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Documentation

This commit is contained in:
Jon Michael Aanes 2024-07-22 14:31:55 +02:00
parent af48230498
commit ccdaa8fd15

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@ -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)