Closed trades index

templates/dashboard/base.html

@@ -17,6 +17,7 @@
         <ul class="nav navbar-nav">
             <li><a href="{% url 'overview' %}">Overview</a></li>
             <li><a href="{% url 'trades_index' %}">Trades</a></li>
+            <li><a href="{% url 'closed_trades_index' %}">Closed</a></li>
         </ul>
     </nav>
 

templates/dashboard/closed_trades.html

@@ -1,4 +1,5 @@
 {% extends "dashboard/base.html" %}
+{% load static %}
 {% load bootstrap3 %}
 {% load mathfilters %}
 
@@ -14,6 +15,15 @@
         <td>Strategy ID</td>
     </tr>
 {% for closed_trade in closed_trades %}
+    <tr class="{% if closed_trade.profit > 0 %}success{% else %}danger{% endif %}">
+        <td style="width: 32px;">{% if closed_trade.direction == "long" %}<img src="{% static "images/up-arrow-7.png" %}" class="img-responsive"/> {% else %}<img src="{% static "images/down-arrow-2.png" %}" class="img-responsive"/> {% endif %}</td>
+        <td>{{ closed_trade.account }}</td>
+        <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.strategyId }}</td>
+    </tr>
 {% endfor %}
 </table>
 {% endblock %}

urls.py

@@ -10,4 +10,5 @@ urlpatterns = [
         url(r'^trades/$', views.trades_index, name='trades_index'),
         url(r'^add_trade/$', views.add_trade, name='add_trade'),
         url(r'^delete_trade/(?P<trade_id>[^/]+)$', views.delete_trade, name='delete_trade'),
+        url(r'^closed_trades/$', views.closed_trades_index, name='closed_trades_index'),
 ]

views.py

@@ -4,8 +4,9 @@ from django.template import loader
 from django.shortcuts import render, get_object_or_404
 from django.urls import reverse
 from django.contrib import messages
+from django.db import transaction
 
-from .models import RobotInstance, Trade
+from .models import RobotInstance, Trade, ClosedTrade
 from .forms import NewTradeForm
 import redis
 import json
@@ -109,3 +110,59 @@ def add_trade(request):
             return HttpResponse(template.render(context, request))
     raise Http404("Invalid method")
 
+@transaction.atomic
+def aggregate_unbalanced_trades():
+    unbalanced_trades = Trade.objects.filter(balanced=False).order_by('timestamp')
+    balanced_trades = []
+    balances = {}
+    for trade in unbalanced_trades:
+        balance_key = '/'.join([trade.account, trade.security, trade.strategyId])
+        try:
+            balance_entry = balances[balance_key]
+        except KeyError:
+            balance_entry = { 'balance' : 0}
+
+        print('ts:', trade.timestamp)
+        if balance_entry['balance'] == 0:
+            print('new entry: ', balance_key)
+            balance_entry['balance'] = trade.quantity
+            direction = ''
+            if trade.quantity > 0:
+                direction='long'
+            else:
+                direction='short'
+            balance_entry['trade'] = ClosedTrade(account=trade.account, security=trade.security, entryTime=trade.timestamp, profitCurrency=trade.volumeCurrency,
+                    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]
+        else:
+            print('update entry: ', balance_key)
+            balance_entry['balance'] += trade.quantity
+            balance_entry['trade'].profit += -trade.price * trade.quantity
+            balance_entry['ks'] += trade.volume / (trade.price * abs(trade.quantity))
+            balance_entry['ks'] /= 2
+            balance_entry['trade_ids'].append(trade.pk)
+            
+            print('updated: ', balance_entry['balance'])
+            if balance_entry['balance'] == 0:
+                balance_entry['trade'].profit *= balance_entry['ks']
+                balance_entry['trade'].exitTime = trade.timestamp
+                balanced_trades.append((balance_entry['trade'], balance_entry['trade_ids']))
+        balances[balance_key] = balance_entry
+
+    for trade, trade_ids in balanced_trades:
+        trade.save()
+        for trade_id in trade_ids:
+            tr = Trade.objects.get(pk=trade_id)
+            tr.balanced = True
+            tr.save()
+
+
+def closed_trades_index(request):
+    aggregate_unbalanced_trades()
+    closed_trades = ClosedTrade.objects.all()
+    template = loader.get_template('dashboard/closed_trades.html')
+    context = {
+            'closed_trades' : closed_trades
+            }
+    return HttpResponse(template.render(context, request))