OctoBot-Trading 2.3.26__tar.gz → 2.3.27__tar.gz

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/CHANGELOG.md

@@ -4,6 +4,12 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [2.3.27] - 2023-03-16
+### Added
+- [Portfolio] indirect currency valuation
+### Fixed
+- [Portfolio] price initialisation
+
 ## [2.3.26] - 2023-03-15
 ### Added
 - [Orders] storage system to keep track of groups, chained orders, entries and tags

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.3.26
+Version: 2.3.27
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -17,7 +17,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.3.26](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.3.27](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/OctoBot_Trading.egg-info/SOURCES.txt

@@ -349,6 +349,8 @@ octobot_trading/personal_data/portfolios/portfolio_value_holder.pxd
 octobot_trading/personal_data/portfolios/portfolio_value_holder.py
 octobot_trading/personal_data/portfolios/sub_portfolio.pxd
 octobot_trading/personal_data/portfolios/sub_portfolio.py
+octobot_trading/personal_data/portfolios/value_converter.pxd
+octobot_trading/personal_data/portfolios/value_converter.py
 octobot_trading/personal_data/portfolios/assets/__init__.pxd
 octobot_trading/personal_data/portfolios/assets/__init__.py
 octobot_trading/personal_data/portfolios/assets/future_asset.pxd
@@ -592,6 +594,7 @@ tests/personal_data/portfolios/test_portfolio.py
 tests/personal_data/portfolios/test_portfolio_manager.py
 tests/personal_data/portfolios/test_portfolio_profitability.py
 tests/personal_data/portfolios/test_portfolio_value_holder.py
+tests/personal_data/portfolios/test_value_converter.py
 tests/personal_data/portfolios/assets/__init__.py
 tests/personal_data/portfolios/assets/test_future_asset.py
 tests/personal_data/portfolios/assets/test_margin_asset.py

{OctoBot-Trading-2.3.26/OctoBot_Trading.egg-info → OctoBot-Trading-2.3.27}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.3.26
+Version: 2.3.27
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -17,7 +17,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.3.26](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.3.27](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.3.26](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.3.27](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.3.26"  # major.minor.revision
+VERSION = "2.3.27"  # major.minor.revision

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/api/profitability.py

@@ -45,7 +45,7 @@ def get_current_crypto_currency_value(exchange_manager, currency) -> decimal.Dec
         try:
             # try using last prices by trading pair
             return exchange_manager.exchange_personal_data.portfolio_manager. \
-                portfolio_value_holder.convert_currency_value_using_last_prices(
+                portfolio_value_holder.value_converter.convert_currency_value_using_last_prices(
                     constants.ONE,
                     currency,
                     exchange_manager.exchange_personal_data.portfolio_manager.reference_market
@@ -65,4 +65,5 @@ def get_reference_market(config) -> str:
 
 def get_initializing_currencies_prices(exchange_manager) -> set:
     return set() if exchange_manager.exchange_personal_data.portfolio_manager is None else \
-        exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.initializing_symbol_prices
+        exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.\
+        value_converter.initializing_symbol_prices

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/errors.py

@@ -200,6 +200,12 @@ class MissingPriceDataError(Exception):
     """
 
 
+class PendingPriceDataError(Exception):
+    """
+    Raised when a price info is waiting to be updated
+    """
+
+
 class UnreachableExchange(Exception):
     """
     Raised when an exchange cant be reached (likely when it's offline)

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/config/exchange_config_data.pxd

@@ -25,7 +25,6 @@ cdef class ExchangeConfig(util.Initializable):
 
     cdef public list traded_symbol_pairs
     cdef public list traded_symbols
-    cdef public list all_config_symbol_pairs
     cdef public list watched_pairs
     cdef public list available_required_time_frames
     cdef public list traded_time_frames

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/config/exchange_config_data.py

@@ -45,9 +45,6 @@ class ExchangeConfig(util.Initializable):
         # Same as traded_symbol_pairs but with parsed symbols
         self.traded_symbols = []
 
-        # list of exchange supported pairs from self.config (used to initialize evaluators and more)
-        self.all_config_symbol_pairs = []
-
         # list of exchange supported pairs on which we want to collect data through updaters or websocket
         self.watched_pairs = []
 
@@ -172,7 +169,6 @@ class ExchangeConfig(util.Initializable):
             octobot_commons.symbols.parse_symbol(symbol)
             for symbol in traded_symbol_pairs_set
         ]
-        self.all_config_symbol_pairs = list(existing_pairs)
 
         # only add self.traded_symbol_pairs to watched pairs as not every existing_pairs are being collected
         self.watched_pairs = copy.deepcopy(self.traded_symbol_pairs)

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/exchange_manager.py

@@ -297,7 +297,7 @@ class ExchangeManager(util.Initializable):
             "trading_modes": str([tm.get_name() for tm in self.trading_modes]),
             "traded_time_frames": str(self.exchange_config.traded_time_frames),
             "watched_pairs": str(self.exchange_config.watched_pairs),
-            "all_config_symbol_pairs": str(self.exchange_config.all_config_symbol_pairs),
+            "traded_symbol_pairs": str(self.exchange_config.traded_symbol_pairs),
         }
 
     def __str__(self):

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/exchanges.py

@@ -26,8 +26,6 @@ class ExchangeConfiguration:
         self.id = exchange_manager.id
         self.matrix_id = matrix_id
         # use only enabled currencies
-        # use exchange_manager.exchange_config.all_config_symbol_pairs to get all pairs regardless of whether they
-        # are activated in config
         self.symbols = exchange_manager.exchange_config.traded_symbol_pairs
         self.symbols_by_crypto_currencies = exchange_manager.exchange_config.traded_cryptocurrencies
         self.real_time_time_frames = exchange_manager.exchange_config.real_time_time_frames

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/personal_data/__init__.py

@@ -122,6 +122,7 @@ from octobot_trading.personal_data.portfolios import (
     BalanceProfitabilityChannel,
     SubPortfolio,
     PortfolioManager,
+    ValueConverter,
     PortfolioValueHolder,
     FuturePortfolio,
     MarginPortfolio,
@@ -328,6 +329,7 @@ __all__ = [
     "BalanceProfitabilityChannel",
     "SubPortfolio",
     "PortfolioManager",
+    "ValueConverter",
     "PortfolioValueHolder",
     "FuturePortfolio",
     "MarginPortfolio",

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/personal_data/portfolios/__init__.pxd

@@ -44,6 +44,14 @@ from octobot_trading.personal_data.portfolios cimport portfolio_manager
 from octobot_trading.personal_data.portfolios.portfolio_manager cimport (
     PortfolioManager,
 )
+from octobot_trading.personal_data.portfolios cimport value_converter
+from octobot_trading.personal_data.portfolios.value_converter cimport (
+    ValueConverter,
+)
+from octobot_trading.personal_data.portfolios cimport portfolio_value_holder
+from octobot_trading.personal_data.portfolios.portfolio_value_holder cimport (
+    PortfolioValueHolder,
+)
 from octobot_trading.personal_data.portfolios cimport types
 from octobot_trading.personal_data.portfolios.types cimport (
     FuturePortfolio,
@@ -82,6 +90,8 @@ __all__ = [
     "BalanceProfitabilityChannel",
     "SubPortfolio",
     "PortfolioManager",
+    "ValueConverter",
+    "PortfolioValueHolder",
     "FuturePortfolio",
     "MarginPortfolio",
     "SpotPortfolio",

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/personal_data/portfolios/__init__.py

@@ -38,6 +38,7 @@ from octobot_trading.personal_data.portfolios import portfolio_factory
 from octobot_trading.personal_data.portfolios import portfolio_profitability
 from octobot_trading.personal_data.portfolios import sub_portfolio
 from octobot_trading.personal_data.portfolios import portfolio_manager
+from octobot_trading.personal_data.portfolios import value_converter
 from octobot_trading.personal_data.portfolios import portfolio_value_holder
 from octobot_trading.personal_data.portfolios import types
 from octobot_trading.personal_data.portfolios import portfolio_util
@@ -56,6 +57,9 @@ from octobot_trading.personal_data.portfolios.sub_portfolio import (
 from octobot_trading.personal_data.portfolios.portfolio_manager import (
     PortfolioManager,
 )
+from octobot_trading.personal_data.portfolios.value_converter import (
+    ValueConverter,
+)
 from octobot_trading.personal_data.portfolios.portfolio_value_holder import (
     PortfolioValueHolder,
 )
@@ -98,6 +102,7 @@ __all__ = [
     "BalanceProfitabilityChannel",
     "SubPortfolio",
     "PortfolioManager",
+    "ValueConverter",
     "PortfolioValueHolder",
     "FuturePortfolio",
     "MarginPortfolio",

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/personal_data/portfolios/history/historical_portfolio_value_manager.py

@@ -297,12 +297,25 @@ class HistoricalPortfolioValueManager(util.Initializable):
         # last chance: try to get any usable value from portfolio value holder (not accurate since used the intermediary
         # asset might also have changed in price since the time it was recorded)
         for currency in historical_value.get_currencies():
-            for pair in self.portfolio_manager.portfolio_value_holder.last_prices_by_trading_pair:
+            quantity = historical_value.get(currency)
+            # 1. try from pairs with price
+            for pair in self.portfolio_manager.portfolio_value_holder.value_converter.last_prices_by_trading_pair:
                 base_and_quote = symbol_util.parse_symbol(pair).base_and_quote()
                 if currency in base_and_quote and target_currency in base_and_quote:
-                    return self.portfolio_manager.portfolio_value_holder.convert_currency_value_using_last_prices(
-                        historical_value.get(currency), currency, target_currency
+                    return self.portfolio_manager.portfolio_value_holder.value_converter\
+                        .convert_currency_value_using_last_prices(
+                            historical_value.get(currency), currency, target_currency
+                        )
+            # 2. try from existing indirect pairs
+            try:
+                value = self.portfolio_manager.portfolio_value_holder.value_converter.\
+                    try_convert_currency_value_using_multiple_pairs(
+                        currency, target_currency, quantity, []
                     )
+                if value is not None:
+                    return value
+            except (errors.MissingPriceDataError, errors.PendingPriceDataError):
+                pass
         raise errors.MissingPriceDataError(f"no price data to evaluate {historical_value} on {target_currency}")
 
     def get_dict_historical_values(self):

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/personal_data/portfolios/portfolio_manager.py

@@ -154,7 +154,7 @@ class PortfolioManager(util.Initializable):
     async def update_historical_portfolio_values(self):
         if self.historical_portfolio_value_manager is None or \
            not self.portfolio_value_holder.current_crypto_currencies_values or \
-           self.portfolio_value_holder.initializing_symbol_prices:
+           self.portfolio_value_holder.value_converter.initializing_symbol_prices:
             # initializing symbol prices, impossible to get an accurate portfolio value for now
             return
         try:
@@ -310,5 +310,6 @@ class PortfolioManager(util.Initializable):
         Clear portfolio manager objects
         """
         self.portfolio_profitability = None
+        self.portfolio_value_holder.clear()
         self.portfolio_value_holder = None
         self.historical_portfolio_value_manager = None

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/personal_data/portfolios/portfolio_profitability.pxd

@@ -16,9 +16,6 @@
 #  License along with this library.
 
 
-""" Order class will represent an open order in the specified exchange
-In simulation it will also define rules to be filled / canceled
-It is also use to store creation & fill values of the order """
 cimport octobot_trading.personal_data.portfolios.portfolio_manager as portfolio_manager
 cimport octobot_trading.personal_data.portfolios.portfolio_value_holder as portfolio_value_holder
 

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/personal_data/portfolios/portfolio_profitability.py

@@ -137,9 +137,9 @@ class PortfolioProfitability:
     def _init_traded_currencies_without_market_specific(self):
         """
         Initialize traded currencies without market specific set
-        Use exchange_config.all_config_symbol_pairs to take every config pair into account including disabled ones
+        Use exchange_config.traded_symbols to take every config pair into account except disabled ones
         """
         self.traded_currencies_without_market_specific = set(
             symbol_util.parse_symbol(pair).base
-            for pair in self.portfolio_manager.exchange_manager.exchange_config.all_config_symbol_pairs
+            for pair in self.portfolio_manager.exchange_manager.exchange_config.traded_symbol_pairs
         )

{OctoBot-Trading-2.3.26 → OctoBot-Trading-2.3.27}/octobot_trading/personal_data/portfolios/portfolio_value_holder.pxd

@@ -16,11 +16,9 @@
 #  License along with this library.
 
 
-""" Order class will represent an open order in the specified exchange
-In simulation it will also define rules to be filled / canceled
-It is also use to store creation & fill values of the order """
 cimport octobot_trading.personal_data.portfolios.portfolio as portfolio
 cimport octobot_trading.personal_data.portfolios.portfolio_manager as portfolio_manager
+cimport octobot_trading.personal_data.portfolios.value_converter as value_converter
 
 cdef class PortfolioValueHolder:
     cdef object logger
@@ -28,18 +26,14 @@ cdef class PortfolioValueHolder:
 
     cdef public object portfolio_origin_value
     cdef public object portfolio_current_value
+    cdef public value_converter.ValueConverter value_converter
 
-    cdef public dict last_prices_by_trading_pair
     cdef public dict origin_crypto_currencies_values
     cdef public dict current_crypto_currencies_values
-    cdef public set initializing_symbol_prices
-    cdef public set initializing_symbol_prices_pairs
 
     cdef public portfolio.Portfolio origin_portfolio
 
-    cdef set missing_currency_data_in_exchange
-
-    cdef portfolio_manager.PortfolioManager portfolio_manager
+    cdef public portfolio_manager.PortfolioManager portfolio_manager
 
     cpdef bint update_origin_crypto_currencies_values(self, str symbol, object mark_price)
     cpdef dict get_current_crypto_currencies_values(self)
@@ -47,20 +41,14 @@ cdef class PortfolioValueHolder:
     cpdef void reset_portfolio_values(self)
     cpdef object get_origin_portfolio_current_value(self, bint refresh_values=*)
     cpdef object handle_profitability_recalculation(self, bint force_recompute_origin_portfolio)
-    cpdef object convert_currency_value_using_last_prices(self, object quantity, str current_currency, str target_currency)
-    # cpdef object get_currency_holding_ratio(self, str currency)
+    cpdef void clear(self)
 
     cdef object _init_portfolio_values_if_necessary(self, bint force_recompute_origin_portfolio)
     cdef object _init_origin_portfolio_and_currencies_value(self)
     cdef object _update_portfolio_current_value(self, dict portfolio, dict currencies_values=*, bint fill_currencies_values=*)
     cdef void _fill_currencies_values(self, dict currencies_values)
     cdef dict _update_portfolio_and_currencies_current_value(self)
-    cdef object _check_currency_initialization(self, str currency, object currency_value)
     cdef void _recompute_origin_portfolio_initial_value(self)
-    cdef void _try_to_ask_ticker_missing_symbol_data(self, str currency, str symbol, str reversed_symbol)
-    cdef void _ask_ticker_data_for_currency(self, list symbols_to_add)
-    cdef void _inform_no_matching_symbol(self, str currency)
-    cdef object _has_price_data(self, str symbol) # return object to propagate exceptions
     cdef object _evaluate_config_crypto_currencies_and_portfolio_values(self,
                                                                 dict portfolio,
                                                                 bint ignore_missing_currency_data=*)
@@ -76,6 +64,3 @@ cdef class PortfolioValueHolder:
                                                     bint ignore_missing_currency_data)
     cdef object _evaluate_portfolio_value(self, dict portfolio, dict currencies_values=*)
     cdef bint _should_currency_be_considered(self, str currency, dict portfolio, bint ignore_missing_currency_data)
-    # cdef object _evaluate_value(self, str currency, object quantity, bint raise_error=*)
-    # cdef object _try_get_value_of_currency(self, str currency, object quantity, bint raise_error)
-    # cdef object _get_currency_value(self, dict portfolio, str currency, dict currencies_values=*, bint raise_error=*)