def test_apply_given_new_state_event_updates_correctly(self):
# Arrange
event1 = AccountState(
AccountId("SIM", "001"),
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("0.00000000", BTC),
Money("0.00000000", ETH)],
info={}, # No default currency set
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
# Act
account = Account(event1)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
event2 = AccountState(
AccountId("SIM", "001"),
[Money("9.00000000", BTC),
Money("20.00000000", ETH)],
[Money("8.50000000", BTC),
Money("20.00000000", ETH)],
[Money("0.50000000", BTC),
Money("0.00000000", ETH)],
info={}, # No default currency set
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
# Act
account.apply(event2)
# Assert
self.assertEqual(event2, account.last_event)
self.assertEqual([event1, event2], account.events)
self.assertEqual(2, account.event_count)
self.assertEqual(Money("9.00000000", BTC), account.balance(BTC))
self.assertEqual(Money("8.50000000", BTC), account.balance_free(BTC))
self.assertEqual(Money("0.50000000", BTC), account.balance_locked(BTC))
self.assertEqual(Money("20.00000000", ETH), account.balance(ETH))
self.assertEqual(Money("20.00000000", ETH), account.balance_free(ETH))
self.assertEqual(Money("0.00000000", ETH), account.balance_locked(ETH))
def test_generate_accounts_report_with_initial_account_state_returns_expected(self):
# Arrange
state = AccountState(
account_id=AccountId("BITMEX", "1513111"),
account_type=AccountType.MARGIN,
base_currency=BTC,
reported=True,
balances=[
AccountBalance(
currency=BTC,
total=Money(10.00000000, BTC),
free=Money(10.00000000, BTC),
locked=Money(0.00000000, BTC),
)
],
info={},
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
account = Account(state)
report_provider = ReportProvider()
# Act
report = report_provider.generate_account_report(account)
# Assert
self.assertEqual(1, len(report))
def test_account_state_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,
updated_ns=0,
timestamp_ns=0,
)
print(event)
# Act
# Assert
assert (
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
== str(event))
assert (
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
== repr(event))
def test_margin_available_for_single_asset_account(self):
# Arrange
event = AccountState(
AccountId("SIM", "001"),
[Money("100000.00", USD)],
[Money("0.00", USD)],
[Money("0.00", USD)],
info={"default_currency": "USD"}, # No default currency set
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Act
result1 = account.margin_available()
account.update_initial_margin(Money("500.00", USD))
result2 = account.margin_available()
account.update_maint_margin(Money("1000.00", USD))
result3 = account.margin_available()
# Assert
self.assertEqual(Money("100000.00", USD), result1)
self.assertEqual(Money("99500.00", USD), result2)
self.assertEqual(Money("98500.00", USD), result3)
def test_account_statement(betfair_client, uuid, clock):
detail = betfair_client.account.get_account_details()
funds = betfair_client.account.get_account_funds()
timestamp_ns = clock.timestamp_ns()
result = betfair_account_to_account_state(
account_detail=detail,
account_funds=funds,
event_id=uuid,
ts_updated_ns=timestamp_ns,
timestamp_ns=timestamp_ns,
)
expected = AccountState(
account_id=AccountId(issuer="BETFAIR", number="Testy-McTest"),
account_type=AccountType.CASH,
base_currency=AUD,
reported=True, # reported
balances=[
AccountBalance(AUD, Money(1000.0, AUD), Money(0.00, AUD),
Money(1000.0, AUD))
],
info={
"funds": funds,
"detail": detail
},
event_id=uuid,
ts_updated_ns=result.timestamp_ns,
timestamp_ns=result.timestamp_ns,
)
assert result == expected
def test_equity_with_single_asset_account_returns_expected_money(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=USD,
reported=True,
balances=[
AccountBalance(
USD,
Money(100000.00, USD),
Money(0.00, USD),
Money(100000.00, USD),
),
],
info={},
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Act
result = account.equity()
# Assert
self.assertEqual(Money(100000.00, USD), result)
def test_unrealized_pnl_with_single_asset_account_when_no_open_positions_returns_zero(
self, ):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=USD,
reported=True,
balances=[
AccountBalance(
USD,
Money(1_000_000, USD),
Money(0, USD),
Money(1_000_000, USD),
),
],
info={},
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Act
result = account.unrealized_pnl()
# Assert
self.assertEqual(Money(0, USD), result)
def betfair_account_to_account_state(
account_detail,
account_funds,
event_id,
updated_ns,
timestamp_ns,
account_id="001",
) -> AccountState:
currency = Currency.from_str(account_detail["currencyCode"])
balance = float(account_funds["availableToBetBalance"])
locked = -float(account_funds["exposure"])
free = balance - locked
return AccountState(
account_id=AccountId(issuer=BETFAIR_VENUE.value, number=account_id),
account_type=AccountType.CASH,
base_currency=currency,
reported=True,
balances=[
AccountBalance(
currency=currency,
total=Money(balance, currency),
locked=Money(locked, currency),
free=Money(free, currency),
),
],
info={"funds": account_funds, "detail": account_detail},
event_id=event_id,
updated_ns=updated_ns,
timestamp_ns=timestamp_ns,
)
def setUp(self):
# Fixture Setup
self.clock = TestClock()
uuid_factor = TestUUIDFactory()
logger = TestLogger(self.clock)
self.order_factory = OrderFactory(
strategy_id=StrategyId("S", "001"),
id_tag_trader=IdTag("001"),
id_tag_strategy=IdTag("001"),
clock=TestClock(),
)
state = AccountState(
AccountId.from_string("BITMEX-1513111-SIMULATED"),
BTC,
Money(10., BTC),
Money(0., BTC),
Money(0., BTC),
uuid4(),
UNIX_EPOCH
)
self.account = Account(state)
self.portfolio = Portfolio(self.clock, uuid_factor, logger)
self.portfolio.register_account(self.account)
def setUp(self):
# Fixture setup
state = AccountState(AccountId.from_string("BITMEX-1513111-SIMULATED"),
BTC, Money(10., BTC), Money(0., BTC),
Money(0., BTC), uuid4(), UNIX_EPOCH)
self.account = Account(state)
def test_account_when_account_returns_the_account_facade(self):
# Arrange
account_state = AccountState(
account_id=AccountId("BINANCE", "1513111"),
account_type=AccountType.CASH,
base_currency=None,
reported=True,
balances=[
AccountBalance(
BTC,
Money(10.00000000, BTC),
Money(0.00000000, BTC),
Money(10.00000000, BTC),
)
],
info={},
event_id=uuid4(),
updated_ns=0,
timestamp_ns=0,
)
self.exec_engine.process(account_state)
# Act
result = self.portfolio.account(BINANCE)
# Assert
self.assertEqual("BINANCE", result.id.issuer)
def test_unrealized_pnl_with_multi_asset_account_when_no_open_positions_returns_zero(
self):
# Arrange
event = AccountState(
AccountId("SIM", "001"),
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("0.00000000", BTC),
Money("0.00000000", ETH)],
info={}, # No default currency set
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Act
result = account.unrealized_pnl(BTC)
# Assert
self.assertEqual(result, Money("0.00000000", BTC))
def test_instantiated_accounts_basic_properties(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=USD,
reported=True,
balances=[
AccountBalance(
USD,
Money(1_000_000, USD),
Money(0, USD),
Money(1_000_000, USD),
),
],
info={},
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
# Act
account = Account(event)
# Prepare components
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Assert
self.assertEqual(AccountId("SIM", "001"), account.id)
self.assertEqual("Account(id=SIM-001)", str(account))
self.assertEqual("Account(id=SIM-001)", repr(account))
self.assertEqual(int, type(hash(account)))
self.assertTrue(account == account)
self.assertFalse(account != account)
def test_margin_available_for_multi_asset_account(self):
# Arrange
event = AccountState(
AccountId("SIM", "001"),
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("0.00000000", BTC),
Money("0.00000000", ETH)],
info={}, # No default currency set
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Act
result1 = account.margin_available(BTC)
account.update_initial_margin(Money("0.00010000", BTC))
result2 = account.margin_available(BTC)
account.update_maint_margin(Money("0.00020000", BTC))
result3 = account.margin_available(BTC)
result4 = account.margin_available(ETH)
# Assert
self.assertEqual(Money("10.00000000", BTC), result1)
self.assertEqual(Money("9.99990000", BTC), result2)
self.assertEqual(Money("9.99970000", BTC), result3)
self.assertEqual(Money("20.00000000", ETH), result4)
def test_equity_with_multi_asset_account_returns_expected_money(self):
# Arrange
event = AccountState(
AccountId("SIM", "001"),
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("0.00000000", BTC),
Money("0.00000000", ETH)],
info={}, # No default currency set
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Act
result = account.equity(BTC)
# Assert
self.assertEqual(Money("10.00000000", BTC), result)
def test_serialize_and_deserialize_account_state_without_base_currency_events(
self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "000"),
account_type=AccountType.MARGIN,
base_currency=None,
reported=True,
balances=[
AccountBalance(
USDT,
Money(10000, USDT),
Money(0, USDT),
Money(10000, USDT),
)
],
info={},
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=1_000_000_000,
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
assert deserialized == event
def setUp(self):
# Fixture Setup
clock = TestClock()
logger = TestLogger(clock)
self.order_factory = OrderFactory(
trader_id=TraderId("TESTER", "000"),
strategy_id=StrategyId("S", "001"),
clock=TestClock(),
)
state = AccountState(
account_id=AccountId("BINANCE", "1513111"),
balances=[Money("10.00000000", BTC)],
balances_free=[Money("0.00000000", BTC)],
balances_locked=[Money("0.00000000", BTC)],
info={},
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
self.data_cache = DataCache(logger)
self.account = Account(state)
self.portfolio = Portfolio(clock, logger)
self.portfolio.register_account(self.account)
self.portfolio.register_cache(self.data_cache)
self.data_cache.add_instrument(AUDUSD_SIM)
self.data_cache.add_instrument(GBPUSD_SIM)
self.data_cache.add_instrument(BTCUSDT_BINANCE)
self.data_cache.add_instrument(BTCUSD_BITMEX)
self.data_cache.add_instrument(ETHUSD_BITMEX)
def test_update_maint_margin(self):
# Arrange
event = AccountState(
AccountId("SIM", "001"),
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("0.00000000", BTC),
Money("0.00000000", ETH)],
info={}, # No default currency set
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
# Act
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
margin = Money("0.00050000", BTC)
# Act
account.update_maint_margin(margin)
# Assert
self.assertEqual(margin, account.maint_margin(BTC))
self.assertEqual({BTC: margin}, account.maint_margins())
def test_unrealized_pnl_when_insufficient_data_for_xrate_returns_none(
self):
# Arrange
state = AccountState(
account_id=AccountId("BITMEX", "01234"),
account_type=AccountType.MARGIN,
base_currency=BTC,
reported=True,
balances=[
AccountBalance(
BTC,
Money(10.00000000, BTC),
Money(0.00000000, BTC),
Money(10.00000000, BTC),
),
AccountBalance(
ETH,
Money(20.00000000, ETH),
Money(0.00000000, ETH),
Money(20.00000000, ETH),
),
],
info={},
event_id=uuid4(),
updated_ns=0,
timestamp_ns=0,
)
self.exec_engine.process(state)
order = self.order_factory.market(
ETHUSD_BITMEX.id,
OrderSide.BUY,
Quantity.from_int(100),
)
self.exec_engine.cache.add_order(order, PositionId.null())
self.exec_engine.process(TestStubs.event_order_submitted(order))
self.exec_engine.process(TestStubs.event_order_accepted(order))
fill = TestStubs.event_order_filled(
order=order,
instrument=ETHUSD_BITMEX,
position_id=PositionId("P-123456"),
strategy_id=StrategyId("S-001"),
last_px=Price.from_str("376.05"),
)
self.exec_engine.process(fill)
position = Position(instrument=ETHUSD_BITMEX, fill=fill)
self.portfolio.update_position(
TestStubs.event_position_opened(position))
# Act
result = self.portfolio.unrealized_pnls(BITMEX)
# # Assert
self.assertEqual({}, result)
def test_instantiate_multi_asset_account(self):
# Arrange
event = AccountState(
AccountId("SIM", "001"),
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("10.00000000", BTC),
Money("20.00000000", ETH)],
[Money("0.00000000", BTC),
Money("0.00000000", ETH)],
info={}, # No default currency set
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
# Act
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Assert
self.assertEqual(AccountId("SIM", "001"), account.id)
self.assertEqual(None, account.default_currency)
self.assertEqual(event, account.last_event)
self.assertEqual([event], account.events)
self.assertEqual(1, account.event_count)
self.assertEqual(Money("10.00000000", BTC), account.balance(BTC))
self.assertEqual(Money("20.00000000", ETH), account.balance(ETH))
self.assertEqual(Money("10.00000000", BTC), account.balance_free(BTC))
self.assertEqual(Money("20.00000000", ETH), account.balance_free(ETH))
self.assertEqual(Money("0.00000000", BTC), account.balance_locked(BTC))
self.assertEqual(Money("0.00000000", ETH), account.balance_locked(ETH))
self.assertEqual(
{
BTC: Money("10.00000000", BTC),
ETH: Money("20.00000000", ETH)
}, account.balances())
self.assertEqual(
{
BTC: Money("10.00000000", BTC),
ETH: Money("20.00000000", ETH)
}, account.balances_free())
self.assertEqual(
{
BTC: Money("0.00000000", BTC),
ETH: Money("0.00000000", ETH)
}, account.balances_locked())
self.assertEqual(Money("0.00000000", BTC), account.unrealized_pnl(BTC))
self.assertEqual(Money("0.00000000", ETH), account.unrealized_pnl(ETH))
self.assertEqual(Money("10.00000000", BTC), account.equity(BTC))
self.assertEqual(Money("20.00000000", ETH), account.equity(ETH))
self.assertEqual({}, account.init_margins())
self.assertEqual({}, account.maint_margins())
self.assertEqual(None, account.init_margin(BTC))
self.assertEqual(None, account.init_margin(ETH))
self.assertEqual(None, account.maint_margin(BTC))
self.assertEqual(None, account.maint_margin(ETH))
def test_market_value_when_insufficient_data_for_xrate_returns_none(self):
# Arrange
state = AccountState(
account_id=AccountId("BITMEX", "01234"),
balances=[Money("10.00000000", BTC),
Money("10.00000000", ETH)],
balances_free=[
Money("10.00000000", BTC),
Money("10.00000000", ETH)
],
balances_locked=[
Money("0.00000000", BTC),
Money("0.00000000", ETH)
],
info={},
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
account = Account(state)
self.portfolio.register_account(account)
order = self.order_factory.market(
ETHUSD_BITMEX.symbol,
OrderSide.BUY,
Quantity(100),
)
fill = TestStubs.event_order_filled(
order=order,
instrument=ETHUSD_BITMEX,
position_id=PositionId("P-123456"),
strategy_id=StrategyId("S", "001"),
fill_price=Price("376.05"),
)
last_ethusd = QuoteTick(
ETHUSD_BITMEX.symbol,
Price("376.05"),
Price("377.10"),
Quantity("16"),
Quantity("25"),
UNIX_EPOCH,
)
position = Position(fill)
self.portfolio.update_position(
TestStubs.event_position_opened(position))
self.data_cache.add_quote_tick(last_ethusd)
self.portfolio.update_tick(last_ethusd)
# Act
result = self.portfolio.market_values(BITMEX)
# Assert
# TODO: Currently no Quanto thus no xrate required
self.assertEqual({ETH: Money('0.02659221', ETH)}, result)
def event_account_state(account_id=None) -> AccountState:
if account_id is None:
account_id = TestStubs.account_id()
return AccountState(
account_id,
USD,
Money(1000000.00, USD),
Money(1000000.00, USD),
Money(1000000.00, USD),
uuid4(),
UNIX_EPOCH,
)
def test_unrealized_pnl_when_insufficient_data_for_xrate_returns_none(
self):
# Arrange
state = AccountState(
account_id=AccountId("BITMEX", "01234"),
balances=[Money("10.00000000", BTC),
Money("10.00000000", ETH)],
balances_free=[
Money("10.00000000", BTC),
Money("10.00000000", ETH)
],
balances_locked=[
Money("0.00000000", BTC),
Money("0.00000000", ETH)
],
info={},
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
account = Account(state)
self.portfolio.register_account(account)
order = self.order_factory.market(
ETHUSD_BITMEX.symbol,
OrderSide.BUY,
Quantity(100),
)
fill = TestStubs.event_order_filled(
order=order,
instrument=ETHUSD_BITMEX,
position_id=PositionId("P-123456"),
strategy_id=StrategyId("S", "001"),
fill_price=Price("376.05"),
)
position = Position(fill)
self.portfolio.update_position(
TestStubs.event_position_opened(position))
# Act
result = self.portfolio.unrealized_pnls(BITMEX)
# # Assert
self.assertIsNone(result)
def test_instantiate_single_asset_account(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=USD,
reported=True,
balances=[
AccountBalance(
USD,
Money(1_000_000, USD),
Money(0, USD),
Money(1_000_000, USD),
),
],
info={},
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
# Act
account = Account(event)
# Prepare components
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Assert
self.assertEqual(USD, account.base_currency)
self.assertEqual(event, account.last_event)
self.assertEqual([event], account.events)
self.assertEqual(1, account.event_count)
self.assertEqual(Money(1_000_000, USD), account.balance_total())
self.assertEqual(Money(1_000_000, USD), account.balance_free())
self.assertEqual(Money(0, USD), account.balance_locked())
self.assertEqual({USD: Money(1_000_000, USD)},
account.balances_total())
self.assertEqual({USD: Money(1_000_000, USD)}, account.balances_free())
self.assertEqual({USD: Money(0, USD)}, account.balances_locked())
self.assertEqual(Money(0, USD), account.unrealized_pnl())
self.assertEqual(Money(1_000_000, USD), account.equity())
self.assertEqual({}, account.initial_margins())
self.assertEqual({}, account.maint_margins())
self.assertEqual(None, account.initial_margin())
self.assertEqual(None, account.maint_margin())
def test_margin_available_for_multi_asset_account(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=None, # Multi-currency
reported=True,
balances=[
AccountBalance(
BTC,
Money(10.00000000, BTC),
Money(0.00000000, BTC),
Money(10.00000000, BTC),
),
AccountBalance(
ETH,
Money(20.00000000, ETH),
Money(0.00000000, ETH),
Money(20.00000000, ETH),
),
],
info={}, # No default currency set
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Act
result1 = account.margin_available(BTC)
account.update_initial_margin(Money(0.00010000, BTC))
result2 = account.margin_available(BTC)
account.update_maint_margin(Money(0.00020000, BTC))
result3 = account.margin_available(BTC)
result4 = account.margin_available(ETH)
# Assert
self.assertEqual(Money(10.00000000, BTC), result1)
self.assertEqual(Money(9.99990000, BTC), result2)
self.assertEqual(Money(9.99970000, BTC), result3)
self.assertEqual(Money(20.00000000, ETH), result4)
def test_serialize_and_deserialize_account_state_events(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "000"),
balances=[Money(1525000, USD)],
balances_free=[Money(1425000, USD)],
balances_locked=[Money(0, USD)],
info={"default_currency": "USD"},
event_id=uuid4(),
event_timestamp=UNIX_EPOCH,
)
# Act
serialized = self.serializer.serialize(event)
deserialized = self.serializer.deserialize(serialized)
# Assert
self.assertEqual(deserialized, event)
def test_account_state_str_repr(self):
# Arrange
uuid = uuid4()
event = AccountState(
account_id=AccountId("SIM", "000"),
balances=[Money(1525000, USD)],
balances_free=[Money(1525000, USD)],
balances_locked=[Money(0, USD)],
info={},
event_id=uuid,
event_timestamp=UNIX_EPOCH,
)
# Act
# Assert
assert f"AccountState(account_id=SIM-000, free=[1,525,000.00 USD], locked=[0.00 USD], event_id={uuid})" == str(
event)
assert f"AccountState(account_id=SIM-000, free=[1,525,000.00 USD], locked=[0.00 USD], event_id={uuid})" == repr(
event)
def test_account_statement(betfair_client, uuid, clock):
detail = betfair_client.account.get_account_details()
funds = betfair_client.account.get_account_funds()
result = betfair_account_to_account_state(
account_detail=detail,
account_funds=funds,
event_id=uuid,
timestamp_ns=clock.timestamp_ns(),
)
expected = AccountState(
AccountId(issuer="betfair", identifier="Testy-McTest"),
[Money(1000.0, Currency.from_str("AUD"))],
[Money(1000.0, Currency.from_str("AUD"))],
[Money(-0.00, Currency.from_str("AUD"))],
{"funds": funds, "detail": detail},
uuid,
result.timestamp_ns,
)
assert result == expected
def test_update_maint_margin(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=None, # Multi-currency
reported=True,
balances=[
AccountBalance(
BTC,
Money(10.00000000, BTC),
Money(0.00000000, BTC),
Money(10.00000000, BTC),
),
AccountBalance(
ETH,
Money(20.00000000, ETH),
Money(0.00000000, ETH),
Money(20.00000000, ETH),
),
],
info={}, # No default currency set
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
# Act
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
margin = Money(0.00050000, BTC)
# Act
account.update_maint_margin(margin)
# Assert
self.assertEqual(margin, account.maint_margin(BTC))
self.assertEqual({BTC: margin}, account.maint_margins())
def test_unrealized_pnl_with_multi_asset_account_when_no_open_positions_returns_zero(
self,
):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=None, # Multi-currency
reported=True,
balances=[
AccountBalance(
BTC,
Money(10.00000000, BTC),
Money(0.00000000, BTC),
Money(10.00000000, BTC),
),
AccountBalance(
ETH,
Money(20.00000000, ETH),
Money(0.00000000, ETH),
Money(20.00000000, ETH),
),
],
info={}, # No default currency set
event_id=uuid4(),
updated_ns=0,
timestamp_ns=0,
)
account = Account(event)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Act
result = account.unrealized_pnl(BTC)
# Assert
self.assertEqual(Money(0.00000000, BTC), result)
