fisk/core/models.py

import uuid
from datetime import timedelta

import stripe
from django.conf import settings
from django.contrib.auth.models import AbstractUser
from django.db import models

from core.exchanges.alpaca import AlpacaExchange
from core.exchanges.fake import FakeExchange
from core.exchanges.oanda import OANDAExchange
from core.lib.customers import get_or_create, update_customer_fields
from core.util import logs

log = logs.get_logger(__name__)
EXCHANGE_MAP = {"alpaca": AlpacaExchange, "oanda": OANDAExchange, "fake": FakeExchange}
TYPE_CHOICES = (
    ("market", "Market"),
    ("limit", "Limit"),
)
DIRECTION_CHOICES = (
    ("buy", "Buy"),
    ("sell", "Sell"),
)
TIF_CHOICES = (
    ("gtc", "GTC (Good Til Cancelled)"),
    ("gfd", "GFD (Good For Day)"),
    ("fok", "FOK (Fill Or Kill)"),
    ("ioc", "IOC (Immediate Or Cancel)"),
)
DAY_CHOICES = (
    (1, "Monday"),
    (2, "Tuesday"),
    (3, "Wednesday"),
    (4, "Thursday"),
    (5, "Friday"),
    (6, "Saturday"),
    (7, "Sunday"),
)
SIGNAL_TYPE_CHOICES = (
    ("entry", "Entry"),
    ("exit", "Exit"),
    ("trend", "Trend"),
)
AGGREGATION_CHOICES = (
    ("none", "None"),
    ("avg_sentiment", "Average sentiment"),
)

STATUS_CHOICES = (
    (0, "No data"),
    (1, "No match"),
    (2, "Bullish"),
    (3, "Bearish"),
    (4, "No aggregation"),
    (5, "Not in bounds"),
    (6, "Always allow"),
    (7, "Always deny"),
)

MAPPING_CHOICES = (
    (6, "Always allow"),
    (7, "Always deny"),
    (2, "Bullish"),
    (3, "Bearish"),
)

CLOSE_NOTIFY_CHOICES = (
    ("none", "None"),
    ("close", "Close violating trades"),
    ("notify", "Notify only"),
)

ADJUST_CLOSE_NOTIFY_CHOICES = (
    ("none", "None"),
    ("close", "Close violating trades"),
    ("notify", "Notify only"),
    ("adjust", "Adjust violating trades"),
)


class Plan(models.Model):
    name = models.CharField(max_length=255, unique=True)
    description = models.CharField(max_length=1024, null=True, blank=True)
    cost = models.IntegerField()
    product_id = models.CharField(max_length=255, unique=True, null=True, blank=True)
    image = models.CharField(max_length=1024, null=True, blank=True)

    def __str__(self):
        return f"{self.name} (£{self.cost})"


class User(AbstractUser):
    # Stripe customer ID
    stripe_id = models.CharField(max_length=255, null=True, blank=True)
    last_payment = models.DateTimeField(null=True, blank=True)
    plans = models.ManyToManyField(Plan, blank=True)
    email = models.EmailField(unique=True)

    def __init__(self, *args, **kwargs):
        super().__init__(*args, **kwargs)
        self._original = self

    def save(self, *args, **kwargs):
        """
        Override the save function to create a Stripe customer.
        """
        if settings.STRIPE_ENABLED:
            if not self.stripe_id:  # stripe ID not stored
                self.stripe_id = get_or_create(
                    self.email, self.first_name, self.last_name
                )

            to_update = {}
            if self.email != self._original.email:
                to_update["email"] = self.email
            if self.first_name != self._original.first_name:
                to_update["first_name"] = self.first_name
            if self.last_name != self._original.last_name:
                to_update["last_name"] = self.last_name

            update_customer_fields(self.stripe_id, **to_update)

        super().save(*args, **kwargs)

    def delete(self, *args, **kwargs):
        if settings.STRIPE_ENABLED:
            if self.stripe_id:
                stripe.Customer.delete(self.stripe_id)
                log.info(f"Deleted Stripe customer {self.stripe_id}")
        super().delete(*args, **kwargs)

    def has_plan(self, plan):
        plan_list = [plan.name for plan in self.plans.all()]
        return plan in plan_list

    def get_notification_settings(self):
        return NotificationSettings.objects.get_or_create(user=self)[0]


class Account(models.Model):
    EXCHANGE_CHOICES = (("alpaca", "Alpaca"), ("oanda", "OANDA"), ("fake", "Fake"))
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=255)
    exchange = models.CharField(choices=EXCHANGE_CHOICES, max_length=255)
    api_key = models.CharField(max_length=255)
    api_secret = models.CharField(max_length=255)
    sandbox = models.BooleanField(default=False)
    enabled = models.BooleanField(default=True)
    supported_symbols = models.JSONField(default=list)
    instruments = models.JSONField(default=list)
    currency = models.CharField(max_length=255, null=True, blank=True)
    # risk_model = models.ForeignKey(
    #     "core.RiskModel", on_delete=models.SET_NULL, null=True, blank=True
    # )
    initial_balance = models.FloatField(default=0)

    def __str__(self):
        name = f"{self.name} ({self.exchange})"
        if self.sandbox:
            name += " (sandbox)"
        return name

    def update_info(self, save=True):
        client = self.get_client()
        if client:
            response = client.get_instruments()
            supported_symbols = client.get_supported_assets(response)
            currency = client.get_account()["currency"]
            log.debug(f"Supported symbols for {self.name}: {supported_symbols}")
            self.supported_symbols = supported_symbols
            self.instruments = response
            self.currency = currency
        if save:
            self.save()

    def save(self, *args, **kwargs):
        """
        Override the save function to update supported symbols.
        """
        if self.exchange != "fake":
            self.update_info(save=False)
        super().save(*args, **kwargs)

    def get_client(self):
        if self.exchange in EXCHANGE_MAP:
            return EXCHANGE_MAP[self.exchange](self)
        else:
            raise Exception(f"Exchange not supported : {self.exchange}")

    @property
    def client(self):
        """
        Convenience property for one-off API calls.
        """
        return self.get_client()

    @property
    def rawclient(self):
        """
        Convenience property for one-off API calls.
        """
        return self.get_client().client

    @classmethod
    def get_by_id(cls, account_id, user):
        return cls.objects.get(id=account_id, user=user)

    @classmethod
    def get_by_id_no_user_check(cls, account_id):
        return cls.objects.get(id=account_id)


class Session(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    request = models.CharField(max_length=255, null=True, blank=True)
    session = models.CharField(max_length=255, null=True, blank=True)
    subscription_id = models.CharField(max_length=255, null=True, blank=True)
    plan = models.ForeignKey(Plan, null=True, blank=True, on_delete=models.CASCADE)


class Hook(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=1024)
    hook = models.CharField(max_length=255, unique=True)  # hook URL
    received = models.IntegerField(default=0)

    def __str__(self):
        return f"{self.name} ({self.hook})"


class Signal(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=1024)
    signal = models.CharField(max_length=256)  # signal name
    hook = models.ForeignKey(Hook, on_delete=models.CASCADE)
    direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255)
    received = models.IntegerField(default=0)
    type = models.CharField(choices=SIGNAL_TYPE_CHOICES, max_length=255)

    def __str__(self):
        return f"{self.name} ({self.hook.name}) - {self.direction}"


class Trade(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    account = models.ForeignKey(Account, on_delete=models.CASCADE)
    hook = models.ForeignKey(Hook, on_delete=models.CASCADE, null=True, blank=True)
    signal = models.ForeignKey(Signal, on_delete=models.CASCADE, null=True, blank=True)
    symbol = models.CharField(max_length=255)
    time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
    type = models.CharField(choices=TYPE_CHOICES, max_length=255)
    amount = models.FloatField(null=True, blank=True)
    amount_usd = models.FloatField(null=True, blank=True)
    price = models.FloatField(null=True, blank=True)
    stop_loss = models.FloatField(null=True, blank=True)
    trailing_stop_loss = models.FloatField(null=True, blank=True)
    take_profit = models.FloatField(null=True, blank=True)
    status = models.CharField(max_length=255, null=True, blank=True)
    information = models.JSONField(null=True, blank=True)
    direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255)

    # To populate from the trade
    order_id = models.CharField(max_length=255, null=True, blank=True)
    client_order_id = models.CharField(max_length=255, null=True, blank=True)
    response = models.JSONField(null=True, blank=True)

    def __init__(self, *args, **kwargs):
        super().__init__(*args, **kwargs)
        self._original = self

    def post(self):
        if self.status in ["rejected", "close"]:
            log.debug(f"Trade {self.id} rejected. Not posting.")
            log.debug(f"Trade {self.id} information: {self.information}")
        else:
            return self.account.client.post_trade(self)

    def delete(self, *args, **kwargs):
        # close the trade
        super().delete(*args, **kwargs)

    @classmethod
    def get_by_id(cls, trade_id, user):
        return cls.objects.get(id=trade_id, user=user)

    @classmethod
    def get_by_id_or_order(cls, trade_id, account_id, user):
        try:
            account = Account.objects.get(id=account_id, user=user)
        except Account.DoesNotExist:
            return None
        try:
            return cls.objects.get(id=trade_id, account=account, user=user)
        except cls.DoesNotExist:
            try:
                return cls.objects.get(order_id=trade_id, account=account, user=user)
            except cls.DoesNotExist:
                return None


class Callback(models.Model):
    hook = models.ForeignKey(Hook, on_delete=models.CASCADE)
    signal = models.ForeignKey(Signal, on_delete=models.CASCADE)
    title = models.CharField(max_length=1024, null=True, blank=True)
    message = models.CharField(max_length=1024, null=True, blank=True)
    period = models.CharField(max_length=255, null=True, blank=True)
    sent = models.BigIntegerField(null=True, blank=True)
    trade = models.BigIntegerField(null=True, blank=True)
    exchange = models.CharField(max_length=255, null=True, blank=True)
    base = models.CharField(max_length=255, null=True, blank=True)
    quote = models.CharField(max_length=255, null=True, blank=True)
    contract = models.CharField(max_length=255, null=True, blank=True)
    price = models.FloatField(null=True, blank=True)
    symbol = models.CharField(max_length=255)


class TradingTime(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=255)
    description = models.TextField(null=True, blank=True)
    start_day = models.IntegerField(choices=DAY_CHOICES)
    end_day = models.IntegerField(choices=DAY_CHOICES)
    start_time = models.TimeField()
    end_time = models.TimeField()

    def within_range(self, ts):
        """
        Check if the specified time is within the configured trading times.
        :param ts: Timestamp
        :type ts: datetime
        :return: whether or not the time is within the trading range
        :rtype: bool
        """
        start_day = self.start_day
        end_day = self.end_day
        # Check the day is between the start and end day
        if not start_day <= ts.weekday() + 1 <= end_day:
            return False

        start_time = self.start_time
        end_time = self.end_time

        # Get what the start time would be this week
        ts_monday = ts - timedelta(days=ts.weekday())

        # Now we need to add our day of week to monday
        # Let's set the offset now since it's off by one
        offset_start = start_day - 1
        # Datetime: monday=0, tuesday=1, us: monday=1, tuesday=2, so we need to subtract
        # one from ours to not be off by one
        offset_end = end_day - 1

        # Now we can add the offset to the monday
        start = ts_monday + timedelta(days=offset_start)
        start = start.replace(
            hour=start_time.hour,
            minute=start_time.minute,
            second=start_time.second,
            microsecond=start_time.microsecond,
        )
        end = ts_monday + timedelta(days=offset_end)
        end = end.replace(
            hour=end_time.hour,
            minute=end_time.minute,
            second=end_time.second,
            microsecond=end_time.microsecond,
        )
        # Check if the ts is between the start and end times
        # ts must be more than start and less than end
        return ts >= start and ts <= end
        return True

    def __str__(self):
        return (
            f"{self.name} ({self.get_start_day_display()} at {self.start_time} - "
            f"{self.get_end_day_display()} at {self.end_time})"
        )


class Strategy(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=255)
    description = models.TextField(null=True, blank=True)
    account = models.ForeignKey(Account, on_delete=models.CASCADE)
    trading_times = models.ManyToManyField(TradingTime)
    entry_signals = models.ManyToManyField(
        Signal, related_name="entry_strategies", blank=True
    )
    exit_signals = models.ManyToManyField(
        Signal, related_name="exit_strategies", blank=True
    )
    trend_signals = models.ManyToManyField(
        Signal, related_name="trend_strategies", blank=True
    )
    enabled = models.BooleanField(default=False)
    signal_trading_enabled = models.BooleanField(default=False)
    active_management_enabled = models.BooleanField(default=False)
    trends = models.JSONField(null=True, blank=True)

    asset_group = models.ForeignKey(
        "core.AssetGroup", on_delete=models.PROTECT, null=True, blank=True
    )
    risk_model = models.ForeignKey(
        "core.RiskModel", on_delete=models.PROTECT, null=True, blank=True
    )
    order_settings = models.ForeignKey(
        "core.OrderSettings",
        on_delete=models.PROTECT,
    )
    active_management_policy = models.ForeignKey(
        "core.ActiveManagementPolicy",
        on_delete=models.PROTECT,
        null=True,
        blank=True,
    )

    class Meta:
        verbose_name_plural = "strategies"

    def __str__(self):
        return self.name


class NotificationSettings(models.Model):
    user = models.OneToOneField(User, on_delete=models.CASCADE)
    ntfy_topic = models.CharField(max_length=255, null=True, blank=True)
    ntfy_url = models.CharField(max_length=255, null=True, blank=True)

    def __str__(self):
        return f"Notification settings for {self.user}"


class RiskModel(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=255)
    description = models.TextField(null=True, blank=True)
    # Maximum amount of money to have lost from the initial balance to stop trading
    max_loss_percent = models.FloatField(default=0.05)
    # Maximum amount of money to risk on all open trades
    max_risk_percent = models.FloatField(default=0.05)
    # Maximum number of trades
    max_open_trades = models.IntegerField(default=10)
    # Maximum number of trades per symbol
    max_open_trades_per_symbol = models.IntegerField(default=2)

    price_slippage_percent = models.FloatField(default=2.5)
    callback_price_deviation_percent = models.FloatField(default=0.5)

    def __str__(self):
        return self.name


class AssetGroup(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=255)
    description = models.TextField(null=True, blank=True)

    webhook_id = models.UUIDField(default=uuid.uuid4, editable=False, unique=True)

    when_no_data = models.IntegerField(choices=MAPPING_CHOICES, default=7)
    when_no_match = models.IntegerField(choices=MAPPING_CHOICES, default=6)
    when_no_aggregation = models.IntegerField(choices=MAPPING_CHOICES, default=6)
    when_not_in_bounds = models.IntegerField(choices=MAPPING_CHOICES, default=6)

    when_bullish = models.IntegerField(choices=MAPPING_CHOICES, default=2)
    when_bearish = models.IntegerField(choices=MAPPING_CHOICES, default=3)

    def __str__(self):
        return self.name

    @property
    def matches(self):
        """
        Get the total number of matches for this group.
        """
        asset_rule_total = AssetRule.objects.filter(group=self).count()
        asset_rule_positive = AssetRule.objects.filter(group=self, status=2).count()
        return f"{asset_rule_positive}/{asset_rule_total}"


class AssetRule(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    asset = models.CharField(max_length=64)
    group = models.ForeignKey(AssetGroup, on_delete=models.CASCADE)
    aggregation = models.CharField(
        choices=AGGREGATION_CHOICES, max_length=255, default="none"
    )
    value = models.FloatField(null=True, blank=True)
    original_status = models.IntegerField(choices=STATUS_CHOICES, default=0)
    status = models.IntegerField(choices=STATUS_CHOICES, default=0)
    trigger_below = models.FloatField(null=True, blank=True)
    trigger_above = models.FloatField(null=True, blank=True)

    # Ensure that the asset is unique per group
    class Meta:
        unique_together = ("asset", "group")


class OrderSettings(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=255)
    description = models.TextField(null=True, blank=True)
    order_type = models.CharField(
        choices=TYPE_CHOICES, max_length=255, default="market"
    )
    time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
    take_profit_percent = models.FloatField(default=1.5)
    stop_loss_percent = models.FloatField(default=1.0)
    trailing_stop_loss_percent = models.FloatField(default=1.0, null=True, blank=True)
    trade_size_percent = models.FloatField(default=0.5)

    def __str__(self):
        return self.name


class ActiveManagementPolicy(models.Model):
    user = models.ForeignKey(User, on_delete=models.CASCADE)
    name = models.CharField(max_length=255)
    description = models.TextField(null=True, blank=True)
    when_trading_time_violated = models.CharField(
        choices=CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_trends_violated = models.CharField(
        choices=CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_position_size_violated = models.CharField(
        choices=ADJUST_CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_protection_violated = models.CharField(
        choices=ADJUST_CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_asset_groups_violated = models.CharField(
        choices=CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_max_open_trades_violated = models.CharField(
        choices=CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_max_open_trades_per_symbol_violated = models.CharField(
        choices=CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_max_loss_violated = models.CharField(
        choices=CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_max_risk_violated = models.CharField(
        choices=CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )
    when_crossfilter_violated = models.CharField(
        choices=CLOSE_NOTIFY_CHOICES, max_length=255, default="none"
    )

    def __str__(self):
        return self.name