RAPTOR v18.4: Исправлена отчетность, активированы выходные

invest-python-master/t_tech/invest/strategies/base/trader_base.py

@@ -0,0 +1,69 @@
+import abc
+import logging
+from datetime import timedelta
+from typing import Iterable
+
+import t_tech
+from t_tech.invest import HistoricCandle
+from t_tech.invest.services import Services
+from t_tech.invest.strategies.base.models import Candle, CandleEvent
+from t_tech.invest.strategies.base.strategy_interface import InvestStrategy
+from t_tech.invest.strategies.base.strategy_settings_base import StrategySettings
+from t_tech.invest.strategies.base.trader_interface import ITrader
+from t_tech.invest.utils import now, quotation_to_decimal
+
+logger = logging.getLogger(__name__)
+
+
+class Trader(ITrader, abc.ABC):
+    def __init__(
+        self,
+        strategy: InvestStrategy,
+        services: Services,
+        settings: StrategySettings,
+    ):
+        self._strategy = strategy
+        self._services = services
+        self._settings = settings
+
+    @staticmethod
+    def _convert_historic_candles_into_candle_events(
+        historic_candles: Iterable[HistoricCandle],
+    ) -> Iterable[CandleEvent]:
+        for candle in historic_candles:
+            yield CandleEvent(
+                candle=Candle(
+                    open=quotation_to_decimal(candle.open),
+                    close=quotation_to_decimal(candle.close),
+                    high=quotation_to_decimal(candle.high),
+                    low=quotation_to_decimal(candle.low),
+                ),
+                volume=candle.volume,
+                time=candle.time,
+                is_complete=candle.is_complete,
+            )
+
+    def _load_candles(self, period: timedelta) -> Iterable[CandleEvent]:
+        logger.info("Loading candles for period %s from %s", period, now())
+
+        yield from self._convert_historic_candles_into_candle_events(
+            self._services.get_all_candles(
+                figi=self._settings.share_id,
+                from_=now() - period,
+                interval=self._settings.candle_interval,
+            )
+        )
+
+    @staticmethod
+    def _convert_candle(candle: t_tech.invest.schemas.Candle) -> CandleEvent:
+        return CandleEvent(
+            candle=Candle(
+                open=quotation_to_decimal(candle.open),
+                close=quotation_to_decimal(candle.close),
+                high=quotation_to_decimal(candle.high),
+                low=quotation_to_decimal(candle.low),
+            ),
+            volume=candle.volume,
+            time=candle.time,
+            is_complete=False,
+        )