writes account information about currently held positions
account.() (method) Overview:inventory_export() writes account information about currently held positions to the specified file.
Use Case:Export the current account information with inventory_export() to be later used by inventory_import() to test different exit strategies on the same account inventory.
Interface: inventory_export(filename)
Sample - Calling method
account.inventory_export('my_inventory.json')
| Name | Type | Default | Information |
|---|---|---|---|
| filename | string | required | The path to the file that will contain the open inventory for the account. This file will either be created or overwritten. |
- Only information about currently held positions is exported.
- Information is written in json/dictionary format.
- Used with inventory_import() to share account information between different submissions.
Use inventory_export() and inventory_import() to test two different exit strategies on the same account data.
First script containing inventory_export(). Run this script first to generate 'account_data.json'.
from cloudquant.interfaces import Strategy
class ExportData(Strategy):
@classmethod
def is_symbol_qualified(cls, symbol, md, service, account):
# American Airlines, Delta Airlines, Walmart, and Target
return symbol in ['AAPL', 'FB']
def on_start(self, md, order, service, account):
print '--------------------', service.time_to_string(service.system_time) +\
' in on_start for ' + self.symbol
# buy shares
order.algo_buy(self.symbol, algorithm='market', intent='init', order_quantity=100)
print '\n\n100 shares of ' + self.symbol + ' purchased\n\n'
def on_minute_bar(self, event, md, order, service, account, bar):
print '--------------------', service.time_to_string(event.timestamp)[11:19] + \
' in on_minute_bar for ' + self.symbol
# after the 9:31 minute bar ...
if event.timestamp > service.time(9, 31) and event.timestamp < service.time(9, 32):
# sell 50 shares
order.algo_sell(self.symbol, algorithm='market', intent='decrease', order_quantity=50)
print '\n\n50 shares of ' + self.symbol + ' sold\n\n'
# after the 9:32 minute bar ...
elif event.timestamp > service.time(9,32):
print '\n\nExporting Inventory\n\n'
# write the account data to a user data file
account.inventory_export('account_data.json')
service.terminate()
account_data.json file created by inventory_export()
{"DAL": [{"mtm_price": 41.75, "execution": {"symbol": "DAL", "side": 1, "shares": 100, "price": 41.75, "time": 1478093400001700, "collect": null, "order_id": "0000000000000002", "clordid": null, "instruction_id": "9c61115e-e517-5a54-a96e-2f11c67b5f97", "script_id": "37474ee2-ab4f-4eb6-bf06-c32d017cf9d2", "user_key": "9c61115e-e517-5a54-a96e-2f11c67b5f97"}, "remaining_shares": 100}], "AAL": [{"mtm_price": 40.029998779296875, "execution": {"symbol": "AAL", "side": 1, "shares": 100, "price": 40.029998779296875, "time": 1478093400001700, "collect": null, "order_id": "0000000000000001", "clordid": null, "instruction_id": "4ba78c95-ea09-52d5-9a48-7be8ba41cd73", "script_id": "37474ee2-ab4f-4eb6-bf06-c32d017cf9d2", "user_key": "4ba78c95-ea09-52d5-9a48-7be8ba41cd73"}, "remaining_shares": 100}], "TGT": [{"mtm_price": 67.77999877929688, "execution": {"symbol": "TGT", "side": 1, "shares": 100, "price": 67.77999877929688, "time": 1478093400001700, "collect": null, "order_id": "0000000000000003", "clordid": null, "instruction_id": "2f067a2b-8db9-54d6-ad70-bb17af9f128c", "script_id": "37474ee2-ab4f-4eb6-bf06-c32d017cf9d2", "user_key": "2f067a2b-8db9-54d6-ad70-bb17af9f128c"}, "remaining_shares": 100}], "WMT": [{"mtm_price": 69.52999877929688, "execution": {"symbol": "WMT", "side": 1, "shares": 100, "price": 69.52999877929688, "time": 1478093400001700, "collect": null, "order_id": "0000000000000004", "clordid": null, "instruction_id": "1319b278-689e-5802-9de7-08577fc1c465", "script_id": "37474ee2-ab4f-4eb6-bf06-c32d017cf9d2", "user_key": "1319b278-689e-5802-9de7-08577fc1c465"}, "remaining_shares": 100}]}
Second script containing inventory_import()
from cloudquant.interfaces import Strategy
class ImportData(Strategy):
@classmethod
def is_symbol_qualified(cls, symbol, md, service, account):
# American Airlines, Delta Airlines, Walmart, and Target
return symbol in ['WMT', 'AAL', 'TGT', 'DAL']
@classmethod
def on_strategy_start(cls, md, service, account):
print 'in on_strategy_start\n'
# print the account before the import
print 'Account before Import:\n\n\n', account, '\n\n\n----------------------------------------------\n\n\n'
# import account data from the user data file
account.inventory_import('account_data.json', apply_corporate_actions=True)
# print the account after the import
print 'Account after Import:\n\n\n', account
Console 2 - Account before and after inventory_import()
in on_strategy_start
Account before Import:
account_id: 0
entry_pl: 0.00
mtm_pl: 0.00
buying_power: None
open_capital_long: 0.00
open_capital_short: 0.00
pending_capital_long: 0.00
pending_capital_short: 0.00
max_capital_used: 0.00
max_capital_used_timestamp: 0
open_symbols: []
pending_symbols: []
----------------------------------------------
Account after Import:
account_id: 0
entry_pl: 0.00
mtm_pl: 0.00
buying_power: None
open_capital_long: 11896.50
open_capital_short: 0.00
pending_capital_long: 0.00
pending_capital_short: 0.00
max_capital_used: 11896.50
max_capital_used_timestamp: 1473255000000000
open_symbols: [u'AAPL', u'FB']
pending_symbols: []
AAPL:
Execution count : 0
realized_pl :
entry_pl : 0.00
mtm_pl : 0.00
matched_trades : 0
unrealized_pl :
entry_pl : 0.00
mtm_pl : 0.00
position :
shares : 50
entry_price : 107.87
mtm_price : 107.68
capital_long : 5393.50
capital_short : 0.00
pending :
count_long : 0
shares_long : 0
capital_long : 0.00
count_short : 0
shares_short : 0
capital_short : 0.00
FB:
Execution count : 0
realized_pl :
entry_pl : 0.00
mtm_pl : 0.00
matched_trades : 0
unrealized_pl :
entry_pl : 0.00
mtm_pl : 0.00
position :
shares : 50
entry_price : 130.06
mtm_price : 129.73
capital_long : 6503.00
capital_short : 0.00
pending :
count_long : 0
shares_long : 0
capital_long : 0.00
count_short : 0
shares_short : 0
capital_short : 0.00