Integrating features from an old project
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84ab1e4218
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c36911d706
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@ -187,6 +187,11 @@ class Asset:
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return self.to_string_id()
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return self.to_string_id()
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@enforce_typing.enforce_types
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@dataclasses.dataclass(frozen=True)
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class UnknownAsset(Asset):
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pass
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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 Currency(Asset):
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class Currency(Asset):
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@ -198,7 +203,7 @@ class Currency(Asset):
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class FiatCurrency(Currency):
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class FiatCurrency(Currency):
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iso_code: str
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iso_code: str
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def __post_init__(self):
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def __post_init__(self) -> None:
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if not re.match(RE_TICKER_FORMAT, self.iso_code):
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if not re.match(RE_TICKER_FORMAT, self.iso_code):
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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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@ -206,6 +211,22 @@ class FiatCurrency(Currency):
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def raw_short_name(self) -> str:
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def raw_short_name(self) -> str:
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return self.iso_code
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return self.iso_code
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@staticmethod
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def from_currency_symbol(symbol: str) -> 'Currency | None':
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for (currency, currency_symbol) in CURRENCY_SYMBOLS.items():
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if currency_symbol == symbol:
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return currency
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return None
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def to_currency_symbol(self) -> str:
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return CURRENCY_SYMBOLS[self]
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FiatCurrency.DKK = FiatCurrency('DKK')
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FiatCurrency.NOK = FiatCurrency('NOK')
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FiatCurrency.USD = FiatCurrency('USD')
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FiatCurrency.EUR = FiatCurrency('EUR')
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FiatCurrency.GBP = FiatCurrency('GBP')
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FiatCurrency.JPY = FiatCurrency('JPY')
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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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@ -213,7 +234,7 @@ class CryptoCurrency(Currency):
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ccxt_symbol: str
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ccxt_symbol: str
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coingecko_id: str | None = None
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coingecko_id: str | None = None
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def __post_init__(self):
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def __post_init__(self) -> None:
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"""TODO
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"""TODO
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if not re.match(RE_CRYPTO_TICKER_FORMAT, self.ccxt_symbol):
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if not re.match(RE_CRYPTO_TICKER_FORMAT, self.ccxt_symbol):
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msg = f'ccxt_symbol was not in correct format: {self.ccxt_symbol}'
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msg = f'ccxt_symbol was not in correct format: {self.ccxt_symbol}'
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@ -231,7 +252,7 @@ class Stock(Asset):
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exchange: StockExchange
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exchange: StockExchange
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nordnet_id: int | None = None
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nordnet_id: int | None = None
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def __post_init__(self):
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def __post_init__(self) -> None:
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if not re.match(RE_TICKER_FORMAT_FLEXIBLE, self.ticker):
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if not re.match(RE_TICKER_FORMAT_FLEXIBLE, self.ticker):
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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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@ -249,7 +270,7 @@ class Stock(Asset):
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class Index(Asset):
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class Index(Asset):
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ticker: str
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ticker: str
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def __post_init__(self):
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def __post_init__(self) -> None:
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if not re.match(RE_TICKER_FORMAT_FLEXIBLE, self.ticker):
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if not re.match(RE_TICKER_FORMAT_FLEXIBLE, self.ticker):
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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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@ -263,7 +284,7 @@ class Index(Asset):
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class Commodity(Asset):
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class Commodity(Asset):
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alpha_vantage_id: str
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alpha_vantage_id: str
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def __post_init__(self):
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def __post_init__(self) -> None:
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if not re.match(RE_TICKER_FORMAT, self.alpha_vantage_id):
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if not re.match(RE_TICKER_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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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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@ -284,11 +305,10 @@ Commodity.COFFEE = Commodity('COFFEE')
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# Well known
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# Well known
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DKK = FiatCurrency('DKK')
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DKK = FiatCurrency.DKK
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NOK = FiatCurrency('NOK')
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USD = FiatCurrency.USD
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USD = FiatCurrency('USD')
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EUR = FiatCurrency.EUR
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EUR = FiatCurrency('EUR')
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GBP = FiatCurrency('GBP')
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BTC = CryptoCurrency('BTC', coingecko_id='bitcoin')
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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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@ -324,8 +344,7 @@ COMMON_NAMES: dict[Asset, list[str]] = {
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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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WELL_KNOWN_SYMBOLS = (
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CURRENCY_CODES = {
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{
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sym: FiatCurrency(sym)
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sym: FiatCurrency(sym)
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for sym in [
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for sym in [
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'USD',
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'USD',
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@ -341,19 +360,26 @@ WELL_KNOWN_SYMBOLS = (
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'ZAR',
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'ZAR',
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'CZK',
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'CZK',
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]
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]
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}
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}
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WELL_KNOWN_SYMBOLS = (
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CURRENCY_CODES
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| {'XXBT': BTC}
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| {'XXBT': BTC}
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| {k.raw_short_name(): k for k in COMMON_NAMES}
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| {k.raw_short_name(): k for k in COMMON_NAMES}
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| {'SPX500': SPX, 'SP500': SPX, 'Nasdaq 100': NDX}
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| {'SPX500': SPX, 'SP500': SPX, 'Nasdaq 100': NDX}
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)
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)
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ASSET_PREFIX: dict[Asset, str] = {
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CURRENCY_SYMBOLS: dict[Currency, str] = {
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USD: '$',
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USD: '$',
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EUR: '€',
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EUR: '€',
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GBP: '£',
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FiatCurrency.GBP: '£',
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BTC: '₿',
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BTC: '₿',
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FiatCurrency.JPY: '¥',
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}
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}
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ASSET_PREFIX: dict[Asset, str] = CURRENCY_SYMBOLS # TODO: Remove at some point.
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NYSE = StockExchange(
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NYSE = StockExchange(
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name='New York Stock Exchange',
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name='New York Stock Exchange',
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mic='XNYS',
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mic='XNYS',
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@ -467,23 +493,23 @@ class AssetAmount:
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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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def __str__(self):
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def __str__(self) -> str:
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return self.human_readable_str()
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return self.human_readable_str()
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def human_readable_str(self):
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def human_readable_str(self) -> str:
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specificity = '2' if self.amount >= 0.10 else '3'
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specificity = '2' if self.amount >= 0.10 else '3'
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prefix = ASSET_PREFIX.get(self.asset, '')
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prefix = ASSET_PREFIX.get(self.asset, '')
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return ('{}{:.' + specificity + 'f} {}').format(
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return ('{}{:.' + specificity + 'f} {}').format(
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prefix, self.amount, self.asset.raw_short_name(),
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prefix, self.amount, self.asset.raw_short_name(),
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)
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)
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def __mul__(self, other: Decimal):
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def __mul__(self, other: Decimal) -> 'AssetAmount':
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if not isinstance(other, Decimal):
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if not isinstance(other, Decimal):
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msg = f'other must be decimal, but was {type(other)}'
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msg = f'other must be decimal, but was {type(other)}'
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raise TypeError(msg)
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raise TypeError(msg)
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return AssetAmount(self.asset, self.amount * other)
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return AssetAmount(self.asset, self.amount * other)
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def __add__(self, other):
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def __add__(self, other: 'AssetAmount') -> 'AssetAmount':
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if not isinstance(other, AssetAmount):
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if not isinstance(other, AssetAmount):
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msg = f'other must be AssetAmount, but was {type(other)}'
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msg = f'other must be AssetAmount, but was {type(other)}'
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raise TypeError(msg)
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raise TypeError(msg)
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@ -495,7 +521,7 @@ class AssetAmount:
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return AssetAmount(self.asset, self.amount + other.amount)
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return AssetAmount(self.asset, self.amount + other.amount)
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def __sub__(self, other):
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def __sub__(self, other: 'AssetAmount') -> 'AssetAmount':
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if not isinstance(other, AssetAmount):
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if not isinstance(other, AssetAmount):
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msg = f'other must be AssetAmount, but was {type(other)}'
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msg = f'other must be AssetAmount, but was {type(other)}'
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raise TypeError(msg)
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raise TypeError(msg)
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@ -506,7 +532,7 @@ class AssetAmount:
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raise ValueError(msg)
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raise ValueError(msg)
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return AssetAmount(self.asset, self.amount - other.amount)
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return AssetAmount(self.asset, self.amount - other.amount)
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def __truediv__(self, other):
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def __truediv__(self, other: 'Decimal | AssetAmount') -> 'Decimal | AssetAmount':
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if isinstance(other, AssetAmount):
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if isinstance(other, AssetAmount):
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if self.asset != other.asset:
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if self.asset != other.asset:
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msg = f'AssetAmount must have same asset, but: {self.asset} != {other.asset}'
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msg = f'AssetAmount must have same asset, but: {self.asset} != {other.asset}'
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@ -514,16 +540,38 @@ class AssetAmount:
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return self.amount / other.amount
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return self.amount / other.amount
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return AssetAmount(self.asset, self.amount / other)
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return AssetAmount(self.asset, self.amount / other)
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def __lt__(self, other):
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def __neg__(self) -> 'AssetAmount':
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return AssetAmount(self.asset, -self.amount)
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def cmp(self, other) -> Decimal:
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if not isinstance(other, AssetAmount):
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if not isinstance(other, AssetAmount):
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msg = f'other must be AssetAmount, but was {type(other)}'
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msg = f'other must be AssetAmount, but was {type(other)}'
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raise TypeError(msg)
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raise TypeError(msg)
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if self.is_zero() or other.is_zero():
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return self.amount - other.amount
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if self.asset != other.asset:
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if self.asset != other.asset:
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msg = (
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msg = (
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f'AssetAmount must have same asset, but: {self.asset} != {other.asset}'
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f'AssetAmount must have same asset, but: {self.asset} != {other.asset}'
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)
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)
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raise ValueError(msg)
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raise ValueError(msg)
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return self.amount < other.amount
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return self.amount - other.amount
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def is_zero(self) -> bool:
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return self.amount == 0
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def __lt__(self, other: 'AssetAmount') -> bool:
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return self.cmp(other) < 0
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def __le__(self, other: 'AssetAmount') -> bool:
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return self.cmp(other) <= 0
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def __gt__(self, other: 'AssetAmount') -> bool:
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return self.cmp(other) > 0
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def __ge__(self, other: 'AssetAmount') -> bool:
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return self.cmp(other) >= 0
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AssetAmount.ZERO = AssetAmount(UnknownAsset(), Decimal(0))
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AssetPair = tuple[Asset, Asset]
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AssetPair = tuple[Asset, Asset]
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@ -550,10 +598,10 @@ class ExchangeRateSample:
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return self._average
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return self._average
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return (self.high + self.low) / 2
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return (self.high + self.low) / 2
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def replace_timestamp(self, timestamp):
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def replace_timestamp(self, timestamp: datetime.date | datetime.datetime) -> 'ExchangeRateSample':
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return dataclasses.replace(self, timestamp=timestamp)
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return dataclasses.replace(self, timestamp=timestamp)
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def invert_exchange_rate(self):
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def invert_exchange_rate(self) -> 'ExchangeRateSample':
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one = Decimal('1')
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one = Decimal('1')
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return dataclasses.replace(
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return dataclasses.replace(
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self,
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self,
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