def __init__(self, trading_mode, trader, sub_portfolio_percent):
AbstractTradingModeCreator.__init__(self, trading_mode)
Initializable.__init__(self)
self.trader = trader
self.parent_portfolio = self.trader.get_portfolio()
self.sub_portfolio = SubPortfolio(self.trading_mode.config, self.trader, self.parent_portfolio,
sub_portfolio_percent)
def __init__(self, trading_mode, trader, sub_portfolio_percent):
super().__init__(trading_mode)
self.trader = trader
self.parent_portfolio = self.trader.get_portfolio()
self.sub_portfolio = SubPortfolio(self.trading_mode.config,
self.trader, self.parent_portfolio,
sub_portfolio_percent)
class AbstractTradingModeCreatorWithBot(AbstractTradingModeCreator):
__metaclass__ = ABCMeta
def __init__(self, trading_mode, trader, sub_portfolio_percent):
super().__init__(trading_mode)
self.trader = trader
self.parent_portfolio = self.trader.get_portfolio()
self.sub_portfolio = SubPortfolio(self.trading_mode.config,
self.trader, self.parent_portfolio,
sub_portfolio_percent)
@abstractmethod
def create_new_order(self, eval_note, symbol, exchange, trader, portfolio,
state):
raise NotImplementedError("create_new_order not implemented")
def get_trader(self):
return self.trader
def get_parent_portfolio(self):
return self.parent_portfolio
def get_sub_portfolio(self):
return self.sub_portfolio
# Can be overwritten
def can_create_order(self, symbol, exchange, state, portfolio):
return super().can_create_order(symbol, exchange, state,
self.get_portfolio())
# force portfolio update
def get_portfolio(self, force_update=False):
if force_update:
self.sub_portfolio.update_from_parent()
return self.sub_portfolio
def init_default():
config = load_test_config()
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 1)
portfolio_inst = Portfolio(config, trader_inst)
trader_inst.stop_order_manager()
sub_portfolio_inst = SubPortfolio(config, trader_inst, portfolio_inst, TestSubPortfolio.DEFAULT_PERCENT)
return config, portfolio_inst, exchange_inst, trader_inst, sub_portfolio_inst
async def test_get_currency_multiple_sub_portfolio(self):
config, portfolio_inst, _, trader_inst, _ = await self.init_default()
sub_portfolio_inst_2 = SubPortfolio(config, trader_inst, portfolio_inst, 0.2)
await sub_portfolio_inst_2.initialize()
sub_portfolio_inst_3 = SubPortfolio(config, trader_inst, portfolio_inst, 0.1)
await sub_portfolio_inst_3.initialize()
sub_portfolio_inst_4 = SubPortfolio(config, trader_inst, portfolio_inst, 0.7)
await sub_portfolio_inst_4.initialize()
assert sub_portfolio_inst_2.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10 * 0.2
assert sub_portfolio_inst_2.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10 * 0.2
assert sub_portfolio_inst_2.get_currency_portfolio("NANO", Portfolio.TOTAL) == 0
assert sub_portfolio_inst_3.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10 * 0.1
assert sub_portfolio_inst_3.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10 * 0.1
assert sub_portfolio_inst_3.get_currency_portfolio("NANO", Portfolio.TOTAL) == 0
assert sub_portfolio_inst_4.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10 * 0.7
assert sub_portfolio_inst_4.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10 * 0.7
assert sub_portfolio_inst_4.get_currency_portfolio("NANO", Portfolio.TOTAL) == 0
def test_get_currency_multiple_sub_portfolio(self):
config, portfolio_inst, exchange_inst, trader_inst, sub_portfolio_inst = self.init_default(
)
sub_portfolio_inst_2 = SubPortfolio(config, trader_inst,
portfolio_inst, 0.2)
sub_portfolio_inst_3 = SubPortfolio(config, trader_inst,
portfolio_inst, 0.1)
sub_portfolio_inst_4 = SubPortfolio(config, trader_inst,
portfolio_inst, 0.7)
assert sub_portfolio_inst_2.get_currency_portfolio(
"BTC", Portfolio.AVAILABLE) == 10 * 0.2
assert sub_portfolio_inst_2.get_currency_portfolio(
"BTC", Portfolio.TOTAL) == 10 * 0.2
assert sub_portfolio_inst_2.get_currency_portfolio(
"NANO", Portfolio.TOTAL) == 0
assert sub_portfolio_inst_3.get_currency_portfolio(
"BTC", Portfolio.AVAILABLE) == 10 * 0.1
assert sub_portfolio_inst_3.get_currency_portfolio(
"BTC", Portfolio.TOTAL) == 10 * 0.1
assert sub_portfolio_inst_3.get_currency_portfolio(
"NANO", Portfolio.TOTAL) == 0
assert sub_portfolio_inst_4.get_currency_portfolio(
"BTC", Portfolio.AVAILABLE) == 10 * 0.7
assert sub_portfolio_inst_4.get_currency_portfolio(
"BTC", Portfolio.TOTAL) == 10 * 0.7
assert sub_portfolio_inst_4.get_currency_portfolio(
"NANO", Portfolio.TOTAL) == 0