gotasty / tastypl Goto Github PK
View Code? Open in Web Editor NEWTrack P/L, portfolio performance, net credit after rolls, for tastytraders
License: GNU General Public License v3.0
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orientalperil snhuber ianmadlenya afcarl iloire rdt712 t-mw graeme22 elescondite skothiyal nenoviktor fwang49 wesyoung jdibling oldgitdaddy msagar pengxuan37 thecarp masnottuhtastypl's Issues
General Question
Hello,
Thanks for putting this project together.
I've been trying to implement something similar using python, and, in an effort to learn more about coding along the way, I'm still going to attempt that route. Can you briefly describe (in a language agnostic way) the algorithm you created to parse through the CSV file and account for P/L? I'm getting hung up on how to track positions with only the information provided in the CSV.
Thanks!
Smalls symbol year not consistent with other futures
smalls futures are live since June 1st but there is a problem with the symbol format... regular futures use a 1 digit year (0 = 2020, 1 = 2021), but smalls have a 2 digit year (20 = 2020). This causes the program to abort in futuresNotional():
Fri Jul 10 11:38:11 2020
F0710 11:38:26.411353 96364 tastypl.go:739] Don't know how much a point of /SFXN is worth in Bought 1 /SFXN20 @ 154.48
goroutine 1 [running]:
github.com/golang/glog.stacks(0xc000071200, 0xc0001d4000, 0x79, 0xca)
/Users/jrs/go/src/github.com/golang/glog/glog.go:769 +0xb8
github.com/golang/glog.(*loggingT).output(0x134f380, 0xc000000003, 0xc0001d2000, 0x12e52b7, 0xa, 0x2e3, 0x0)
/Users/jrs/go/src/github.com/golang/glog/glog.go:720 +0x372
github.com/golang/glog.(*loggingT).printf(0x134f380, 0x3, 0x11b30d6, 0x30, 0xc000115c10, 0x2, 0x2)
/Users/jrs/go/src/github.com/golang/glog/glog.go:655 +0x14b
github.com/golang/glog.Fatalf(...)
/Users/jrs/go/src/github.com/golang/glog/glog.go:1148
main.futuresNotional(0xc00018f900, 0x10e784a, 0xc0001cdda0)
/Users/jrs/src/tastypl/tastypl.go:739 +0x218
main.(*portfolio).handleTrade(0xc000154000, 0xc00018f900, 0xc000196101)
/Users/jrs/src/tastypl/tastypl.go:766 +0x508
main.(*portfolio).handleTransaction(0xc000154000, 0xc00018f900)
/Users/jrs/src/tastypl/tastypl.go:941 +0x4d0
main.NewPortfolio(0xc000148018, 0xb6, 0xff, 0x0, 0x100)
/Users/jrs/src/tastypl/tastypl.go:451 +0x281
main.main()
/Users/jrs/src/tastypl/tastypl.go:1578 +0x47d
exit status 255
CSV entry for smalls future /SFXN20
2020-07-08T13:03:45-0400,Trade,BUY,/SFXN20,Future,Bought 1 /SFXN20 @ 154.48,0.00,1.0,0.00,-0.25,-0.20,,,,,
CSV entry for regular future /MESU0
2020-06-26T10:45:42-0400,Trade,BUY,/MESU0,Future,Bought 1 /MESU0 @ 3019.25,0.00,1.0,0.00,-0.85,-0.52,,,,,
CSV entry for option on future /NGU0
2020-07-09T11:11:39-0400,Trade,BUY_TO_CLOSE,./NGU0 LNEU0 200826C2.3,Future Option,Bought 1 /NGU0 LNEU0 08/26/20 Call 2.300 @ 0.035,-350.00,1.0,-350.00,0.00,-1.82,1,/NGU0,8/26/20,2.3,CALL
I just started looking at this program today so I haven't got my head around the internals yet to find the best place to fix it. The offending lines in futuresNotional() and ParsePrice() are:
contract := tx.underlying[:len(tx.underlying)-2]
pointValue, ok := futuresPoints[contract]
Which sets contract to /SFXN, not /SFX.
It seems to me we need an isSmalls flag/function and a generalized getContract() function for futures rather than hard coding. Storing the flag and contract string in the transaction struct seems appropriate after studying the code for 5 minutes ;-)
Thoughts?
go build error
Once all packages were installed, I tried running per the README and received the error below. I removed and redownloaded the package, then tried > go build which results in the same error
....\tastypl.go:1259:12: undefined: chart.MarketHoursRange
The run fails with missing deps on OSX
Go runtime installed via Homebrew.
go version
go version go1.10.2 darwin/amd64
Session:
go run tastypl.go -input ../tastyworks_transactions_xxx.csv -printpl -positions
tastypl.go:28:2: cannot find package "github.com/golang/glog" in any of:
/usr/local/Cellar/go/1.10.2/libexec/src/github.com/golang/glog (from $GOROOT)
/Users/agrande/go/src/github.com/golang/glog (from $GOPATH)
tastypl.go:29:2: cannot find package "github.com/shopspring/decimal" in any of:
/usr/local/Cellar/go/1.10.2/libexec/src/github.com/shopspring/decimal (from $GOROOT)
/Users/agrande/go/src/github.com/shopspring/decimal (from $GOPATH)
tastypl.go:30:2: cannot find package "github.com/wcharczuk/go-chart" in any of:
/usr/local/Cellar/go/1.10.2/libexec/src/github.com/wcharczuk/go-chart (from $GOROOT)
/Users/agrande/go/src/github.com/wcharczuk/go-chart (from $GOPATH)
tastypl.go:31:2: cannot find package "github.com/wcharczuk/go-chart/util" in any of:
/usr/local/Cellar/go/1.10.2/libexec/src/github.com/wcharczuk/go-chart/util (from $GOROOT)
/Users/agrande/go/src/github.com/wcharczuk/go-chart/util (from $GOPATH)
Had to manually install additional modules:
go get github.com/golang/glog
go get github.com/shopspring/decimal
github.com/wcharczuk/go-chart
Doesn't handle `Administrative Transfer' log entries
Hi,
I have 2 accounts with TW and occasionally fat finger a roll by doing it in a wrong account. This is taken care of by the backend team later moving the trade from account A to account B. However, the transaction export CSV has the commission entry as a positive 1 and fails.
Stacktrace:
14304 tastypl.go:427] record #60, positive commission amount 1.00
goroutine 1 [running]:
Here is an example of such entry:
2018-03-20T11:22:22-0400 | Administrative Transfer | BUY_TO_CLOSE | FB 180420C00160000 | Equity Option | Administrative transfer to account XXXX | -912 | 1 | -912 | 1 | 0.17 | 100 | FB | 4/20/18 | 160 | CALL
Program won't run, keep getting errors
For reference: I'm using Windows. Followed the directions step by step.
I retraced my steps and re-read the directions. Went to the "History" tab then "Transactions." Did the custom date range, scrolled to the bottom as instructed, and exported to CSV. Still getting errors.
But seems you are on to something on the CSV, as now it is saying this:
F0304 22:41:51.352941 9360 tastypl.go:1575] CSV seems malformed
goroutine 1 [running]:
github.com/golang/glog.stacks(0xc000070700, 0xc000246d20, 0x43, 0x93)...
Gotcha. Could you open an issue on my fork please, and provide more details? Thanks.
Originally posted by @Graeme22 in #4 (comment)
-chart flag causes exception on Windows
Hi,
When running tastypl on Windows, if I include the -chart option, the run will fail. This is because when creating the chart, the rpl.png file is being placed in the /tmp folder. If that does not exist, which it does not by default on Windows, then the run fails.
The quick fix is to create a folder at C:\tmp.
Session:
C:\tastypl> .\tastypl-v0.1-1-win.exe -input .\market.csv -printpl -positions -stats -chart > output.txt
F0713 15:32:59.597036 33640 tastypl.go:1186] open /tmp/rpl.png: The system cannot find the path specified.
goroutine 1 [running]:
github.com/golang/glog.stacks(0xc042083300, 0xc0420b2000, 0x6d, 0xbd)
/go/src/github.com/golang/glog/glog.go:769 +0xd6
github.com/golang/glog.(*loggingT).output(0x757360, 0xc000000003, 0xc04211a210, 0x6f010f, 0xa, 0x4a2, 0x0)
/go/src/github.com/golang/glog/glog.go:720 +0x328
github.com/golang/glog.(*loggingT).printDepth(0x757360, 0x3, 0x1, 0xc042acc810, 0x1, 0x1)
/go/src/github.com/golang/glog/glog.go:646 +0x130
github.com/golang/glog.(*loggingT).print(0x757360, 0x3, 0xc042acc810, 0x1, 0x1)
/go/src/github.com/golang/glog/glog.go:637 +0x61
github.com/golang/glog.Fatal(0xc042acc810, 0x1, 0x1)
/go/src/github.com/golang/glog/glog.go:1128 +0x5a
main.dumpChart(0xc0422b6030, 0xe63, 0x1000, 0x0)
/go/src/github.com/gotasty/tastypl/tastypl.go:1186 +0x128f
main.main()
/go/src/github.com/gotasty/tastypl/tastypl.go:1220 +0x3a0
I would personally be fine with either the app putting the image into the executing folder or if /tmp does not exist, making the folder.
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