dodoxandClaude Sonnet 5
3bbf524ebb
- tools/simulate.py + puga/simulate.py: replica of PRUNplanner's simulator (flows and efficiency verified against screenshots), reports real new capex (planned minus built) - tools/scan.py: staffing variants, freight, HQ/experts, --planet mode, demolish-later, --min-n as a pure market-size filter, --json output - tools/history.py, tools/persistence.py: margin history and short-horizon payback checks - tools/plan_push.py: guarded delete; tools/state.py: syncs to empire/ - README with features and setup; CLAUDE.md made generic - Own-empire material (profile, state, plans, notes) moved to gitignored empire/; generic examples in plans/examples and state/company.example.yaml Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
65 lines
2.8 KiB
Python
65 lines
2.8 KiB
Python
"""Unified market view: FIO book totals merged with PRUNplanner VWAP/volume, plus order-book walks."""
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from dataclasses import dataclass
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from . import fio, prunplanner as pp
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CXS = ["AI1", "NC1", "CI1", "IC1", "NC2", "CI2"]
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@dataclass
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class Quote:
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tk: str
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cx: str
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ask: float | None = None
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bid: float | None = None
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supply: float = 0 # units on sell side (order-book total)
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demand: float = 0 # units on buy side
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vwap7: float | None = None
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vwap30: float | None = None
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traded7: float = 0 # avg units/day over 7d
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traded30: float = 0 # avg units/day over 30d
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mm_buy: float | None = None
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mm_sell: float | None = None
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def snapshot(refresh=False) -> dict[tuple[str, str], Quote]:
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q: dict[tuple[str, str], Quote] = {}
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for e in fio.exchange_all(refresh):
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k = (e["MaterialTicker"], e["ExchangeCode"])
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q[k] = Quote(k[0], k[1], e.get("Ask"), e.get("Bid"), e.get("Supply") or 0, e.get("Demand") or 0,
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mm_buy=e.get("MMBuy"), mm_sell=e.get("MMSell"))
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for e in pp.exchanges(refresh):
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k = (e["ticker"], e["exchange_code"])
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x = q.setdefault(k, Quote(k[0], k[1], e.get("ask"), e.get("bid"), e.get("supply") or 0, e.get("demand") or 0))
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x.vwap7, x.vwap30 = e.get("vwap_7d"), e.get("vwap_30d")
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x.traded7, x.traded30 = e.get("avg_traded_7d") or 0, e.get("avg_traded_30d") or 0
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return q
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def walk(mat: str, cx: str, qty: float, side: str, refresh=False) -> dict:
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"""Walk the live order book. side='buy' takes sell orders (you pay asks); side='sell' hits buy orders (you get bids).
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Returns avg price, units filled, worst price reached, total cost/proceeds. Shallow books give filled < qty."""
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ob = fio.order_book(mat, cx, refresh)
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orders = ob["SellingOrders"] if side == "buy" else ob["BuyingOrders"]
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# MM orders come with ItemCount None = unlimited depth; treat as infinite
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orders = sorted((o for o in orders if o.get("ItemCount") != 0), key=lambda o: o["ItemCost"], reverse=(side == "sell"))
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left, total, worst = qty, 0.0, None
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for o in orders:
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take = min(left, float("inf") if o.get("ItemCount") is None else o["ItemCount"])
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total += take * o["ItemCost"]
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worst, left = o["ItemCost"], left - take
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if left <= 0:
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break
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filled = qty - left
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return dict(avg=total / filled if filled else None, filled=filled, worst=worst, total=total, short=left > 0)
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def uni30(snap: dict, tk: str) -> float | None:
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"""PRUNplanner's 'Universe 30D' price basis: volume-weighted 30d VWAP across all exchanges (verified against its BHP price)."""
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num = den = 0.0
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for cx in CXS:
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q = snap.get((tk, cx))
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if q and q.vwap30 and q.traded30:
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num += q.vwap30 * q.traded30
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den += q.traded30
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return num / den if den else None
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