def positions(self):
"""
Returns net positions of campaign on last date
:return:
"""
net_positions = {}
for exo_name, exo_exposure in self.exo_positions(date=None).items():
# Load information about EXO positions
exo_data = self._datasource.exostorage.load_exo(exo_name)
if exo_data is not None:
# Get EXO's assets positions
exo_pos = Position.get_position_qty(exo_data, self._datasource)
for assetname, pos_dict in exo_pos.items():
# Escape special MongoDB keys chars in key names
asset_name_safe = assetname.replace('.', '_').replace('$', '_')
position = net_positions.setdefault(asset_name_safe, {'asset': pos_dict['asset'], 'qty': 0.0, 'prev_qty': 0.0})
# Multiply EXO position by campaign exposure
position['qty'] += pos_dict['qty'] * exo_exposure['exposure']
position['prev_qty'] += float('nan')
else:
warnings.warn("EXO data not found for " + exo_name)
return net_positions
def test_get_position_qty_current_position(self):
pos = Position()
#
# Do sanity checks
#
self.assertEqual(EXO_POS_DICT_TEST['transactions'][-1]['date'],
pd.Timestamp("2016-09-14T12:45:00"))
self.assertEqual(EXO_POS_DICT_TEST['transactions'][0]['date'],
pd.Timestamp("2011-06-01T12:45:00"))
p = pos.get_position_qty(EXO_POS_DICT_TEST, None)
self.assertEqual(p["100006570"]['qty'], 1.0)
self.assertEqual(p["100006570"]['value'], 105925.0)
self.assertEqual(p["203147944"]['qty'], 1.0)
self.assertEqual(p["203147944"]['value'], 2067.81315840769)
self.assertEqual(p["203147442"]['qty'], -1.0)
self.assertEqual(p["203147442"]['value'], -2611.56510629721)
self.assertEqual(p["203148813"]['qty'], 1.0)
self.assertEqual(p["203148813"]['value'], 3013.95208628632)
