Stand Alone System, positions tracking

[t3chap]

I'm trying to run a stand alone system which doesn't connect with IB.
The problem I'm getting is it appears that the orders tracking abilities from the interactive_order_stack allow me to enter the fills, but I'm unable to view the positions without multiple errors which appear to be related to the system's failure to connect to an IB gateway.

---------------------------------------------------------------------------
RuntimeError                              Traceback (most recent call last)
File ~/pysystemtrade/sysdata/data_blob.py:132, in dataBlob._add_ib_class(self, class_object)
    131 try:
--> 132     resolved_instance = class_object(self.ib_conn, self, log=log)
    133 except Exception as e:

File ~/pysystemtrade/sysdata/data_blob.py:297, in dataBlob.ib_conn(self)
    296 if ib_conn is arg_not_supplied:
--> 297     ib_conn = self._get_new_ib_connection()
    298     self._ib_conn = ib_conn

File ~/pysystemtrade/sysdata/data_blob.py:320, in dataBlob._get_new_ib_connection(self)
    319     self.db_ib_broker_client_id.release_clientid(id)
--> 320 raise e

File ~/pysystemtrade/sysdata/data_blob.py:309, in dataBlob._get_new_ib_connection(self)
    308 try:
--> 309     ib_conn = connectionIB(client_id, log_name=self.log_name)
    310     for id in failed_ids:

File ~/pysystemtrade/sysbrokers/IB/ib_connection.py:64, in connectionIB.__init__(self, client_id, ib_ipaddress, ib_port, account, log_name)
     62 # You can pass a client id yourself, or let IB find one
---> 64 self._init_connection(
     65     ipaddress=ipaddress, port=port, client_id=client_id, account=account
     66 )

File ~/pysystemtrade/sysbrokers/IB/ib_connection.py:84, in connectionIB._init_connection(self, ipaddress, port, client_id, account)
     82 else:
     83     ## conncect using account
---> 84     ib.connect(ipaddress, port, clientId=client_id, account=account)
     86 # Sometimes takes a few seconds to resolve... only have to do this once per process so no biggie

File ~/miniconda3/lib/python3.11/site-packages/ib_insync-0.9.86-py3.11.egg/ib_insync/ib.py:279, in IB.connect(self, host, port, clientId, timeout, readonly, account)
    260 """
    261 Connect to a running TWS or IB gateway application.
    262 After the connection is made the client is fully synchronized
   (...)
    277     account: Main account to receive updates for.
    278 """
--> 279 return self._run(self.connectAsync(
    280     host, port, clientId, timeout, readonly, account))

File ~/miniconda3/lib/python3.11/site-packages/ib_insync-0.9.86-py3.11.egg/ib_insync/ib.py:318, in IB._run(self, *awaitables)
    317 def _run(self, *awaitables: Awaitable):
--> 318     return util.run(*awaitables, timeout=self.RequestTimeout)

File ~/miniconda3/lib/python3.11/site-packages/ib_insync-0.9.86-py3.11.egg/ib_insync/util.py:341, in run(timeout, *awaitables)
    340 try:
--> 341     result = loop.run_until_complete(task)
    342 except asyncio.CancelledError as e:

File ~/miniconda3/lib/python3.11/asyncio/base_events.py:629, in BaseEventLoop.run_until_complete(self, future)
    628 self._check_closed()
--> 629 self._check_running()
    631 new_task = not futures.isfuture(future)

File ~/miniconda3/lib/python3.11/asyncio/base_events.py:588, in BaseEventLoop._check_running(self)
    587 if self.is_running():
--> 588     raise RuntimeError('This event loop is already running')
    589 if events._get_running_loop() is not None:

RuntimeError: This event loop is already running

During handling of the above exception, another exception occurred:

Exception                                 Traceback (most recent call last)
Cell In[1], line 2
      1 from sysproduction import interactive_order_stack
----> 2 interactive_order_stack.interactive_order_stack()

File ~/pysystemtrade/sysproduction/interactive_order_stack.py:61, in interactive_order_stack()
     58 def interactive_order_stack():
     59     # Avoids pressing enter when running from script
     60     ib_conn = arg_not_supplied
---> 61     interactive_order_stack_with_ib_conn(ib_conn)

File ~/pysystemtrade/sysproduction/interactive_order_stack.py:70, in interactive_order_stack_with_ib_conn(ib_conn)
     66 set_pd_print_options()
     67 menu = interactiveMenu(
     68     top_level_menu_of_options, nested_menu_of_options, dict_of_functions, data
     69 )
---> 70 menu.run_menu()

File ~/pysystemtrade/syscore/interactive/menus.py:64, in interactiveMenu.run_menu(self)
     61     continue
     63 method_chosen = self._dict_of_functions[option_chosen]
---> 64 method_chosen(*self._args, **self._kwargs)

File ~/pysystemtrade/sysproduction/interactive_order_stack.py:894, in view_positions(data)
    893 def view_positions(data):
--> 894     data_broker = dataBroker(data)
    896     diag_positions = diagPositions(data)
    897     data_optimal = dataOptimalPositions(data)

File ~/pysystemtrade/sysproduction/data/broker.py:49, in dataBroker.__init__(self, data)
     48 def __init__(self, data: dataBlob = arg_not_supplied):
---> 49     super().__init__(data)
     50     self._diag_controls = diagControlProcess()

File ~/pysystemtrade/sysproduction/data/generic_production_data.py:11, in productionDataLayerGeneric.__init__(self, data)
      8 if data is arg_not_supplied:
      9     data = dataBlob()
---> 11 data = self._add_required_classes_to_data(data)
     12 self._data = data
     13 self._cache = Cache(self)

File ~/pysystemtrade/sysproduction/data/broker.py:57, in dataBroker._add_required_classes_to_data(self, data)
     52 def _add_required_classes_to_data(self, data) -> dataBlob:
     53     # Add a list of broker specific classes that will be aliased as self.data.broker_fx_prices,
     54     # self.data.broker_futures_contract_price ... and so on
     56     broker_class_list = get_broker_class_list(data)
---> 57     data.add_class_list(broker_class_list)
     58     return data

File ~/pysystemtrade/sysdata/data_blob.py:86, in dataBlob.add_class_list(self, class_list, use_prefix)
     84 def add_class_list(self, class_list: list, use_prefix: str = arg_not_supplied):
     85     for class_object in class_list:
---> 86         self.add_class_object(class_object, use_prefix=use_prefix)

File ~/pysystemtrade/sysdata/data_blob.py:92, in dataBlob.add_class_object(self, class_object, use_prefix)
     90 new_name = self._get_new_name(class_name, use_prefix=use_prefix)
     91 if not self._already_existing_class_name(new_name):
---> 92     resolved_instance = self._get_resolved_instance_of_class(class_object)
     93     self._add_new_class_with_new_name(
     94         resolved_instance=resolved_instance, attr_name=new_name
     95     )

File ~/pysystemtrade/sysdata/data_blob.py:99, in dataBlob._get_resolved_instance_of_class(self, class_object)
     97 def _get_resolved_instance_of_class(self, class_object):
     98     class_adding_method = self._get_class_adding_method(class_object)
---> 99     resolved_instance = class_adding_method(class_object)
    101     return resolved_instance

File ~/pysystemtrade/sysdata/data_blob.py:140, in dataBlob._add_ib_class(self, class_object)
    134     class_name = get_class_name(class_object)
    135     msg = (
    136         "Error %s couldn't evaluate %s(self.ib_conn, self, log = self.log.setup(component = %s)) This might be because (a) IB gateway not running, or (b) import is missing\
    137                  or (c) arguments don't follow pattern"
    138         % (str(e), class_name, class_name)
    139     )
--> 140     self._raise_and_log_error(msg)
    142 return resolved_instance

File ~/pysystemtrade/sysdata/data_blob.py:368, in dataBlob._raise_and_log_error(self, error_msg)
    366 def _raise_and_log_error(self, error_msg: str):
    367     self.log.critical(error_msg)
--> 368     raise Exception(error_msg)

Exception: Error This event loop is already running couldn't evaluate ibFxPrices

Does anyone know how I can view the position after I've entered the fills if I'm not using the IB gatewaty and IB sync?
Thanks.

[t3chap]

I'm guessing this is stored in the parquet files so it can probably be retrieved with a bit of coding and some formatting.

[robcarver17]

Positions can be viewed under interactive diagnostics.

[t3chap]

I'm not seeing a way to view all of them at once, is that available?

I've cobbled the following together which appears to get the data I'm after, but it is very hacky and I'm sure there is a better way.

#this will get the contract positions that are recorded in parquet
import os

def list_files_in_directory(directory_path):
    file_list = []
    
    # Check if the directory exists
    if os.path.exists(directory_path):
        # Loop through all the files in the directory
        for filename in os.listdir(directory_path):
            # Check if the path is a file (not a subdirectory)
            filepath = os.path.join(directory_path, filename)
            if os.path.isfile(filepath):
                file_list.append(filename)
    
    return file_list

# Replace 'your_directory_path' with the path of the directory you want to list files from
directory_path = '/root/pysystemtrade/data/parquet/contract_positions/'
files = list_files_in_directory(directory_path)

print("Positions that are recorded in parquet:")
for file in files:
    instrument = file.replace('.parquet', '').replace('#', ' ')
    print(instrument)
    table= pq.read_table(f"{directory_path}{file}")
    df = table.to_pandas()
    print(df)
    print('_' * 75)

[robcarver17]

You are missing out on about 17 levels of abstraction

>>>from sysproduction.data.positions import *
>>> d= diagPositions()
>>> d.get_dict_of_actual_positions_for_strategy('dynamic_TF_carry')
{'KR10': 2, 'CAC': 1, 'EU-OIL': 1, 'COPPER-micro': -1, 'GAS_US_mini': -1, 'JPY': -2, 'BITCOIN': 3, 'RUSSELL': -2, 'MXP': 2, 'EUR_micro': -2, 'FTSETAIWAN': 1, 'LEANHOG': -1, 'NIKKEI': 2, 'IRON': 2, 'R1000': 1, 'GAS-PEN': -1, 'GOLD_micro': -1, 'VIX': -1}