buggy code commit

src/comms/ibgw/base_messaging.py

@@ -465,8 +465,8 @@ class Prosumer(BaseProducer):
     def add_listener_topics(self, listener, topics):
         try:
             map(lambda e: self.kconsumer.register(e, listener, getattr(listener, e)), topics)
-        except AttributeError as e:
-            logging.error("Prosumer:add_listener_topics. Function not implemented in the listener. %s" % e)
+        except AttributeError as ex:
+            logging.error("Prosumer:add_listener_topics. Function not implemented in the listener. %s" % ex)
             raise NotImplementedException
             
         

src/rethink/portfolio_column_chart.py

@@ -10,7 +10,10 @@ class PortfolioColumnChart():
     '''
     
         code to handle portfolio column chart
-    
+        
+        vertical down: each row (i) is a strike price for an option or the avg px for a futures contract
+        across: each column (j) is the contract type
+        the value [i,j] stores the quantity of a contract (j) with the corresponding strike/avg cost (i)
     
         [[ 0.   0.   0.  -2.   0. ]
          [ 0.   0.   0.  -1.   0. ]
@@ -34,8 +37,8 @@ class PortfolioColumnChart():
     def __init__(self, pf):
         self.pf = pf
         self.xy_arr = None
-        self.col_header = {'y_map': None, 'y_map_reverse': None}
-        self.row_header = {'x_map': None, 'x_map_reverse': None}
+        self.col_header = {'j_contract_to_col_num': None, 'j_contract_to_col_num_reverse': None}
+        self.row_header = {'i_strike_to_row_num': None, 'i_strike_to_row_num_reverse': None}
     
     def get_object_name(self):
         return 'p-%s' % (id(self))   
@@ -45,17 +48,19 @@ class PortfolioColumnChart():
         p_item= self.pf.is_contract_in_portfolio(contract_key)
         if p_item:
             if p_item.get_instrument_type() == 'OPT':
-                row = self.row_header['x_map'][p_item.get_strike()]
+                logging.info('*********************8 ckey_to_row: %d' % int(p_item.get_strike()))
+                row = self.row_header['i_strike_to_row_num'][int(p_item.get_strike())]
+                logging.info('*********************8 ckey_to_row row # %d' % row)
                 return row
             else:  #FUT average price 
-                col = self.col_header['y_map'][self.make_col_header(p_item)]
+                col = self.col_header['j_contract_to_col_num'][self.make_col_header(p_item)]
                 for i in self.xy_arr.shape[0]:
                     if self.xy_arr[i][col] <> 0:
                         return i
         
            
     def get_values_at(self, row):
-        rf = [{'v': self.row_header['x_map_reverse'][row]}]
+        rf = [{'v': self.row_header['i_strike_to_row_num_reverse'][row]}]
         for rv in self.xy_arr[row]:
             rf.append({'v': rv})
         
@@ -72,51 +77,60 @@ class PortfolioColumnChart():
         p1_items = filter(lambda x: x.get_symbol_id() in PortfolioRules.rule_map['interested_position_types']['symbol'], p2_items)
         p_items = filter(lambda x: x.get_instrument_type() in  PortfolioRules.rule_map['interested_position_types']['instrument_type'], p1_items)
         
-        print ','.join(str(x.get_strike()) for x in p_items)
+        #i_strikes_range ','.join(str(x.get_strike()) for x in p_items)
         # row values domain
         # find out the strikes of all contracts purchased, for futures, use the average cost 
-        x_range  = set(
+        
+#         for p in p_items:
+#             print '%f %s' % (p.get_port_field(PortfolioItem.AVERAGE_COST), p.get_instrument_type() )
+            
+        
+        i_strikes_range  = set(
                     map(lambda x:int(round(x.get_strike(),-1)), filter(lambda x: x.get_instrument_type() in 'OPT', p_items)) +   
-                    map(lambda x:int(round(x.get_port_field(PortfolioItem.AVERAGE_PRICE),-1)), filter(lambda x: x.get_instrument_type() in 'FUT', p_items))
+                    map(lambda x:int(round(x.get_port_field(PortfolioItem.AVERAGE_COST) / 10,-1)), filter(lambda x: x.get_instrument_type() in 'FUT', p_items))
                    )
     
         # column values domain (month,symbol,contract_type, right)
-        y_range = set(map(self.make_col_header, p_items))
+        j_contract_types = set(map(self.make_col_header, p_items))
         
 
 
         # sort the list then create a map that stores kv pairs of value:index_pos
-        x_range = sorted(list(x_range))
-        print x_range
-        x_map = {}
-        x_map_reverse = {}
-        for i in range(len(x_range)):
-            x_map[x_range[i]] = i
-            x_map_reverse[i] = x_range[i]
-        print '---xmap and xmap reverse' 
-        print x_map
-        print x_map_reverse
-        print '----'
-        self.row_header['x_map'] = x_map
-        self.row_header['x_map_reverse'] = x_map_reverse
+        i_strikes_range = sorted(list(i_strikes_range))
+        #print i_strikes_range
+        i_strike_to_row_num = {}
+        i_strike_to_row_num_reverse = {}
+        for m in range(len(i_strikes_range)):
+            i_strike_to_row_num[i_strikes_range[m]] = m
+            i_strike_to_row_num_reverse[m] = i_strikes_range[m]
+        
+        #print '---xmap and xmap reverse' 
+        print i_strike_to_row_num
+        #print i_strike_to_row_num_reverse
+        #print '---'
+        
+        
+        self.row_header['i_strike_to_row_num'] = i_strike_to_row_num
+        self.row_header['i_strike_to_row_num_reverse'] = i_strike_to_row_num_reverse
+
+        j_contract_types = sorted(list(j_contract_types))
+        j_contract_to_col_num = {}
+        j_contract_to_col_num_reverse = {}
+        for n in range(len(j_contract_types)):
+            j_contract_to_col_num[j_contract_types[n]] = n
+            j_contract_to_col_num_reverse[n]= j_contract_types[n]  
+        
+#         print '---ymap and ymap reverse' 
+        print j_contract_to_col_num
+#         print j_contract_to_col_num_reverse
+#         print '----'
 
-        y_range = sorted(list(y_range))
-        y_map = {}
-        y_map_reverse = {}
-        for i in range(len(y_range)):
-            y_map[y_range[i]] = i
-            y_map_reverse[i]= y_range[i]  
-        
-        print '---ymap and ymap reverse' 
-        print y_map
-        print y_map_reverse
-        print '----'
-        self.col_header['y_map'] = y_map
-        self.col_header['y_map_reverse'] = y_map_reverse
+        self.col_header['j_contract_to_col_num'] = j_contract_to_col_num
+        self.col_header['j_contract_to_col_num_reverse'] = j_contract_to_col_num_reverse
         
         def set_ij(p_item):
             if p_item.get_instrument_type() == 'FUT':
-                i = x_map[int(round(p_item.get_port_field(PortfolioItem.AVERAGE_PRICE), -1))]
+                i = i_strike_to_row_num[int(round(p_item.get_port_field(PortfolioItem.AVERAGE_PRICE), -1))]
                 #
                 # hard code logic below to convert number of MHI in HSI unit (that is 5:1)
                 v = p_item.get_quantity() *\
@@ -126,15 +140,15 @@ class PortfolioColumnChart():
                 
                 
             else:
-                i = x_map[int(round(p_item.get_strike(), -1))]
+                i = i_strike_to_row_num[int(round(p_item.get_strike(), -1))]
                 v = p_item.get_quantity()
-            j = y_map[self.make_col_header(p_item)]
+            j = j_contract_to_col_num[self.make_col_header(p_item)]
             
             return (i,j,v)
         
         ijv_dist = map(set_ij, p_items)
         print ijv_dist
-        xy_arr = np.zeros((len(x_range), len(y_range)))
+        xy_arr = np.zeros((len(i_strikes_range), len(j_contract_types)))
         
         
         
@@ -147,15 +161,15 @@ class PortfolioColumnChart():
         
         def gen_datatable():
             ccj = {'cols':[{'id': 'strike', 'label': 'strike', 'type': 'number'}], 'rows':[]}
-            for j in range(len(y_map_reverse)):
-                ccj['cols'].append({'id': y_map_reverse[j], 'label': y_map_reverse[j], 'type': 'number' })
+            for j in range(len(j_contract_to_col_num_reverse)):
+                ccj['cols'].append({'id': j_contract_to_col_num_reverse[j], 'label': j_contract_to_col_num_reverse[j], 'type': 'number' })
                 
             def row_item(i):
                 for m in range(xy_arr.shape[1]):
                     ccj['rows'][i]['c'].append({'v':xy_arr[i][m]})     
                                
-            for i in range(len(x_map_reverse)):
-                ccj['rows'].append({'c':[{'v':x_map_reverse[i]}]})
+            for i in range(len(i_strike_to_row_num_reverse)):
+                ccj['rows'].append({'c':[{'v':i_strike_to_row_num_reverse[i]}]})
                 row_item(i)
             return ccj    
                 

src/rethink/portfolio_monitor.py

@@ -151,7 +151,7 @@ class PortfolioMonitor(AbstractGatewayListener, AbstractPortfolioTableModelListe
             self.portfolio_charts[account] = {'PortfolioColumnChartTM': pcc}
                                               
             print 'here2'
-            self.twsc.add_listener_topics(pcc, kwargs['topics'])
+            self.twsc.add_listener_topics(pcc, [AbstractTableModel.EVENT_TM_TABLE_STRUCTURE_CHANGED] )
             print 'here3'
             logging.info('PortfoioMonitor:get_portfolio creating port and chart object...%s' % account)
             print 'end'
@@ -260,7 +260,8 @@ class PortfolioMonitor(AbstractGatewayListener, AbstractPortfolioTableModelListe
             
             
             
-            
+    def update(self, event, param=None):
+        logging.warn('***** no handler for event %s. Captured by the default handler: update() ****')            
     
     #         EVENT_OPTION_UPDATED = 'oc_option_updated'
     #         EVENT_UNDERLYING_ADDED = 'oc_underlying_added
@@ -412,20 +413,21 @@ class PortfolioMonitor(AbstractGatewayListener, AbstractPortfolioTableModelListe
         self.get_kproducer().send_message(event_type, json.dumps({'source': '%s' % port.get_object_name(), 'row': row, 'row_values': rvs}))
     
         # notify chart objects to do their thing...
-#         try:
-#             pcc = self.portfolio_charts[account]['PortfolioColumnChartTM']
-#             if mode == 'I':
-#                 
-#                 pcc.fire_table_structure_changed(AbstractTableModel.EVENT_TM_TABLE_STRUCTURE_CHANGED, 
-#                                                  pcc.get_object_name(), None, account, pcc.get_JSON())
-#             else:
-#                 row = pcc.ckey_to_row(contract_key)
-#                 rvs = pcc.get_values_at(row)
-#                 pcc.fire_table_row_updated(row, rvs)
-#                 
-#         except KeyError:
-#             # object does not exist yet?
-#             logging.error('PortfolioMonitor:notify_table_model_changes. %s' % traceback.format_exc() )
+        try:
+            pcc = self.portfolio_charts[account]['PortfolioColumnChartTM']
+            if mode == 'I':
+                pcc.fire_table_structure_changed(AbstractTableModel.EVENT_TM_TABLE_STRUCTURE_CHANGED, 
+                                                 pcc.get_object_name(), None, account, pcc.get_JSON())
+            else:
+                row = pcc.ckey_to_row(contract_key)
+                rvs = pcc.get_values_at(row)
+                logging.info('PortfolioMonitor:notify_table_model_changes. PortfolioColumnChartTM %d' % row)
+                #pcc.fire_table_row_updated(row, rvs)
+                  
+        except: # KeyError:
+            # object does not exist yet?
+            # fields have no value causing computing errors? None objects?
+            logging.error('**** Error PortfolioMonitor:notify_table_model_changes. %s' % traceback.format_exc() )
     
     # implment AbstractPortfolioTableModelListener
     # handle requests to get data table json
@@ -439,6 +441,8 @@ class PortfolioMonitor(AbstractGatewayListener, AbstractPortfolioTableModelListe
             logging.error("PortfolioMonitor:event_tm_request_table_structure. Error invoking get_JSON[%s]. Client request id:%s, %s" %
                             account, request_id, ', '.join(e for e in sys.exc_info()))
             
+    def event_tm_table_structure_changed(self, event, source, origin_request_id, account, data_table_json):
+        logging.info("[PortfolioColumnChartTM:] received %s  content:[%s]" % (event, data_table_json)    )        
         
 if __name__ == '__main__':
     
@@ -458,8 +462,8 @@ if __name__ == '__main__':
       'session_timeout_ms': 10000,
       'clear_offsets':  False,
       'logconfig': {'level': logging.INFO, 'filemode': 'w', 'filename': '/tmp/pm.log'},
-      'topics': ['position', 'positionEnd', 'tickPrice', 'update_portfolio_account', 'event_tm_request_table_structure'],
-      'tm_topics': AbstractTableModel.TM_EVENTS + AbstractTableModel.TM_REQUESTS,
+      'topics': ['position', 'positionEnd', 'tickPrice', 'update_portfolio_account', 'event_tm_request_table_structure', AbstractTableModel.EVENT_TM_TABLE_STRUCTURE_CHANGED],
+      'tm_topics': [AbstractTableModel.EVENT_TM_TABLE_STRUCTURE_CHANGED, AbstractTableModel.EVENT_TM_REQUEST_TABLE_STRUCTURE],
       'seek_to_end': ['*'],
       
       

src/sh/ws.sh

@@ -11,5 +11,5 @@ else
 	FINOPT_HOME=~/l1304/workspace/finopt-ironfly/finopt/src
 fi
 export PYTHONPATH=$FINOPT_HOME:$PYTHONPATH
-#python $FINOPT_HOME/ws/ws_server.py  -c -g AE1  
-python $FINOPT_HOME/ws/ws_server.py   -g AE1  
+python $FINOPT_HOME/ws/ws_server.py  -c -g AE1  
+#python $FINOPT_HOME/ws/ws_server.py   -g AE1  

src/ws/ws_server.py

@@ -338,7 +338,7 @@ class MainWebSocketServer(BaseWebSocketServerWrapper):
     def message_received(self, client, server, message):
         print 'message received %s' % message
         self.message_handler.send_message(AbstractTableModel.EVENT_TM_REQUEST_TABLE_STRUCTURE, 
-                                          json.dumps({'request_id' : client['id'], 'account': 'U8379890'}))
+                                          json.dumps({'request_id' : client['id'], 'target_resource': 'Portfolio', 'account': 'U8379890'}))