Amend asset filter matching to be more explicit
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9e22abe057
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89ef8408e6
GPG Key ID:
5ACFCEED46C0904F
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@ -22,13 +22,12 @@ class AssetfilterTestCase(TestCase):
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Test that the asset filter works on negative aggregations.
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"""
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# We have negative news about EUR
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=3,
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)
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self.asset_rule.save()
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# This means that:
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# * base == EUR: long is not allowed, short is allowed
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@ -47,18 +46,156 @@ class AssetfilterTestCase(TestCase):
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# Test that short on quote of EUR is not allowed
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self.assertFalse(assetfilter.get_allowed(self.group, "USD", "EUR", "short"))
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def test_get_allowed_base_not_listed(self):
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self.group.when_no_data = 7 # Always deny
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self.group.save()
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="JPY",
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status=6, # Always allow
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)
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self.assertFalse(assetfilter.get_allowed(self.group, "XAG", "JPY", "long"))
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def test_get_allowed_quote_not_listed(self):
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self.group.when_no_data = 7
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self.group.save()
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="JPY",
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status=6,
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)
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self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
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def test_get_allowed_paranoid_success(self):
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"""
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Test that when we request explicit checking of both base and quote,
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it works.
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"""
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self.group.when_no_data = 7
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self.group.save()
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="JPY",
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status=6,
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)
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="XAG",
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status=6,
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)
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self.assertTrue(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
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def test_get_allowed_paranoid_success_direction(self):
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"""
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Test that when we request explicit checking of both base and quote,
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and specify a direction, it works.
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"""
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self.group.when_no_data = 7
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self.group.save()
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="JPY",
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status=2, # Positive
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)
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="XAG",
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status=3, # Negative
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)
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self.assertTrue(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
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def test_get_allowed_paranoid_fail_direction(self):
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"""
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Test that when we request explicit checking of both base and quote,
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and specify a direction, it works.
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"""
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self.group.when_no_data = 7
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self.group.save()
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="JPY",
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status=3, # Negative
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)
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="XAG",
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status=2, # Positive
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)
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self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
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def test_get_allowed_paranoid_fail_direction_short(self):
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"""
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Test that when we request explicit checking of both base and quote,
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and specify a direction, it works.
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"""
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self.group.when_no_data = 7
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self.group.save()
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="JPY",
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status=2, # Positive
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)
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="XAG",
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status=3, # Negative
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)
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self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "short"))
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def test_get_allowed_mixed_sentiment(self):
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"""
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Test that deny is hit before allow.
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"""
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="JPY",
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status=6, # Always allow
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)
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="XAG",
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status=7, # Always deny
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)
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self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "short"))
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self.assertFalse(assetfilter.get_allowed(self.group, "XAG", "JPY", "short"))
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self.assertFalse(assetfilter.get_allowed(self.group, "JPY", "XAG", "long"))
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self.assertFalse(assetfilter.get_allowed(self.group, "XAG", "JPY", "long"))
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def test_get_allowed_permitted(self):
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"""
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Test that the asset filter works on positive aggregations.
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"""
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# We have positive news about EUR
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=2,
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)
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self.asset_rule.save()
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# This means that:
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# * base == EUR: long is allowed, short is not allowed
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@ -78,80 +215,74 @@ class AssetfilterTestCase(TestCase):
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self.assertFalse(assetfilter.get_allowed(self.group, "USD", "EUR", "long"))
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def test_get_allowed_no_data(self):
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=0,
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)
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self.asset_rule.save()
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self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
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def test_get_allowed_no_data_prohibited(self):
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self.group.when_no_data = 7
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self.group.save()
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=0,
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)
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self.asset_rule.save()
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self.assertFalse(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
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def test_get_allowed_no_match(self):
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=1,
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)
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self.asset_rule.save()
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self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
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def test_get_allowed_no_aggregation(self):
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=4,
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)
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self.asset_rule.save()
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self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
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def test_get_allowed_not_in_bounds(self):
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=5,
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)
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self.asset_rule.save()
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self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
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def test_get_allowed_always_allow(self):
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=6,
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)
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self.asset_rule.save()
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self.assertTrue(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
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def test_get_allowed_always_deny(self):
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self.asset_rule = AssetRule.objects.create(
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AssetRule.objects.create(
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user=self.user,
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group=self.group,
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asset="EUR",
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status=7,
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)
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self.asset_rule.save()
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self.assertFalse(assetfilter.get_allowed(self.group, "EUR", "USD", "long"))
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@ -13,44 +13,66 @@ def get_allowed(group, base, quote, side):
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# If our base has allowed == False, we can only short it, or long the quote
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base_rule = AssetRule.objects.filter(group=group, asset=base).first()
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if base_rule:
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mapped_status = update_status_from_mappings(base_rule.status, group)
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if mapped_status == 6:
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# Always allow
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return True
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elif mapped_status == 7:
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# Always deny
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return False
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elif mapped_status == 3:
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if side == "long":
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return False
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elif mapped_status == 2:
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if side == "short":
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return False
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# If our quote has allowed == False, we can only long it, or short the base
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quote_rule = AssetRule.objects.filter(group=group, asset=quote).first()
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if quote_rule:
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mapped_status = update_status_from_mappings(quote_rule.status, group)
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if mapped_status == 6:
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# Always allow
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return True
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elif mapped_status == 7:
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# Always deny
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return False
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elif mapped_status == 3:
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if side == "short":
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return False
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elif mapped_status == 2:
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if side == "long":
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return False
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if not base_rule and not quote_rule:
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if all([x is None for x in [base_rule, quote_rule]]):
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# Neither side has data, we can't check any group statuses
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if group.when_no_data == 7:
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# Always deny
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return False
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elif group.when_no_data == 6:
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# Always allow
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return True
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# Translate statuses, depending on the group's definitions
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if base_rule:
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base_mapped_status = update_status_from_mappings(base_rule.status, group)
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if quote_rule:
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quote_mapped_status = update_status_from_mappings(quote_rule.status, group)
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# Check for deny first
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if base_rule:
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if base_mapped_status == 7:
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# Always deny
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return False
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elif base_mapped_status == 3:
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if side == "long":
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return False
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elif base_mapped_status == 2:
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if side == "short":
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return False
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if quote_rule:
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if quote_mapped_status == 7:
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# Always deny
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return False
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elif quote_mapped_status == 3:
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if side == "short":
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return False
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elif quote_mapped_status == 2:
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if side == "long":
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return False
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# Only one side does not have data
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if any([x is None for x in [base_rule, quote_rule]]):
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if group.when_no_data == 7:
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# Always deny
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return False
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elif group.when_no_data == 6:
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# Always allow
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return True
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# Check for explicit allow
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if base_rule:
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if base_mapped_status == 6:
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# Always allow
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return True
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if quote_rule:
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if quote_mapped_status == 6:
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# Always allow
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return True
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return True
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