Implement trading time limits

This commit is contained in:
2022-11-25 19:28:21 +00:00
parent 69a2b269ad
commit 4973582bdf
11 changed files with 257 additions and 25 deletions

View File

@@ -1,3 +1,5 @@
from datetime import timedelta
import stripe
from django.conf import settings
from django.contrib.auth.models import AbstractUser
@@ -25,13 +27,13 @@ TIF_CHOICES = (
("ioc", "IOC (Immediate Or Cancel)"),
)
DAY_CHOICES = (
("monday", "Monday"),
("tuesday", "Tuesday"),
("wednesday", "Wednesday"),
("thursday", "Thursday"),
("friday", "Friday"),
("saturday", "Saturday"),
("sunday", "Sunday"),
(1, "Monday"),
(2, "Tuesday"),
(3, "Wednesday"),
(4, "Thursday"),
(5, "Friday"),
(6, "Saturday"),
(7, "Sunday"),
)
@@ -225,13 +227,63 @@ 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.CharField(choices=DAY_CHOICES, max_length=255)
end_day = models.CharField(choices=DAY_CHOICES, max_length=255)
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.start_day} at {self.start_time} - {self.end_day} at {self.end_time})"
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):
@@ -239,7 +291,7 @@ class Strategy(models.Model):
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, blank=True)
trading_times = models.ManyToManyField(TradingTime)
order_type = models.CharField(
choices=TYPE_CHOICES, max_length=255, default="market"
)