|
import json |
|
from datetime import datetime |
|
|
|
# Read Last365CalendarDays.json file |
|
with open('Last365CalendarDays.json') as json_file: |
|
data = json.load(json_file) |
|
|
|
|
|
def convert_date(date): |
|
date_obj = datetime.strptime(date, "%Y-%m-%dT%H:%M:%S.%fZ") |
|
return date_obj.strftime("%d/%m/%Y") |
|
|
|
def get_price(tradePrice, putCall): |
|
multiplier = 1 |
|
if (putCall == 'C' or putCall == 'P'): |
|
multiplier = 100 |
|
return float(tradePrice) * multiplier |
|
|
|
# Print to ShareSight format |
|
# Following the `bulk_trades.csv` format |
|
print("Trade Date,Instrument Code,Market Code,Quantity,Price,Transaction Type,Exchange Rate (optional),Brokerage (optional),Brokerage Currency (optional),Comments (optional),") |
|
|
|
for trade in data["trades"]: |
|
# Skip currency conversion |
|
if (trade["symbol"] == "AUD.USD"): |
|
continue |
|
|
|
# Ignore options |
|
if (trade["putCall"] != None): |
|
continue |
|
|
|
formatted_date = convert_date(trade["dateTime"]) |
|
instrument_code = ' '.join(trade["symbol"].split()) |
|
market_code = 'NASDAQ' |
|
quantity = abs(float(trade["quantity"])) |
|
price = get_price(trade["tradePrice"], trade["putCall"]) |
|
transaction_type = "BUY" if float(trade["quantity"]) >= 0 else "SELL" |
|
exchange_rate = "" |
|
brokerage = float(trade["ibCommission"])*-1 |
|
brokerage_currency = "USD" |
|
comment = trade["description"] |
|
|
|
print(f"{formatted_date},{instrument_code},{market_code},{quantity},{price},{transaction_type},{exchange_rate},{brokerage},{brokerage_currency},{comment},") |
