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Amend asset filter matching to be more explicit

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This commit is contained in:
Mark Veidemanis
2023-02-20 07:20:01 +00:00
parent 9e22abe057
commit 89ef8408e6
2 changed files with 201 additions and 48 deletions
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167
core/tests/trading/test_assetfilter.py
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@@ -22,13 +22,12 @@ class AssetfilterTestCase(TestCase):
Test that the asset filter works on negative aggregations.
"""
# We have negative news about EUR
self.asset_rule = AssetRule.objects.create(
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
@@ -47,18 +46,156 @@ 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_base_not_listed(self):
self.group.when_no_data = 7 # Always deny
self.group.save()
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="JPY",
status=6, # Always allow
)
self.assertFalse(assetfilter.get_allowed(self.group, "XAG", "JPY", "long"))
def test_get_allowed_quote_not_listed(self):
self.group.when_no_data = 7
self.group.save()
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="JPY",
status=6,
)
self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
def test_get_allowed_paranoid_success(self):
"""
Test that when we request explicit checking of both base and quote,
it works.
"""
self.group.when_no_data = 7
self.group.save()
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="JPY",
status=6,
)
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="XAG",
status=6,
)
self.assertTrue(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
def test_get_allowed_paranoid_success_direction(self):
"""
Test that when we request explicit checking of both base and quote,
and specify a direction, it works.
"""
self.group.when_no_data = 7
self.group.save()
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="JPY",
status=2, # Positive
)
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="XAG",
status=3, # Negative
)
self.assertTrue(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
def test_get_allowed_paranoid_fail_direction(self):
"""
Test that when we request explicit checking of both base and quote,
and specify a direction, it works.
"""
self.group.when_no_data = 7
self.group.save()
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="JPY",
status=3, # Negative
)
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="XAG",
status=2, # Positive
)
self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
def test_get_allowed_paranoid_fail_direction_short(self):
"""
Test that when we request explicit checking of both base and quote,
and specify a direction, it works.
"""
self.group.when_no_data = 7
self.group.save()
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="JPY",
status=2, # Positive
)
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="XAG",
status=3, # Negative
)
self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "short"))
def test_get_allowed_mixed_sentiment(self):
"""
Test that deny is hit before allow.
"""
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="JPY",
status=6, # Always allow
)
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="XAG",
status=7, # Always deny
)
self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "short"))
self.assertFalse(assetfilter.get_allowed(self.group, "XAG", "JPY", "short"))
self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
self.assertFalse(assetfilter.get_allowed(self.group, "XAG", "JPY", "long"))
def test_get_allowed_permitted(self):
"""
Test that the asset filter works on positive aggregations.
"""
# We have positive news about EUR
self.asset_rule = AssetRule.objects.create(
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
@@ -78,80 +215,74 @@ class AssetfilterTestCase(TestCase):
self.assertFalse(assetfilter.get_allowed(self.group, "USD", "EUR", "long"))
def test_get_allowed_no_data(self):
self.asset_rule = AssetRule.objects.create(
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_data_prohibited(self):
self.group.when_no_data = 7
self.group.save()
self.asset_rule = AssetRule.objects.create(
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=0,
)
self.asset_rule.save()
self.assertFalse(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_no_match(self):
self.asset_rule = AssetRule.objects.create(
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(
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(
AssetRule.objects.create(
user=self.user,
group=self.group,
asset="EUR",
status=5,
)
self.asset_rule.save()
self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
def test_get_allowed_always_allow(self):
self.asset_rule = AssetRule.objects.create(
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(
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"))