Python3 WIP

gryphon/dashboards/app.py

@@ -13,7 +13,7 @@
 from gryphon.lib import environment
 environment.load_environment_variables()
 
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 import gryphon.lib; gryphon.lib.prepare()
 
 from gryphon.dashboards.routes import url_patterns

gryphon/dashboards/handlers/admin_base.py

@@ -27,7 +27,7 @@ def write_error(self, status_code, **kwargs):
             exc_info = kwargs.get('exc_info')
 
             error_readout = [
-                unicode(line, 'utf8') for line in traceback.format_exception(*exc_info)
+                str(line, 'utf8') for line in traceback.format_exception(*exc_info)
             ]
 
             logger.critical(u''.join(error_readout))
@@ -47,7 +47,7 @@ def get_current_user(self):
 
     def get_secure_cookie(self, name, include_name=True, value=None):
         cookie_value = super(AdminBaseHandler, self).get_secure_cookie(name)
-        return unicode(cookie_value or '', 'utf8')
+        return str(cookie_value or '', 'utf8')
 
     def show_error_message(self, message):
         self.set_secure_cookie('error_message', message)

gryphon/dashboards/handlers/ledger.py

@@ -261,7 +261,7 @@ def table_entries_from_transaction(self, transaction):
             entry['date'] = date
             entry['details'] = ''.join([
                 '%s:%s ' % (k, v)
-                for k, v in transaction.transaction_details.iteritems()
+                for k, v in transaction.transaction_details.items()
                 if k in ['external_transaction_id', 'notes'] and v not in ['xxx']
             ])
 

gryphon/dashboards/handlers/status.py

@@ -140,7 +140,7 @@ def get_system_balances(self, exchanges):
             system_balance += e.exchange_account_db_object(self.trading_db).balance
 
         total_fiat = sum([
-            balance.to("USD") for currency, balance in system_balance.iteritems()
+            balance.to("USD") for currency, balance in system_balance.items()
             if currency not in Money.CRYPTO_CURRENCIES
         ])
 

gryphon/dashboards/models/base.py

@@ -5,7 +5,7 @@
 metadata = Base.metadata
 
 def unicode_string(self):
-    return unicode(self).encode('utf-8')
+    return str(self).encode('utf-8')
 
 Base.__str__ == unicode_string   
 

gryphon/dashboards/templates/base.html

@@ -170,7 +170,7 @@ <h5>Custom Strategies<h5>
                         <li class="dropdown-header"><h4>Ledgers</h4></li>
                         <li class='divider'></li>
                         {% if len(args['exchanges']) > 0 %}
-                          {% for key, name in args['exchanges'].iteritems() %}
+                          {% for key, name in args['exchanges'].items() %}
                             <li role='presentation'>
                               {% set url = "/ledger/%s" % key %}
                               <a role='menuitem' tabindex='-1' href="{{ url }}">{{ name }}</a>

gryphon/dashboards/util/balances.py

@@ -34,7 +34,7 @@ def get_balance_time_series_from_audits(audits):
                 continue
 
             # convert to Money objects
-            for currency, balance_str in balance_data.iteritems():
+            for currency, balance_str in balance_data.items():
                 balance_data[currency] = Money.loads(balance_str)
 
             balance = Balance(balance_data)
@@ -103,7 +103,7 @@ def get_drift_from_audits(audits):
         if 'drift' in audit.data:
             data = json.loads(audit.data)
 
-            for currency, str_amount in data['drift'].iteritems():
+            for currency, str_amount in data['drift'].items():
                 drift_by_currency += Money.loads(str_amount)
 
     return drift_by_currency

gryphon/data_service/auditors/orderbook_auditor.py

@@ -242,15 +242,15 @@ def audit_orderbook(self, orderbook, orderbook_timestamp):
             if not our_orderbooks:
                 log.msg('No orderbooks to audit against')
 
-            for key, value in fundamental_values.iteritems():
+            for key, value in fundamental_values.items():
                 log.msg(
                     '------ Fundamental Value Closeness:%.6f, DBfv:%s, HTTPfv:%s' % (
                     key,
                     value['db_fundamental_value'],
                     value['http_fundamental_value']
                 ))
 
-            for key, value in change_dict.iteritems():
+            for key, value in change_dict.items():
                 log.msg('------ Change Count: %s' % key)
 
         log.msg(

gryphon/data_service/exchange_volume_consumer.py

@@ -1,4 +1,4 @@
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 
 import json
 import os

gryphon/data_service/migrations/env.py

@@ -1,5 +1,5 @@
 from __future__ import with_statement
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 from logging.config import fileConfig
 
 from alembic import context

gryphon/data_service/orderbook_consumer.py

@@ -1,4 +1,4 @@
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 import json
 import os
 import subprocess

gryphon/data_service/pollers/orderbook/websocket/bitfinex_orderbook_websocket.py

@@ -130,11 +130,11 @@ def get_orderbook_to_publish(self):
         bids = []
         asks = []
 
-        for price, volume in sorted(self.bids_dict.iteritems(), reverse=True):
+        for price, volume in sorted(self.bids_dict.items(), reverse=True):
             if volume > 0:
                 bids.append([str(price), str(volume), ''])
 
-        for price, volume in sorted(self.asks_dict.iteritems()):
+        for price, volume in sorted(self.asks_dict.items()):
             if volume > 0:
                 asks.append([str(price), str(volume), ''])
 

gryphon/data_service/pollers/orderbook/websocket/bitstamp_orderbook_websocket.py

@@ -211,26 +211,26 @@ def apply_change_to_orderbook(self, change):
         # Remove the 0 volumes from the orderbook.
         self.orderbook['bids'].update(bids_changes)
 
-        for k, v in self.orderbook['bids'].iteritems():
+        for k, v in self.orderbook['bids'].items():
             if v == "0":
                 self.orderbook['bids'].pop(k)
 
         # Re-sort the bids.
         self.orderbook['bids'] = OrderedDict(sorted(
-            self.orderbook['bids'].iteritems(),
+            self.orderbook['bids'].items(),
             key=lambda (k, v): float(k),
             reverse=True,
         ))
 
         self.orderbook['asks'].update(asks_changes)
 
-        for k, v in self.orderbook['asks'].iteritems():
+        for k, v in self.orderbook['asks'].items():
             if v == "0":
                 self.orderbook['asks'].pop(k)
 
         # Re-sort the asks.
         self.orderbook['asks'] = OrderedDict(
-            sorted(self.orderbook['asks'].iteritems(), key=lambda (k, v): float(k)),
+            sorted(self.orderbook['asks'].items(), key=lambda (k, v): float(k)),
         )
 
     def parse_orders(self, orders):
@@ -247,7 +247,7 @@ def get_orderbook_to_publish(self):
         price_key_orderbook = self.orderbook
 
         return {
-            'bids': [[k, v, ''] for k, v in price_key_orderbook['bids'].iteritems()],
-            'asks': [[k, v, ''] for k, v in price_key_orderbook['asks'].iteritems()],
+            'bids': [[k, v, ''] for k, v in price_key_orderbook['bids'].items()],
+            'asks': [[k, v, ''] for k, v in price_key_orderbook['asks'].items()],
         }
 

gryphon/data_service/pollers/trades/trades_poller.py

@@ -50,9 +50,9 @@ def parse_response(self, resp_obj):
         for trade in trades:
             if trade['trade_id'] > self.most_recent_trade_id:
                 trade['price_currency'] = trade['price'].currency
-                trade['price'] = unicode(trade['price'].amount)
+                trade['price'] = str(trade['price'].amount)
                 trade['volume_currency'] = trade['volume'].currency
-                trade['volume'] = unicode(trade['volume'].amount)
+                trade['volume'] = str(trade['volume'].amount)
                 trade['timestamp'] = int(trade['timestamp'])
                 trade_string = json.dumps(trade, ensure_ascii=False)
                 self.producer.publish_message(trade_string)

gryphon/data_service/runt.py

@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 import logging
 import logging.handlers
 import os

gryphon/data_service/scripts/historical_trade_collector.py

@@ -1,7 +1,7 @@
 import csv
 from datetime import timedelta
 import gzip
-import StringIO
+from io import StringIO
 
 from delorean import epoch
 import requests

gryphon/data_service/trades_consumer.py

@@ -1,4 +1,4 @@
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 
 import json
 import os
@@ -27,9 +27,9 @@ def trades_consumer_function(message, db):
     t = Trade(
         price=Money(trade_json['price'], price_currency),
         volume=Money(trade_json['volume'], volume_currency),
-        exchange=unicode(trade_json['exchange']),
+        exchange=str(trade_json['exchange']),
         timestamp=timestamp,
-        exchange_trade_id=unicode(trade_json['trade_id']),
+        exchange_trade_id=str(trade_json['trade_id']),
     )
 
     db.add(t)

gryphon/execution/app.py

@@ -1,4 +1,4 @@
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 
 import importlib
 import logging

gryphon/execution/bots/overwatch.py

@@ -220,7 +220,7 @@ def check_spreads_are_normal(db):
 
     sanity = True
 
-    for exchange_name, fv in native_fvs.iteritems():
+    for exchange_name, fv in native_fvs.items():
         if abs(fv - current_core_fv) > INTER_EXCHANGE_SPREAD_THRESHOLD:
             sanity = False
             break

gryphon/execution/bots/shoebox.py

@@ -301,7 +301,7 @@ def manual_btc_withdrawals(db):
 
     logger.info('Running manual BTC withdrawals')
 
-    for name, target in MANUAL_BTC_EXCHANGES.iteritems():
+    for name, target in MANUAL_BTC_EXCHANGES.items():
         exchange_db = exchange_factory.make_exchange_data_from_key(name, db)
         if exchange_db.balance['BTC'] > target:
             withdrawal_amount = exchange_db.balance['BTC'] - target

gryphon/execution/console.py

@@ -14,7 +14,7 @@
 strategy config files.
 """
 
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 
 from datetime import datetime, timedelta
 import logging

gryphon/execution/controllers/balance.py

@@ -50,7 +50,7 @@ def get_db_balances(exchanges):
 
 def format_balances(exchange_balances, db_balances):
     output_string = u"\n{0:15} : {1:15} | {2:15} || {3:15} | {4:15}\n".format("Balances", "FIAT", "BTC", "dbFIAT", "dbBTC")
-    for name, balance in sorted(exchange_balances.iteritems()):
+    for name, balance in sorted(exchange_balances.items()):
         db_balance = db_balances[name]
         chunk = u"{0:15} : {1:15} | {2:15.8f} || {3:15} | {4:15.8f}\n".format(
             name,

gryphon/execution/controllers/initialize_ledger.py

@@ -16,7 +16,7 @@
         [--execute]
 """
 
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 
 import os
 

gryphon/execution/controllers/manual_accounting.py

@@ -91,7 +91,7 @@ def manual_accounting(exchange_name, order_id, actor, execute=False):
 
         old_balance = exchange_data.balance[exchange.volume_currency]
 
-        for currency_code, position in position_change.iteritems():
+        for currency_code, position in position_change.items():
             exchange_data.position[currency_code] += position
             exchange_data.balance[currency_code] += position
 

gryphon/execution/controllers/run_migrations.py

@@ -6,7 +6,7 @@
     gryphon-exec run-migrations [GDS | TRADING | DASHBOARD] [--execute]
 """
 
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 
 import logging
 import os

gryphon/execution/harness/exchange_coordinator.pyx

@@ -13,9 +13,7 @@ it makes sure that our database does not get out of sync with our our account wi
 exchange.
 """
 
-import pyximport; pyximport.install()
-
-from sets import Set
+import pyximport; pyximport.install(language_level=3)
 
 from cdecimal import Decimal, ROUND_UP, ROUND_DOWN
 from delorean import Delorean
@@ -81,9 +79,9 @@ class ExchangeCoordinator(object):
     @tick_profile
     def _get_current_orders(self, exchange_open_orders):
         db_open_orders = self._get_db_open_orders()
-        db_open_order_ids = Set([o.exchange_order_id for o in db_open_orders])
+        db_open_order_ids = set([o.exchange_order_id for o in db_open_orders])
 
-        exchange_open_order_ids = Set([o['id'] for o in exchange_open_orders])
+        exchange_open_order_ids = set([o['id'] for o in exchange_open_orders])
         eaten_order_ids = db_open_order_ids - exchange_open_order_ids
         current_order_ids = db_open_order_ids & exchange_open_order_ids
 
@@ -226,7 +224,7 @@ class ExchangeCoordinator(object):
         """
         Formerly harness:update_position.
         """ 
-        for currency_code, position in position_change.iteritems():
+        for currency_code, position in position_change.items():
             self.exchange_account.position[currency_code] += position
             self.exchange_account.balance[currency_code] += position
 

gryphon/execution/harness/harness.pyx

@@ -11,7 +11,6 @@ backtesting. For this, you can write another harness (so long as it conforms to
 interface), and reimplement the interface functions in a different way.
 """
 
-from sets import Set
 import termcolor as tc
 import time
 
@@ -227,7 +226,7 @@ class Harness(ConfigurableObject):
         This function simply attaches the date and colours to a log message, and then
         dispatches to the appropriate logger function.
         """
-        timestamp = unicode(Delorean().datetime.strftime('%d/%m/%y %H:%M:%S %Z'))
+        timestamp = str(Delorean().datetime.strftime('%d/%m/%y %H:%M:%S %Z'))
 
         result_string = u'[%s] (%s) %s' % (
             self.strategy.name if self.strategy else 'HARNESS_SETUP',

gryphon/execution/lib/auditing.py

@@ -150,7 +150,7 @@ def order_audit(db, exchange, skip_recent=0, tolerance=Decimal('0')):
 
     failed_order_data = []
 
-    for exchange_order_id, exchange_volume_filled in audit_data.iteritems():
+    for exchange_order_id, exchange_volume_filled in audit_data.items():
         try:
             db_volume_filled = db_order_hash[exchange_order_id]
 
@@ -287,7 +287,7 @@ def balance_equality(balance_a, balance_b):
     are fixing it here with the intention of a later fix to the core lib.
     """
 
-    currencies = set(balance_a.keys() + balance_b.keys())
+    currencies = set(list(balance_a.keys()) + list(balance_b.keys()))
 
     for currency in currencies:
         if currency in balance_a and currency in balance_b:

gryphon/execution/lib/config.py

@@ -1,4 +1,4 @@
-import ConfigParser
+import configparser
 
 from gryphon.lib.logger import get_logger
 
@@ -8,7 +8,7 @@
 def get_config_var(filepath, section, key):
     print filepath
 
-    config = ConfigParser.RawConfigParser()
+    config = configparser.RawConfigParser()
     config.read(filepath)
     section_dict = dict(config.items('live'))
 

gryphon/execution/lib/config_helper.py

@@ -14,7 +14,7 @@
   3) At no point is there a any guarantee a setting is in the configuration object.
 """
 
-import ConfigParser
+import configparser
 import argparse
 
 from cdecimal import Decimal, InvalidOperation

gryphon/execution/lib/tick_profiling.py

@@ -21,7 +21,7 @@ def record_tick_data(tick_start, strategy_name):
 
 
 def record_tick_block_data(algo, tick_count, strategy_name):
-    for function_name, profile_times in tick_profile_data.iteritems():
+    for function_name, profile_times in tick_profile_data.items():
         datum_name = datum_name_for_function_block(strategy_name, function_name)
 
         for block_time in profile_times:

gryphon/execution/live_runner.py

@@ -1,4 +1,4 @@
-import pyximport; pyximport.install()
+import pyximport; pyximport.install(language_level=3)
 from cdecimal import Decimal
 import inspect
 import os