EugeneBee
c1835ca4eb
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75 lines
2.0 KiB
Python
75 lines
2.0 KiB
Python
import time
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from datetime import datetime
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import re
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from random import randint
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startTime = None
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def setStartTime():
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global startTime
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startTime = time.time()
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def getPnL(pair):
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with open("./data/tradingLog.log", "r") as f:
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lines = f.readlines()
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logEntries = []
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for i in lines:
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# Get timestamp + message tuples
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t = re.match(r"(\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2},\d{3}) - (.+)", i)
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if t:
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timestamp_str, message = t.groups()
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timestamp = datetime.strptime(timestamp_str, "%Y-%m-%d %H:%M:%S,%f")
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logEntries.append((timestamp, message.strip()))
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strategyStartTime = None
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for timestamp, message in logEntries:
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if message == (f"Starting strategy with {pair}"):
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strategyStartTime = timestamp
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if not strategyStartTime:
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print(f"No 'Starting strategy' found for pair {pair}")
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return 0.0
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totalPnL = 0.0
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pattern = re.compile(
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rf"(Long|Short) order on {re.escape(pair)} level .*? filled with P&L (-?\d+\.?\d*) and qty .*"
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)
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for timestamp, message in logEntries:
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if timestamp >= strategyStartTime:
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match = pattern.search(message)
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if match:
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t = float(match.group(2))
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totalPnL += t
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return totalPnL
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def getLevels(amount, highPrice, lowPrice, roundDecimals):
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# Returns array of prices from low to high for each level
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levels = []
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delta = (highPrice - lowPrice)/amount
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levelPrice = lowPrice
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for i in range(amount - 1):
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levels.append(levelPrice)
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levelPrice = round(levelPrice + delta, roundDecimals)
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levels.append(highPrice)
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return levels
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def floor(value, decimals):
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# Rounds float to the lower side with the decimals given
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factor = 1/(10**decimals)
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return (value//factor)*factor
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def countDecimals(value):
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# Counts decimals in a float
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decimals = len(str(value).split('.')[-1])
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return decimals
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def getArbus():
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# Returnes n arbus (n is random 1 byte positive number)
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return ("arbus"*randint(0, 255))
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