Sourcery refactored master branch #161
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| indicator_calculator = StockDataFrame(df) | ||
| sma_100 = indicator_calculator["close_100_sma"] | ||
| if df.empty or df.close[-1] < sma_100[-1]: | ||
| return False | ||
|
|
||
| return ( | ||
| self.portfolio.loc[self.portfolio.symbol == symbol].volatility | ||
| >= 1 - self.volatility_threshold | ||
| ) |
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Function Trend.apply_filters_symbol refactored with the following changes:
- Remove unreachable code (
remove-unreachable-code)
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| filter = future.result() | ||
| if filter: | ||
| if filter := future.result(): |
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Function Trend.apply_filters_for_short refactored with the following changes:
- Use named expression to simplify assignment and conditional (
use-named-expression)
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| if ( | ||
| self.portfolio.loc[ | ||
| self.portfolio.symbol == symbol | ||
| ].volatility.values | ||
| < 1 - self.volatility_threshold | ||
| ): | ||
| return False | ||
|
|
||
| return True | ||
| return ( | ||
| self.portfolio.loc[self.portfolio.symbol == symbol].volatility.values | ||
| >= 1 - self.volatility_threshold | ||
| ) |
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Function Trend.apply_filters_symbol refactored with the following changes:
- Lift code into else after jump in control flow (
reintroduce-else) - Replace if statement with if expression (
assign-if-exp) - Simplify boolean if expression (
boolean-if-exp-identity) - Remove unnecessary casts to int, str, float or bool (
remove-unnecessary-cast)
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| if ( | ||
| self.portfolio.loc[ | ||
| self.portfolio.symbol == symbol | ||
| ].volatility.values | ||
| < 1 - self.volatility_threshold | ||
| ): | ||
| return False | ||
|
|
||
| return True | ||
| return ( | ||
| self.portfolio.loc[self.portfolio.symbol == symbol].volatility.values | ||
| >= 1 - self.volatility_threshold | ||
| ) |
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Function Trend.apply_filters_symbol_for_short refactored with the following changes:
- Lift code into else after jump in control flow (
reintroduce-else) - Replace if statement with if expression (
assign-if-exp) - Simplify boolean if expression (
boolean-if-exp-identity) - Remove unnecessary casts to int, str, float or bool (
remove-unnecessary-cast)
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| filter = future.result() | ||
| if filter: | ||
| if filter := future.result(): |
There was a problem hiding this comment.
Function Trend.apply_filters refactored with the following changes:
- Use named expression to simplify assignment and conditional (
use-named-expression)
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| std = {} | ||
| for symbol in symbols: | ||
| if symbol in _daiy_data: | ||
| std[symbol] = statistics.pstdev( | ||
| _daiy_data[symbol]["low"] | ||
| ) | ||
|
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||
| unsorted = [ | ||
| std = { | ||
| symbol: statistics.pstdev(_daiy_data[symbol]["low"]) | ||
| for symbol in symbols | ||
| if symbol in _daiy_data | ||
| } | ||
| if unsorted := [ | ||
| x | ||
| for x in unsorted | ||
| if x.ticker in symbols | ||
| and x.day["o"] < (x.prevDay["l"] - std[x.ticker]) | ||
| ] | ||
|
|
||
| if len(unsorted) > 0: | ||
| ]: |
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Function GapDown.run refactored with the following changes:
- Use named expression to simplify assignment and conditional (
use-named-expression) - Simplify sequence length comparison (
simplify-len-comparison) - Remove redundant pass statement (
remove-redundant-pass) - Convert for loop into dictionary comprehension (
dict-comprehension)
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| df["ema_short"] = ta.EMA({"close": df.close}, timeperiod=int(16)) | ||
| df["ema_long"] = ta.EMA({"close": df.close}, timeperiod=int(50)) | ||
| df["ema_short"] = ta.EMA({"close": df.close}, timeperiod=16) | ||
| df["ema_long"] = ta.EMA({"close": df.close}, timeperiod=50) |
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Function pre_calculated refactored with the following changes:
- Remove unnecessary casts to int, str, float or bool [×2] (
remove-unnecessary-cast)
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| rc_dict: Dict[str, float] = {} | ||
| for _, row in new_df.iterrows(): | ||
| rc_dict[row.symbol] = float(row.qty) | ||
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| rc_dict: Dict[str, float] = { | ||
| row.symbol: float(row.qty) for _, row in new_df.iterrows() | ||
| } |
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Function TrendFollow.load_symbol_position refactored with the following changes:
- Convert for loop into dictionary comprehension (
dict-comprehension)
| return ( | ||
| True | ||
| if time(hour=14, minute=30) | ||
| >= now.time() | ||
| >= time(hour=9, minute=30) | ||
| else False | ||
| ) | ||
| return time(hour=14, minute=30) >= now.time() >= time(hour=9, minute=30) |
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Function Gold.is_buy_time refactored with the following changes:
- Simplify boolean if expression (
boolean-if-exp-identity) - Remove unnecessary casts to int, str, float or bool (
remove-unnecessary-cast)
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| if trading_api: | ||
| retry = 3 | ||
| while retry > 0: | ||
| try: | ||
| portfolio_value = float( | ||
| trading_api.get_account().portfolio_value | ||
| ) | ||
| break | ||
| except ConnectionError as e: | ||
| tlog( | ||
| f"[{symbol}][{now}[Error] get_account() failed w/ {e}, retrying {retry} more times" | ||
| ) | ||
| await asyncio.sleep(0) | ||
| retry -= 1 | ||
|
|
||
| if not portfolio_value: | ||
| tlog( | ||
| "f[{symbol}][{now}[Error] failed to get portfolio_value" | ||
| ) | ||
| return False, {} | ||
| else: | ||
| if not trading_api: | ||
| raise Exception( | ||
| f"{self.name}: both portfolio_value and trading_api can't be None" | ||
| ) | ||
|
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||
| retry = 3 | ||
| while retry > 0: | ||
| try: | ||
| portfolio_value = float( | ||
| trading_api.get_account().portfolio_value | ||
| ) | ||
| break | ||
| except ConnectionError as e: | ||
| tlog( | ||
| f"[{symbol}][{now}[Error] get_account() failed w/ {e}, retrying {retry} more times" | ||
| ) | ||
| await asyncio.sleep(0) | ||
| retry -= 1 | ||
|
|
||
| if not portfolio_value: | ||
| tlog( | ||
| "f[{symbol}][{now}[Error] failed to get portfolio_value" | ||
| ) | ||
| return False, {} |
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Function ShortTrapBuster.run refactored with the following changes:
- Swap positions of nested conditionals [×2] (
swap-nested-ifs) - Hoist nested repeated code outside conditional statements [×2] (
hoist-similar-statement-from-if) - Swap if/else branches (
swap-if-else-branches) - Remove unnecessary else after guard condition (
remove-unnecessary-else)
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| if trading_api: | ||
| retry = 3 | ||
| while retry > 0: | ||
| try: | ||
| portfolio_value = float( | ||
| trading_api.get_account().portfolio_value | ||
| ) | ||
| break | ||
| except ConnectionError as e: | ||
| tlog( | ||
| f"[{symbol}][{now}[Error] get_account() failed w/ {e}, retrying {retry} more times" | ||
| ) | ||
| await asyncio.sleep(0) | ||
| retry -= 1 | ||
|
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||
| if not portfolio_value: | ||
| tlog( | ||
| "f[{symbol}][{now}[Error] failed to get portfolio_value" | ||
| ) | ||
| return False, {} | ||
| else: | ||
| if not trading_api: | ||
| raise Exception( | ||
| f"{self.name}: both portfolio_value and trading_api can't be None" | ||
| ) | ||
|
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| retry = 3 | ||
| while retry > 0: | ||
| try: | ||
| portfolio_value = float( | ||
| trading_api.get_account().portfolio_value | ||
| ) | ||
| break | ||
| except ConnectionError as e: | ||
| tlog( | ||
| f"[{symbol}][{now}[Error] get_account() failed w/ {e}, retrying {retry} more times" | ||
| ) | ||
| await asyncio.sleep(0) | ||
| retry -= 1 | ||
|
|
||
| if not portfolio_value: | ||
| tlog( | ||
| "f[{symbol}][{now}[Error] failed to get portfolio_value" | ||
| ) | ||
| return False, {} |
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Function ShortTrapBusterV2.run refactored with the following changes:
- Swap positions of nested conditionals [×2] (
swap-nested-ifs) - Hoist nested repeated code outside conditional statements [×2] (
hoist-similar-statement-from-if) - Swap if/else branches (
swap-if-else-branches) - Remove unnecessary else after guard condition (
remove-unnecessary-else)
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| if trading_api: | ||
| retry = 3 | ||
| while retry > 0: | ||
| try: | ||
| portfolio_value = float( | ||
| trading_api.get_account().portfolio_value | ||
| ) | ||
| break | ||
| except ConnectionError as e: | ||
| tlog( | ||
| f"[{symbol}][{now}[Error] get_account() failed w/ {e}, retrying {retry} more times" | ||
| ) | ||
| await asyncio.sleep(0) | ||
| retry -= 1 | ||
|
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| if not portfolio_value: | ||
| tlog( | ||
| "f[{symbol}][{now}[Error] failed to get portfolio_value" | ||
| ) | ||
| return False, {} | ||
| else: | ||
| if not trading_api: | ||
| raise Exception( | ||
| f"{self.name}: both portfolio_value and trading_api can't be None" | ||
| ) | ||
|
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| retry = 3 | ||
| while retry > 0: | ||
| try: | ||
| portfolio_value = float( | ||
| trading_api.get_account().portfolio_value | ||
| ) | ||
| break | ||
| except ConnectionError as e: | ||
| tlog( | ||
| f"[{symbol}][{now}[Error] get_account() failed w/ {e}, retrying {retry} more times" | ||
| ) | ||
| await asyncio.sleep(0) | ||
| retry -= 1 | ||
|
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||
| if not portfolio_value: | ||
| tlog( | ||
| "f[{symbol}][{now}[Error] failed to get portfolio_value" | ||
| ) | ||
| return False, {} |
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Function SwingMamaFama.run refactored with the following changes:
- Swap positions of nested conditionals [×2] (
swap-nested-ifs) - Hoist nested repeated code outside conditional statements [×2] (
hoist-similar-statement-from-if) - Swap if/else branches (
swap-if-else-branches) - Remove unnecessary else after guard condition (
remove-unnecessary-else)
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| # scale-out | ||
| # sell if not picking up. | ||
| pass | ||
|
|
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Function VWAPScalp.run refactored with the following changes:
- Remove redundant pass statement (
remove-redundant-pass)
This removes the following comments ( why? ):
# sell if not picking up.
# scale-out
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Branch
masterrefactored by Sourcery.If you're happy with these changes, merge this Pull Request using the Squash and merge strategy.
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