class MLOrderRecommender(object):
""" Main class for recommending and executing orders from a model
:param note_recommender: Recommender with a recommend method for deciding on loans to invest in.
Expected to return a mapping of at least {id: {amount: dollar_amount}}
:param authorization: HMAC authorization code from Lending Club.
Intructions for generating this can be found here:
https://www.lendingclub.com/developers/authentication.action
:param investor_id: Id for executing order. This can be obtained from
the Account Summary section on Lending Club website when a user is logged in.
:param logger: logging instance
"""
def __init__(self, note_model, authorization, investor_id, logger=None):
self.note_model = note_model
self.lc_connection = LendingClubConnection(authorization=authorization,
investor_id=investor_id)
self.logger = logger
def __log(self, log):
if self.logger is not None:
self.logger.info(log)
def execute_recommended_order(self, portfolio, safe_mode=True, **kwargs):
recommended_loans = self.get_model_rec(**kwargs)
self.__log(recommended_loans)
loan_ids = recommended_loans.keys()
loan_amounts = [x['amount'] for x in recommended_loans.values()]
results = self.lc_connection.submit_order(loan_ids=loan_ids,
loan_amounts=loan_amounts,
portfolio_id=portfolio,
safe_mode=safe_mode)
return results
def get_model_rec(self, **kwargs):
listed_notes = self.lc_connection.get_listed_loans().json()['loans']
chosen_notes = self.note_model.recommend(listed_notes, **kwargs)
return chosen_notes
def examine_rec_order(self, **kwargs):
listed_loans = self.lc_connection.get_listed_loans().json()['loans']
listed_dict = {x['id']: x for x in listed_loans}
note_dict = self.get_model_rec(**kwargs)
return [merge(note_dict[key], listed_dict[key]) for key in note_dict]
class TestLendingClubConnection(unittest.TestCase):
def setUp(self):
self.lc_connection = LendingClubConnection(authorization='topsecret', investor_id='123')
@httpretty.activate
def test_get_listed_loans(self):
httpretty.register_uri(
method=httpretty.GET,
uri='/'.join([API_CONFIG['base_url'], API_CONFIG['version'], 'loans/listing']),
body=json.dumps({"loans": "Listed Loans"})
)
response = self.lc_connection.get_listed_loans()
self.assertEqual(response.json()['loans'], 'Listed Loans')
self.assertEqual(response.status_code, 200)
@httpretty.activate
def test_get_balance(self):
httpretty.register_uri(
method=httpretty.GET,
uri='/'.join([API_CONFIG['base_url'],
API_CONFIG['version'],
'accounts/123/availablecash']),
body=json.dumps({"availableCash": 10})
)
response = self.lc_connection.get_balance()
self.assertEqual(response.json()["availableCash"], 10)
self.assertEqual(response.status_code, 200)
@httpretty.activate
def test_get_loans_owned(self):
httpretty.register_uri(
method=httpretty.GET,
uri='/'.join([API_CONFIG['base_url'],
API_CONFIG['version'],
'accounts/123/notes']),
body=json.dumps({"notes": []})
)
response = self.lc_connection.get_loans_owned()
self.assertEqual(response.json()["notes"], [])
self.assertEqual(response.status_code, 200)
@httpretty.activate
def test_submit_order(self):
expected_body = {
"orderInstructId": 10,
"loanId": "XYZ",
"requestedAmount": 25,
"investedAmount": 25,
"execution_status": "ORDER_FULFILLED"
}
httpretty.register_uri(
method=httpretty.POST,
uri='/'.join([API_CONFIG['base_url'],
API_CONFIG['version'],
'accounts/123/orders']),
body=json.dumps(expected_body)
)
response = self.lc_connection.submit_order(
loan_ids=['XYZ', 'sss'],
loan_amounts=[25, 25],
portfolio_id=0,
safe_mode=False
)
self.assertEqual(response.json(), expected_body)
self.assertEqual(response.status_code, 200)
def test_safe_mode(self):
response = self.lc_connection.submit_order(
loan_ids=['XYZ', 'sss'],
loan_amounts=[25, 25],
portfolio_id='testing',
safe_mode=True
)
self.assertIs(response, None)
def setUp(self):
self.lc_connection = LendingClubConnection(authorization='topsecret', investor_id='123')
def __init__(self, note_model, authorization, investor_id, logger=None):
self.note_model = note_model
self.lc_connection = LendingClubConnection(authorization=authorization,
investor_id=investor_id)
self.logger = logger