Source code for tickers.models
# -*- coding: UTF-8 -*-
# models.py
#
# Copyright (C) 2014 HES-SO//HEG Arc
#
# Author(s): Cédric Gaspoz <cedric.gaspoz@he-arc.ch>
#
# This file is part of MarMix.
#
# MarMix is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# MarMix is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with MarMix. If not, see <http://www.gnu.org/licenses/>.
# Stdlib imports
import datetime
# Core Django imports
from django.db import models
from django.utils.translation import ugettext_lazy as _
from django.core.cache import cache
from django.utils import timezone
# Third-party app imports
from django_extensions.db.models import TimeStampedModel
# MarMix imports
from simulations.models import Simulation
[docs]class Ticker(TimeStampedModel):
simulation = models.OneToOneField(Simulation, verbose_name=_("simulation"), help_text=_("Related simulation"))
nb_companies = models.IntegerField(verbose_name=_("number of companies"), null=True, blank=True, help_text=_("Number of real/simulated companies"))
initial_value = models.IntegerField(verbose_name=_("initial value of companies"), default="100", help_text=_("Initial value of the companies (discounted cash flow). The exact value is randomized."))
state = models.IntegerField(verbose_name=_("state of the ticker"),
choices=Simulation.SIMULATION_STATE_CHOICES, default=Simulation.CONFIGURING,
help_text=_("Current state of this ticker"))
with_drift = models.BooleanField(verbose_name=_("display the drift"), default=False, help_text=_("Advanced simulations display the drift"))
nb_rounds = models.IntegerField(verbose_name=_("number of rounds"), default="4", help_text=_("Number of simulation rounds"))
nb_days = models.IntegerField(verbose_name=_("number of days per round"), default="10", help_text=_("Number of days in a simulation round"))
day_duration = models.IntegerField(verbose_name=_("duration of a day"), default="60", help_text=_("Duration of each simulation day in seconds"))
dividend_payoff_rate = models.DecimalField(verbose_name=_("dividend payoff rate"), max_digits=14, decimal_places=4,
default='30.0000', help_text=_("Payoff rate in percent. To disable dividend payoff, set to 0.00"))
transaction_costs = models.DecimalField(verbose_name=_("transaction cost"), max_digits=14, decimal_places=4,
default='5.5000', help_text=_("Amount to be paid for one transaction. To disable transaction costs, set to 0.00"))
interest_rate = models.DecimalField(verbose_name=_("interest rate"), max_digits=14, decimal_places=4,
default='3.0000', help_text=_("Interest rate retributing portfolios. To disable retribution of cash, set to 0.00"))
fixed_interest_rate = models.BooleanField(verbose_name=_("fixed interest rate"), default=False, help_text=_("If fixed, the interest rate will not vary accross time"))
# TODO: Add fields needed for the live simulation
class Meta:
verbose_name = _('ticker')
verbose_name_plural = _('tickers')
ordering = ['simulation']
def _last_tick(self):
tick = cache.get('tick-%s' % self.simulation_id)
if tick:
last_tick = tick
else:
try:
last_tick = self.ticks.all()[0]
except IndexError:
last_tick = None
return last_tick
last_tick = property(_last_tick)
def save(self, *args, **kwargs):
if self.simulation_id:
cache.delete('ticker-%s' % self.simulation_id)
super(Ticker, self).save(*args, **kwargs)
def __str__(self):
return self.simulation.__str__()
[docs]class TickerStock(TimeStampedModel):
"""
Stocks are shares of a company that are automatically generated during the simulation setup.
"""
ticker = models.ForeignKey('Ticker', verbose_name=_("ticker"), related_name="stocks", help_text=_("Related ticker"))
symbol = models.CharField(verbose_name=_("symbol"), max_length=4, help_text=_("Symbol of the stock (4 chars)"))
name = models.CharField(verbose_name=_("name"), max_length=100, help_text=_("Full name of the stock"))
description = models.TextField(verbose_name=_("description"), blank=True, help_text=_("Description of the stock (HTML)"))
quantity = models.IntegerField(verbose_name=_("quantity"), default=1, help_text=_("Total quantity of stocks in circulation"))
#next_price = models.DecimalField(verbose_name=_("next stock price"), max_digits=14, decimal_places=4,
# default='0.0000', help_text=_("Next stock price"))
#drift = models.IntegerField(verbose_name=_("next stock price"),
# default='0.0000', help_text=_("Next stock price"))
class Meta:
verbose_name = _('stock')
verbose_name_plural = _('stocks')
ordering = ['symbol']
def _last_quote(self):
try:
last_quote = self.quotes.all()[0]
except IndexError:
last_quote = None
return last_quote
last_quote = property(_last_quote)
def __str__(self):
return self.symbol
[docs]class TickerQuote(models.Model):
"""
Quotes are the price of a given stock at a certain time.
"""
stock = models.ForeignKey('TickerStock', verbose_name=_("stock"), related_name="quotes",
help_text=_("Related stock"))
price = models.DecimalField(verbose_name=_("stock price"), max_digits=14, decimal_places=4,
default='0.0000', help_text=_("Current stock price"))
timestamp = models.DateTimeField(verbose_name=_("timestamp"), auto_now_add=True,
help_text=_("Timestamp of the quote"))
class Meta:
verbose_name = _('quote')
verbose_name_plural = _('quotes')
ordering = ['-timestamp']
def __str__(self):
return "%s - %s (%s)" % (self.stock, self.price, self.timestamp)
[docs]class TickerTick(models.Model):
"""
Stocks are shares of a company that are automatically generated during the simulation setup.
"""
ticker = models.ForeignKey('Ticker', verbose_name=_("ticker"), related_name="ticks", help_text=_("Related ticker"))
timestamp = models.DateTimeField(verbose_name=_("timestamp"), auto_now_add=True, help_text=_("Timestamp of the tick"))
sim_round = models.IntegerField(verbose_name=_("round"), default=0, help_text=_("Current round"))
sim_day = models.IntegerField(verbose_name=_("day"), default=0, help_text=_("Current day"))
class Meta:
verbose_name = _('tick')
verbose_name_plural = _('ticks')
ordering = ['-timestamp']
def __str__(self):
return "R%s/D%s" % (self.sim_round, self.sim_day)
def save(self, *args, **kwargs):
tick = {'ticker': self.ticker_id, 'timestamp': self.timestamp, 'sim_round': self.sim_round,
'sim_day': self.sim_day}
cache.set('tick-%s' % self.ticker_id, tick)
