def test_trigger_should_not_trigger_if_tickers_are_different():
"""
When trigger is not for the same ticker as position, return False.
"""
trigger = schemas.Trigger(
0,
0,
ticker="TSLA",
reference=schemas.TriggerReference.PORTFOLIO.value,
threshold=0.05,
direction=schemas.Direction.INCREASE.value,
)
position = schemas.PortfolioPosition(
**{
"name": "Tesla",
"ticker": "BABA",
"current_price": 1000,
"candle_prices": None,
"portfolio_price": 900,
})
assert trigger.is_triggered(position) is False
def test_trigger_should_not_trigger_by_portfolio_price():
"""
When price dropped but not low enough.
"""
trigger = schemas.Trigger(
0,
0,
ticker="TSLA",
reference=schemas.TriggerReference.PORTFOLIO.value,
threshold=15,
direction=schemas.Direction.DECREASE.value,
)
position = schemas.PortfolioPosition(
**{
"name": "Tesla",
"ticker": "TSLA",
"current_price": 900,
"candle_prices": None,
"portfolio_price": 1000,
})
assert trigger.is_triggered(position) is False
def test_trigger_should_trigger_by_portfolio_price():
"""
When price spiked above desired one.
"""
trigger = schemas.Trigger(
0,
0,
ticker="TSLA",
reference=schemas.TriggerReference.PORTFOLIO.value,
threshold=5,
direction=schemas.Direction.INCREASE.value,
)
position = schemas.PortfolioPosition(
**{
"name": "Tesla",
"ticker": "TSLA",
"current_price": 1000,
"candle_prices": None,
"portfolio_price": 900,
})
assert trigger.is_triggered(position)
def test_trigger_should_trigger_for_general_ticker():
"""
When ticker value is not set, trigger should proceed normally.
"""
trigger = schemas.Trigger(
0,
0,
ticker=None,
reference=schemas.TriggerReference.PORTFOLIO.value,
threshold=0.05,
direction=schemas.Direction.INCREASE.value,
)
position = schemas.PortfolioPosition(
**{
"name": "Tesla",
"ticker": "BABA",
"current_price": 1000,
"candle_prices": None,
"portfolio_price": 900,
})
assert trigger.is_triggered(position)
def test_trigger_should_not_trigger_by_candle_price():
"""
When price spiked but not high enough.
"""
trigger = schemas.Trigger(
0,
0,
ticker="TSLA",
reference=schemas.CandleRange.CANDLE_1M.value,
threshold=15,
direction=schemas.Direction.INCREASE.value,
)
candle_prices = {"CANDLE_1D": 1000, "CANDLE_1W": 980, "CANDLE_1M": 900}
position = schemas.PortfolioPosition(
**{
"name": "Tesla",
"ticker": "TSLA",
"current_price": 1000,
"candle_prices": candle_prices,
"portfolio_price": None,
})
assert trigger.is_triggered(position) is False
def test_trigger_should_trigger_by_candle_price():
"""
When price dropped below desired one.
"""
trigger = schemas.Trigger(
0,
0,
ticker="TSLA",
reference=schemas.CandleRange.CANDLE_1D.value,
threshold=5,
direction=schemas.Direction.DECREASE.value,
)
candle_prices = {"CANDLE_1D": 1000, "CANDLE_1W": 980, "CANDLE_1M": 900}
position = schemas.PortfolioPosition(
**{
"name": "Tesla",
"ticker": "TSLA",
"current_price": 900,
"candle_prices": candle_prices,
"portfolio_price": None,
})
assert trigger.is_triggered(position)
def get_portfolio_positions_from_response(
response: tinvest.schemas.PortfolioResponse,
market_values: List[schemas.MarketValue],
) -> List[schemas.PortfolioPosition]:
portfolio_positions = []
for position in response.payload.positions:
# This probably corresponds to remaining USD balance on account
if position.ticker == "USD000UTSTOM":
continue
market_value = next(m for m in market_values if m.ticker == position.ticker)
portfolio_positions.append(
schemas.PortfolioPosition(
name=position.name,
ticker=position.ticker,
candle_prices={
"CANDLE_1D": market_value.candle_1d_price,
"CANDLE_1W": market_value.candle_1w_price,
"CANDLE_1M": market_value.candle_1m_price,
},
portfolio_price=float(position.average_position_price.value),
current_price=market_value.current_price,
)
)
return portfolio_positions