def test_save_and_load_portfolio_storage_in_influxdb(
influx_database: InfluxDBClient):
storage = PortfolioSnapshotInnoDbStorage(influx_database)
storage.save(
PortfolioSnapshot(DUMMY_TIME, DUMMY_MARKET, DUMMY_ORDER_ID,
STRATEGY_RUN_ID, [
Balance(DUMMY_MARKET, 'USD', Decimal('500')),
Balance(DUMMY_MARKET, 'BTC', Decimal('0.5')),
]))
result = storage.get_for_order(DUMMY_ORDER_ID)
assert isinstance(result, PortfolioSnapshot)
assert DUMMY_ORDER_ID == result.order_id
assert 2 == len(result.balances)
assert 'USD' in list(map(lambda balance: balance.currency,
result.balances))
assert 'BTC' in list(map(lambda balance: balance.currency,
result.balances))
assert Decimal('500') in list(
map(lambda balance: balance.available_amount, result.balances))
assert Decimal('0.5') in list(
map(lambda balance: balance.available_amount, result.balances))
snapshots = storage.get_for_strategy_run(STRATEGY_RUN_ID)
assert isinstance(snapshots[str(DUMMY_ORDER_ID)], PortfolioSnapshot)
def get_balance(self, currency: str) -> Balance:
currency = self._convert_currency_code_to_bittrex_format(currency)
result = self._client_v2.get_balance(currency)
self._validate_result(result)
return Balance(self.name, currency,
Decimal(result['result']['Available']))
def get_balances(self) -> List[Balance]:
result = self._client_v2.get_balances()
self._validate_result(result)
return list(
map(
lambda data: Balance(
self.name,
self._normalize_currency_code(data['Balance']['Currency']),
Decimal(data['Balance']['Available'])), result['result']))
def test_serialize_portfolio_snapshot():
snapshot = PortfolioSnapshot(
DUMMY_TIME, DUMMY_MARKET, DUMMY_ORDER_ID, STRATEGY_RUN_ID, [
Balance(DUMMY_MARKET, 'USD', Decimal('500')),
Balance(DUMMY_MARKET, 'BTC', Decimal('0.5')),
])
assert {
'balances': [{
'available_amount': '500',
'currency': 'USD'
}, {
'available_amount': '0.5',
'currency': 'BTC'
}],
'market_name':
'dummy_market',
'order_id':
'16fd2706-8baf-433b-82eb-8c7fada847db',
'strategy_run_id':
'99fd2706-8baf-433b-82eb-8c7fada847ff',
'time':
'2017-01-02T03:04:05+00:00'
} == serialize_portfolio_snapshot(snapshot)
def _create_platform_snapshot_from_serialized(
row: Dict) -> PortfolioSnapshot:
balances: List[Balance] = []
market_name = row['market_name']
for key, value in row.items():
if value is None:
value = '0'
if key not in [
'order_id', 'time', 'strategy_run_id', 'market_name'
]:
balances.append(Balance(market_name, key, Decimal(value)))
time = dateutil.parser.parse(
row['time']).replace(tzinfo=datetime.timezone.utc)
return PortfolioSnapshot(time, market_name, UUID(row['order_id']),
UUID(row['strategy_run_id']), balances)
def get_balances(self) -> List[Balance]:
result = []
for currency, available_amount in self._balances.items():
result.append(Balance(self.name, currency, available_amount))
return result
def get_balance(self, currency: str) -> Balance:
if currency not in self._balances:
self._balances[currency] = Decimal('0')
return Balance(self._name, currency, self._balances[currency])