Implement asset rules as Asset Group children objects

core/trading/assetfilter.py

@@ -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