155 lines
4.3 KiB
Python
155 lines
4.3 KiB
Python
from datetime import datetime, timezone
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from pathlib import Path
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from indian_paper_trading_strategy.engine.db import db_connection, insert_engine_event, run_with_retry, get_context
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from indian_paper_trading_strategy.engine.time_utils import normalize_logical_time
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ENGINE_ROOT = Path(__file__).resolve().parents[1]
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STORAGE_DIR = ENGINE_ROOT / "storage"
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MTM_FILE = STORAGE_DIR / "mtm_ledger.csv"
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MTM_INTERVAL_SECONDS = 60
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def _log_mtm_in_tx(
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cur,
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nifty_units,
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gold_units,
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nifty_price,
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gold_price,
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total_invested,
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ts,
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logical_time=None,
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user_id: str | None = None,
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run_id: str | None = None,
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):
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scope_user, scope_run = get_context(user_id, run_id)
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logical_ts = normalize_logical_time(logical_time or ts)
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nifty_value = nifty_units * nifty_price
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gold_value = gold_units * gold_price
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portfolio_value = nifty_value + gold_value
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pnl = portfolio_value - total_invested
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row = {
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"timestamp": ts.isoformat(),
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"logical_time": logical_ts.isoformat(),
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"nifty_units": nifty_units,
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"gold_units": gold_units,
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"nifty_price": nifty_price,
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"gold_price": gold_price,
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"nifty_value": nifty_value,
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"gold_value": gold_value,
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"portfolio_value": portfolio_value,
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"total_invested": total_invested,
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"pnl": pnl,
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}
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cur.execute(
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"""
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INSERT INTO mtm_ledger (
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user_id,
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run_id,
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timestamp,
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logical_time,
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nifty_units,
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gold_units,
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nifty_price,
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gold_price,
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nifty_value,
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gold_value,
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portfolio_value,
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total_invested,
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pnl
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)
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VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
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ON CONFLICT DO NOTHING
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""",
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(
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scope_user,
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scope_run,
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ts,
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logical_ts,
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row["nifty_units"],
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row["gold_units"],
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row["nifty_price"],
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row["gold_price"],
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row["nifty_value"],
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row["gold_value"],
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row["portfolio_value"],
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row["total_invested"],
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row["pnl"],
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),
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)
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if cur.rowcount:
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insert_engine_event(cur, "MTM_UPDATED", data=row, ts=ts)
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return portfolio_value, pnl
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def log_mtm(
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nifty_units,
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gold_units,
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nifty_price,
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gold_price,
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total_invested,
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*,
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cur=None,
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logical_time=None,
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user_id: str | None = None,
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run_id: str | None = None,
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):
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ts = logical_time or datetime.now(timezone.utc)
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if cur is not None:
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return _log_mtm_in_tx(
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cur,
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nifty_units,
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gold_units,
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nifty_price,
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gold_price,
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total_invested,
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ts,
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logical_time=logical_time,
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user_id=user_id,
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run_id=run_id,
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)
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def _op(cur, _conn):
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return _log_mtm_in_tx(
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cur,
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nifty_units,
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gold_units,
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nifty_price,
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gold_price,
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total_invested,
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ts,
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logical_time=logical_time,
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user_id=user_id,
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run_id=run_id,
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)
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return run_with_retry(_op)
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def _get_last_mtm_ts(user_id: str | None = None, run_id: str | None = None):
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scope_user, scope_run = get_context(user_id, run_id)
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with db_connection() as conn:
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with conn.cursor() as cur:
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cur.execute(
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"SELECT MAX(timestamp) FROM mtm_ledger WHERE user_id = %s AND run_id = %s",
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(scope_user, scope_run),
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)
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row = cur.fetchone()
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if not row or row[0] is None:
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return None
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return row[0].astimezone().replace(tzinfo=None)
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def should_log_mtm(df, now, user_id: str | None = None, run_id: str | None = None):
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if df is None:
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last_ts = _get_last_mtm_ts(user_id=user_id, run_id=run_id)
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if last_ts is None:
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return True
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return (now - last_ts).total_seconds() >= MTM_INTERVAL_SECONDS
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if getattr(df, "empty", False):
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return True
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try:
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last_ts = datetime.fromisoformat(str(df.iloc[-1]["timestamp"]))
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except Exception:
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return True
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return (now - last_ts).total_seconds() >= MTM_INTERVAL_SECONDS
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