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tstat.py
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tstat.py
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import sys
from datetime import datetime, timedelta, time
from decimal import Decimal
from settings import TOKEN, NUMBER_FOR_TOP
from utils import OutputTable
from pytz import timezone, utc
from pycbrf.toolbox import ExchangeRates
from tinkoff.invest import (
Client,
GetOperationsByCursorRequest,
OperationType,
OperationState,
MoneyValue
)
from tinkoff.invest.utils import quotation_to_decimal
mapping_figi = dict()
positions = dict()
def get_now() -> datetime:
moscow_tz = timezone('Europe/Moscow')
return moscow_tz.localize(datetime.now())
def get_rates(date, dict_rates):
if date not in dict_rates:
dict_rates[date] = ExchangeRates(date)
return dict_rates[date]
def sort_dict(d) -> str:
list_d = list(d.items())
list_d.sort(key=lambda i: i[1], reverse=True)
num = 1
result = ""
for figi, value in list_d:
ticker = mapping_figi.get(figi, figi)
result += f"{num}) {ticker} (${value:.2f}) "
num += 1
if num > NUMBER_FOR_TOP:
break
return result
def get_operation_type(op_type: OperationType) -> str:
if (op_type == OperationType.OPERATION_TYPE_BUY
or op_type == OperationType.OPERATION_TYPE_BUY_CARD
or op_type == OperationType.OPERATION_TYPE_BUY_MARGIN):
return "Buy"
elif (op_type == OperationType.OPERATION_TYPE_SELL
or op_type == OperationType.OPERATION_TYPE_SELL_CARD
or op_type == OperationType.OPERATION_TYPE_SELL_MARGIN):
return "Sell"
elif op_type == OperationType.OPERATION_TYPE_MARGIN_FEE:
return "MarginCommission"
return ""
def moneyvalue_to_decimal(payment: MoneyValue) -> Decimal:
fractional = payment.nano / Decimal("10e8")
return Decimal(payment.units) + fractional
def print_top_results(dict_turnovers, dict_day_profits):
result_of_sorting = sort_dict(dict_turnovers)
result_of_sorting_dp = sort_dict(dict_day_profits)
print(f"ТОП бумаг по обороту: {result_of_sorting}\n"
f"ТОП бумаг по прибыли: {result_of_sorting_dp}\n")
def day_results(operations, date, date_final, to_reversed, consolidated):
dict_rates = dict()
dict_turnovers = dict()
dict_day_profits = dict()
summary_table = OutputTable()
currentdate = date.combine(date.date(), date.min.time())
table_trades = dict()
if to_reversed:
operations.reverse()
if consolidated:
period = currentdate.strftime("%Y-%m-%d") + " .. " + date_final.strftime("%Y-%m-%d")
else:
period = currentdate
for operation in operations:
operation_type = get_operation_type(operation.type)
if operation_type == "":
continue
if operation.state != OperationState.OPERATION_STATE_EXECUTED:
continue
operationdate = operation.date - timedelta(hours=3)
operationdate = operationdate.combine(operationdate.date(), operationdate.min.time())
if not consolidated:
period = operationdate
rates = get_rates(operationdate, dict_rates)
if operation_type == 'MarginCommission':
margin = float(abs(quotation_to_decimal(operation.payment)))
rate_for_usd = 1.0 / float(rates['USD'].value)
margin_usd = float(margin * rate_for_usd)
summary_table.set_value(period, "margin", margin)
summary_table.set_value(period, "margin_usd", margin_usd)
summary_table.set_value(period, "profit_usd", -margin_usd)
summary_table.set_value(period, "profit_rub", -margin)
if operation_type != 'Buy' and operation_type != 'Sell':
continue
if not consolidated and operationdate != currentdate:
table_trades = dict()
currentdate = operationdate
summary_table.set_value(period, "num_of_operations", 1)
payment = abs(quotation_to_decimal(operation.payment))
currency = operation.payment.currency.upper()
if currency == 'RUB':
rate_for_rub = 1
rate_for_usd = Decimal(1) / Decimal(rates['USD'].value)
elif currency == 'USD':
rate_for_rub = Decimal(rates['USD'].value)
rate_for_usd = 1
else:
rate_for_rub = rates[currency].value
rate_for_usd = Decimal(1) / Decimal(rates['USD'].value) * Decimal(rates[currency].value)
summary_table.set_value(period, "turnover_usd", float(payment * rate_for_usd))
summary_table.set_value(period, "turnover_rub", float(payment * rate_for_rub))
commission = abs(quotation_to_decimal(operation.commission))
summary_table.set_value(period, "commission_usd", float(commission * rate_for_usd))
summary_table.set_value(period, "commission_rub", float(commission * rate_for_rub))
figi = operation.figi
if figi not in dict_turnovers:
dict_turnovers[figi] = payment * rate_for_usd
else:
dict_turnovers[figi] += payment * rate_for_usd
quantity = operation.quantity_done if operation_type == 'Buy' else -operation.quantity_done
if figi in positions:
positions[figi] -= quantity
if positions[figi] == 0:
del positions[figi]
continue
if figi not in table_trades:
direction = 'long' if operation_type == 'Buy' else 'short'
table_trades[figi] = {'quantity': 0, 'direction': direction, 'buy': 0, 'sell': 0, 'commission': 0, 'currency': currency}
table_trades[figi]['quantity'] += quantity
table_trades[figi]['commission'] += Decimal(commission)
if operation_type == 'Buy':
table_trades[figi]['buy'] += payment
elif operation_type == 'Sell':
table_trades[figi]['sell'] += payment
if table_trades[figi]['quantity'] == 0:
profit_day = table_trades[figi]['sell'] - table_trades[figi]['buy'] - table_trades[figi]['commission']
turnover_deal = table_trades[figi]['sell'] + table_trades[figi]['buy']
if figi not in dict_day_profits:
dict_day_profits[figi] = profit_day * rate_for_usd
else:
dict_day_profits[figi] += profit_day * rate_for_usd
del table_trades[figi]
summary_table.set_value(period, "num_of_trades", 1)
summary_table.set_value(period, "turnover_intraday", float(turnover_deal * rate_for_usd))
summary_table.set_value(period, "profit_usd", float(profit_day * rate_for_usd))
summary_table.set_value(period, "profit_rub", float(profit_day * rate_for_rub))
print(summary_table)
print_top_results(dict_turnovers, dict_day_profits)
def get_date_from_string(date_str):
if len(date_str) != 10:
return None
if date_str[6:8] == "20":
format_date = '%d' + date_str[2] + '%m' + date_str[5] + '%Y'
elif date_str[0:2] == "20":
format_date = '%Y' + date_str[4] + '%m' + date_str[7] + '%d'
else:
return None
date_without_sec = datetime.strptime(date_str, format_date).date()
return datetime.combine(date_without_sec, time(2, 0), tzinfo=utc)
def get_period(args):
first_date = None
second_date = None
date1 = None
date2 = None
to_reversed = True
st_period = None
standard_periods = ["today", "yesterday", "thisweek", "thismonth", "thisyear", "lastweek", "lastmonth", "lastyear"]
today = datetime.utcnow().replace(hour=3, minute=0, second=0, microsecond=0)
today_end = today.replace(hour=0, minute=0, second=0, microsecond=0) + timedelta(days=1, microseconds=-1)
for arg in args:
date_from_string = get_date_from_string(arg)
if arg == "from":
second_date = today
date2 = today.replace(tzinfo=utc)
elif date_from_string is not None:
if first_date is None:
first_date = date_from_string
date1 = date_from_string
elif second_date is None:
second_date = date_from_string
date2 = date_from_string
elif st_period is None and arg.lower() in standard_periods:
first_date = arg.lower()
st_period = arg.lower()
if first_date is None or st_period == "today":
date1 = today
date2 = today_end
to_reversed = False
elif st_period == "yesterday":
date1 = today - timedelta(days=1)
elif st_period == "thisweek":
date2 = today_end
weekday = date2.weekday()
date1 = today - timedelta(days=weekday)
elif st_period == "thismonth":
date2 = today_end
date1 = today.replace(day=1, hour=3, minute=0, second=0, microsecond=0)
elif st_period == "thisyear":
date2 = today_end
date1 = today.replace(month=1, day=1, hour=3, minute=0, second=0, microsecond=0)
elif st_period == "lastweek":
weekday = today.weekday()
date1 = (today - timedelta(days=weekday+7)).replace(hour=3, minute=0, second=0, microsecond=0)
date2 = today - timedelta(days=weekday+1)
elif st_period == "lastmonth":
begin_month = today.replace(day=1, hour=3, minute=0, second=0, microsecond=0)
date2 = begin_month - timedelta(days=1)
date1 = date2.replace(day=1, hour=3, minute=0, second=0, microsecond=0)
elif st_period == "lastyear":
begin_year = today.replace(month=1, day=1, hour=3, minute=0, second=0, microsecond=0)
date2 = begin_year - timedelta(days=1)
date1 = date2.replace(month=1, day=1, hour=3, minute=0, second=0, microsecond=0)
if date2 is not None and date2 < date1:
date1, date2 = date2, date1
return date1, date2, to_reversed
def get_request_operations(account_id, date_from, date_to, cursor):
return GetOperationsByCursorRequest(
account_id=account_id,
cursor=cursor,
from_=date_from,
to=date_to,
limit=1000,
)
if __name__ == "__main__":
args = list(sys.argv)
date1, date2, to_reversed = get_period(args)
consolidated = 'cons' in args
for arg in args:
if 'top' in arg:
number_for_top_str = arg[4:]
if number_for_top_str == 'all':
NUMBER_FOR_TOP = 5000
elif number_for_top_str.isdigit():
NUMBER_FOR_TOP = int(number_for_top_str)
with Client(TOKEN) as client:
accounts = client.users.get_accounts()
for acc in accounts.accounts:
id_acc = acc.id
break
operations_items = list()
cursor = ""
date1_ts = date1.timestamp()
while True:
operations = client.operations.get_operations_by_cursor(get_request_operations(id_acc, date1, date2, cursor))
if len(operations.items) == 0:
break
new_items = [item for item in operations.items if item.date.timestamp() >= date1_ts and item.cursor != cursor]
if len(new_items) == 0:
break
operations_items += new_items
cursor = operations.items[-1].cursor
if not to_reversed and date2 >= datetime.now():
portfolio_positions = client.operations.get_portfolio(account_id=id_acc)
for position in portfolio_positions.positions:
positions[position.figi] = quotation_to_decimal(position.quantity)
for instr in client.instruments.shares().instruments:
mapping_figi[instr.figi] = instr.ticker
for instr in client.instruments.bonds().instruments:
mapping_figi[instr.figi] = instr.ticker
for instr in client.instruments.futures().instruments:
mapping_figi[instr.figi] = instr.ticker
day_results(operations_items, date1, date2, to_reversed, consolidated)