Write tests for asset filter

core/migrations/0057_alter_assetgroup_account_and_more.py

@@ -1,7 +1,7 @@
 # Generated by Django 4.1.6 on 2023-02-11 18:17
 
-from django.db import migrations, models
 import django.db.models.deletion
+from django.db import migrations, models
 
 
 class Migration(migrations.Migration):

core/models.py

@@ -412,7 +412,9 @@ class AssetGroup(models.Model):
     description = models.TextField(null=True, blank=True)
 
     # Account for checking pairs on children if specified
-    account = models.ForeignKey(Account, on_delete=models.PROTECT, null=True, blank=True)
+    account = models.ForeignKey(
+        Account, on_delete=models.PROTECT, null=True, blank=True
+    )
 
     # Dict like {"RUB": True, "USD": False}
     allowed = models.JSONField(null=True, blank=True, default=dict)

core/tests/trading/test_assetfilter.py

@@ -0,0 +1,28 @@
+from django.test import TestCase
+
+from core.trading.assetfilter import get_allowed
+from core.models import AssetGroup, User
+
+class AssetfilterTestCase(TestCase):
+    def setUp(self):
+        self.user = User.objects.create_user(
+            username="testuser",
+            email="test@example.com",
+        )
+        self.group = AssetGroup.objects.create(
+            user=self.user,
+            name="Group1",
+            description="Test group",
+        )
+
+
+    def test_get_allowed(self):
+        """
+        Test that the asset filter works.
+        """
+        self.group.allowed = {"EUR_USD": True, "EUR_GBP": False}
+        self.assertTrue(get_allowed(self.group, "EUR_USD", "buy"))
+        self.assertFalse(get_allowed(self.group, "EUR_GBP", "sell"))
+
+        # Default true
+        self.assertTrue(get_allowed(self.group, "nonexistent", "sell"))

core/trading/assetfilter.py

@@ -1,7 +1,14 @@
-def get_allowed(strategy, symbol, direction):
+def get_allowed(group, symbol, direction):
     """
     Determine whether the trade is allowed according to the Asset Groups
     linked to the strategy.
     """
+    # TODO: figure out what to do with direction
 
-    # asset_group = strategy.
+    allowed = group.allowed
+    if not isinstance(allowed, dict):
+        return False
+    if symbol not in allowed:
+        return True
+
+    return allowed[symbol]

core/trading/market.py

@@ -326,8 +326,15 @@ def execute_strategy(callback, strategy, func):
     price_bound = round(price_bound, display_precision)
 
     # Callback now verified
+
+    # Check against the asset groups
     if func == "entry":
+        if strategy.assetgroup is not None:
             allowed = assetfilter.get_allowed(strategy, symbol, direction)
+            if not allowed:
+                log.debug(f"Asset trading not allowed for {strategy}: {symbol}")
+                return
+
     if func == "exit":
         check_exit = crossfilter(account, symbol, direction, func)
         if check_exit is None: