def _convert_to_numpy_array(arr, name):
if type(arr) is np.ndarray:
return arr
try:
# create numpy array from list
arr = np.array(arr, dtype=float)
if jh.is_live():
# in livetrade mode, we'll need them rounded
price = arr[0][1]
prices = jh.round_price_for_live_mode(price, arr[:, 1])
qtys = jh.round_qty_for_live_mode(price, arr[:, 0])
arr[:, 0] = qtys
arr[:, 1] = prices
return arr
except ValueError:
raise exceptions.InvalidShape(
'The format of {} is invalid. \n'
'It must be (qty, price) or [(qty, price), (qty, price)] for multiple points; but {} was given'.format(
name, arr
)
)
def _convert_to_numpy_array(self, arr, name) -> np.ndarray:
if type(arr) is np.ndarray:
return arr
try:
# create numpy array from list
arr = np.array(arr, dtype=float)
if jh.is_live():
# in livetrade mode, we'll need them rounded
current_exchange = selectors.get_exchange(self.exchange)
# skip rounding if the exchange doesn't have values for 'precisions'
if 'precisions' not in current_exchange.vars:
return arr
price_precision = current_exchange.vars['precisions'][self.symbol]['price_precision']
qty_precision = current_exchange.vars['precisions'][self.symbol]['qty_precision']
prices = jh.round_price_for_live_mode(arr[:, 1], price_precision)
qtys = jh.round_qty_for_live_mode(arr[:, 0], qty_precision)
arr[:, 0] = qtys
arr[:, 1] = prices
return arr
except ValueError:
raise exceptions.InvalidShape(
f'The format of {name} is invalid. \n'
f'It must be (qty, price) or [(qty, price), (qty, price)] for multiple points; but {arr} was given'
)
def test_round_price_for_live_mode():
np.testing.assert_equal(
jh.round_price_for_live_mode(
0.0003209123456, np.array([0.0003209123456, 0.0004209123456])),
np.array([0.0003209, 0.0004209]))
np.testing.assert_equal(
jh.round_price_for_live_mode(
0.003209123456, np.array([0.003209123456, 0.004209123456])),
np.array([0.003209, 0.004209]))
np.testing.assert_equal(
jh.round_price_for_live_mode(0.01117123456,
np.array([0.01117123456, 0.02117123456])),
np.array([0.01117, 0.02117]))
np.testing.assert_equal(
jh.round_price_for_live_mode(0.1592123456,
np.array([0.1592123456, 0.2592123456])),
np.array([0.1592, 0.2592]))
np.testing.assert_equal(
jh.round_price_for_live_mode(2.123456, np.array([2.123456, 1.123456])),
np.array([2.123, 1.123]))
np.testing.assert_equal(
jh.round_price_for_live_mode(137.123456,
np.array([137.123456, 837.123456])),
np.array([137.1, 837.1]))
np.testing.assert_equal(
jh.round_price_for_live_mode(6700.123456,
np.array([6700.123456, 1000.123456])),
np.array([6700, 1000]))
def update_position(exchange: str, symbol: str, candle: np.ndarray):
# get position object
p = selectors.get_position(exchange, symbol)
# for extra_route candles, p == None, hence no further action is required
if p is None:
return
# update position.current_price
p.current_price = jh.round_price_for_live_mode(candle[2], candle[2])
def update_position(exchange: str, symbol: str, candle: np.ndarray) -> None:
# get position object
p = selectors.get_position(exchange, symbol)
# for extra_route candles, p == None, hence no further action is required
if p is None:
return
price_precision = 0
if jh.is_live():
price_precision = selectors.get_exchange(exchange).vars['precisions'][symbol]['price_precision']
# update position.current_price
p.current_price = jh.round_price_for_live_mode(candle[2], candle[2], price_precision)
def test_round_price_for_live_mode():
np.testing.assert_equal(
jh.round_price_for_live_mode(
np.array([0.0003209123456, 0.0004209123456]), 7),
np.array([0.0003209, 0.0004209]))
