added formating

AxelGard · May 7, 2024 · 1072df1 · 1072df1
1 parent f086cee
commit 1072df1
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Showing 5 changed files with 47 additions and 52 deletions.
diff --git a/cira/__init__.py b/cira/__init__.py
@@ -10,7 +10,7 @@
 from . import log
 from . import strategy
 
-# Assets 
+# Assets
 from .asset import Asset
 from .assset_cryptocurrency import Cryptocurrency
 from .asset_stock import Stock

diff --git a/cira/asset.py b/cira/asset.py
@@ -3,7 +3,7 @@
 import logging
 import warnings
 
-# Alpaca 
+# Alpaca
 import alpaca
 from alpaca.trading.requests import GetAssetsRequest
 from alpaca.trading.enums import AssetClass, OrderType, AssetStatus
@@ -13,18 +13,18 @@
 from alpaca.trading.requests import LimitOrderRequest, StopLimitOrderRequest
 from alpaca.trading.client import TradingClient
 
-# stock 
+# stock
 from alpaca.data import StockHistoricalDataClient
 from alpaca.data.requests import StockLatestQuoteRequest
 from alpaca.data.requests import StockBarsRequest
 from alpaca.trading.requests import MarketOrderRequest
 from alpaca.data.live import StockDataStream
 
-# crypto 
-from alpaca.data import CryptoHistoricalDataClient 
+# crypto
+from alpaca.data import CryptoHistoricalDataClient
 from alpaca.data.live.crypto import CryptoDataStream
 from alpaca.data.requests import CryptoLatestQuoteRequest
-from alpaca.data.requests import CryptoBarsRequest 
+from alpaca.data.requests import CryptoBarsRequest
 
 import pandas as pd
 
@@ -38,11 +38,11 @@ class Asset:
     def __init__(self, symbol: str) -> None:
         """Interface class"""
         self.symbol = symbol
-        self.live_client:StockDataStream = None 
-        self.history:StockHistoricalDataClient = None 
-        self.trade:TradingClient = None 
-        self.latest_quote_request:StockLatestQuoteRequest = None 
-        self.bars_request:StockBarsRequest = None 
+        self.live_client: StockDataStream = None
+        self.history: StockHistoricalDataClient = None
+        self.trade: TradingClient = None
+        self.latest_quote_request: StockLatestQuoteRequest = None
+        self.bars_request: StockBarsRequest = None
 
     def price(self) -> float:
         raise NotImplementedError
@@ -51,7 +51,6 @@ def price(self) -> float:
     def get_all_assets(self):
         raise NotImplementedError
 
-
     def live_data(self, async_function_to_resolve_to, run: bool = True) -> None:
         self.live_client.subscribe_quotes(async_function_to_resolve_to, self.symbol)
         if run:
@@ -115,7 +114,7 @@ def buy_at(self, qty: int, price: float) -> None:
         limit_order_data = LimitOrderRequest(
             symbol=self.symbol,
             limit_price=price,
-            qty = qty,
+            qty=qty,
             side=OrderSide.BUY,
             time_in_force=TimeInForce.FOK,
         )
@@ -324,4 +323,4 @@ def __eq__(self, other):
         return self.symbol == other.symbol
 
     def __ne__(self, other):
-        return not self.__eq__(other)
+        return not self.__eq__(other)
diff --git a/cira/asset_option.py b/cira/asset_option.py
@@ -1,5 +1,6 @@
 import warnings
 
+
 class OptionContract:
     def __init__(self) -> None:
-        warnings.warn('Options have not been implemented, comming soon')
+        warnings.warn("Options have not been implemented, comming soon")
diff --git a/cira/asset_stock.py b/cira/asset_stock.py
@@ -1,7 +1,7 @@
 import pandas as pd
 
 
-# Alpaca 
+# Alpaca
 import alpaca
 from alpaca.trading.requests import GetAssetsRequest
 from alpaca.trading.enums import AssetClass, OrderType, AssetStatus
@@ -12,15 +12,15 @@
 from alpaca.trading.client import TradingClient
 
 
-# stock 
+# stock
 from alpaca.data import StockHistoricalDataClient
 from alpaca.data.requests import StockLatestQuoteRequest
 from alpaca.data.requests import StockBarsRequest
 from alpaca.trading.requests import MarketOrderRequest
 from alpaca.data.live import StockDataStream
 
 
-# cira 
+# cira
 from .asset import Asset
 from . import auth
 from . import config
@@ -38,7 +38,6 @@ def __init__(self, symbol: str) -> None:
         self.trade = TradingClient(APCA_ID, APCA_SECRET, paper=config.PAPER_TRADING)
         self.latest_quote_request = StockLatestQuoteRequest
         self.bars_request = StockBarsRequest
-
 
     def price(self) -> float:
         """gets the asking price of the symbol"""
@@ -49,5 +48,7 @@ def price(self) -> float:
     def get_all_assets(self):
         APCA_ID, APCA_SECRET = auth.get_api_keys()
         trade = TradingClient(APCA_ID, APCA_SECRET, paper=config.PAPER_TRADING)
-        search_params = GetAssetsRequest(asset_class=AssetClass.US_EQUITY, status=AssetStatus.ACTIVE)
+        search_params = GetAssetsRequest(
+            asset_class=AssetClass.US_EQUITY, status=AssetStatus.ACTIVE
+        )
         return [a.symbol for a in trade.get_all_assets(search_params)]
diff --git a/cira/assset_cryptocurrency.py b/cira/assset_cryptocurrency.py
@@ -3,7 +3,7 @@
 import logging
 import warnings
 
-# Alpaca 
+# Alpaca
 import alpaca
 from alpaca.trading.requests import GetAssetsRequest
 from alpaca.trading.enums import AssetClass, OrderType, AssetStatus
@@ -13,18 +13,18 @@
 from alpaca.trading.requests import LimitOrderRequest, StopLimitOrderRequest
 from alpaca.trading.client import TradingClient
 
-# stock 
+# stock
 from alpaca.data import StockHistoricalDataClient
 from alpaca.data.requests import StockLatestQuoteRequest
 from alpaca.data.requests import StockBarsRequest
 from alpaca.trading.requests import MarketOrderRequest
 from alpaca.data.live import StockDataStream
 
-# crypto 
-from alpaca.data import CryptoHistoricalDataClient 
+# crypto
+from alpaca.data import CryptoHistoricalDataClient
 from alpaca.data.live.crypto import CryptoDataStream
 from alpaca.data.requests import CryptoLatestQuoteRequest
-from alpaca.data.requests import CryptoBarsRequest 
+from alpaca.data.requests import CryptoBarsRequest
 
 import pandas as pd
 
@@ -38,80 +38,75 @@
 
 class Cryptocurrency(Asset):
     def __init__(self, symbol: str) -> None:
-        """Exchange for trading cryptocurrencies""" 
+        """Exchange for trading cryptocurrencies"""
         APCA_ID, APCA_SECRET = auth.get_api_keys()
         self.symbol = symbol
         self.live_client = CryptoDataStream(APCA_ID, APCA_SECRET)
-        self.history:CryptoHistoricalDataClient = CryptoHistoricalDataClient()
+        self.history: CryptoHistoricalDataClient = CryptoHistoricalDataClient()
         if APCA_ID != "":
             self.history = CryptoHistoricalDataClient(APCA_ID, APCA_SECRET)
             self.trade = TradingClient(APCA_ID, APCA_SECRET, paper=config.PAPER_TRADING)
-        self.latest_quote_request =  CryptoLatestQuoteRequest
+        self.latest_quote_request = CryptoLatestQuoteRequest
         self.bars_request = CryptoBarsRequest
 
-
     def price(self) -> float:
         """gets the asking price of the symbol"""
         perms = self.latest_quote_request(symbol_or_symbols=self.symbol)
         return float(self.history.get_crypto_latest_quote(perms)[self.symbol].ask_price)
 
-
     def buy(self, qty: float) -> None:
         """Buy the asset,
         qty is the number of the asset that you buy"""
         market_order = MarketOrderRequest(
             symbol=self.symbol,
-            qty =  qty,
-            side = OrderSide.BUY,
-            type = OrderType.MARKET,
-            time_in_force = TimeInForce.GTC,
+            qty=qty,
+            side=OrderSide.BUY,
+            type=OrderType.MARKET,
+            time_in_force=TimeInForce.GTC,
         )
         if config.IS_LOGGING:
             log.log("BUY", self.symbol, qty)
         self.trade.submit_order(market_order)
 
-
-    def buy_within(self, qty:float, buy_at:float, sell_at:float) -> None:
+    def buy_within(self, qty: float, buy_at: float, sell_at: float) -> None:
         req = StopLimitOrderRequest(
-                    symbol = self.symbol,
-                    qty = qty,
-                    side = OrderSide.BUY,
-                    time_in_force = TimeInForce.GTC,
-                    limit_price = buy_at,
-                    stop_price = sell_at 
-                    )
+            symbol=self.symbol,
+            qty=qty,
+            side=OrderSide.BUY,
+            time_in_force=TimeInForce.GTC,
+            limit_price=buy_at,
+            stop_price=sell_at,
+        )
         self.trade.submit_order(req)
-
 
     def buy_at(self, qty: int, price: float) -> None:
         """Buy the asset at a given price,
         qty is the number of the asset that you buy"""
         limit_order_data = LimitOrderRequest(
             symbol=self.symbol,
             limit_price=price,
-            qty = qty,
+            qty=qty,
             side=OrderSide.BUY,
             time_in_force=TimeInForce.GTC,
         )
         if config.IS_LOGGING:
             log.log("BUY", self.symbol, qty)
         self.trade.submit_order(order_data=limit_order_data)
- 
+
     def sell(self, qty: float) -> None:
         """Sell the asset,
         qty is the number of the asset that you sell"""
         market_order = MarketOrderRequest(
             symbol=self.symbol,
             qty=qty,
             side=OrderSide.SELL,
-            type = OrderType.MARKET,
+            type=OrderType.MARKET,
             time_in_force=TimeInForce.GTC,
         )
         logging.info(f"sell:{self.symbol}, qty:{qty}")
         if config.IS_LOGGING:
             log.log("SELL", self.symbol, qty)
         self.trade.submit_order(market_order)
-
 
     def sell_at(self, qty: int, price: float) -> None:
         """Sell the asset at a given price,
@@ -127,7 +122,6 @@ def sell_at(self, qty: int, price: float) -> None:
             log.log("SELL", self.symbol, qty)
         self.trade.submit_order(order_data=limit_order_data)
 
-
     def _get_bars(self, start_date: datetime, end_date: datetime):
         """returns aplc bars from the given dates"""
         params = self.bars_request(
@@ -138,12 +132,12 @@ def _get_bars(self, start_date: datetime, end_date: datetime):
             adjustment="all",
         )
         return self.history.get_crypto_bars(params)
-
 
     @classmethod
     def get_all_assets(self):
         APCA_ID, APCA_SECRET = auth.get_api_keys()
         trade = TradingClient(APCA_ID, APCA_SECRET, paper=config.PAPER_TRADING)
-        search_params = GetAssetsRequest(asset_class=AssetClass.CRYPTO, status=AssetStatus.ACTIVE)
+        search_params = GetAssetsRequest(
+            asset_class=AssetClass.CRYPTO, status=AssetStatus.ACTIVE
+        )
         return [a.symbol for a in trade.get_all_assets(search_params)]
-