[PortfolioValue] Migrate to PortfolioValueHolder

octobot_trading/api/portfolio.py

@@ -30,7 +30,7 @@ def get_portfolio_currency(exchange_manager, currency, portfolio_type=PORTFOLIO_
 
 
 def get_origin_portfolio(exchange_manager) -> dict:
-    return exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager.origin_portfolio.portfolio
+    return exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.origin_portfolio.portfolio
 
 
 async def refresh_real_trader_portfolio(exchange_manager) -> bool:

octobot_trading/api/profitability.py

@@ -26,11 +26,11 @@ def get_profitability_stats(exchange_manager) -> tuple:
 
 
 def get_origin_portfolio_value(exchange_manager) -> float:
-    return exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager.portfolio_origin_value
+    return exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.portfolio_origin_value
 
 
 def get_current_portfolio_value(exchange_manager) -> float:
-    return exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager.portfolio_current_value
+    return exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.portfolio_current_value
 
 
 def get_current_holdings_values(exchange_manager) -> float:

octobot_trading/consumers/abstract_mode_consumer.py

@@ -90,11 +90,11 @@ async def can_create_order(self, symbol, state):
         return False
 
     async def get_holdings_ratio(self, currency):
-        return self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager \
+        return self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder \
             .get_currency_holding_ratio(currency)
 
     def get_number_of_traded_assets(self):
-        return len(self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager
+        return len(self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder
                    .origin_crypto_currencies_values)
 
 

octobot_trading/portfolios/portfolio_manager.pxd

@@ -17,7 +17,7 @@
 from octobot_trading.portfolios.portfolio cimport Portfolio
 from octobot_trading.portfolios.portfolio_profitability cimport PortfolioProfitability
 from octobot_trading.exchanges.exchange_manager cimport ExchangeManager
-from octobot_trading.portfolios.portfolio_value_manager cimport PortfolioValueManager
+from octobot_trading.portfolios.portfolio_value_holder cimport PortfolioValueHolder
 from octobot_trading.traders.trader cimport Trader
 from octobot_trading.util.initializable cimport Initializable
 
@@ -33,7 +33,7 @@ cdef class PortfolioManager(Initializable):
     cdef public Trader trader
 
     cdef public PortfolioProfitability portfolio_profitability
-    cdef public PortfolioValueManager portfolio_value_manager
+    cdef public PortfolioValueHolder portfolio_value_holder
     cdef public Portfolio portfolio
 
     cpdef bint handle_balance_update(self, dict balance)

octobot_trading/portfolios/portfolio_manager.py

@@ -21,7 +21,7 @@
     CONFIG_STARTING_PORTFOLIO, CURRENT_PORTFOLIO_STRING, BALANCE_CHANNEL
 from octobot_trading.portfolios.portfolio_factory import create_portfolio_from_exchange_manager
 from octobot_trading.portfolios.portfolio_profitability import PortfolioProfitability
-from octobot_trading.portfolios.portfolio_value_manager import PortfolioValueManager
+from octobot_trading.portfolios.portfolio_value_holder import PortfolioValueHolder
 from octobot_trading.util import get_reference_market
 from octobot_trading.util.initializable import Initializable
 
@@ -38,7 +38,7 @@ def __init__(self, config, trader, exchange_manager):
 
         self.portfolio = None
         self.portfolio_profitability = None
-        self.portfolio_value_manager = None
+        self.portfolio_value_holder = None
         self.reference_market = None
 
     async def initialize_impl(self):
@@ -83,7 +83,7 @@ async def handle_profitability_recalculation(self, force_recompute_origin_portfo
         to ensure portfolio values are available
         :param force_recompute_origin_portfolio: when True, force origin portfolio computation
         """
-        await self.portfolio_value_manager.handle_profitability_recalculation(force_recompute_origin_portfolio)
+        await self.portfolio_value_holder.handle_profitability_recalculation(force_recompute_origin_portfolio)
 
     async def handle_mark_price_update(self, symbol, mark_price):
         """
@@ -93,7 +93,7 @@ async def handle_mark_price_update(self, symbol, mark_price):
         :return: True if profitability changed
         """
         return await self.portfolio_profitability. \
-            update_profitability(force_recompute_origin_portfolio=self.portfolio_value_manager.
+            update_profitability(force_recompute_origin_portfolio=self.portfolio_value_holder.
                                  update_origin_crypto_currencies_values(symbol, mark_price))
 
     async def _refresh_real_trader_portfolio(self) -> bool:
@@ -113,7 +113,7 @@ async def _reset_portfolio(self):
         self._load_portfolio()
 
         self.reference_market = get_reference_market(self.config)
-        self.portfolio_value_manager = PortfolioValueManager(self)
+        self.portfolio_value_holder = PortfolioValueHolder(self)
         self.portfolio_profitability = PortfolioProfitability(self)
 
     def _refresh_simulated_trader_portfolio_from_order(self, order):
@@ -156,4 +156,4 @@ def clear(self):
         Clear portfolio manager objects
         """
         self.portfolio_profitability = None
-        self.portfolio_value = None
+        self.portfolio_value_holder = None

octobot_trading/portfolios/portfolio_profitability.pxd

@@ -20,13 +20,13 @@
 In simulation it will also define rules to be filled / canceled
 It is also use to store creation & fill values of the order """
 from octobot_trading.portfolios.portfolio_manager cimport PortfolioManager
-from octobot_trading.portfolios.portfolio_value_manager cimport PortfolioValueManager
+from octobot_trading.portfolios.portfolio_value_holder cimport PortfolioValueHolder
 
 cdef class PortfolioProfitability:
     cdef object logger
 
     cdef PortfolioManager portfolio_manager
-    cdef PortfolioValueManager value_manager
+    cdef PortfolioValueHolder value_manager
 
     cdef public double profitability
     cdef public double profitability_percent

octobot_trading/portfolios/portfolio_profitability.py

@@ -29,7 +29,7 @@ class PortfolioProfitability:
 
     def __init__(self, portfolio_manager):
         self.portfolio_manager = portfolio_manager
-        self.value_manager = portfolio_manager.portfolio_value_manager
+        self.value_manager = portfolio_manager.portfolio_value_holder
         self.logger = get_logger(f"{self.__class__.__name__}[{self.portfolio_manager.exchange_manager.exchange_name}]")
 
         # profitability attributes
@@ -52,7 +52,7 @@ def get_average_market_profitability(self):
         Returns the % move average of all the watched cryptocurrencies between bot's start time and now
         :return: the average market profitability
         """
-        self.portfolio_manager.portfolio_value_manager.get_current_crypto_currencies_values()
+        self.portfolio_manager.portfolio_value_holder.get_current_crypto_currencies_values()
         return self._calculate_average_market_profitability()
 
     async def update_profitability(self, force_recompute_origin_portfolio=False) -> bool:

octobot_trading/portfolios/portfolio_value_manager.pxd → octobot_trading/portfolios/portfolio_value_holder.pxd

@@ -22,7 +22,7 @@ It is also use to store creation & fill values of the order """
 from octobot_trading.portfolios.portfolio cimport Portfolio
 from octobot_trading.portfolios.portfolio_manager cimport PortfolioManager
 
-cdef class PortfolioValueManager:
+cdef class PortfolioValueHolder:
     cdef object logger
     cdef object config
 
@@ -49,7 +49,10 @@ cdef class PortfolioValueManager:
     cdef double _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 double _evaluate_value(self, str currency, double quantity, bint raise_error=*)
+
+    # don't cythonize it to forward KeyError
+    # cdef double _evaluate_value(self, str currency, double quantity, bint raise_error=*)
+
     cdef double _check_currency_initialization(self, str currency, double currency_value)
     cdef void _recompute_origin_portfolio_initial_value(self)
     cdef double _try_get_value_of_currency(self, str currency, double quantity, bint raise_error)

octobot_trading/portfolios/portfolio_value_manager.py → octobot_trading/portfolios/portfolio_value_holder.py

@@ -24,9 +24,9 @@
 from octobot_trading.constants import TICKER_CHANNEL
 
 
-class PortfolioValueManager:
+class PortfolioValueHolder:
     """
-    PortfolioValueManager calculates the current and the origin portfolio value in reference market for each updates
+    PortfolioValueHolder calculates the current and the origin portfolio value in reference market for each updates
     """
 
     def __init__(self, portfolio_manager):
@@ -223,9 +223,10 @@ def _try_get_value_of_currency(self, currency, quantity, raise_error):
                 self.missing_currency_data_in_exchange.add(currency)
             return 0
         except KeyError as missing_data_exception:
-            self._try_to_ask_ticker_missing_symbol_data(currency, symbol, reversed_symbol)
-            if raise_error:
-                raise missing_data_exception
+            if not self.portfolio_manager.exchange_manager.is_backtesting:
+                self._try_to_ask_ticker_missing_symbol_data(currency, symbol, reversed_symbol)
+                if raise_error:
+                    raise missing_data_exception
             return 0
 
     def _try_to_ask_ticker_missing_symbol_data(self, currency, symbol, reversed_symbol):
@@ -350,12 +351,12 @@ def _evaluate_portfolio_value(self, portfolio, currencies_values=None):
 
     def _get_currency_value(self, portfolio, currency, currencies_values=None, raise_error=False):
         """
-
-        :param portfolio:
-        :param currency:
-        :param currencies_values:
-        :param raise_error:
-        :return:
+        Return the currency value
+        :param portfolio: the specified portfolio
+        :param currency: the currency to evaluate
+        :param currencies_values: currencies values dict
+        :param raise_error: When True, forward exceptions
+        :return: the currency value
         """
         if currency in portfolio and portfolio[currency][CONFIG_PORTFOLIO_TOTAL] != 0:
             if currencies_values and currency in currencies_values:
@@ -365,11 +366,12 @@ def _get_currency_value(self, portfolio, currency, currencies_values=None, raise
 
     def _should_currency_be_considered(self, currency, portfolio, ignore_missing_currency_data):
         """
-
-        :param currency:
-        :param portfolio:
-        :param ignore_missing_currency_data:
-        :return:
+        Return True if enough data is available to evaluate currency value
+        :param currency: the currency to evaluate
+        :param portfolio: the specified portfolio
+        :param ignore_missing_currency_data: When True, ignore check of currency presence
+        in missing_currency_data_in_exchange
+        :return: True if enough data is available to evaluate currency value
         """
         return (currency not in self.missing_currency_data_in_exchange or ignore_missing_currency_data) and \
                (portfolio[currency][PORTFOLIO_TOTAL] > 0 or currency in

setup.py

@@ -101,7 +101,7 @@ def build_ext(*args, **kwargs):
                  "octobot_trading.orders.types.unknown_order",
                  "octobot_trading.portfolios.portfolio",
                  "octobot_trading.portfolios.portfolio_manager",
-                 "octobot_trading.portfolios.portfolio_value_manager",
+                 "octobot_trading.portfolios.portfolio_value_holder",
                  "octobot_trading.portfolios.portfolio_profitability",
                  "octobot_trading.portfolios.portfolio_factory",
                  "octobot_trading.portfolios.sub_portfolio",

tests/modes/test_abstract_mode_consumer.py

@@ -128,9 +128,9 @@ async def test_valid_create_new_order():
 async def test_get_holdings_ratio():
     exchange_manager, symbol, consumer = await _get_tools()
     exchange_manager.client_symbols = [symbol]
-    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager.currencies_last_prices[symbol] = \
+    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.currencies_last_prices[symbol] = \
         1000
-    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager.portfolio_current_value = 11
+    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.portfolio_current_value = 11
     exchange_manager.exchange_personal_data.portfolio_manager.portfolio.portfolio = {
         "BTC": {
             PORTFOLIO_TOTAL: 10
@@ -145,7 +145,7 @@ async def test_get_holdings_ratio():
     assert round(ratio, 8) == 0.09090909
 
     exchange_manager.exchange_personal_data.portfolio_manager.portfolio.portfolio.pop("USDT")
-    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager.portfolio_current_value = 10
+    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.portfolio_current_value = 10
     ratio = await consumer.get_holdings_ratio("BTC")
     assert round(ratio, 8) == 1
     # add ETH and try to get ratio without symbol price
@@ -167,7 +167,7 @@ async def test_get_holdings_ratio():
 
 async def test_get_number_of_traded_assets():
     exchange_manager, symbol, consumer = await _get_tools()
-    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_manager.\
+    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.\
         origin_crypto_currencies_values = {
             symbol: 1,
             "xyz": 2,

tests/portfolios/test_portfolio_profitability.py

@@ -28,75 +28,75 @@ async def test_init_profitability(backtesting_trader):
     config, exchange_manager, trader = backtesting_trader
     portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
     portfolio_profitability = portfolio_manager.portfolio_profitability
-    portfolio_value_manager = portfolio_manager.portfolio_value_manager
+    portfolio_value_holder = portfolio_manager.portfolio_value_holder
     assert portfolio_profitability.profitability == 0
     assert portfolio_profitability.profitability_percent == 0
     assert portfolio_profitability.profitability_diff == 0
     assert portfolio_profitability.market_profitability_percent == 0
     assert portfolio_profitability.initial_portfolio_current_profitability == 0
-    assert portfolio_value_manager.portfolio_origin_value == 0
-    assert portfolio_value_manager.portfolio_current_value == 0
+    assert portfolio_value_holder.portfolio_origin_value == 0
+    assert portfolio_value_holder.portfolio_current_value == 0
 
 
 async def test_simple_handle_balance_update(backtesting_trader):
     config, exchange_manager, trader = backtesting_trader
     portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
     portfolio_profitability = portfolio_manager.portfolio_profitability
-    portfolio_value_manager = portfolio_manager.portfolio_value_manager
+    portfolio_value_holder = portfolio_manager.portfolio_value_holder
 
     # set the original values
-    await portfolio_profitability.portfolio_manager.handle_balance_updated()
+    await portfolio_manager.handle_balance_updated()
     assert portfolio_profitability.profitability == 0
     assert portfolio_profitability.profitability_percent == 0
     assert portfolio_profitability.profitability_diff == 0
-    assert portfolio_value_manager.portfolio_origin_value == 10
-    assert portfolio_value_manager.portfolio_current_value == 10
+    assert portfolio_value_holder.portfolio_origin_value == 10
+    assert portfolio_value_holder.portfolio_current_value == 10
 
     update_portfolio_balance({
         'BTC': {'available': 20, 'total': 20},
         'USDT': {'available': 1000, 'total': 1000}
     }, exchange_manager)
-    await portfolio_profitability.portfolio_manager.handle_balance_updated()
+    await portfolio_manager.handle_balance_updated()
     assert portfolio_profitability.profitability == 10
     assert portfolio_profitability.profitability_percent == 100
     assert portfolio_profitability.profitability_diff == 100
-    assert portfolio_value_manager.portfolio_origin_value == 10
-    assert portfolio_value_manager.portfolio_current_value == 20
+    assert portfolio_value_holder.portfolio_origin_value == 10
+    assert portfolio_value_holder.portfolio_current_value == 20
 
 
 async def test_random_quantity_handle_balance_update(backtesting_trader):
     config, exchange_manager, trader = backtesting_trader
     portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
     portfolio_profitability = portfolio_manager.portfolio_profitability
-    portfolio_value_manager = portfolio_manager.portfolio_value_manager
+    portfolio_value_holder = portfolio_manager.portfolio_value_holder
     original_symbol_quantity = 10
 
     # set the original values
-    await portfolio_profitability.portfolio_manager.handle_balance_updated()
+    await portfolio_manager.handle_balance_updated()
     assert portfolio_profitability.profitability == 0
     assert portfolio_profitability.profitability_percent == 0
     assert portfolio_profitability.profitability_diff == 0
-    assert portfolio_value_manager.portfolio_origin_value == original_symbol_quantity
-    assert portfolio_value_manager.portfolio_current_value == original_symbol_quantity
+    assert portfolio_value_holder.portfolio_origin_value == original_symbol_quantity
+    assert portfolio_value_holder.portfolio_current_value == original_symbol_quantity
 
     new_btc_available = random_quantity(max_value=15)  # shouldn't impact profitability
     new_btc_total = random_quantity(min_value=new_btc_available, max_value=15)
     new_prof_percent = (100 * new_btc_total / original_symbol_quantity) - 100
     update_portfolio_balance({'BTC': {'available': new_btc_available, 'total': new_btc_total}},
                                            exchange_manager)
-    await portfolio_profitability.portfolio_manager.handle_balance_updated()
+    await portfolio_manager.handle_balance_updated()
     assert portfolio_profitability.profitability == new_btc_total - original_symbol_quantity
     assert portfolio_profitability.profitability_percent == new_prof_percent
     assert portfolio_profitability.profitability_diff == new_prof_percent - 0
-    assert portfolio_value_manager.portfolio_origin_value == original_symbol_quantity
-    assert portfolio_value_manager.portfolio_current_value == new_btc_total
+    assert portfolio_value_holder.portfolio_origin_value == original_symbol_quantity
+    assert portfolio_value_holder.portfolio_current_value == new_btc_total
 
     new_btc_total_2 = random_quantity(min_value=new_btc_available, max_value=12)
     new_prof_percent_2 = (100 * new_btc_total_2 / original_symbol_quantity) - 100
     update_portfolio_balance({'BTC': {'total': new_btc_total_2}}, exchange_manager)
-    await portfolio_profitability.portfolio_manager.handle_balance_updated()
+    await portfolio_manager.handle_balance_updated()
     assert portfolio_profitability.profitability == new_btc_total_2 - original_symbol_quantity
     assert portfolio_profitability.profitability_percent == new_prof_percent_2
     assert portfolio_profitability.profitability_diff == new_prof_percent_2 - new_prof_percent
-    assert portfolio_value_manager.portfolio_origin_value == original_symbol_quantity
-    assert portfolio_value_manager.portfolio_current_value == new_btc_total_2
+    assert portfolio_value_holder.portfolio_origin_value == original_symbol_quantity
+    assert portfolio_value_holder.portfolio_current_value == new_btc_total_2