show_1 -1) *100
|
|
|
|
if data_to_show_2 == "current_irr":
|
|
value_to_show_2 = (value_to_show_2 -1) *100
|
|
|
|
# Round to 2 decimal values
|
|
value_to_show_1 = round(value_to_show_1, 2)
|
|
value_to_show_2 = round(value_to_show_2, 2)
|
|
|
|
# Extend the date by a timestamp
|
|
json_date = datetime.date.fromisoformat(date) # Convert ISO-String to python date-object
|
|
json_date = datetime.datetime.combine(json_date, datetime.datetime.min.time()) # Combine the date with midnight (00:00:00) to create a datetime object
|
|
json_date = json_date.isoformat() # Convert back to ISO-String, now including a time
|
|
|
|
# Store the values together with the corresponding date
|
|
value_1 = [json_date, value_to_show_1]
|
|
value_2 = [json_date, value_to_show_2]
|
|
|
|
# Add the value pair to the list of values for this chart
|
|
chart_1["data"].append(value_1)
|
|
chart_2["data"].append(value_2)
|
|
|
|
# Add the two series to the list of series in the TRML object
|
|
charts_data.append(chart_1)
|
|
charts_data.append(chart_2)
|
|
|
|
# Generating nicer series titels
|
|
if series_to_show_1 == "total":
|
|
series_to_show_1 = "Portfolio"
|
|
if series_to_show_2 == "total":
|
|
series_to_show_2 = "Portfolio"
|
|
if series_to_show_1 == "benchmark":
|
|
series_to_show_1 = "Benchmark: " + config.ticker_benchmark
|
|
if series_to_show_2 == "benchmark":
|
|
series_to_show_2 = "Benchmark: " + config.ticker_benchmark
|
|
|
|
# Generating nicer data titels
|
|
data_to_show_1 = data_to_show_1.replace("_", " ").capitalize()
|
|
data_to_show_2 = data_to_show_2.replace("_", " ").capitalize()
|
|
|
|
# Increase look of IRR even more
|
|
# Funktioniert auch dann, wenn "irr" nicht vorkommt
|
|
data_to_show_1 = data_to_show_1.replace("irr", "IRR")
|
|
data_to_show_2 = data_to_show_2.replace("irr", "IRR")
|
|
|
|
# Generate the chat names / desciptions
|
|
chart_1["name"] = data_to_show_1 + " " + series_to_show_1
|
|
chart_2["name"] = data_to_show_2 + " " + series_to_show_2
|
|
|
|
# Construct the trmnl_object
|
|
trmnl_update_object = {}
|
|
trmnl_update_object["merge_variables"] = {}
|
|
trmnl_update_object["merge_variables"]["big_numbers"] = dict_big_numbers
|
|
trmnl_update_object["merge_variables"]["charts"] = charts_data
|
|
|
|
# Debugging
|
|
if config.selected_logging_level == "debug":
|
|
data = json.dumps(trmnl_update_object, indent=2) # Converts a python-dictionary into a json
|
|
with open("trmnl_update_object.json", "w") as f:
|
|
f.write(data)
|
|
|
|
# Main Logging
|
|
logging(logging_level="success")
|
|
return trmnl_update_object
|
|
except Exception as error_message:
|
|
logging(logging_level="error")
|
|
logging(logging_level="error", message=f"Failed with error: {error_message}")
|
|
return False |