cillin
9bcc4221a4
Removes all mock price simulation features: - Delete MockPriceManager from backend/data/ - Remove mock_mode, enable_mock, is_mock_mode flags from services - Remove mock CLI options and config - Remove mock mode UI components and state from frontend - Update tests to remove mock references Now system supports only live and backtest modes. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
688 lines
24 KiB
Python
688 lines
24 KiB
Python
# -*- coding: utf-8 -*-
|
|
"""
|
|
Market Data Service
|
|
Supports live and backtest modes
|
|
"""
|
|
import asyncio
|
|
import logging
|
|
from datetime import datetime, timedelta
|
|
from typing import Any, Callable, Dict, List, Optional
|
|
from zoneinfo import ZoneInfo
|
|
|
|
import pandas_market_calendars as mcal
|
|
from backend.config.data_config import get_data_sources
|
|
from backend.data.provider_utils import normalize_symbol
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
# NYSE timezone and calendar
|
|
NYSE_TZ = ZoneInfo("America/New_York")
|
|
NYSE_CALENDAR = mcal.get_calendar("NYSE")
|
|
|
|
|
|
class MarketStatus:
|
|
"""Market status enum-like class"""
|
|
|
|
OPEN = "open"
|
|
CLOSED = "closed"
|
|
PREMARKET = "premarket"
|
|
AFTERHOURS = "afterhours"
|
|
|
|
|
|
class MarketService:
|
|
"""Market data service for price management"""
|
|
|
|
def __init__(
|
|
self,
|
|
tickers: List[str],
|
|
poll_interval: int = 10,
|
|
backtest_mode: bool = False,
|
|
api_key: Optional[str] = None,
|
|
backtest_start_date: Optional[str] = None,
|
|
backtest_end_date: Optional[str] = None,
|
|
):
|
|
self.tickers = [normalize_symbol(ticker) for ticker in tickers]
|
|
self.poll_interval = poll_interval
|
|
self.backtest_mode = backtest_mode
|
|
self.api_key = api_key
|
|
self.backtest_start_date = backtest_start_date
|
|
self.backtest_end_date = backtest_end_date
|
|
|
|
self.cache: Dict[str, Dict[str, Any]] = {}
|
|
self.running = False
|
|
self._loop: Optional[asyncio.AbstractEventLoop] = None
|
|
self._broadcast_func: Optional[Callable] = None
|
|
self._price_record_func: Optional[Callable[..., None]] = None
|
|
self._price_manager: Optional[Any] = None
|
|
self._current_date: Optional[str] = None
|
|
|
|
# Market status tracking
|
|
self._last_market_status: Optional[str] = None
|
|
|
|
# Session tracking for live returns
|
|
self._session_start_values: Optional[Dict[str, float]] = None
|
|
self._session_start_timestamp: Optional[int] = None
|
|
|
|
def get_live_quote_provider(self) -> Optional[str]:
|
|
"""Return the active live quote provider for UI/debugging."""
|
|
if self.backtest_mode:
|
|
return "backtest"
|
|
if self._price_manager and hasattr(self._price_manager, "provider"):
|
|
provider = getattr(self._price_manager, "provider", None)
|
|
if isinstance(provider, str) and provider.strip():
|
|
return provider.strip().lower()
|
|
return None
|
|
|
|
@property
|
|
def mode_name(self) -> str:
|
|
if self.backtest_mode:
|
|
return "BACKTEST"
|
|
return "LIVE"
|
|
|
|
async def start(self, broadcast_func: Callable):
|
|
"""Start market data service"""
|
|
if self.running:
|
|
return
|
|
|
|
self.running = True
|
|
self._loop = asyncio.get_running_loop()
|
|
self._broadcast_func = broadcast_func
|
|
|
|
if self.backtest_mode:
|
|
self._start_backtest_mode()
|
|
else:
|
|
self._start_real_mode()
|
|
|
|
logger.info(
|
|
f"Market service started: {self.mode_name}, tickers={self.tickers}", # noqa: E501
|
|
)
|
|
|
|
def set_price_recorder(self, recorder: Optional[Callable[..., None]]):
|
|
"""Register an optional callback for persisting runtime price points."""
|
|
self._price_record_func = recorder
|
|
|
|
def _make_price_callback(self) -> Callable:
|
|
"""Create thread-safe price callback"""
|
|
|
|
def callback(price_data: Dict[str, Any]):
|
|
symbol = price_data["symbol"]
|
|
self.cache[symbol] = price_data
|
|
|
|
loop = self._loop
|
|
if loop and loop.is_running() and self._broadcast_func:
|
|
asyncio.run_coroutine_threadsafe(
|
|
self._broadcast_price_update(price_data),
|
|
loop,
|
|
)
|
|
|
|
return callback
|
|
|
|
def _start_real_mode(self):
|
|
from backend.data.polling_price_manager import PollingPriceManager
|
|
|
|
provider = self._resolve_live_quote_provider()
|
|
|
|
if provider == "finnhub" and not self.api_key:
|
|
raise ValueError("API key required for live mode")
|
|
self._price_manager = PollingPriceManager(
|
|
api_key=self.api_key,
|
|
poll_interval=self.poll_interval,
|
|
provider=provider,
|
|
)
|
|
self._price_manager.add_price_callback(self._make_price_callback())
|
|
self._price_manager.subscribe(self.tickers)
|
|
self._price_manager.start()
|
|
|
|
def _resolve_live_quote_provider(self) -> str:
|
|
"""Pick the first configured provider that supports live quote polling."""
|
|
for provider in get_data_sources():
|
|
if provider in {"finnhub", "yfinance"}:
|
|
return provider
|
|
return "yfinance"
|
|
|
|
def _start_backtest_mode(self):
|
|
from backend.data.historical_price_manager import (
|
|
HistoricalPriceManager,
|
|
)
|
|
|
|
self._price_manager = HistoricalPriceManager()
|
|
self._price_manager.add_price_callback(self._make_price_callback())
|
|
self._price_manager.subscribe(self.tickers)
|
|
|
|
if self.backtest_start_date and self.backtest_end_date:
|
|
self._price_manager.preload_data(
|
|
self.backtest_start_date,
|
|
self.backtest_end_date,
|
|
)
|
|
|
|
self._price_manager.start()
|
|
|
|
async def _broadcast_price_update(self, price_data: Dict[str, Any]):
|
|
"""Broadcast price update to frontend"""
|
|
if not self._broadcast_func:
|
|
return
|
|
|
|
symbol = price_data["symbol"]
|
|
price = price_data["price"]
|
|
open_price = price_data.get("open", price)
|
|
ret = (
|
|
((price - open_price) / open_price) * 100 if open_price > 0 else 0
|
|
)
|
|
|
|
if self._price_record_func:
|
|
try:
|
|
self._price_record_func(
|
|
ticker=symbol,
|
|
timestamp=str(price_data.get("timestamp") or datetime.now().isoformat()),
|
|
price=float(price),
|
|
open_price=float(open_price) if open_price is not None else None,
|
|
ret=float(ret),
|
|
source=self.mode_name.lower(),
|
|
meta=price_data,
|
|
)
|
|
except Exception as exc:
|
|
logger.warning(
|
|
"Failed to record price point for %s: %s",
|
|
symbol,
|
|
exc,
|
|
)
|
|
|
|
await self._broadcast_func(
|
|
{
|
|
"type": "price_update",
|
|
"symbol": symbol,
|
|
"price": price,
|
|
"open": open_price,
|
|
"ret": ret,
|
|
"timestamp": price_data.get("timestamp"),
|
|
"realtime_prices": {
|
|
t: self._get_cached_price(t) for t in self.tickers
|
|
},
|
|
},
|
|
)
|
|
|
|
def _get_cached_price(self, ticker: str) -> Dict[str, Any]:
|
|
"""Get cached price data for a ticker"""
|
|
if ticker in self.cache:
|
|
return self.cache[ticker]
|
|
# Return from price manager if not in cache
|
|
if self._price_manager:
|
|
price = self._price_manager.get_latest_price(ticker)
|
|
if price:
|
|
return {"price": price, "symbol": ticker}
|
|
return {"price": 0, "symbol": ticker}
|
|
|
|
def stop(self):
|
|
"""Stop market service"""
|
|
if not self.running:
|
|
return
|
|
self.running = False
|
|
if self._price_manager:
|
|
self._price_manager.stop()
|
|
self._price_manager = None
|
|
self._loop = None
|
|
self._broadcast_func = None
|
|
|
|
def update_tickers(self, tickers: List[str]) -> Dict[str, List[str]]:
|
|
"""Hot-update subscribed tickers without restarting the service."""
|
|
normalized: List[str] = []
|
|
for ticker in tickers:
|
|
symbol = normalize_symbol(ticker)
|
|
if symbol and symbol not in normalized:
|
|
normalized.append(symbol)
|
|
|
|
previous = list(self.tickers)
|
|
removed = [ticker for ticker in previous if ticker not in normalized]
|
|
added = [ticker for ticker in normalized if ticker not in previous]
|
|
self.tickers = normalized
|
|
|
|
if self._price_manager:
|
|
if removed:
|
|
self._price_manager.unsubscribe(removed)
|
|
if added:
|
|
self._price_manager.subscribe(added)
|
|
|
|
if self.backtest_mode and self._current_date:
|
|
self._price_manager.set_date(self._current_date)
|
|
|
|
for ticker in removed:
|
|
self.cache.pop(ticker, None)
|
|
|
|
return {
|
|
"added": added,
|
|
"removed": removed,
|
|
"active": list(self.tickers),
|
|
}
|
|
|
|
# Backtest methods
|
|
def set_backtest_date(self, date: str):
|
|
"""Set current backtest date"""
|
|
if not self.backtest_mode or not self._price_manager:
|
|
return
|
|
self._current_date = date
|
|
self._price_manager.set_date(date)
|
|
logger.info(f"Backtest date: {date}")
|
|
|
|
async def emit_market_open(self):
|
|
"""Emit market open prices"""
|
|
if self.backtest_mode and self._price_manager:
|
|
self._price_manager.emit_open_prices()
|
|
# Log prices for debugging
|
|
prices = self.get_open_prices()
|
|
logger.info(f"Open prices: {prices}")
|
|
|
|
async def emit_market_close(self):
|
|
"""Emit market close prices"""
|
|
if self.backtest_mode and self._price_manager:
|
|
self._price_manager.emit_close_prices()
|
|
# Log prices for debugging
|
|
prices = self.get_close_prices()
|
|
logger.info(f"Close prices: {prices}")
|
|
|
|
def get_open_prices(self) -> Dict[str, float]:
|
|
"""Get open prices for all tickers"""
|
|
prices = {}
|
|
for ticker in self.tickers:
|
|
price = None
|
|
# Try price manager first
|
|
if self.backtest_mode and self._price_manager:
|
|
price = self._price_manager.get_open_price(ticker)
|
|
# Fallback to cache
|
|
if price is None or price <= 0:
|
|
cached = self.cache.get(ticker, {})
|
|
price = cached.get("open") or cached.get("price")
|
|
prices[ticker] = price if price and price > 0 else 0.0
|
|
return prices
|
|
|
|
def get_close_prices(self) -> Dict[str, float]:
|
|
"""Get close prices for all tickers"""
|
|
prices = {}
|
|
for ticker in self.tickers:
|
|
price = None
|
|
# Try price manager first
|
|
if self.backtest_mode and self._price_manager:
|
|
price = self._price_manager.get_close_price(ticker)
|
|
# Fallback to cache
|
|
if price is None or price <= 0:
|
|
cached = self.cache.get(ticker, {})
|
|
price = cached.get("close") or cached.get("price")
|
|
prices[ticker] = price if price and price > 0 else 0.0
|
|
return prices
|
|
|
|
def get_price_for_date(
|
|
self,
|
|
ticker: str,
|
|
date: str,
|
|
price_type: str = "close",
|
|
) -> Optional[float]:
|
|
"""Get price for a specific date"""
|
|
if self.backtest_mode and self._price_manager:
|
|
return self._price_manager.get_price_for_date(
|
|
ticker,
|
|
date,
|
|
price_type,
|
|
)
|
|
return self.get_price_sync(ticker)
|
|
|
|
# Common methods
|
|
def get_price_sync(self, ticker: str) -> Optional[float]:
|
|
"""Get latest price synchronously"""
|
|
# Try cache first
|
|
data = self.cache.get(ticker)
|
|
if data and data.get("price"):
|
|
return data["price"]
|
|
# Try price manager
|
|
if self._price_manager:
|
|
return self._price_manager.get_latest_price(ticker)
|
|
return None
|
|
|
|
def get_all_prices(self) -> Dict[str, float]:
|
|
"""Get all latest prices"""
|
|
prices = {}
|
|
for ticker in self.tickers:
|
|
price = self.get_price_sync(ticker)
|
|
prices[ticker] = price if price and price > 0 else 0.0
|
|
return prices
|
|
|
|
# Live mode async waiting methods
|
|
|
|
def _now_nyse(self) -> datetime:
|
|
"""Get current time in NYSE timezone"""
|
|
return datetime.now(NYSE_TZ)
|
|
|
|
def _is_trading_day(self, date: datetime) -> bool:
|
|
"""Check if date is a NYSE trading day"""
|
|
date_str = date.strftime("%Y-%m-%d")
|
|
valid_days = NYSE_CALENDAR.valid_days(
|
|
start_date=date_str,
|
|
end_date=date_str,
|
|
)
|
|
return len(valid_days) > 0
|
|
|
|
def _get_market_hours(self, date: datetime) -> tuple:
|
|
"""Get market open and close times for a given date"""
|
|
date_str = date.strftime("%Y-%m-%d")
|
|
schedule = NYSE_CALENDAR.schedule(
|
|
start_date=date_str,
|
|
end_date=date_str,
|
|
)
|
|
if schedule.empty:
|
|
return None, None
|
|
market_open = schedule.iloc[0]["market_open"].to_pydatetime()
|
|
market_close = schedule.iloc[0]["market_close"].to_pydatetime()
|
|
return market_open, market_close
|
|
|
|
def _next_trading_day(self, from_date: datetime) -> datetime:
|
|
"""Find the next trading day from given date"""
|
|
check_date = from_date + timedelta(days=1)
|
|
for _ in range(10): # Max 10 days ahead (handles holidays)
|
|
if self._is_trading_day(check_date):
|
|
return check_date
|
|
check_date += timedelta(days=1)
|
|
return check_date
|
|
|
|
def _get_trading_date_for_execution(self) -> tuple:
|
|
"""
|
|
Determine the trading date for execution.
|
|
|
|
Returns:
|
|
(trading_date, market_open_time, market_close_time)
|
|
|
|
Logic:
|
|
- If today is a trading day and market has opened: use today
|
|
- If today is a trading day but market hasn't opened: wait for open
|
|
- If today is not a trading day: use next trading day
|
|
"""
|
|
now = self._now_nyse()
|
|
today = now.replace(hour=0, minute=0, second=0, microsecond=0)
|
|
|
|
if self._is_trading_day(today):
|
|
market_open, market_close = self._get_market_hours(today)
|
|
return today, market_open, market_close
|
|
else:
|
|
# Weekend or holiday - find next trading day
|
|
next_day = self._next_trading_day(today)
|
|
market_open, market_close = self._get_market_hours(next_day)
|
|
return next_day, market_open, market_close
|
|
|
|
async def wait_for_open_prices(self) -> Dict[str, float]:
|
|
"""
|
|
Wait for market open and return open prices.
|
|
|
|
Behavior:
|
|
- If market is already open today: return current prices immediately
|
|
- If market hasn't opened yet today: wait until open
|
|
- If not a trading day: wait until next trading day opens
|
|
"""
|
|
now = self._now_nyse()
|
|
trading_date, market_open, _ = self._get_trading_date_for_execution()
|
|
|
|
if market_open is None:
|
|
logger.warning("Could not determine market hours")
|
|
return self.get_all_prices()
|
|
|
|
trading_date_str = trading_date.strftime("%Y-%m-%d")
|
|
|
|
# Check if we need to wait
|
|
if now < market_open:
|
|
wait_seconds = (market_open - now).total_seconds()
|
|
logger.info(
|
|
f"Waiting {wait_seconds/60:.1f} min for market open "
|
|
f"({trading_date_str} {market_open.strftime('%H:%M')} ET)",
|
|
)
|
|
await asyncio.sleep(wait_seconds)
|
|
# Small delay to ensure prices are available
|
|
await asyncio.sleep(5)
|
|
else:
|
|
logger.info(
|
|
f"Market already open for {trading_date_str}, "
|
|
f"getting current prices",
|
|
)
|
|
|
|
# Poll until we have valid prices
|
|
prices = await self._poll_for_prices()
|
|
logger.info(f"Got open prices for {trading_date_str}: {prices}")
|
|
return prices
|
|
|
|
async def wait_for_close_prices(self) -> Dict[str, float]:
|
|
"""
|
|
Wait for market close and return close prices.
|
|
|
|
Behavior:
|
|
- If market is already closed today: return current prices immediately
|
|
- If market hasn't closed yet: wait until close
|
|
"""
|
|
now = self._now_nyse()
|
|
trading_date, _, market_close = self._get_trading_date_for_execution()
|
|
|
|
if market_close is None:
|
|
logger.warning("Could not determine market hours")
|
|
return self.get_all_prices()
|
|
|
|
trading_date_str = trading_date.strftime("%Y-%m-%d")
|
|
|
|
# Check if we need to wait
|
|
if now < market_close:
|
|
wait_seconds = (market_close - now).total_seconds()
|
|
logger.info(
|
|
f"Waiting {wait_seconds/60:.1f} min for market close "
|
|
f"({trading_date_str} {market_close.strftime('%H:%M')} ET)",
|
|
)
|
|
await asyncio.sleep(wait_seconds)
|
|
# Small delay to ensure final prices settle
|
|
await asyncio.sleep(10)
|
|
else:
|
|
logger.info(
|
|
f"Market already closed for {trading_date_str}, "
|
|
f"getting close prices",
|
|
)
|
|
|
|
# Get final prices
|
|
prices = await self._poll_for_prices()
|
|
logger.info(f"Got close prices for {trading_date_str}: {prices}")
|
|
return prices
|
|
|
|
def get_live_trading_date(self) -> str:
|
|
"""Get the trading date that will be used for live execution"""
|
|
trading_date, _, _ = self._get_trading_date_for_execution()
|
|
return trading_date.strftime("%Y-%m-%d")
|
|
|
|
async def _poll_for_prices(
|
|
self,
|
|
max_retries: int = 12,
|
|
) -> Dict[str, float]:
|
|
"""Poll until all prices are available"""
|
|
for _ in range(max_retries):
|
|
prices = self.get_all_prices()
|
|
if all(p > 0 for p in prices.values()):
|
|
return prices
|
|
logger.debug("Waiting for prices to be available...")
|
|
await asyncio.sleep(5)
|
|
# Return whatever we have
|
|
return self.get_all_prices()
|
|
|
|
# ========== Market Status Methods ==========
|
|
|
|
def get_market_status(self) -> Dict[str, Any]:
|
|
"""
|
|
Get current market status
|
|
|
|
Returns:
|
|
Dict with status info:
|
|
- status: 'open' | 'closed' | 'premarket' | 'afterhours'
|
|
- status_text: Human readable status
|
|
- is_trading_day: Whether today is a trading day
|
|
- market_open: Market open time (if trading day)
|
|
- market_close: Market close time (if trading day)
|
|
"""
|
|
if self.backtest_mode:
|
|
# In backtest mode, always return open
|
|
return {
|
|
"status": MarketStatus.OPEN,
|
|
"status_text": "Backtest Mode",
|
|
"is_trading_day": True,
|
|
"live_quote_provider": self.get_live_quote_provider(),
|
|
}
|
|
|
|
now = self._now_nyse()
|
|
today = now.replace(hour=0, minute=0, second=0, microsecond=0)
|
|
|
|
is_trading = self._is_trading_day(today)
|
|
|
|
if not is_trading:
|
|
return {
|
|
"status": MarketStatus.CLOSED,
|
|
"status_text": "Market Closed (Non-trading Day)",
|
|
"is_trading_day": False,
|
|
"live_quote_provider": self.get_live_quote_provider(),
|
|
}
|
|
|
|
market_open, market_close = self._get_market_hours(today)
|
|
|
|
if market_open is None or market_close is None:
|
|
return {
|
|
"status": MarketStatus.CLOSED,
|
|
"status_text": "Market Closed",
|
|
"is_trading_day": is_trading,
|
|
"live_quote_provider": self.get_live_quote_provider(),
|
|
}
|
|
|
|
# Determine status based on current time
|
|
if now < market_open:
|
|
return {
|
|
"status": MarketStatus.PREMARKET,
|
|
"status_text": "Pre-Market",
|
|
"is_trading_day": True,
|
|
"market_open": market_open.isoformat(),
|
|
"market_close": market_close.isoformat(),
|
|
"live_quote_provider": self.get_live_quote_provider(),
|
|
}
|
|
elif now > market_close:
|
|
return {
|
|
"status": MarketStatus.CLOSED,
|
|
"status_text": "Market Closed",
|
|
"is_trading_day": True,
|
|
"market_open": market_open.isoformat(),
|
|
"market_close": market_close.isoformat(),
|
|
"live_quote_provider": self.get_live_quote_provider(),
|
|
}
|
|
else:
|
|
return {
|
|
"status": MarketStatus.OPEN,
|
|
"status_text": "Market Open",
|
|
"is_trading_day": True,
|
|
"market_open": market_open.isoformat(),
|
|
"market_close": market_close.isoformat(),
|
|
"live_quote_provider": self.get_live_quote_provider(),
|
|
}
|
|
|
|
async def check_and_broadcast_market_status(self):
|
|
"""Check market status and broadcast if changed"""
|
|
status = self.get_market_status()
|
|
current_status = status["status"]
|
|
|
|
if current_status != self._last_market_status:
|
|
self._last_market_status = current_status
|
|
await self._broadcast_market_status(status)
|
|
|
|
# Handle session transitions
|
|
if current_status == MarketStatus.OPEN:
|
|
await self._on_session_start()
|
|
elif (
|
|
current_status == MarketStatus.CLOSED
|
|
and self._session_start_values is not None
|
|
):
|
|
self._on_session_end()
|
|
|
|
async def _broadcast_market_status(self, status: Dict[str, Any]):
|
|
"""Broadcast market status update to frontend"""
|
|
if not self._broadcast_func:
|
|
return
|
|
|
|
await self._broadcast_func(
|
|
{
|
|
"type": "market_status_update",
|
|
"market_status": status,
|
|
"timestamp": datetime.now(NYSE_TZ).isoformat(),
|
|
},
|
|
)
|
|
logger.info(f"Market status: {status['status_text']}")
|
|
|
|
async def _on_session_start(self):
|
|
"""Called when market session starts - capture baseline values"""
|
|
# Wait briefly for prices to be available
|
|
await asyncio.sleep(2)
|
|
|
|
prices = self.get_all_prices()
|
|
if prices and any(p > 0 for p in prices.values()):
|
|
self._session_start_values = prices.copy()
|
|
self._session_start_timestamp = int(
|
|
datetime.now().timestamp() * 1000,
|
|
)
|
|
logger.info(f"Session started with prices: {prices}")
|
|
|
|
def _on_session_end(self):
|
|
"""Called when market session ends - clear session data"""
|
|
self._session_start_values = None
|
|
self._session_start_timestamp = None
|
|
logger.info("Session ended, cleared session data")
|
|
|
|
def get_session_returns(
|
|
self,
|
|
current_prices: Dict[str, float],
|
|
portfolio_value: Optional[float] = None,
|
|
session_start_portfolio_value: Optional[float] = None,
|
|
) -> Optional[Dict[str, Any]]:
|
|
"""
|
|
Calculate session returns (from session start to now)
|
|
|
|
Args:
|
|
current_prices: Current prices for tickers
|
|
portfolio_value: Current portfolio value (optional)
|
|
session_start_portfolio_value:
|
|
|
|
Returns:
|
|
Dict with return data or None if session not started
|
|
"""
|
|
if self._session_start_values is None:
|
|
return None
|
|
|
|
timestamp = int(datetime.now().timestamp() * 1000)
|
|
returns = {}
|
|
|
|
# Calculate individual ticker returns
|
|
for ticker, start_price in self._session_start_values.items():
|
|
current = current_prices.get(ticker)
|
|
if current and start_price and start_price > 0:
|
|
ret = ((current - start_price) / start_price) * 100
|
|
returns[ticker] = round(ret, 4)
|
|
|
|
result = {
|
|
"timestamp": timestamp,
|
|
"ticker_returns": returns,
|
|
}
|
|
|
|
# Calculate portfolio return if values provided
|
|
if (
|
|
portfolio_value is not None
|
|
and session_start_portfolio_value is not None
|
|
):
|
|
if session_start_portfolio_value > 0:
|
|
portfolio_ret = (
|
|
(portfolio_value - session_start_portfolio_value)
|
|
/ session_start_portfolio_value
|
|
) * 100
|
|
result["portfolio_return"] = round(portfolio_ret, 4)
|
|
|
|
return result
|
|
|
|
@property
|
|
def session_start_values(self) -> Optional[Dict[str, float]]:
|
|
"""Get session start values for external use"""
|
|
return self._session_start_values
|
|
|
|
@property
|
|
def session_start_timestamp(self) -> Optional[int]:
|
|
"""Get session start timestamp"""
|
|
return self._session_start_timestamp
|