Documentation
This commit is contained in:
parent
af48230498
commit
ccdaa8fd15
|
@ -76,7 +76,6 @@ import dataclasses
|
|||
import datetime
|
||||
import logging
|
||||
import random
|
||||
import time
|
||||
from collections.abc import Callable
|
||||
from decimal import Decimal
|
||||
from pathlib import Path
|
||||
|
@ -102,6 +101,22 @@ PATH_TRADES_FILE = PATH_OUTPUT / 'trades.csv'
|
|||
|
||||
@dataclasses.dataclass(frozen=True)
|
||||
class AutoSellConfig:
|
||||
"""Configuration for `run_auto_sell`.
|
||||
|
||||
Fields:
|
||||
|
||||
- `interval_range`: The range to determine sell-off intervals from. After
|
||||
each sell-off it will sleep an amount of time uniformly sampled from this
|
||||
range.
|
||||
- `input_asset`: Asset to sell.
|
||||
- `input_amount_range`: Range to uniformly sample sell-off sizes from.
|
||||
- `output_asset`: Asset to "buy".
|
||||
- `seller`: Depository seller to use.
|
||||
- `sleep`: Sleep method to use.
|
||||
- `exit_when_empty`: Whether the system should stop once there is nothing
|
||||
more to sell. Recommended.
|
||||
"""
|
||||
|
||||
interval_range: tuple[datetime.timedelta, datetime.timedelta]
|
||||
input_asset: fin_defs.Asset
|
||||
input_amount_range: tuple[Decimal, Decimal]
|
||||
|
@ -113,25 +128,41 @@ class AutoSellConfig:
|
|||
|
||||
@dataclasses.dataclass(frozen=True)
|
||||
class AutoSellRunResults:
|
||||
"""Result information after `run_auto_sell`.
|
||||
|
||||
Fields:
|
||||
- `order_details`: The list of order details.
|
||||
- `total_duration`: Total duration of the run.
|
||||
- `total_sleep_duration`: Amount of time spent waiting between sell-offs.
|
||||
"""
|
||||
|
||||
order_details: list[fin_depo.data.TradeOrderDetails]
|
||||
total_duration: datetime.timedelta
|
||||
total_sleep_duration: datetime.timedelta
|
||||
|
||||
def total_input_amount(self) -> Decimal:
|
||||
"""Total amount of assets sold."""
|
||||
return sum(o.input_amount for o in self.order_details)
|
||||
|
||||
def total_output_amount(self) -> Decimal:
|
||||
"""Total amount of assets "bought"."""
|
||||
return sum(o.output_amount for o in self.order_details)
|
||||
|
||||
|
||||
def sample_from_range(rng: random.Random, range: tuple[Any, Any]) -> Any:
|
||||
multiplier = rng.random()
|
||||
"""Samples uniformly from the given range."""
|
||||
multiplier: float | Decimal = rng.random()
|
||||
if isinstance(range[0], Decimal):
|
||||
multiplier = Decimal(multiplier)
|
||||
return range[0] + (range[1] - range[0]) * multiplier
|
||||
|
||||
|
||||
def run_auto_sell(config: AutoSellConfig) -> AutoSellRunResults:
|
||||
"""Executes the sell-off.
|
||||
|
||||
Sell-offs are performed in rounds of sizes and with intervals randomly
|
||||
based on the given configuration.
|
||||
"""
|
||||
rng = random.SystemRandom()
|
||||
|
||||
time_start = datetime.datetime.now(tz=datetime.UTC)
|
||||
|
|
Loading…
Reference in New Issue
Block a user