[Portfolio] Refactor creation

octobot_trading/data_manager/portfolio_manager.py

@@ -17,7 +17,8 @@
 from octobot_trading.channels.exchange_channel import get_chan
 from octobot_trading.constants import CONFIG_SIMULATOR, \
     CONFIG_STARTING_PORTFOLIO, CURRENT_PORTFOLIO_STRING, BALANCE_CHANNEL
-from octobot_trading.data.margin_portfolio import MarginPortfolio
+from octobot_trading.portfolios.portfolio_factory import create_portfolio_from_exchange_manager
+from octobot_trading.portfolios.types.margin_portfolio import MarginPortfolio
 from octobot_trading.data.portfolio import Portfolio
 from octobot_trading.data.portfolio_profitability import PortfolioProfitabilty
 from octobot_trading.util.initializable import Initializable
@@ -75,10 +76,7 @@ async def _reset_portfolio(self):
         """
         Reset the portfolio and portfolio profitability instances
         """
-        if self.exchange_manager.is_margin:
-            self.portfolio = MarginPortfolio(self.exchange_manager.get_exchange_name(), self.trader.simulate)
-        else:
-            self.portfolio = Portfolio(self.exchange_manager.get_exchange_name(), self.trader.simulate)
+        self.portfolio = create_portfolio_from_exchange_manager(self.exchange_manager)
         await self.portfolio.initialize()
         self._load_portfolio()
 

octobot_trading/portfolios/__init__.pxd

@@ -0,0 +1,15 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.

octobot_trading/portfolios/__init__.py

@@ -0,0 +1,15 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.

octobot_trading/portfolios/portfolio_factory.pxd

@@ -0,0 +1,20 @@
+# cython: language_level=3
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+from octobot_trading.data.portfolio cimport Portfolio
+from octobot_trading.exchanges.exchange_manager cimport ExchangeManager
+
+cpdef Portfolio create_portfolio_from_exchange_manager(ExchangeManager exchange_manager)

octobot_trading/portfolios/portfolio_factory.py

@@ -0,0 +1,27 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+from octobot_trading.portfolios.types.future_portfolio import FuturePortfolio
+from octobot_trading.portfolios.types.margin_portfolio import MarginPortfolio
+from octobot_trading.portfolios.types.spot_portfolio import SpotPortfolio
+
+
+def create_portfolio_from_exchange_manager(exchange_manager):
+    if exchange_manager.is_future:
+        return FuturePortfolio(exchange_manager.get_exchange_name(), exchange_manager.trader.simulate)
+    if exchange_manager.is_margin:
+        return MarginPortfolio(exchange_manager.get_exchange_name(), exchange_manager.trader.simulate)
+    return SpotPortfolio(exchange_manager.get_exchange_name(), exchange_manager.trader.simulate)
+

octobot_trading/portfolios/types/__init__.pxd

@@ -0,0 +1,15 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.

octobot_trading/portfolios/types/__init__.py

@@ -0,0 +1,15 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.

octobot_trading/portfolios/types/future_portfolio.pxd

@@ -0,0 +1,22 @@
+# cython: language_level=3
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+
+
+from octobot_trading.data.portfolio cimport Portfolio
+
+cdef class FuturePortfolio(Portfolio):
+    pass

octobot_trading/portfolios/types/future_portfolio.py

@@ -0,0 +1,20 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+from octobot_trading.data.portfolio import Portfolio
+
+
+class FuturePortfolio(Portfolio):
+    pass

octobot_trading/portfolios/types/spot_portfolio.pxd

@@ -0,0 +1,22 @@
+# cython: language_level=3
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+
+
+from octobot_trading.data.portfolio cimport Portfolio
+
+cdef class SpotPortfolio(Portfolio):
+    pass

octobot_trading/portfolios/types/spot_portfolio.py

@@ -0,0 +1,21 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+from octobot_trading.data.portfolio import Portfolio
+
+
+class SpotPortfolio(Portfolio):
+    pass
+

setup.py

@@ -66,13 +66,11 @@ def build_ext(*args, **kwargs):
                  "octobot_trading.producers.simulator.prices_updater_simulator",
                  "octobot_trading.producers.simulator.recent_trade_updater_simulator",
                  "octobot_trading.producers.simulator.ticker_updater_simulator",
-                 "octobot_trading.data.margin_portfolio",
                  "octobot_trading.data.order",
                  "octobot_trading.data.position",
                  "octobot_trading.data.trade",
                  "octobot_trading.data.portfolio",
                  "octobot_trading.data.portfolio_profitability",
-                 "octobot_trading.data.sub_portfolio",
                  "octobot_trading.data_adapters.candles_adapter",
                  "octobot_trading.data_manager.candles_manager",
                  "octobot_trading.data_manager.funding_manager",
@@ -108,6 +106,11 @@ def build_ext(*args, **kwargs):
                  "octobot_trading.orders.types.trailing.trailing_stop_order",
                  "octobot_trading.orders.types.trailing.trailing_stop_limit_order",
                  "octobot_trading.orders.types.unknown_order",
+                 "octobot_trading.portfolios.portfolio_factory",
+                 "octobot_trading.portfolios.sub_portfolio",
+                 "octobot_trading.portfolios.types.future_portfolio",
+                 "octobot_trading.portfolios.types.margin_portfolio",
+                 "octobot_trading.portfolios.types.spot_portfolio",
                  "octobot_trading.traders.trader",
                  "octobot_trading.traders.trader_simulator",
                  "octobot_trading.trades.trade_factory",