trade 1.1.4

Installation

pip install trade

trade

trade implements a paradigm for financial apps where the operations themselves (called occurrences) are objects responsible for updating the state of an asset holder every time they occur.

The asset holder state at a given timestamp may be loaded from a source (like a database) and then updated with a series of occurrences - raw operation data loaded as Occurrence objects. This outputs a new state for the Holder.

trade offers four classes: Holder, Occurrence, Subject and Context and defines the basic structure for a context-independent financial app. These classes should be extended according to the needs of the app.

It uses the concept of holders, subjects, occurrences and contexts

A subject is anything that can be traded.

A holder is someone who owns subjects.

A holder state is updated by occurrences.

Occurrences may happen alone or in contexts.

A subject is anything that can be traded

A subject may be the share of a corporation, livestock and so on.

A holder is a entity that owns subjects

A holder owns subjects. The holder state is updated by occurrences. A holder may hold none or many subjects.

Occurrences happen with subjects and change the state of the holder

A occurrence may be caused by the holder, like the purchase of units of some subject. They can also represent other events, like a stock split. In both cases they should change the state of the holder.

A context may have its own rules

Contexts are groups of occurrences.

Contexts are used to pre-process occurrences before informing them to a holder.

A context may be a situation where daytrades should be identified, for example.

A context may also involve taxes and other costs altering the details of the occurrences.

Extending the framework

trade should be extended with new types of occurrences, subjects and context rules.

The holder state signature can be defined according to the needs of the application.

Live sample app

You can try it live.

This is a sample app built with trade. It runs as a service.

The input is a JSON with occurrences and a initial state for the holder.

The sample app have context tasks to identify daytrades and more.

The service also calculates the profits and losses from the occurrences and groups the results by asset.

The output is the holder state as a JSON.

Use:

from trade.holder import Holder
from trade.occurrence import Occurrence
from trade.subject import Subject

# create a holder
holder = Holder()

# define some subject
some_asset = Subject('AST1')

# create an occurrence with that subject.
# In this example, a purchase of 100 units of the asset,
# for the value of $20.
some_occurrence = Occurrence(
                some_asset,
                '2018-01-02',
                {
                        "quantity": 100,
                        "value": 20
                }
        )

# pass it to the holder
holder.trade(some_occurrence)

# check the holder state:
for subject, state in holder.state.items():
        print(subject)
        print(state)
# AST1
# {'value': 20.0, 'quantity': 100}

Updating the holder state with a new occurrence:

# create some other occurrence with that subject.
# In this example, a sale of 20 units of the asset,
# for the value of $30.
holder.trade(Occurrence(
                some_asset,
                '2018-01-03',
                {
                        "quantity": -20,
                        "value": 30
                }
        ))

# check the holder state. It should show a change in quantity
# and some profit:
for subject, state in holder.state.items():
        print(subject)
        print(state)
# AST1
# {'value': 20.0, 'quantity': 80}

More occurrences:

# create some other occurrence with that subject.
# Now a purchase of 10 units of the asset, for the
# value of $20.
holder.trade(Occurrence(
                some_asset,
                '2018-01-04',
                {
                        "quantity": 10,
                        "value": 25
                }
        ))

# check the holder state. It should show a change in quantity
# and in the value of the subject:
for subject, state in holder.state.items():
        print(subject)
        print(state)
# AST1
# {'value': 20.555555555555557, 'quantity': 90}

About me

I work as a consultant in the development of financial applications.

Talk to me: rocha.rafaelsilva@gmail.com

License

Copyright (c) 2015-2018 Rafael da Silva Rocha

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.