Comissions support

migrations/0004_trade_commission.py

@@ -0,0 +1,20 @@
+# -*- coding: utf-8 -*-
+# Generated by Django 1.11.6 on 2017-10-20 02:24
+from __future__ import unicode_literals
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('dashboard', '0003_closedtrade'),
+    ]
+
+    operations = [
+        migrations.AddField(
+            model_name='trade',
+            name='commission',
+            field=models.DecimalField(decimal_places=10, default=0, max_digits=20),
+        ),
+    ]

models.py

@@ -14,6 +14,7 @@ class Trade(models.Model):
     signalId = models.CharField(max_length=64)
     comment = models.CharField(max_length=256)
     timestamp = models.DateTimeField()
+    commission = models.DecimalField(max_digits=20, decimal_places=10, default=0)
     balanced = models.BooleanField(default=False)
 
 class ClosedTrade(models.Model):

templates/dashboard/closed_trades.html

@@ -2,6 +2,7 @@
 {% load static %}
 {% load bootstrap3 %}
 {% load mathfilters %}
+{% load humanize %}
 
 {% block content %}
 <script src="http://code.highcharts.com/highcharts.js"></script>
@@ -37,7 +38,7 @@
         <td>{{ closed_trade.security }}</td>
         <td>{{ closed_trade.entryTime }}</td>
         <td>{{ closed_trade.exitTime }}</td>
-        <td>{{ closed_trade.profit }} {{ closed_trade.profitCurrency}}</td>
+        <td>{{ closed_trade.profit|floatformat:2 }} {{ closed_trade.profitCurrency}}</td>
         <td>{{ closed_trade.strategyId }}</td>
     </tr>
 {% endfor %}

templates/dashboard/performance.html

@@ -31,6 +31,10 @@
     <td>PF</td>
     <td> {{ results.total.pf|floatformat:2 }}</td>
   </tr>
+  <tr>
+    <td>Total commission: </td>
+    <td> {{ results.total.commission|floatformat:2 }}</td>
+  </tr>
 </table>
 
 <script>

templates/dashboard/trades.html

@@ -2,6 +2,7 @@
 {% load static %}
 {% load bootstrap3 %}
 {% load mathfilters %}
+{% load humanize %}
 
 {% block content %}
 <div class="panel-header">
@@ -32,6 +33,7 @@
         <td>Price</td>
         <td>Quantity</td>
         <td>Volume</td>
+        <td>Commission</td>
         <td>Strategy ID</td>
         <td>Signal ID</td>
         <td> <a href="#new_trade_form" role="button" data-toggle="collapse">New trade...</a> </td>
@@ -42,9 +44,10 @@
         <td>{{ trade.account }}</td>
         <td>{{ trade.security }}</td>
         <td>{% if trade.quantity > 0 %} Buy {% else %} Sell {% endif %}</td>
-        <td>{{ trade.price }}</td>
+        <td>{{ trade.price|floatformat:4}}</td>
         <td>{{ trade.quantity|abs }}</td>
         <td>{{ trade.volume|stringformat:".3f"}} {{ trade.volumeCurrency }}</td>
+        <td>{{ trade.commission|floatformat:3 }}</td>
         <td>{{ trade.strategyId }}</td>
         <td>{{ trade.signalId }}</td>
         <td><button type="button" class="btn btn-danger" onclick="if(window.confirm('Confirm deletion')) { document.location.href = '{% url 'delete_trade' trade_id=trade.pk %}'}; return false;">Delete</button></td>

tradesink.py

@@ -22,9 +22,14 @@ def store_trade(j):
         comment = j['order-comment']
     except KeyError:
         comment = ""
+
+    try:
+        commission = float(j['commission'])
+    except KeyError:
+        commission = ""
     ts = parse_timestamp(j['execution-time'])
     trade = Trade(account=j['account'], security=j['security'], price=float(j['price']), quantity=quantity, volume=float(j['volume']), volumeCurrency=j['volume-currency'], strategyId=j['strategy'],
-                signalId=j['signal-id'], comment=comment, timestamp=ts)
+                signalId=j['signal-id'], comment=comment, timestamp=ts, commission=commission)
     trade.save()
 
 

views.py

@@ -6,6 +6,7 @@ from django.urls import reverse
 from django.contrib import messages
 from django.contrib.auth.decorators import login_required
 from django.db import transaction
+from django.db.models import Sum
 from django.contrib.auth import authenticate, login, logout
 from django.core.paginator import Paginator, EmptyPage, PageNotAnInteger
 
@@ -226,6 +227,7 @@ def aggregate_unbalanced_trades():
                     profit=(-trade.price * trade.quantity), strategyId=trade.strategyId, direction=direction)
             balance_entry['ks'] = trade.volume / (trade.price * abs(trade.quantity))
             balance_entry['trade_ids'] = [trade.pk]
+            balance_entry['commissions'] = trade.commission
         else:
             print('update entry: ', balance_key)
             balance_entry['balance'] += trade.quantity
@@ -233,10 +235,12 @@ def aggregate_unbalanced_trades():
             balance_entry['ks'] += trade.volume / (trade.price * abs(trade.quantity))
             balance_entry['ks'] /= 2
             balance_entry['trade_ids'].append(trade.pk)
+            balance_entry['commissions'] += trade.commission
 
             print('updated: ', balance_entry['balance'])
             if balance_entry['balance'] == 0:
                 balance_entry['trade'].profit *= balance_entry['ks']
+                balance_entry['trade'].profit -= balance_entry['commissions']
                 balance_entry['trade'].exitTime = trade.timestamp
                 balanced_trades.append((balance_entry['trade'], balance_entry['trade_ids']))
         balances[balance_key] = balance_entry
@@ -323,6 +327,9 @@ def performance(request):
             all_accounts.add(trade.account)
 
     closed_trades = ClosedTrade.objects.exclude(account='demo').order_by('exitTime')
+    trades = Trade.objects.exclude(account='demo').order_by('timestamp')
+    trades = Trade.objects.exclude(account='demo').order_by('timestamp')
+
     dates = []
     columns = {}
     for account in all_accounts:
@@ -383,6 +390,7 @@ def performance(request):
                 results[trade.account]['loss'] -= trade.profit
 
     results['total']['pf'] = results['total']['profit'] / results['total']['loss']
+    results['total']['commission'] = trades.aggregate(Sum('commission'))['commission__sum']
 
     template = loader.get_template('dashboard/performance.html')
     context = {