def test_account_state_event_to_from_dict_and_str_repr(self):
# Arrange
uuid = UUID4()
balance = AccountBalance(
currency=USD,
total=Money(1525000, USD),
locked=Money(0, USD),
free=Money(1525000, USD),
)
event = AccountState(
account_id=AccountId("SIM", "000"),
account_type=AccountType.MARGIN,
base_currency=USD,
reported=True,
balances=[balance],
info={},
event_id=uuid,
ts_event=0,
ts_init=0,
)
# Act, Assert
assert AccountState.from_dict(AccountState.to_dict(event)) == event
assert (
str(event) ==
f"AccountState(account_id=SIM-000, account_type=MARGIN, base_currency=USD, is_reported=True, balances=[AccountBalance(total=1_525_000.00 USD, locked=0.00 USD, free=1_525_000.00 USD)], event_id={uuid})" # noqa
)
assert (
repr(event) ==
f"AccountState(account_id=SIM-000, account_type=MARGIN, base_currency=USD, is_reported=True, balances=[AccountBalance(total=1_525_000.00 USD, locked=0.00 USD, free=1_525_000.00 USD)], event_id={uuid})" # noqa
)
def serialize(state: AccountState):
result = []
base = state.to_dict(state)
del base["balances"]
for balance in state.balances:
data = {
"balance_currency": balance.currency.code,
"balance_total": balance.total.as_double(),
"balance_locked": balance.locked.as_double(),
"balance_free": balance.free.as_double(),
}
result.append({**base, **data})
return result
def serialize(state: AccountState):
result: Dict[Tuple[Currency, Optional[InstrumentId]], Dict] = {}
base = state.to_dict(state)
del base["balances"]
del base["margins"]
base.update({
"balance_total": None,
"balance_locked": None,
"balance_free": None,
"balance_currency": None,
"margin_initial": None,
"margin_maintenance": None,
"margin_currency": None,
"margin_instrument_id": None,
})
for balance in state.balances:
key = (balance.currency, None)
if key not in result:
result[key] = base.copy()
result[key].update({
"balance_total": balance.total.as_double(),
"balance_locked": balance.locked.as_double(),
"balance_free": balance.free.as_double(),
"balance_currency": balance.currency.code,
})
for margin in state.margins:
key = (margin.currency, margin.instrument_id)
if key not in result:
result[key] = base.copy()
result[key].update({
"margin_initial": margin.initial.as_double(),
"margin_maintenance": margin.maintenance.as_double(),
"margin_currency": margin.currency.code,
"margin_instrument_id": margin.instrument_id.value,
})
return list(result.values())
def generate_account_report(account: Account) -> pd.DataFrame:
"""
Generate an account report for the given optional time range.
Parameters
----------
account : Account
The account for the report.
Returns
-------
pd.DataFrame
"""
states = account.events
if not states:
return pd.DataFrame()
account_states = [AccountState.to_dict(s) for s in states]
balances = [{
**balance,
**state
} for state in account_states
for balance in orjson.loads(state.pop("balances", "[]"))]
if not account_states:
return pd.DataFrame()
report = pd.DataFrame(data=balances).set_index("ts_event").sort_index()
report.index = [
unix_nanos_to_dt(ts_event) for ts_event in report.index
]
del report["ts_init"]
del report["type"]
del report["event_id"]
return report