Standardized __str__ format and id format
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"""# Finance Definitions.
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"""# Finance Definitions.
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Python library defining base types for financial processing.
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Python library defining base types for financial processing.
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Defines a base `Asset` type, and various subtypes, for universal representation
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of these assets.
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Defined hierarchy:
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* `Asset`
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- `Currency`
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+ `FiatCurrency`
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+ `CryptoCurrency`
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- `Stock`
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- `Index`
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- `Commodity`
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"""
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"""
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import dataclasses
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import dataclasses
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@ -22,7 +35,16 @@ RE_CRYPTO_TICKER_FORMAT = r'^\S+$'
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@enforce_typing.enforce_types
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@enforce_typing.enforce_types
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@dataclasses.dataclass(frozen=True)
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@dataclasses.dataclass(frozen=True)
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class StockExchange:
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class StockExchange:
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"""Unified Stock Exchange identifiers."""
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"""Unified Stock Exchange identifiers.
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Fields:
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- `name`: Human-readable name.
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- `mic`: Official MIC identifier.
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- `bloomberg_id`: Identifier for lookup on Bloomberg.
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- `crunchbase_id`: Identifier for lookup on Crunchbase.
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- `yahoo_id`: Identifier for lookup on Yahoo! Finance.
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- `eod_id`: Identifier for lookup on EOD.
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"""
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name: str
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name: str
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mic: str
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mic: str
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@ -42,6 +64,7 @@ class Asset:
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"""
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"""
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def names(self) -> list[str]:
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def names(self) -> list[str]:
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"""Returns a list of human readable names for this `Asset`."""
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return COMMON_NAMES.get(self, [])
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return COMMON_NAMES.get(self, [])
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def to_polygon_id(self) -> str:
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def to_polygon_id(self) -> str:
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@ -85,13 +108,15 @@ class Asset:
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def to_string_id(self) -> str:
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def to_string_id(self) -> str:
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"""Formats the asset id using the fin_defs asset format."""
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"""Formats the asset id using the fin_defs asset format."""
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if isinstance(self, Stock):
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if isinstance(self, Stock):
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return f'stock:{self}'
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return f'stock:{self.ticker}.{self.exchange.mic}'
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if isinstance(self, FiatCurrency):
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if isinstance(self, FiatCurrency):
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return f'fiat:{self}'
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return f'fiat:{self.iso_code}'
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if isinstance(self, CryptoCurrency):
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if isinstance(self, CryptoCurrency):
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return f'crypto:{self}'
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return f'crypto:{self.ccxt_symbol}'
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if isinstance(self, Index):
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if isinstance(self, Index):
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return f'index:{self}'
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return f'index:{self.ticker}'
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if isinstance(self, Commodity):
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return f'commodity:{self.alpha_vantage_id}'
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raise NotImplementedError('Unsupported asset type: ' + str(self))
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raise NotImplementedError('Unsupported asset type: ' + str(self))
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@ -122,6 +147,9 @@ class Asset:
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msg = f'Unsupported asset format: {asset_id}'
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msg = f'Unsupported asset format: {asset_id}'
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raise NotImplementedError(msg)
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raise NotImplementedError(msg)
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def __str__(self):
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return self.to_string_id()
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@enforce_typing.enforce_types
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@enforce_typing.enforce_types
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@dataclasses.dataclass(frozen=True)
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@dataclasses.dataclass(frozen=True)
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@ -139,9 +167,6 @@ class FiatCurrency(Currency):
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msg = f'iso_code was not in correct format: {self.iso_code}'
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msg = f'iso_code was not in correct format: {self.iso_code}'
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raise ValueError(msg)
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raise ValueError(msg)
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def __str__(self):
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return self.iso_code
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@enforce_typing.enforce_types
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@enforce_typing.enforce_types
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@dataclasses.dataclass(frozen=True, eq=True)
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@dataclasses.dataclass(frozen=True, eq=True)
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@ -156,10 +181,6 @@ class CryptoCurrency(Currency):
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raise ValueError(msg)
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raise ValueError(msg)
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"""
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"""
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def __str__(self):
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return self.ccxt_symbol
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@enforce_typing.enforce_types
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@enforce_typing.enforce_types
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@dataclasses.dataclass(frozen=True, eq=True)
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@dataclasses.dataclass(frozen=True, eq=True)
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class Stock(Asset):
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class Stock(Asset):
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@ -172,9 +193,6 @@ class Stock(Asset):
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msg = f'ticker was not in correct format: {self.ticker}'
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msg = f'ticker was not in correct format: {self.ticker}'
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raise ValueError(msg)
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raise ValueError(msg)
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def __str__(self):
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return f'{self.ticker}.{self.exchange.mic}'
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@staticmethod
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@staticmethod
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def from_polygon_id(polygon_id: str, stock_exchange: StockExchange) -> 'Stock':
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def from_polygon_id(polygon_id: str, stock_exchange: StockExchange) -> 'Stock':
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return Stock(polygon_id, stock_exchange)
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return Stock(polygon_id, stock_exchange)
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@ -190,9 +208,6 @@ class Index(Asset):
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msg = f'ticker was not in correct format: {self.ticker}'
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msg = f'ticker was not in correct format: {self.ticker}'
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raise ValueError(msg)
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raise ValueError(msg)
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def __str__(self):
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return self.ticker
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@enforce_typing.enforce_types
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@enforce_typing.enforce_types
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@dataclasses.dataclass(frozen=True, eq=True)
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@dataclasses.dataclass(frozen=True, eq=True)
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@ -204,9 +219,6 @@ class Commodity(Asset):
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msg = f'alpha_vantage_id was not in correct format: {self.alpha_vantage_id}'
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msg = f'alpha_vantage_id was not in correct format: {self.alpha_vantage_id}'
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raise ValueError(msg)
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raise ValueError(msg)
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def __str__(self):
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return self.alpha_vantage_id
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Commodity.CRUDE_OIL_WTI = Commodity('WTI')
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Commodity.CRUDE_OIL_WTI = Commodity('WTI')
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Commodity.CRUDE_OIL_BRENT = Commodity('BRENT')
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Commodity.CRUDE_OIL_BRENT = Commodity('BRENT')
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@ -227,7 +239,7 @@ BTC = CryptoCurrency('BTC', coingecko_id='bitcoin')
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MPC = CryptoCurrency('MPC', coingecko_id='partisia-blockchain')
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MPC = CryptoCurrency('MPC', coingecko_id='partisia-blockchain')
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SPX = Index('SPX')
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SPX = Index('SPX')
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NDX = Index('NDX')
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NDX = Index('NDX')
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USDT = CryptoCurrency('USDT', 'tether')
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USDT = CryptoCurrency('USDT', coingecko_id='tether')
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COMMON_NAMES: dict[Asset, list[str]] = {
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COMMON_NAMES: dict[Asset, list[str]] = {
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FiatCurrency('USD'): ['U.S. Dollar'],
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FiatCurrency('USD'): ['U.S. Dollar'],
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@ -246,15 +258,15 @@ COMMON_NAMES: dict[Asset, list[str]] = {
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NDX: ['Nasdaq 100'],
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NDX: ['Nasdaq 100'],
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BTC: ['Bitcoin BTC'],
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BTC: ['Bitcoin BTC'],
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MPC: ['Partisia Blockchain MPC Token'],
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MPC: ['Partisia Blockchain MPC Token'],
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CryptoCurrency('ETH', 'ethereum'): ['Ethereum Ether'],
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CryptoCurrency('ETH', coingecko_id='ethereum'): ['Ethereum Ether'],
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CryptoCurrency('DOGE', 'dogecoin'): ['Dogecoin'],
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CryptoCurrency('DOGE', coingecko_id='dogecoin'): ['Dogecoin'],
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CryptoCurrency('SOL', 'solana'): ['Solana SOL'],
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CryptoCurrency('SOL', coingecko_id='solana'): ['Solana SOL'],
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CryptoCurrency('ADA', 'cardano'): ['Cardano ADA'],
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CryptoCurrency('ADA', coingecko_id='cardano'): ['Cardano ADA'],
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CryptoCurrency('BNB', 'bnb'): ['Binance BNB'],
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CryptoCurrency('BNB', coingecko_id='bnb'): ['Binance BNB'],
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CryptoCurrency('MATIC', 'polygon'): ['Polygon MATIC'],
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CryptoCurrency('MATIC', coingecko_id='polygon'): ['Polygon MATIC'],
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# Stable-coins
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# Stable-coins
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CryptoCurrency('DAI', 'dai'): ['DAI'],
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CryptoCurrency('DAI', coingecko_id='dai'): ['DAI'],
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CryptoCurrency('USDC', 'usdc'): ['USD Coin'],
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CryptoCurrency('USDC', coingecko_id='usdc'): ['USD Coin'],
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USDT: ['Tether USDT'],
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USDT: ['Tether USDT'],
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}
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}
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@ -384,7 +396,12 @@ class AssetInformation:
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@enforce_typing.enforce_types
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@enforce_typing.enforce_types
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@dataclasses.dataclass(frozen=True, eq=True, slots=True)
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@dataclasses.dataclass(frozen=True, eq=True, slots=True)
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class AssetAmount:
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class AssetAmount:
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"""Decimal with associated asset unit."""
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"""Decimal with associated asset unit.
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Fields:
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- `asset`: Asset unit of amount.
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- `amount`: Amount of given asset.
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"""
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asset: Asset
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asset: Asset
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amount: Decimal
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amount: Decimal
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"""Single exchange rate sample with a timestamp and various stats."""
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"""Single exchange rate sample with a timestamp and various stats."""
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timestamp: datetime.date | datetime.datetime
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timestamp: datetime.date | datetime.datetime
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base_asset: Asset
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_average: Decimal | None = None
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_average: Decimal | None = None
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last: Decimal | None = None
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last: Decimal | None = None
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open: Decimal | None = None
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open: Decimal | None = None
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12
test/test_ids.py
Normal file
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test/test_ids.py
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import pytest
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import fin_defs
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@pytest.mark.parametrize('asset', fin_defs.WELL_KNOWN_SYMBOLS.values())
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def test_to_from_string_id(asset: fin_defs.Asset):
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assert fin_defs.Asset.from_string_id(asset.to_string_id()) == asset
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import fin_defs
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@pytest.mark.parametrize('asset', fin_defs.WELL_KNOWN_SYMBOLS.values())
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def test_to_from_polygon_id(asset: fin_defs.Asset):
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assert fin_defs.Asset.from_polygon_id(asset.to_polygon_id()) == asset
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