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Implement asset rules as Asset Group children objects

This commit is contained in:
Mark Veidemanis 2023-02-13 20:45:23 +00:00
parent b48af50620
commit 6ff5f718ba
Signed by: m
GPG Key ID: 5ACFCEED46C0904F
18 changed files with 565 additions and 349 deletions
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46
app/urls.py
View File

@ -263,41 +263,25 @@ urlpatterns = [
assets.AssetGroupDelete.as_view(),
name="assetgroup_delete",
),
# Asset Restrictions
# path(
# "restriction/<str:type>/<str:group>/",
# assets.AssetRestrictionList.as_view(),
# name="assetrestrictions",
# ),
# path(
# "restriction/<str:type>/create/<str:group>/",
# assets.AssetRestrictionCreate.as_view(),
# name="assetrestriction_create",
# ),
# path(
# "restriction/<str:type>/update/<str:group>/<str:pk>/",
# assets.AssetRestrictionUpdate.as_view(),
# name="assetrestriction_update",
# ),
# path(
# "restriction/<str:type>/delete/<str:group>/<str:pk>/",
# assets.AssetRestrictionDelete.as_view(),
# name="assetrestriction_delete",
# ),
# Asset group filters
# Asset Rules
path(
"assetfilter/<str:group_id>/flip/<str:symbol>/",
assets.AssetFilterFlip.as_view(),
name="assetfilter_flip",
"assetrule/<str:type>/<str:group>/",
assets.AssetRuleList.as_view(),
name="assetrules",
),
path(
"assetfilter/<str:group_id>/delete/<str:symbol>/",
assets.AssetFilterDelete.as_view(),
name="assetfilter_delete",
"assetrule/<str:type>/create/<str:group>/",
assets.AssetRuleCreate.as_view(),
name="assetrule_create",
),
path(
"assetfilter/<str:type>/view/<str:group_id>/",
assets.AssetFilterList.as_view(),
name="assetfilters",
"assetrule/<str:type>/update/<str:group>/<str:pk>/",
assets.AssetRuleUpdate.as_view(),
name="assetrule_update",
),
path(
"assetrule/<str:type>/delete/<str:group>/<str:pk>/",
assets.AssetRuleDelete.as_view(),
name="assetrule_delete",
),
] + static(settings.STATIC_URL, document_root=settings.STATIC_ROOT)

102
core/forms.py
View File

@ -7,6 +7,7 @@ from mixins.restrictions import RestrictedFormMixin
from .models import ( # AssetRestriction,
Account,
AssetGroup,
AssetRule,
Hook,
NotificationSettings,
RiskModel,
@ -308,85 +309,38 @@ class AssetGroupForm(RestrictedFormMixin, ModelForm):
fields = (
"name",
"description",
"aggregation",
"trigger_below",
"trigger_above",
"when_no_data",
"when_no_match",
"when_no_aggregation",
"when_not_in_bounds",
"when_bullish",
"when_bearish",
)
help_texts = {
"name": "Name of the asset group. Informational only.",
"description": "Description of the asset group. Informational only.",
"aggregation": "The aggregation method to use for this asset group.",
"trigger_below": "Trigger when the aggregation is below this value.",
"trigger_above": "Trigger when the aggregation is above this value.",
"when_no_data": "The action to take when no webhooks have been received for an asset.",
"when_no_match": "The action to take when there were no matches last callback for an asset.",
"when_no_aggregation": "The action to take when there is no defined aggregations for the asset.",
"when_not_in_bounds": "The action to take when the aggregation is not breaching either bound.",
"when_bullish": "The action to take when the asset is bullish.",
"when_bearish": "The action to take when the asset is bearish.",
}
def clean(self):
cleaned_data = super(AssetGroupForm, self).clean()
if "aggregation" in cleaned_data:
if cleaned_data["aggregation"] == "none":
if "trigger_below" in cleaned_data and cleaned_data["trigger_below"]:
self.add_error(
"trigger_below",
"You cannot specify a trigger below value when aggregation is set to none.",
)
return
if "trigger_above" in cleaned_data and cleaned_data["trigger_above"]:
self.add_error(
"trigger_above",
"You cannot specify a trigger above value when aggregation is set to none.",
)
return
else:
# Check if either trigger_below or trigger_above has been set
if not any(
[cleaned_data["trigger_below"], cleaned_data["trigger_above"]]
):
self.add_error(
"trigger_below",
"You must specify a trigger below and/or trigger above value when aggregation is set to anything other than none.",
)
self.add_error(
"trigger_above",
"You must specify a trigger below and/or trigger above value when aggregation is set to anything other than none.",
)
return
return cleaned_data
class AssetRuleForm(RestrictedFormMixin, ModelForm):
def __init__(self, *args, **kwargs):
super(AssetRuleForm, self).__init__(*args, **kwargs)
self.fields["value"].disabled = True
self.fields["aggregation"].disabled = True
# class AssetRestrictionForm(RestrictedFormMixin, ModelForm):
# class Meta:
# model = AssetRestriction
# fields = (
# "name",
# "description",
# "pairs",
# "pairs_parsed",
# )
# help_texts = {
# "name": "Name of the asset restriction group. Informational only.",
# "description": "Description of the asset restriction group. Informational only.",
# "pairs": "Comma-separated list of pairs to restrict when a webhook is received. This does nothing on its own.",
# }
# pairs_parsed = forms.BooleanField(widget=forms.HiddenInput, required=False)
# def clean(self):
# cleaned_data = super(AssetRestrictionForm, self).clean()
# if "pairs" in cleaned_data and cleaned_data["pairs"]:
# new_pairs = []
# pair_split = cleaned_data["pairs"].split(",")
# if not pair_split:
# self.add_error("pairs", "You must specify at least one pair.")
# return
# for pair in pair_split:
# if pair:
# new_pairs.append(pair.strip())
# else:
# self.add_error("pairs", f"You cannot have an empty pair: {pair}")
# return
# cleaned_data["pairs_parsed"] = new_pairs
# else:
# cleaned_data["pairs_parsed"] = {}
# return cleaned_data
class Meta:
model = AssetRule
fields = (
"asset",
"aggregation",
"value",
"status",
"trigger_below",
"trigger_above",
)

29
core/migrations/0061_assetrule.py Normal file
View File

@ -0,0 +1,29 @@
# Generated by Django 4.1.6 on 2023-02-13 18:56
import django.db.models.deletion
from django.conf import settings
from django.db import migrations, models
class Migration(migrations.Migration):
dependencies = [
('core', '0060_assetgroup_aggregation_assetgroup_trigger_above_and_more'),
]
operations = [
migrations.CreateModel(
name='AssetRule',
fields=[
('id', models.BigAutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')),
('asset', models.CharField(max_length=64)),
('aggregation', models.CharField(choices=[('none', 'None'), ('avg_sentiment', 'Average sentiment')], default='none', max_length=255)),
('value', models.FloatField(blank=True, null=True)),
('status', models.FloatField(choices=[(0, 'No data'), (1, 'No match'), (2, 'Positive'), (3, 'Negative')], default=0)),
('trigger_below', models.FloatField(blank=True, null=True)),
('trigger_above', models.FloatField(blank=True, null=True)),
('group', models.ForeignKey(on_delete=django.db.models.deletion.CASCADE, to='core.assetgroup')),
('user', models.ForeignKey(on_delete=django.db.models.deletion.CASCADE, to=settings.AUTH_USER_MODEL)),
],
),
]

18
core/migrations/0062_alter_assetrule_status.py Normal file
View File

@ -0,0 +1,18 @@
# Generated by Django 4.1.6 on 2023-02-13 18:59
from django.db import migrations, models
class Migration(migrations.Migration):
dependencies = [
('core', '0061_assetrule'),
]
operations = [
migrations.AlterField(
model_name='assetrule',
name='status',
field=models.IntegerField(choices=[(0, 'No data'), (1, 'No match'), (2, 'Positive'), (3, 'Negative')], default=0),
),
]

17
core/migrations/0063_alter_assetrule_unique_together.py Normal file
View File

@ -0,0 +1,17 @@
# Generated by Django 4.1.6 on 2023-02-13 19:03
from django.db import migrations
class Migration(migrations.Migration):
dependencies = [
('core', '0062_alter_assetrule_status'),
]
operations = [
migrations.AlterUniqueTogether(
name='assetrule',
unique_together={('asset', 'group')},
),
]

29
core/migrations/0064_remove_assetgroup_aggregation_and_more.py Normal file
View File

@ -0,0 +1,29 @@
# Generated by Django 4.1.6 on 2023-02-13 19:28
from django.db import migrations
class Migration(migrations.Migration):
dependencies = [
('core', '0063_alter_assetrule_unique_together'),
]
operations = [
migrations.RemoveField(
model_name='assetgroup',
name='aggregation',
),
migrations.RemoveField(
model_name='assetgroup',
name='allowed',
),
migrations.RemoveField(
model_name='assetgroup',
name='trigger_above',
),
migrations.RemoveField(
model_name='assetgroup',
name='trigger_below',
),
]

53
core/migrations/0065_assetgroup_when_bearish_assetgroup_when_bullish_and_more.py Normal file
View File

@ -0,0 +1,53 @@
# Generated by Django 4.1.6 on 2023-02-13 20:21
from django.db import migrations, models
class Migration(migrations.Migration):
dependencies = [
('core', '0064_remove_assetgroup_aggregation_and_more'),
]
operations = [
migrations.AddField(
model_name='assetgroup',
name='when_bearish',
field=models.IntegerField(choices=[(6, 'Ignore (no action)'), (-1, 'Default (no remapping)'), (2, 'Bullish'), (3, 'Bearish')], default=-1, max_length=255),
),
migrations.AddField(
model_name='assetgroup',
name='when_bullish',
field=models.IntegerField(choices=[(6, 'Ignore (no action)'), (-1, 'Default (no remapping)'), (2, 'Bullish'), (3, 'Bearish')], default=-1, max_length=255),
),
migrations.AddField(
model_name='assetgroup',
name='when_no_aggregation',
field=models.IntegerField(choices=[(6, 'Ignore (no action)'), (-1, 'Default (no remapping)'), (2, 'Bullish'), (3, 'Bearish')], default=-1, max_length=255),
),
migrations.AddField(
model_name='assetgroup',
name='when_no_data',
field=models.IntegerField(choices=[(6, 'Ignore (no action)'), (-1, 'Default (no remapping)'), (2, 'Bullish'), (3, 'Bearish')], default=-1, max_length=255),
),
migrations.AddField(
model_name='assetgroup',
name='when_no_match',
field=models.IntegerField(choices=[(6, 'Ignore (no action)'), (-1, 'Default (no remapping)'), (2, 'Bullish'), (3, 'Bearish')], default=-1, max_length=255),
),
migrations.AddField(
model_name='assetgroup',
name='when_not_in_bounds',
field=models.IntegerField(choices=[(6, 'Ignore (no action)'), (-1, 'Default (no remapping)'), (2, 'Bullish'), (3, 'Bearish')], default=-1, max_length=255),
),
migrations.AddField(
model_name='assetrule',
name='original_status',
field=models.IntegerField(choices=[(0, 'No data'), (1, 'No match'), (2, 'Bullish'), (3, 'Bearish'), (4, 'No aggregation'), (5, 'Not in bounds'), (6, 'No action')], default=0),
),
migrations.AlterField(
model_name='assetrule',
name='status',
field=models.IntegerField(choices=[(0, 'No data'), (1, 'No match'), (2, 'Bullish'), (3, 'Bearish'), (4, 'No aggregation'), (5, 'Not in bounds'), (6, 'No action')], default=0),
),
]

63
core/models.py
View File

@ -46,6 +46,24 @@ AGGREGATION_CHOICES = (
("avg_sentiment", "Average sentiment"),
)
STATUS_CHOICES = (
(0, "No data"),
(1, "No match"),
(2, "Bullish"),
(3, "Bearish"),
(4, "No aggregation"),
(5, "Not in bounds"),
(6, "Always allow"),
(7, "Always deny"),
)
MAPPING_CHOICES = (
(6, "Always allow"),
(7, "Always deny"),
(2, "Bullish"),
(3, "Bearish"),
)
class Plan(models.Model):
name = models.CharField(max_length=255, unique=True)
@ -416,16 +434,17 @@ class AssetGroup(models.Model):
description = models.TextField(null=True, blank=True)
# Dict like {"RUB": True, "USD": False}
allowed = models.JSONField(null=True, blank=True, default=dict)
# allowed = models.JSONField(null=True, blank=True, default=dict)
webhook_id = models.UUIDField(default=uuid.uuid4, editable=False, unique=True)
aggregation = models.CharField(
choices=AGGREGATION_CHOICES, max_length=255, default="none"
)
when_no_data = models.IntegerField(choices=MAPPING_CHOICES, default=7)
when_no_match = models.IntegerField(choices=MAPPING_CHOICES, default=6)
when_no_aggregation = models.IntegerField(choices=MAPPING_CHOICES, default=6)
when_not_in_bounds = models.IntegerField(choices=MAPPING_CHOICES, default=6)
trigger_below = models.FloatField(null=True, blank=True)
trigger_above = models.FloatField(null=True, blank=True)
when_bullish = models.IntegerField(choices=MAPPING_CHOICES, default=2)
when_bearish = models.IntegerField(choices=MAPPING_CHOICES, default=3)
def __str__(self):
return f"{self.name}"
@ -435,20 +454,24 @@ class AssetGroup(models.Model):
"""
Get the total number of matches for this group.
"""
if isinstance(self.allowed, dict):
truthy_values = [x for x in self.allowed.values() if x is True]
return f"{len(truthy_values)}/{len(self.allowed)}"
asset_rule_total = AssetRule.objects.filter(group=self).count()
asset_rule_positive = AssetRule.objects.filter(group=self, status=2).count()
return f"{asset_rule_positive}/{asset_rule_total}"
# class AssetRestriction(models.Model):
# user = models.ForeignKey(User, on_delete=models.CASCADE)
# name = models.CharField(max_length=255)
# description = models.TextField(null=True, blank=True)
# pairs = models.CharField(max_length=4096, null=True, blank=True)
# pairs_parsed = models.JSONField(null=True, blank=True, default=list)
class AssetRule(models.Model):
user = models.ForeignKey(User, on_delete=models.CASCADE)
asset = models.CharField(max_length=64)
group = models.ForeignKey(AssetGroup, on_delete=models.CASCADE)
aggregation = models.CharField(
choices=AGGREGATION_CHOICES, max_length=255, default="none"
)
value = models.FloatField(null=True, blank=True)
original_status = models.IntegerField(choices=STATUS_CHOICES, default=0)
status = models.IntegerField(choices=STATUS_CHOICES, default=0)
trigger_below = models.FloatField(null=True, blank=True)
trigger_above = models.FloatField(null=True, blank=True)
# webhook_id = models.UUIDField(default=uuid.uuid4, editable=False, unique=True)
# group = models.ForeignKey(
# AssetGroup, on_delete=models.CASCADE, null=True, blank=True
# )
# Ensure that the asset is unique per group
class Meta:
unique_together = ("asset", "group")

8
core/templates/partials/assetgroup-list.html
View File

@ -1,6 +1,6 @@
{% load cache %}
{% load cachalot cache %}
{% get_last_invalidation 'core.AssetGroup' as last %}
{% get_last_invalidation 'core.AssetGroup' 'core.AssetRule' as last %}
{% include 'mixins/partials/notify.html' %}
{% cache 600 objects_assetgroups request.user.id object_list last %}
<table
@ -27,11 +27,7 @@
<td>{{ item.description }}</td>
<td>
<a
hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
hx-get="{% url 'assetfilters' type=type group_id=item.id %}"
hx-trigger="click"
hx-target="#{{ type }}s-here"
hx-swap="innerHTML">
href="{% url 'assetrules' type='page' group=item.id %}">
{{ item.matches }}
</a>
</td>

44
core/templates/partials/assetrestriction-list.html → core/templates/partials/assetrule-list.html
View File

@ -1,8 +1,8 @@
{% load cache %}
{% load cachalot cache %}
{% get_last_invalidation 'core.AssetRestriction' as last %}
{% get_last_invalidation 'core.AssetRule' as last %}
{% include 'mixins/partials/notify.html' %}
{% cache 600 objects_assetrestrictions request.user.id object_list last %}
{% cache 600 objects_assetrules request.user.id object_list last %}
<table
class="table is-fullwidth is-hoverable"
hx-target="#{{ context_object_name }}-table"
@ -13,35 +13,37 @@
<thead>
<th>id</th>
<th>user</th>
<th>name</th>
<th>description</th>
<th>pairs</th>
<th>asset</th>
<th>group</th>
<th>hook</th>
<th>aggregation</th>
<th>value</th>
<th>original status</th>
<th>status</th>
<th>trigger above</th>
<th>trigger below</th>
<th>actions</th>
</thead>
{% for item in object_list %}
<tr>
<tr class="
{% if item.status == 2 %}has-background-success-light
{% elif item.status == 3 %}has-background-danger-light
{% elif item.status == 0 %}has-background-grey-light
{% endif %}">
<td>{{ item.id }}</td>
<td>{{ item.user }}</td>
<td>{{ item.name }}</td>
<td>{{ item.description }}</td>
<td>{{ item.pairs_parsed|length }}</td>
<td>{{ item.asset }}</td>
<td>{{ item.group }}</td>
<td>
<a
class="has-text-grey"
onclick="window.prompt('Copy to clipboard: Ctrl+C, Enter', '{{settings.URL}}/{{settings.ASSET_PATH}}/{{ item.webhook_id }}/');">
<span class="icon" data-tooltip="Copy to clipboard">
<i class="fa-solid fa-copy" aria-hidden="true"></i>
</span>
</a>
</td>
<td>{{ item.get_aggregation_display }}</td>
<td>{{ item.value }}</td>
<td>{{ item.get_original_status_display }}</td>
<td>{{ item.get_status_display }}</td>
<td>{{ item.trigger_above }}</td>
<td>{{ item.trigger_below }}</td>
<td>
<div class="buttons">
<button
hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
hx-get="{% url 'assetrestriction_update' type=type group=item.group.id pk=item.id %}"
hx-get="{% url 'assetrule_update' type=type group=item.group.id pk=item.id %}"
hx-trigger="click"
hx-target="#{{ type }}s-here"
hx-swap="innerHTML"
@ -54,7 +56,7 @@
</button>
<button
hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
hx-delete="{% url 'assetrestriction_delete' type=type group=item.group.id pk=item.id %}"
hx-delete="{% url 'assetrule_delete' type=type group=item.group.id pk=item.id %}"
hx-trigger="click"
hx-target="#modals-here"
hx-swap="innerHTML"

189
core/tests/trading/test_assetfilter.py
View File

@ -1,6 +1,6 @@
from django.test import TestCase
from core.models import AssetGroup, User
from core.models import AssetGroup, AssetRule, User
from core.trading import assetfilter
@ -16,13 +16,18 @@ class AssetfilterTestCase(TestCase):
description="Test group",
)
def test_get_allowed_negative(self):
def test_get_allowed_prohibited(self):
"""
Test that the asset filter works on negative aggregations.
"""
# We have negative news about EUR
self.group.allowed = {"EUR": False}
self.group.save()
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=3,
)
self.asset_rule.save()
# This means that:
# * base == EUR: long is not allowed, short is allowed
@ -41,13 +46,18 @@ class AssetfilterTestCase(TestCase):
# Test that short on quote of EUR is not allowed
self.assertFalse(assetfilter.get_allowed(self.group, "USD", "EUR", "short"))
def test_get_allowed_positive(self):
def test_get_allowed_permitted(self):
"""
Test that the asset filter works on positive aggregations.
"""
# We have positive news about EUR
self.group.allowed = {"EUR": True}
self.group.save()
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=2,
)
self.asset_rule.save()
# This means that:
# * base == EUR: long is allowed, short is not allowed
@ -66,69 +76,188 @@ class AssetfilterTestCase(TestCase):
# Test that long on quote of EUR is not allowed
self.assertFalse(assetfilter.get_allowed(self.group, "USD", "EUR", "long"))
def test_get_allowed_no_data(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=0,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_no_match(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=1,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_no_aggregation(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=4,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_not_in_bounds(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=5,
)
self.asset_rule.save()
def test_get_allowed_always_allow(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=6,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_always_deny(self):
self.asset_rule = AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=7,
)
self.asset_rule.save()
self.assertFalse(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_check_asset_aggregation(self):
"""
Test that the asset aggregation works.
"""
# Test within lower bound
self.assertTrue(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=None, trigger_below=2.0
)
),
3, # Prohibited
)
# Test within upper bound
self.assertTrue(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=0.0, trigger_below=None
)
),
2, # Permitted
)
# Test within bounds
self.assertTrue(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=0.0, trigger_below=2.0
)
)
# Test outside bounds
self.assertFalse(
assetfilter.check_asset_aggregation(
1.0, trigger_above=2.0, trigger_below=3.0
)
),
3, # Prohibited
)
# Test outside lower bound
self.assertFalse(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=None, trigger_below=0.0
)
),
5, # Not in bounds
)
# Test outside upper bound
self.assertFalse(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=2.0, trigger_below=None
)
),
5, # Not in bounds
)
# Test no bounds, just to be sure
self.assertFalse(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=None, trigger_below=None
)
),
4, # No aggregation
)
# Test both bounds, but inverted
self.assertFalse(
self.assertEqual(
assetfilter.check_asset_aggregation(
1.0, trigger_above=2.0, trigger_below=0.0
)
),
5, # Not in bounds
)
# Test within negative and positive bounds
self.assertTrue(
self.assertEqual(
assetfilter.check_asset_aggregation(
-1.0, trigger_above=-2.0, trigger_below=0.0
)
),
3, # Prohibited
)
def test_update_status_from_mappings_when_no_data(self):
self.group.when_no_data = 2 # Bullish
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(0, self.group),
2, # Bullish
)
def test_update_status_from_mappings_when_no_match(self):
self.group.when_no_match = 2
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(1, self.group),
2, # Bullish
)
def test_update_status_from_mappings_when_no_aggregation(self):
self.group.when_no_aggregation = 2
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(4, self.group),
2, # Bullish
)
def test_update_status_from_mappings_when_not_in_bounds(self):
self.group.when_not_in_bounds = 2
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(5, self.group),
2, # Bullish
)
def test_update_status_from_mappings_when_bullish(self):
self.group.when_bullish = 3 # Bearish
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(2, self.group),
3, # Bearish
)
def test_update_status_from_mappings_when_bearish(self):
self.group.when_bearish = 2 # Bullish
self.group.save()
self.assertEqual(
assetfilter.update_status_from_mappings(3, self.group),
2, # Bullish
)

74
core/trading/assetfilter.py
View File

@ -1,3 +1,6 @@
from core.models import AssetRule
def get_allowed(group, base, quote, direction):
"""
Determine whether the trade is allowed according to the group.
@ -8,25 +11,35 @@ def get_allowed(group, base, quote, direction):
:param direction: The direction of the trade
"""
allowed = group.allowed
if not isinstance(allowed, dict):
return False
# If our base has allowed == False, we can only short it, or long the quote
if base in allowed:
if not allowed[base]:
base_rule = AssetRule.objects.filter(group=group, asset=base).first()
if base_rule:
if base_rule.status == 6:
# Always allow
return True
elif base_rule.status == 7:
# Always deny
return False
elif base_rule.status == 3:
if direction == "long":
return False
else:
elif base_rule.status == 2:
if direction == "short":
return False
# If our quote has allowed == False, we can only long it, or short the base
if quote in allowed:
if not allowed[quote]:
quote_rule = AssetRule.objects.filter(group=group, asset=quote).first()
if quote_rule:
if quote_rule.status == 6:
# Always allow
return True
elif quote_rule.status == 7:
# Always deny
return False
elif quote_rule.status == 3:
if direction == "short":
return False
else:
elif quote_rule.status == 2:
if direction == "long":
return False
@ -40,16 +53,39 @@ def check_asset_aggregation(value, trigger_above, trigger_below):
:param trigger_above: Only trigger if the value is above this
:param trigger_below: Only trigger if the value is below this
"""
# If both are defined
if trigger_above is not None and trigger_below is not None:
if value > trigger_above and value < trigger_below:
return True
return False
if trigger_below is not None:
if value < trigger_below:
# Value is less than lower bound, match
return True
# Prohibited
return 3
if trigger_above is not None:
if value > trigger_above:
return True
return False
# Permitted
return 2
# Neither is defined, so we match
if not any(x is not None for x in [trigger_above, trigger_below]):
# No aggregation
return 4
# Not in bounds
return 5
def update_status_from_mappings(status, asset_group):
if status == 0:
if asset_group.when_no_data > -1:
return asset_group.when_no_data
elif status == 1:
if asset_group.when_no_match > -1:
return asset_group.when_no_match
elif status == 2:
if asset_group.when_bullish > -1:
return asset_group.when_bullish
elif status == 3:
if asset_group.when_bearish > -1:
return asset_group.when_bearish
elif status == 4:
if asset_group.when_no_aggregation > -1:
return asset_group.when_no_aggregation
elif status == 5:
if asset_group.when_not_in_bounds > -1:
return asset_group.when_not_in_bounds
return status

230
core/views/assets.py
View File

@ -1,22 +1,15 @@
import json
from django.contrib.auth.mixins import LoginRequiredMixin
from django.db import IntegrityError
from django.http import HttpResponse
from django.shortcuts import render
from django.views import View
from mixins.views import (
ObjectCreate,
ObjectDelete,
ObjectList,
ObjectNameMixin,
ObjectUpdate,
)
from mixins.views import AbortSave, ObjectCreate, ObjectDelete, ObjectList, ObjectUpdate
from rest_framework import status
from rest_framework.parsers import JSONParser
from rest_framework.views import APIView
from core.forms import AssetGroupForm # , AssetRestrictionForm
from core.models import AssetGroup # , AssetRestriction
from core.forms import AssetGroupForm, AssetRuleForm
from core.models import AssetGroup, AssetRule
from core.trading import assetfilter
from core.util import logs
@ -55,73 +48,69 @@ class AssetGroupDelete(LoginRequiredMixin, ObjectDelete):
model = AssetGroup
# Asset Restrictions
# Asset Rules
# class AssetRestrictionsPermissionMixin:
# # Check the user has permission to view the asset group
# # We have a user check on the AssetRestriction, but we need to check the
# # AssetGroup as well
# def set_extra_args(self, user):
# self.extra_permission_args = {
# "group__user": user,
# "group__pk": self.kwargs["group"],
# }
class AssetRulesPermissionMixin:
# Check the user has permission to view the asset group
# We have a user check on the AssetRestriction, but we need to check the
# AssetGroup as well
def set_extra_args(self, user):
self.extra_permission_args = {
"group__user": user,
"group__pk": self.kwargs["group"],
}
# class AssetRestrictionList(
# LoginRequiredMixin, AssetRestrictionsPermissionMixin, ObjectList
# ):
# list_template = "partials/assetrestriction-list.html"
# model = AssetRestriction
# page_title = "List of asset restrictions. Linked to asset groups."
# page_subtitle = (
# "Allows API calls to permit or prohibit trading on defined currency pairs."
# )
class AssetRuleList(LoginRequiredMixin, AssetRulesPermissionMixin, ObjectList):
list_template = "partials/assetrule-list.html"
model = AssetRule
page_title = "List of asset rules"
# list_url_name = "assetrestrictions"
# list_url_args = ["type", "group"]
list_url_name = "assetrules"
list_url_args = ["type", "group"]
# submit_url_name = "assetrestriction_create"
# submit_url_args = ["type", "group"]
submit_url_name = "assetrule_create"
submit_url_args = ["type", "group"]
# class AssetRestrictionCreate(
# LoginRequiredMixin, AssetRestrictionsPermissionMixin, ObjectCreate
# ):
# model = AssetRestriction
# form_class = AssetRestrictionForm
class AssetRuleCreate(LoginRequiredMixin, AssetRulesPermissionMixin, ObjectCreate):
model = AssetRule
form_class = AssetRuleForm
# submit_url_name = "assetrestriction_create"
# submit_url_args = ["type", "group"]
submit_url_name = "assetrule_create"
submit_url_args = ["type", "group"]
# def form_invalid(self, form):
# """If the form is invalid, render the invalid form."""
# return self.get(self.request, **self.kwargs, form=form)
def form_valid(self, form):
"""If the form is invalid, render the invalid form."""
try:
return super().form_valid(form)
except IntegrityError as e:
if "UNIQUE constraint failed" in str(e):
form.add_error("asset", "Asset rule already exists")
return self.form_invalid(form)
else:
raise e
# def pre_save_mutate(self, user, obj):
# try:
# assetgroup = AssetGroup.objects.get(pk=self.kwargs["group"], user=user)
# obj.group = assetgroup
# except AssetGroup.DoesNotExist:
# log.error(f"Asset Group {self.kwargs['group']} does not exist")
# raise AbortSave("asset group does not exist or you don't have access")
def pre_save_mutate(self, user, obj):
try:
assetgroup = AssetGroup.objects.get(pk=self.kwargs["group"], user=user)
obj.group = assetgroup
except AssetGroup.DoesNotExist:
log.error(f"Asset Group {self.kwargs['group']} does not exist")
raise AbortSave("asset group does not exist or you don't have access")
# class AssetRestrictionUpdate(
# LoginRequiredMixin, AssetRestrictionsPermissionMixin, ObjectUpdate
# ):
# model = AssetRestriction
# form_class = AssetRestrictionForm
class AssetRuleUpdate(LoginRequiredMixin, AssetRulesPermissionMixin, ObjectUpdate):
model = AssetRule
form_class = AssetRuleForm
# submit_url_name = "assetrestriction_update"
# submit_url_args = ["type", "pk", "group"]
submit_url_name = "assetrule_update"
submit_url_args = ["type", "pk", "group"]
# class AssetRestrictionDelete(
# LoginRequiredMixin, AssetRestrictionsPermissionMixin, ObjectDelete
# ):
# model = AssetRestriction
class AssetRuleDelete(LoginRequiredMixin, AssetRulesPermissionMixin, ObjectDelete):
model = AssetRule
class AssetGroupAPI(APIView):
@ -164,7 +153,6 @@ class AssetGroupAPI(APIView):
return HttpResponse(status=status.HTTP_400_BAD_REQUEST)
topic = request.data["topic"]
print("YES TOPIC", topic)
new_assets = []
assets_split = topic.split(",")
if not assets_split:
@ -176,88 +164,46 @@ class AssetGroupAPI(APIView):
else:
log.error(f"Asset API {webhook_id} asset {asset} is not an asset")
return HttpResponse(status=status.HTTP_400_BAD_REQUEST)
print("YES PAIRS", new_assets)
aggregation = "none"
value = None
# Check if we have lower/upper bounds
if group.aggregation != "none":
if "aggs" in request.data["meta"]:
aggs = request.data["meta"]["aggs"]
if group.aggregation in aggs:
if "value" in aggs[group.aggregation]:
value = aggs[group.aggregation]["value"]
print("YES AVG", value)
is_match = assetfilter.check_asset_aggregation(
value, group.trigger_above, group.trigger_below
)
print("YES AVG IS MATCH", is_match)
if "aggs" in request.data["meta"]:
aggs = request.data["meta"]["aggs"]
# TODO: support more aggregations
if len(aggs) != 1:
log.error(
f"Asset API {webhook_id} has an invalid number of aggregations"
)
return HttpResponse(status=status.HTTP_400_BAD_REQUEST)
first_agg_key = list(aggs.keys())[0]
if "value" in aggs[first_agg_key]:
aggregation = first_agg_key
value = aggs[first_agg_key]["value"]
for asset in new_assets:
group.allowed[asset] = is_match is True or None
group.save()
asset_rule, _ = AssetRule.objects.get_or_create(
group=group, user=group.user, asset=asset
)
if is_match:
# Make our own is_match based on the aggregations
is_match = assetfilter.check_asset_aggregation(
value, asset_rule.trigger_above, asset_rule.trigger_below
)
else:
# No matches
is_match = None
asset_rule.aggregation = aggregation
if value:
asset_rule.value = value
if is_match is not None:
our_status = is_match
else:
our_status = 1
asset_rule.original_status = our_status
asset_rule.status = assetfilter.update_status_from_mappings(
our_status, group
)
asset_rule.save()
return HttpResponse(status=status.HTTP_200_OK)
# Asset group allowed field
class AssetFilterList(LoginRequiredMixin, ObjectList):
list_template = "partials/asset-filter-list.html"
page_title = "List of asset filters."
page_subtitle = None
context_object_name_singular = "asset filter"
context_object_name = "asset filters"
list_url_name = "assetfilters"
list_url_args = ["type", "group_id"]
def get_queryset(self, **kwargs):
group_id = kwargs.get("group_id", None)
self.extra_context = {"group_id": group_id}
try:
group = AssetGroup.objects.get(id=group_id, user=self.request.user)
except AssetGroup.DoesNotExist:
context = {"message": "Asset group does not exist", "class": "danger"}
return self.render_to_response(context)
return group.allowed
class AssetFilterFlip(LoginRequiredMixin, ObjectNameMixin, View):
template_name = "mixins/partials/notify.html"
model = AssetGroup
def get(self, request, group_id, symbol):
try:
group = AssetGroup.objects.get(id=group_id, user=request.user)
except AssetGroup.DoesNotExist:
context = {"message": "Asset group does not exist", "class": "danger"}
return render(request, self.template_name, context)
if symbol not in group.allowed:
context = {"message": "Asset filter does not exist", "class": "danger"}
return render(request, self.template_name, context)
group.allowed[symbol] = not group.allowed[symbol]
group.save()
context = {"message": "Asset filter updated", "class": "success"}
response = render(request, self.template_name, context)
response["HX-Trigger"] = "assetgroupEvent"
return response
class AssetFilterDelete(LoginRequiredMixin, ObjectNameMixin, View):
template_name = "mixins/partials/notify.html"
model = AssetGroup
def delete(self, request, group_id, symbol):
try:
group = AssetGroup.objects.get(id=group_id, user=request.user)
except AssetGroup.DoesNotExist:
context = {"message": "Asset group does not exist", "class": "danger"}
return render(request, self.template_name, context)
if symbol not in group.allowed:
context = {"message": "Asset filter does not exist", "class": "danger"}
return render(request, self.template_name, context)
del group.allowed[symbol]
group.save()
context = {"message": "Asset filter deleted", "class": "success"}
response = render(request, self.template_name, context)
response["HX-Trigger"] = "assetgroupEvent"
return response

2
core/views/hooks.py
View File

@ -147,7 +147,7 @@ class HookList(LoginRequiredMixin, ObjectList):
# window_content = "window-content/hooks.html"
list_template = "partials/hook-list.html"
model = Hook
page_title = "List of active URL endpoints for receiving hooks."
page_title = "List of active URL endpoints for receiving hooks"
page_subtitle = (
"Add URLs here to receive Drakdoo callbacks. "
"Make then unique and hard to guess!"

4
core/views/limits.py
View File

@ -19,7 +19,7 @@ log = logs.get_logger(__name__)
# Trend directions
class TrendDirectionList(LoginRequiredMixin, ObjectList):
list_template = "partials/trend-direction-list.html"
page_title = "List of trend directions for a strategy."
page_title = "List of trend directions for a strategy"
page_subtitle = None
context_object_name_singular = "trend direction"
@ -86,7 +86,7 @@ class TrendDirectionDelete(LoginRequiredMixin, ObjectNameMixin, View):
class TradingTimeList(LoginRequiredMixin, ObjectList):
list_template = "partials/trading-time-list.html"
model = TradingTime
page_title = "List of allowed trading times. Used as options for a strategy."
page_title = "List of allowed trading times, used as options for a strategy"
page_subtitle = "Add times here in order to permit trading."
list_url_name = "tradingtimes"

2
core/views/risk.py
View File

@ -11,7 +11,7 @@ log = logs.get_logger(__name__)
class RiskList(LoginRequiredMixin, ObjectList):
list_template = "partials/risk-list.html"
model = RiskModel
page_title = "List of risk management strategies. Linked to accounts."
page_title = "List of risk management strategies, linked to accounts"
list_url_name = "risks"
list_url_args = ["type"]

2
core/views/signals.py
View File

@ -11,7 +11,7 @@ log = logs.get_logger(__name__)
class SignalList(LoginRequiredMixin, ObjectList):
list_template = "partials/signal-list.html"
model = Signal
page_title = "List of signals. Linked to hooks and strategies."
page_title = "List of signals, linked to hooks and strategies"
page_subtitle = (
"Link signals you have defined in Drakdoo to their corresponding hooks."
)

2
core/views/trades.py
View File

@ -59,7 +59,7 @@ class TradeList(LoginRequiredMixin, OTPRequiredMixin, ObjectList):
list_template = "partials/trade-list.html"
model = Trade
page_title = (
"List of bot and manual trades. This may not reflect actual live trades."
"List of bot and manual trades, this may not reflect actual live trades"
)
page_subtitle = "Trades deleted here will not be closed on the exchange."