trade is a framework for the development of financial applications. It operates on the concept of subjects and occurrences. A subject represents anything that can be traded, while an occurrence represents anything that affects one or more subjects, like a stock exchange operation or a stock split.
It was developed to work with any kind of subject and occurrence related to the financial market, and also to work under specific rules of different markets across the world, by following these principles:
- different subjects may have different attributes
- a subject may relate to none or many other subjects
- an occurrence must involve one or many subjects
- there may be an existing context for any subject
- different occurrences can implement different processes
- an occurrence may update the state of none or many subjects
Extending the framework with market-specific rules and exotic operations should be as simple as creating new types of subjects and occurrences.
You can try it live.
There is an ongoing effort to document this project. Check it out.
A trade app works like a service. The user informs the items he have in stock and a series of subsequent occurrences (purchases, sales, whatsoever) with those or other items. trade then calculates the effects of those occurrences and gives back the new amounts and costs of the items in stock.
An example of the JSON interface:
from trade import trade
from trade.trade_json import TradeJSON
interface = TradeJSON(
[trade.fetch_daytrades],
{
'Asset': trade.Asset,
'Operation': trade.Operation,
}
)
json_input = '''{
"subjects": {
"GOOG": {
"type": "Asset",
"name": "Google Inc"
},
"AAPL": {
"type": "Asset",
"name": "Apple, Inc."
}
},
"occurrences": [
{
"type": "Operation",
"subject": "AAPL",
"date": "2015-11-10",
"quantity": 10,
"price": 120.15
},
{
"type": "Operation",
"subject": "GOOG",
"date": "2015-11-10",
"quantity": 10,
"price": 724.89
},
{
"type": "Operation",
"subject": "GOOG",
"date": "2015-11-10",
"quantity": -5,
"price": 724.98
}
],
"initial state": {
"AAPL": {
"date": "2015-10-09",
"quantity": 92,
"price": 119.27,
"results": {"trades": 5021.72}
}
}
}'''
json_output = interface.get_trade_results(json_input)
print(json_output)
#$ {
# "assets": {
# "AAPL": {
# "states": {
# "2015-10-09": {
# "price": 119.27,
# "quantity": 92,
# "results": {
# "trades": 5021.7200000000003
# }
# },
# "2015-11-10": {
# "price": 119.35627450980392,
# "quantity": 102,
# "results": {
# "trades": 5021.7200000000003
# }
# }
# },
# "totals": {
# "daytrades": 0,
# "operations": 1,
# "purchases": 1,
# "results": {
# "trades": 5021.7200000000003
# },
# "sales": 0
# }
# },
# "GOOG": {
# "states": {
# "2015-11-10": {
# "price": 724.88999999999999,
# "quantity": 5,
# "results": {
# "daytrades": 0.45000000000027285
# }
# }
# },
# "totals": {
# "daytrades": 1,
# "operations": 2,
# "purchases": 1,
# "results": {
# "daytrades": 0.45000000000027285
# },
# "sales": 1
# }
# }
# },
# "totals": {
# "daytrades": 1,
# "operations": 3,
# "purchases": {
# "operations": 2,
# "volume": 8450.3999999999996
# },
# "results": {
# "daytrades": 0.45000000000027285,
# "trades": 5021.7200000000003
# },
# "sales": {
# "operations": 1,
# "volume": 3624.9000000000001
# }
# }
#}trade is compatible with Python 2.7, 3.3, 3.4 and 3.5.
The current version is 0.3 alpha.
$ pip install trade
Copyright (c) 2016 Rafael da Silva Rocha
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