added: avg slippage

ozdemirozcelik · Nov 12, 2022 · aba78a6 · aba78a6
1 parent ab0300d
commit aba78a6
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Showing 3 changed files with 106 additions and 27 deletions.
diff --git a/app.py b/app.py
@@ -315,7 +315,7 @@ def dashboard_list():
         end_date = end_date + timedelta(
             days=1
         )  # Add 1 day to "%Y-%m-%d" 00:00:00 to reach end of day
-
+        
     except:
         start_date = datetime.now(tz=pytz.utc) - timedelta(days=1)
         date_now = datetime.now(tz=pytz.utc)
@@ -335,6 +335,9 @@ def dashboard_list():
         simplesession = None
 
     if selected_ticker:
+
+        slip_dic = SignalModel.get_avg_slip(selected_ticker, start_date, end_date)
+
         if simplesession:
             items = SignalModel.get_list_ticker_dates(
                 selected_ticker, "0", start_date, end_date
@@ -351,6 +354,17 @@ def dashboard_list():
 
     signals = [item.json() for item in items]
 
+    slip_buy ="?"
+    slip_sell ="?"
+    slip_avg ="?"
+
+    if slip_dic['buy']:
+        slip_buy = str(round(slip_dic['buy'], 5))
+    if slip_dic['sell']:
+        slip_sell = str(round(slip_dic['sell'], 5))
+    if slip_dic['avg']:
+        slip_avg = str(round(slip_dic['avg'], 5))
+
     return render_template(
         "list.html",
         signals=signals,
@@ -362,9 +376,11 @@ def dashboard_list():
         end_date=end_date - timedelta(days=1),
         selected_ticker=selected_ticker,
         selected_trade_type=selected_trade_type,
+        slip_buy=slip_buy,
+        slip_sell=slip_sell,
+        slip_avg=slip_avg
     )
 
-
 @app.get("/positions")
 def positions():
     # (flask-session-change) Flask sessions may not be persistent in Heroku, works fine in local

diff --git a/models/signals.py b/models/signals.py
@@ -815,10 +815,66 @@ def splitticker_stocks(self,) -> bool:
 
         return success_flag
 
-    # TODO: COMPLETE
     @classmethod
-    def get_avg_slip(cls, ticker_name) -> List:
-        pass
+    def get_avg_slip(cls, ticker_name, start_date, end_date) -> dict:
+
+        slip_dic = {}
+
+        pair = False
+
+        tickers = ticker_name.split("-")  # check if pair or single
+        ticker1 = tickers[0]
+        ticker2 = ""
+        if len(tickers) == 2:
+            ticker2 = tickers[1]
+            pair = True
+
+        if pair:
+            slip_dic['buy'] = db.session.query(db.func.avg(cls.slip)).filter(
+                (cls.ticker1 == ticker1)
+                & (cls.ticker2 == ticker2)
+                & (cls.timestamp <= end_date)
+                & (cls.timestamp >= start_date)
+                & (cls.order_action == "buy")
+            ).scalar()
+
+            slip_dic['sell'] = db.session.query(db.func.avg(cls.slip)).filter(
+                (cls.ticker1 == ticker1)
+                & (cls.ticker2 == ticker2)
+                & (cls.timestamp <= end_date)
+                & (cls.timestamp >= start_date)
+                & (cls.order_action == "sell")
+            ).scalar()
+
+            slip_dic['avg'] = db.session.query(db.func.avg(cls.slip)).filter(
+                (cls.ticker1 == ticker1)
+                & (cls.ticker2 == ticker2)
+                & (cls.timestamp <= end_date)
+                & (cls.timestamp >= start_date)
+            ).scalar()
+
+        else:
+            slip_dic['buy'] = db.session.query(db.func.avg(cls.slip)).filter(
+                (cls.ticker1 == ticker1)
+                & (cls.timestamp <= end_date)
+                & (cls.timestamp >= start_date)
+                & (cls.order_action == "buy")
+            ).filter(cls.ticker_type == "single").scalar()
+
+            slip_dic['sell'] = db.session.query(db.func.avg(cls.slip)).filter(
+                (cls.ticker1 == ticker1)
+                & (cls.timestamp <= end_date)
+                & (cls.timestamp >= start_date)
+                & (cls.order_action == "sell")
+            ).filter(cls.ticker_type == "single").scalar()
+
+            slip_dic['avg'] = db.session.query(db.func.avg(cls.slip)).filter(
+                (cls.ticker1 == ticker1)
+                & (cls.timestamp <= end_date)
+                & (cls.timestamp >= start_date)
+            ).filter(cls.ticker_type == "single").scalar()
+
+        return slip_dic
 
     @classmethod
     def find_by_orderid(cls, orderid) -> "SignalModel":

diff --git a/templates/list.html b/templates/list.html
@@ -1,31 +1,38 @@
 {% extends 'base.html' %}
 {% block submitlist %}
 
-<div class="left-element">
-    <form action="list" method="get">
-        <div id="tradetype">
-            <input type="radio" id="checkpair" name="tradetype" value="pair" {% if selected_trade_type == "pair" %} checked {% endif %}><span>pair</span>
-            <input type="radio" id="checkticker" name="tradetype" value="ticker" {% if selected_trade_type == "ticker" %} checked {% endif %}><span>ticker</span>
-        </div>
-        <br>
-        <div>
+<div style="width: 100%;font-size: medium;">
+    <div style="width: 50%; height: 100px; float: left;">
+        <form action="list" method="get">
+            <div id="tradetype">
+                <input type="radio" id="checkpair" name="tradetype" value="pair" {% if selected_trade_type == "pair" %} checked {% endif %}><span>pair</span>
+                <input type="radio" id="checkticker" name="tradetype" value="ticker" {% if selected_trade_type == "ticker" %} checked {% endif %}><span>ticker</span>
+            </div>
+            <br>
+            <div>
 
-            <label for="ticker_webhook" id="ticker_webhook_label"></label>
-            <select onchange="changeStatusColor(this); "name="ticker_webhook" id="ticker_webhook">                    
-            <option disabled selected value></option>
-            </select>&nbsp
-            <span title= "ticker status" id="show_status" class="round" style="vertical-align:middle";></span> 
-            <br><br>                       
+                <label for="ticker_webhook" id="ticker_webhook_label"></label>
+                <select onchange="changeStatusColor(this); "name="ticker_webhook" id="ticker_webhook">
+                <option disabled selected value></option>
+                </select>&nbsp
+                <span title= "ticker status" id="show_status" class="round" style="vertical-align:middle";></span>
+                <br><br>
+
+                <input type="date" id="start_date" name="start_date" value={{start_date}}>
+                <input type="date" id="end_date" name="end_date" value={{end_date}}>
+                <button type="submit">List Signals</button>
+            </div>
+        </form>
+    </div>
+    <div style="margin-left: 90%; height: 100px; border-style: groove; text-align: left; font-size: medium;">
+        <b>slippage:</b><br><br>
+        buy:  {{slip_buy}} <br>
+        sell: {{slip_sell}}<br>
+        avg: {{slip_avg}}<br>
+    </div>
+</div>
 
-            <input type="date" id="start_date" name="start_date" value={{start_date}}>
-            <input type="date" id="end_date" name="end_date" value={{end_date}}> 
-            <button type="submit">List Signals</button>                         
-        </div>            
-    </form>
-</div>  
-<div class="right-element">
 
-</div>  
 {% endblock %}
 
 {% block tablelist %}