def append_to_csv(self, trade: TradeFill):
csv_filename = "trades_" + trade.config_file_path[:-4] + ".csv"
csv_path = os.path.join(data_path(), csv_filename)
field_names = tuple(trade.attribute_names_for_file_export())
field_data = tuple(getattr(trade, attr) for attr in field_names)
# adding extra field "age"
# // indicates order is a paper order so 'n/a'. For real orders, calculate age.
age = pd.Timestamp(int((trade.timestamp * 1e-3) -
(trade.order.creation_timestamp * 1e-3)),
unit='s').strftime('%H:%M:%S') if (
trade.order is not None
and "//" not in trade.order_id) else "n/a"
field_names += ("age", )
field_data += (age, )
if (os.path.exists(csv_path)
and (not self._csv_matches_header(csv_path, field_names))):
move(
csv_path, csv_path[:-4] + '_old_' +
pd.Timestamp.utcnow().strftime("%Y%m%d-%H%M%S") + ".csv")
if not os.path.exists(csv_path):
df_header = pd.DataFrame([field_names])
df_header.to_csv(csv_path, mode='a', header=False, index=False)
df = pd.DataFrame([field_data])
df.to_csv(csv_path, mode='a', header=False, index=False)
def test_attribute_names_for_file_export_are_valid(self):
trade_fill = TradeFill(config_file_path=self.config_file_path,
strategy=self.strategy_name,
market=self.display_name,
symbol=self.symbol,
base_asset=self.base,
quote_asset=self.quote,
timestamp=int(time.time()),
order_id="OID1",
trade_type=TradeType.BUY.name,
order_type=OrderType.LIMIT.name,
price=Decimal(1000),
amount=Decimal(1),
leverage=1,
trade_fee=AddedToCostTradeFee().to_json(),
exchange_trade_id="EOID1",
position="NILL")
values = [
getattr(trade_fill, attribute)
for attribute in TradeFill.attribute_names_for_file_export()
]
expected_values = [
trade_fill.exchange_trade_id,
trade_fill.config_file_path,
trade_fill.strategy,
trade_fill.market,
trade_fill.symbol,
trade_fill.base_asset,
trade_fill.quote_asset,
trade_fill.timestamp,
trade_fill.order_id,
trade_fill.trade_type,
trade_fill.order_type,
trade_fill.price,
trade_fill.amount,
trade_fill.leverage,
trade_fill.trade_fee,
trade_fill.position,
]
self.assertEqual(expected_values, values)
def test_attribute_names_for_file_export(self):
expected_attributes = [
"exchange_trade_id",
"config_file_path",
"strategy",
"market",
"symbol",
"base_asset",
"quote_asset",
"timestamp",
"order_id",
"trade_type",
"order_type",
"price",
"amount",
"leverage",
"trade_fee",
"position",
]
self.assertEqual(expected_attributes,
TradeFill.attribute_names_for_file_export())