View unbalanced trades

forms.py

@@ -37,3 +37,4 @@ class ClosedTradeFilterForm(forms.Form):
         self.fields['strategies'] = forms.MultipleChoiceField(choices=zip(sorted(list(all_strategies)), sorted(list(all_strategies))), required=False)
         self.fields['startdate'] = forms.DateField(initial=(now - datetime.timedelta(weeks=4)))
         self.fields['enddate'] = forms.DateField(initial=now)
+        self.fields['unbalanced_only'] = forms.BooleanField()

templates/dashboard/unbalanced_trades.html

@@ -0,0 +1,45 @@
+{% extends "dashboard/base.html" %}
+{% load static %}
+{% load bootstrap3 %}
+{% load mathfilters %}
+{% load humanize %}
+
+{% block content %}
+<table class="table table-condensed">
+    <tr>
+        <td>Time</td>
+        <td>Account</td>
+        <td>Security</td>
+        <td>Operation</td>
+        <td>Price</td>
+        <td>Quantity</td>
+        <td>Volume</td>
+        <td>Commission</td>
+        <td>Strategy ID</td>
+        <td>Signal ID</td>
+        <td></td>
+    </tr>
+{% for trade in trades %}
+    <tr>
+        <td>{{ trade.timestamp }}</td>
+        <td>{{ trade.account }}</td>
+        <td>{{ trade.security }}</td>
+        <td>{% if trade.quantity > 0 %} Buy {% else %} Sell {% endif %}</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>
+    </tr>
+{% endfor %}
+</table>
+<nav aria-label="Page navigation">
+    <ul class="pagination">
+        {% for p in page_range %}
+        <li{% if p == page_num %} class="active"{% endif %}><a href="{% url 'trades_index'%}?page={{p}}">{{ p }}</a></li>
+        {% endfor %}
+    </ul>
+</nav>
+{% endblock %}

views.py

@@ -144,6 +144,9 @@ def trades_index(request):
         if d['enddate'] is not None:
             trades = trades.filter(timestamp__lte=d['enddate'])
 
+        if d['unbalanced_only'] is not None:
+            trades = trades.filter(balanced=False)
+
     else:
         now = datetime.date.today()
         form_filter = ClosedTradeFilterForm()
@@ -215,35 +218,39 @@ def aggregate_unbalanced_trades():
             balance_entry = { 'balance' : 0}
 
         print('ts:', trade.timestamp)
-        if balance_entry['balance'] == 0:
+        trade_volume = (trade.price * abs(trade.quantity))
-            print('new entry: ', balance_key)
+        if trade_volume != 0:
-            balance_entry['balance'] = trade.quantity
+            if balance_entry['balance'] == 0:
-            direction = ''
+                print('new entry: ', balance_key)
-            if trade.quantity > 0:
+                balance_entry['balance'] = trade.quantity
-                direction='long'
+                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_volume
+                balance_entry['trade_ids'] = [trade.pk]
+                balance_entry['commissions'] = trade.commission
             else:
-                direction='short'
+                print('update entry: ', balance_key)
-            balance_entry['trade'] = ClosedTrade(account=trade.account, security=trade.security, entryTime=trade.timestamp, profitCurrency=trade.volumeCurrency,
+                balance_entry['balance'] += trade.quantity
-                    profit=(-trade.price * trade.quantity), strategyId=trade.strategyId, direction=direction)
+                balance_entry['trade'].profit += -trade.price * trade.quantity
-            balance_entry['ks'] = trade.volume / (trade.price * abs(trade.quantity))
+                balance_entry['ks'] += trade.volume / trade_volume
-            balance_entry['trade_ids'] = [trade.pk]
+                balance_entry['ks'] /= 2
-            balance_entry['commissions'] = trade.commission
+                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
         else:
-            print('update entry: ', balance_key)
+            print('Trade zero volume: ', trade.security, trade.strategyId, trade.price, trade.quantity)
-            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)
-            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
 
     for trade, trade_ids in balanced_trades:
         trade.save()