simulator.py

import json
from datetime import datetime
import pandas as pd
import numpy as np
import sys
from collections import namedtuple
from FinanceTools import *


class Simulator:
    def __init__(self, tickers, value, start_date):
        self.prcReader = PriceReader(tickers, start_date)
        self.prcReader.load()
        self.value = value
        self.orders = []
        self.restValue = {}
        self.start_date = start_date

    def ProcessTickers(self, stocks, date):
        order = namedtuple("order", "Ticker Date Value Qty Type Category Fee")
        for stock in stocks:
            entryDate = stock["EntryDate"]
            if pd.to_datetime(entryDate) > pd.to_datetime(date):
                continue

            part = float(stock["Participation"])
            ticker = stock["Ticker"]
            price = self.prcReader.getCurrentValue(ticker, date)
            if price == np.nan:
                continue

            availableValue = (part * self.value) + self.restValue.get(ticker, 0)
            qty = availableValue // price
            if qty > 0:
                self.orders.append(order(ticker, date, price, qty, "Compra", stock["Category"], (price * qty * 0.0003)))
            rest = availableValue % price
            if rest > 0:
                self.restValue.update({ticker: rest})

    def ProcessTimeline(self, stocks):
        monthList = pd.date_range(start=self.start_date, end=datetime.today(), freq="MS").format(
            formatter=lambda x: x.strftime(DataSchema.DATE_FORMAT)
        )
        for date in monthList:
            self.ProcessTickers(stocks, date)

    def Dataframe(self):
        return pd.DataFrame(self.orders)


def GenerateWallet(inFile="simulator.json", outFile="orders.csv"):
    with open(inFile) as file:
        setup = json.load(file)

    value = float(setup["BuyValue"])

    tickers = []
    for stock in setup["stocks"]:
        tickers.append(stock["Ticker"])

    sim = Simulator(tickers, value, setup["start_date"])
    sim.ProcessTimeline(setup["stocks"])
    sim.Dataframe().to_csv(outFile, index=False)


if __name__ == "__main__":
    name = str(sys.argv[1])
    GenerateWallet(name + ".json", name + ".csv")