Implement asset rules as Asset Group children objects

app/urls.py

@@ -263,41 +263,25 @@ urlpatterns = [
         assets.AssetGroupDelete.as_view(),
         name="assetgroup_delete",
     ),
-    # Asset Restrictions
+    # Asset Rules
-    # 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
     path(
-        "assetfilter/<str:group_id>/flip/<str:symbol>/",
+        "assetrule/<str:type>/<str:group>/",
-        assets.AssetFilterFlip.as_view(),
+        assets.AssetRuleList.as_view(),
-        name="assetfilter_flip",
+        name="assetrules",
     ),
     path(
-        "assetfilter/<str:group_id>/delete/<str:symbol>/",
+        "assetrule/<str:type>/create/<str:group>/",
-        assets.AssetFilterDelete.as_view(),
+        assets.AssetRuleCreate.as_view(),
-        name="assetfilter_delete",
+        name="assetrule_create",
     ),
     path(
-        "assetfilter/<str:type>/view/<str:group_id>/",
+        "assetrule/<str:type>/update/<str:group>/<str:pk>/",
-        assets.AssetFilterList.as_view(),
+        assets.AssetRuleUpdate.as_view(),
-        name="assetfilters",
+        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)

core/forms.py

@@ -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",
+            "when_no_data",
-            "trigger_below",
+            "when_no_match",
-            "trigger_above",
+            "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.",
+            "when_no_data": "The action to take when no webhooks have been received for an asset.",
-            "trigger_below": "Trigger when the aggregation is below this value.",
+            "when_no_match": "The action to take when there were no matches last callback for an asset.",
-            "trigger_above": "Trigger when the aggregation is above this value.",
+            "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:
-#     class Meta:
+        model = AssetRule
-#         model = AssetRestriction
+        fields = (
-#         fields = (
+            "asset",
-#             "name",
+            "aggregation",
-#             "description",
+            "value",
-#             "pairs",
+            "status",
-#             "pairs_parsed",
+            "trigger_below",
-#         )
+            "trigger_above",
-#         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

core/migrations/0061_assetrule.py

@@ -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)),
+            ],
+        ),
+    ]

core/migrations/0062_alter_assetrule_status.py

@@ -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),
+        ),
+    ]

core/migrations/0063_alter_assetrule_unique_together.py

@@ -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')},
+        ),
+    ]

core/migrations/0064_remove_assetgroup_aggregation_and_more.py

@@ -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',
+        ),
+    ]

core/migrations/0065_assetgroup_when_bearish_assetgroup_when_bullish_and_more.py

@@ -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),
+        ),
+    ]

core/models.py

@@ -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(
+    when_no_data = models.IntegerField(choices=MAPPING_CHOICES, default=7)
-        choices=AGGREGATION_CHOICES, max_length=255, default="none"
+    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)
+    when_bullish = models.IntegerField(choices=MAPPING_CHOICES, default=2)
-    trigger_above = models.FloatField(null=True, blank=True)
+    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):
+        asset_rule_total = AssetRule.objects.filter(group=self).count()
-            truthy_values = [x for x in self.allowed.values() if x is True]
+        asset_rule_positive = AssetRule.objects.filter(group=self, status=2).count()
-            return f"{len(truthy_values)}/{len(self.allowed)}"
+        return f"{asset_rule_positive}/{asset_rule_total}"
 
 
-# class AssetRestriction(models.Model):
+class AssetRule(models.Model):
-#     user = models.ForeignKey(User, on_delete=models.CASCADE)
+    user = models.ForeignKey(User, on_delete=models.CASCADE)
-#     name = models.CharField(max_length=255)
+    asset = models.CharField(max_length=64)
-#     description = models.TextField(null=True, blank=True)
+    group = models.ForeignKey(AssetGroup, on_delete=models.CASCADE)
-#     pairs = models.CharField(max_length=4096, null=True, blank=True)
+    aggregation = models.CharField(
-#     pairs_parsed = models.JSONField(null=True, blank=True, default=list)
+        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)
+    # Ensure that the asset is unique per group
-
+    class Meta:
-#     group = models.ForeignKey(
+        unique_together = ("asset", "group")
-#         AssetGroup, on_delete=models.CASCADE, null=True, blank=True
-#     )

core/templates/partials/assetgroup-list.html

@@ -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 }}"}'
+            href="{% url 'assetrules' type='page' group=item.id %}">
-            hx-get="{% url 'assetfilters' type=type group_id=item.id %}"
-            hx-trigger="click"
-            hx-target="#{{ type }}s-here"
-            hx-swap="innerHTML">
             {{ item.matches }}
           </a>
         </td>

core/templates/partials/assetrule-list.html

@@ -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>asset</th>
-      <th>description</th>
-      <th>pairs</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.asset }}</td>
-        <td>{{ item.description }}</td>
-        <td>{{ item.pairs_parsed|length }}</td>
         <td>{{ item.group }}</td>
-        <td>
+        <td>{{ item.get_aggregation_display }}</td>
-          <a
+        <td>{{ item.value }}</td>
-            class="has-text-grey"
+        <td>{{ item.get_original_status_display }}</td>
-            onclick="window.prompt('Copy to clipboard: Ctrl+C, Enter', '{{settings.URL}}/{{settings.ASSET_PATH}}/{{ item.webhook_id }}/');">
+        <td>{{ item.get_status_display }}</td>
-            <span class="icon" data-tooltip="Copy to clipboard">
+        <td>{{ item.trigger_above }}</td>
-              <i class="fa-solid fa-copy" aria-hidden="true"></i>
+        <td>{{ item.trigger_below }}</td>
-            </span>
-          </a>
-        </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"

core/tests/trading/test_assetfilter.py

@@ -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.asset_rule = AssetRule.objects.create(
-        self.group.save()
+            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.asset_rule = AssetRule.objects.create(
-        self.group.save()
+            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
-            )
+            ),
-        )
+            3,  # Prohibited
-
-        # Test outside bounds
-        self.assertFalse(
-            assetfilter.check_asset_aggregation(
-                1.0, trigger_above=2.0, trigger_below=3.0
-            )
         )
 
         # 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
         )

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:
+    base_rule = AssetRule.objects.filter(group=group, asset=base).first()
-        if not allowed[base]:
+    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:
+    quote_rule = AssetRule.objects.filter(group=group, asset=quote).first()
-        if not allowed[quote]:
+    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
+            # Prohibited
-            return True
+            return 3
     if trigger_above is not None:
         if value > trigger_above:
-            return True
+            # Permitted
-    return False
+            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

core/views/assets.py

@@ -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 mixins.views import AbortSave, ObjectCreate, ObjectDelete, ObjectList, ObjectUpdate
-from django.views import View
-from mixins.views import (
-    ObjectCreate,
-    ObjectDelete,
-    ObjectList,
-    ObjectNameMixin,
-    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.forms import AssetGroupForm, AssetRuleForm
-from core.models import AssetGroup  # , AssetRestriction
+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:
+class AssetRulesPermissionMixin:
-#     # Check the user has permission to view the asset group
+    # Check the user has permission to view the asset group
-#     # We have a user check on the AssetRestriction, but we need to check the
+    # We have a user check on the AssetRestriction, but we need to check the
-#     # AssetGroup as well
+    # AssetGroup as well
-#     def set_extra_args(self, user):
+    def set_extra_args(self, user):
-#         self.extra_permission_args = {
+        self.extra_permission_args = {
-#             "group__user": user,
+            "group__user": user,
-#             "group__pk": self.kwargs["group"],
+            "group__pk": self.kwargs["group"],
-#         }
+        }
 
 
-# class AssetRestrictionList(
+class AssetRuleList(LoginRequiredMixin, AssetRulesPermissionMixin, ObjectList):
-#     LoginRequiredMixin, AssetRestrictionsPermissionMixin, ObjectList
+    list_template = "partials/assetrule-list.html"
-# ):
+    model = AssetRule
-#     list_template = "partials/assetrestriction-list.html"
+    page_title = "List of asset rules"
-#     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."
-#     )
 
-#     list_url_name = "assetrestrictions"
+    list_url_name = "assetrules"
-#     list_url_args = ["type", "group"]
+    list_url_args = ["type", "group"]
 
-#     submit_url_name = "assetrestriction_create"
+    submit_url_name = "assetrule_create"
-#     submit_url_args = ["type", "group"]
+    submit_url_args = ["type", "group"]
 
 
-# class AssetRestrictionCreate(
+class AssetRuleCreate(LoginRequiredMixin, AssetRulesPermissionMixin, ObjectCreate):
-#     LoginRequiredMixin, AssetRestrictionsPermissionMixin, ObjectCreate
+    model = AssetRule
-# ):
+    form_class = AssetRuleForm
-#     model = AssetRestriction
-#     form_class = AssetRestrictionForm
 
-#     submit_url_name = "assetrestriction_create"
+    submit_url_name = "assetrule_create"
-#     submit_url_args = ["type", "group"]
+    submit_url_args = ["type", "group"]
 
-#     def form_invalid(self, form):
+    def form_valid(self, form):
-#         """If the form is invalid, render the invalid form."""
+        """If the form is invalid, render the invalid form."""
-#         return self.get(self.request, **self.kwargs, form=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):
+    def pre_save_mutate(self, user, obj):
-#         try:
+        try:
-#             assetgroup = AssetGroup.objects.get(pk=self.kwargs["group"], user=user)
+            assetgroup = AssetGroup.objects.get(pk=self.kwargs["group"], user=user)
-#             obj.group = assetgroup
+            obj.group = assetgroup
-#         except AssetGroup.DoesNotExist:
+        except AssetGroup.DoesNotExist:
-#             log.error(f"Asset Group {self.kwargs['group']} does not exist")
+            log.error(f"Asset Group {self.kwargs['group']} does not exist")
-#             raise AbortSave("asset group does not exist or you don't have access")
+            raise AbortSave("asset group does not exist or you don't have access")
 
 
-# class AssetRestrictionUpdate(
+class AssetRuleUpdate(LoginRequiredMixin, AssetRulesPermissionMixin, ObjectUpdate):
-#     LoginRequiredMixin, AssetRestrictionsPermissionMixin, ObjectUpdate
+    model = AssetRule
-# ):
+    form_class = AssetRuleForm
-#     model = AssetRestriction
-#     form_class = AssetRestrictionForm
 
-#     submit_url_name = "assetrestriction_update"
+    submit_url_name = "assetrule_update"
-#     submit_url_args = ["type", "pk", "group"]
+    submit_url_args = ["type", "pk", "group"]
 
 
-# class AssetRestrictionDelete(
+class AssetRuleDelete(LoginRequiredMixin, AssetRulesPermissionMixin, ObjectDelete):
-#     LoginRequiredMixin, AssetRestrictionsPermissionMixin, ObjectDelete
+    model = AssetRule
-# ):
-#     model = AssetRestriction
 
 
 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"]:
-            if "aggs" in request.data["meta"]:
+            aggs = request.data["meta"]["aggs"]
-                aggs = request.data["meta"]["aggs"]
+            # TODO: support more aggregations
-                if group.aggregation in aggs:
+            if len(aggs) != 1:
-                    if "value" in aggs[group.aggregation]:
+                log.error(
-                        value = aggs[group.aggregation]["value"]
+                    f"Asset API {webhook_id} has an invalid number of aggregations"
-                        print("YES AVG", value)
+                )
-                        is_match = assetfilter.check_asset_aggregation(
+                return HttpResponse(status=status.HTTP_400_BAD_REQUEST)
-                            value, group.trigger_above, group.trigger_below
+            first_agg_key = list(aggs.keys())[0]
-                        )
+            if "value" in aggs[first_agg_key]:
-                        print("YES AVG IS MATCH", is_match)
+                aggregation = first_agg_key
+                value = aggs[first_agg_key]["value"]
 
         for asset in new_assets:
-            group.allowed[asset] = is_match is True or None
+            asset_rule, _ = AssetRule.objects.get_or_create(
-        group.save()
+                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

core/views/hooks.py

@@ -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!"

core/views/limits.py

@@ -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"

core/views/risk.py

@@ -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"]

core/views/signals.py

@@ -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."
     )

core/views/trades.py

@@ -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."