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34 lines
970 B
Python
34 lines
970 B
Python
def get_allowed(group, symbol, direction):
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"""
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Determine whether the trade is allowed according to the Asset Groups
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linked to the strategy.
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"""
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# TODO: figure out what to do with direction
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allowed = group.allowed
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if not isinstance(allowed, dict):
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return False
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if symbol not in allowed:
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return True
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return allowed[symbol]
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def check_asset_aggregation(value, trigger_above, trigger_below):
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"""
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Check if the value is within the bounds of the aggregation
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"""
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# If both are defined
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if trigger_above is not None and trigger_below is not None:
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if value > trigger_above and value < trigger_below:
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return True
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return False
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if trigger_below is not None:
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if value < trigger_below:
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# Value is less than lower bound, match
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return True
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if trigger_above is not None:
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if value > trigger_above:
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return True
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return False
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