Merge pull request #75 from westonplatter/17-stock-fetch-by-id

feature #17. stocks. symbol(s) and instrument_id(s)

Makefile

@@ -13,3 +13,8 @@ coveralls:
 .PHONY: lint
 lint:
 	pipenv run tox -e lint
+
+
+.PHONY: examples
+examples:
+	pipenv run run_all_examples

Pipfile

@@ -11,6 +11,7 @@ yarl = "*"
 pandas = ">=0.23.2"
 numpy = "*"
 datetime = "*"
+deprecation = "*"
 
 [dev-packages]
 vcrpy = "*"
@@ -23,3 +24,6 @@ ipdb = "*"
 
 [requires]
 python_version = "3.6"
+
+[scripts]
+run_all_examples = "sh ./run_all_examples.sh"

examples/auth.py

@@ -2,6 +2,8 @@
 from fast_arrow import Client
 from fast_arrow.resources.user import User
 
+print("----- running {}".format(__file__))
+
 #
 # get the authentication configs
 #

examples/auth_mfa.py

@@ -2,9 +2,11 @@
 from fast_arrow import Client
 from fast_arrow.resources.user import User
 
-#
-# get the authentication configs
-#
+print("----- running {}".format(__file__))
+
+
+get the authentication configs
+
 config_file = "config.debug.ini"
 config = configparser.ConfigParser()
 config.read(config_file)

examples/historical_option_data.py

@@ -6,6 +6,9 @@
     OptionChain,
     OptionMarketdata
 )
+import math
+
+print("----- running {}".format(__file__))
 
 #
 # get the authentication configs
@@ -38,7 +41,6 @@
 # get TLT in the middle of the current TLT trading range
 #
 urls = [op["url"] for op in ops]
-import math
 middle = math.floor(len(urls)/2)
 diff = math.floor(len(urls) * 0.7)
 lower_end = middle - diff

examples/option_chain.py

@@ -6,6 +6,7 @@
     Option,
 )
 
+print("----- running {}".format(__file__))
 
 #
 # get the authentication configs

examples/option_events.py

@@ -4,6 +4,7 @@
     OptionEvent
 )
 
+print("----- running {}".format(__file__))
 
 #
 # get the authentication configs

examples/option_order_get.py

@@ -9,6 +9,7 @@
 )
 import math
 
+print("----- running {}".format(__file__))
 
 #
 # get the authentication configs

examples/option_order_place_iron_condor.py

@@ -13,6 +13,8 @@
     Stock
 )
 
+print("----- running {}".format(__file__))
+
 #
 # get the authentication configs
 #
@@ -35,7 +37,6 @@
 #
 symbol = "SPY"
 stock = Stock.fetch(client, symbol)
-stock = Stock.mergein_marketdata_list(client, [stock])[0]
 
 oc = OptionChain.fetch(client, stock["id"], symbol)
 ed = oc['expiration_dates'][10]
@@ -53,39 +54,38 @@
 width = 1
 put_inner_lte_delta = -0.2
 call_inner_lte_delta = 0.1
-ic = IronCondor.generate_by_deltas(ops,
-    width, put_inner_lte_delta, call_inner_lte_delta)
-
-direction = "credit"
-legs = ic["legs"]
-# @TODO create helper methods to handle floating arith and rounding issues
-# for now, it works good enough
-price_notional = ic["price"] * 100
-price_notional_fourth = price_notional / 4
-price_order = price_notional_fourth / 100
-price = str(price_order)
-
-quantity = 1
-time_in_force = "gfd"
-trigger = "immediate"
-order_type = "limit"
-
-# @TODO create human description of IC
-# print("Selling a {} {}/{} Put Spread for {} (notional value = ${})".format(
-#     symbol,
-#     vertical["strike_price"].values[0],
-#     vertical["strike_price_shifted"].values[0],
-#     price,
-#     my_bid_price_rounded)
-# )
-
-oo = OptionOrder.submit(client, direction, legs, price, quantity, time_in_force, trigger, order_type)
-
-print("Order submitted ... ref_id = {}".format(oo["ref_id"]))
-
+# ic = IronCondor.generate_by_deltas(ops,width, put_inner_lte_delta, call_inner_lte_delta)
+#
+# direction = "credit"
+# legs = ic["legs"]
+# # @TODO create helper methods to handle floating arith and rounding issues
+# # for now, it works good enough
+# price_notional = ic["price"] * 100
+# price_notional_fourth = price_notional / 4
+# price_order = price_notional_fourth / 100
+# price = str(price_order)
+#
+# quantity = 1
+# time_in_force = "gfd"
+# trigger = "immediate"
+# order_type = "limit"
+#
+# # @TODO create human description of IC
+# # print("Selling a {} {}/{} Put Spread for {} (notional value = ${})".format(
+# #     symbol,
+# #     vertical["strike_price"].values[0],
+# #     vertical["strike_price_shifted"].values[0],
+# #     price,
+# #     my_bid_price_rounded)
+# # )
+#
+# oo = OptionOrder.submit(client, direction, legs, price, quantity, time_in_force, trigger, order_type)
 #
-# cancel the order
+# print("Order submitted ... ref_id = {}".format(oo["ref_id"]))
 #
-print("Canceling order = {}".format(oo["ref_id"]))
-result = OptionOrder.cancel(client, oo['cancel_url'])
-print("Order canceled result = {}".format(result))
+# #
+# # cancel the order
+# #
+# print("Canceling order = {}".format(oo["ref_id"]))
+# result = OptionOrder.cancel(client, oo['cancel_url'])
+# print("Order canceled result = {}".format(result))

examples/option_order_place_single.py

@@ -8,6 +8,7 @@
 )
 import math
 
+print("----- running {}".format(__file__))
 
 #
 # get the authentication configs

examples/option_order_place_vertical.py

@@ -9,6 +9,7 @@
 )
 import math
 
+print("----- running {}".format(__file__))
 
 #
 # get the authentication configs

examples/option_order_replace.py

@@ -9,6 +9,7 @@
 )
 import math
 
+print("----- running {}".format(__file__))
 
 #
 # get the authentication configs

examples/option_orders_max_page.py

@@ -3,6 +3,9 @@
 from datetime import datetime, timedelta
 
 
+print("----- running {}".format(__file__))
+
+
 config = configparser.ConfigParser()
 config.read('config.debug.ini')
 

examples/option_orders_unroll.py

@@ -2,6 +2,9 @@
 from fast_arrow import Client, OptionOrder
 
 
+print("----- running {}".format(__file__))
+
+
 config = configparser.ConfigParser()
 config.read('config.debug.ini')
 
@@ -34,8 +37,7 @@
 #
 option_orders_unrolled = OptionOrder.unroll_option_legs(client, option_orders)
 
-
 #
 # let's print out the results
 #
-print(option_orders_unrolled[1:10])
+print(option_orders_unrolled[0].keys())

examples/option_positions.py

@@ -6,6 +6,8 @@
     OptionPosition
 )
 
+print("----- running {}".format(__file__))
+
 #
 # get the authentication configs
 #

examples/option_positions_humanized.py

@@ -9,6 +9,8 @@
     OptionMarketdata,
 )
 
+print("----- running {}".format(__file__))
+
 #
 # get the authentication configs
 #
@@ -73,5 +75,5 @@
 # create Pandas DF of option positions
 #
 df = pd.DataFrame.from_dict(ops)
-# 
+#
 print(df)

examples/option_positions_max_date.py

@@ -7,6 +7,8 @@
     OptionPosition
 )
 
+print("----- running {}".format(__file__))
+
 #
 # get the authentication configs
 #

examples/portfolio_historicals.py

@@ -1,6 +1,11 @@
 import configparser
 from fast_arrow import Client
 from fast_arrow import Portfolio
+from fast_arrow import Account
+
+
+print("----- running {}".format(__file__))
+
 
 #
 # get the authentication configs
@@ -10,19 +15,25 @@
 config.read(config_file)
 username = config['account']['username']
 password = config['account']['password']
-account  = config['account']['account']
+
 
 client = Client(username=username, password=password)
 result = client.authenticate()
 
+
+account = Account.all(client)[0]
+account_number  = account['account_number']
+
+
 span="year"
 bounds="regular"
-portfolio_historicals = Portfolio.historical(client, account, span, bounds)
+portfolio_historicals = Portfolio.historical(client, account_number, span, bounds)
+
 
 ehs = portfolio_historicals["equity_historicals"]
 begins_at = ehs[-1]["begins_at"]
 ends_at = ehs[0]["begins_at"]
 
-print(ehs[0].keys())
 
+print(ehs[0].keys())
 print("Fetched portfolio data between {} and {}".format(begins_at, ends_at))

examples/stock_historical_export.py

@@ -5,6 +5,10 @@
     StockMarketdata
 )
 
+
+print("----- running {}".format(__file__))
+
+
 #
 # get the authentication configs
 #

examples/stock_positions.py

@@ -4,6 +4,10 @@
     StockPosition
 )
 
+
+print("----- running {}".format(__file__))
+
+
 #
 # get the authentication configs
 #