cleanup portfolio and position DTOs

Author: v1nvn

HISTORY.rst

@@ -2,6 +2,9 @@
 
 History
 -------
+0.8.119 [2023-06-21]
+* cleanup: portfolio and position DTOs
+
 0.8.118 [2023-06-19]
 * feat: enable ledger for polygon
 

credmark/cmf/engine/dev_models/compose_models.py

@@ -20,7 +20,8 @@
 
 class LedgerModelSlugs:
 
-    ledger_block_number_time_series = 'ledger.block-number-time-series'
+    ledger_block_time_series = 'ledger.block-time-series'
+    ledger_block_number_series = 'ledger.block-number-series'
     """
     Get a range of block numbers by end time, interval, and count
     """
@@ -47,7 +48,7 @@ def run_with_local(self, input: MapBlockTimeSeriesInput,
             exclusive=input.exclusive
         )
 
-        block_series = context.run_model(LedgerModelSlugs.ledger_block_number_time_series,
+        block_series = context.run_model(LedgerModelSlugs.ledger_block_time_series,
                                          ts_input,
                                          return_type=LedgerBlockNumberTimeSeries)
 
@@ -93,9 +94,11 @@ class ComposeMapBlockTimeSeriesModel(ComposeMapBlockTimeSeriesModelMeta):
     def run(self, input: MapBlockTimeSeriesInput) -> MapBlockTimeSeriesOutput[dict]:
         return self.run_with_local(input, local=False)
 
+
 class MapBlockTimeSeriesInputLocal(MapBlockTimeSeriesInput):
     class Config:
-        schema_extra = MapBlockTimeSeriesInput.Config.schema_extra | {'skip_test': True}
+        schema_extra = MapBlockTimeSeriesInput.Config.schema_extra | {
+            'skip_test': True}
 
 
 @Model.describe(slug='compose.map-block-time-series-local',

credmark/cmf/engine/dev_models/console.py

@@ -37,20 +37,16 @@
     FiatCurrency,
     JoinType,
     Maybe,
-    NativePosition,
     NativeToken,
     Network,
     Portfolio,
-    PortfolioWithPrice,
     Position,
-    PositionWithPrice,
     Price,
     PriceList,
     PriceWithQuote,
     Records,
     Some,
     Token,
-    TokenPosition,
     Tokens,
 )
 from credmark.cmf.types.compose import (

credmark/cmf/types/__init__.py

@@ -22,8 +22,8 @@
 from .ledger_query import LedgerQuery
 from .ledger_series import LedgerBlockNumberTimeSeries, LedgerBlockTimeSeriesInput
 from .network import Network, NetworkDict
-from .portfolio import Portfolio, PortfolioWithPrice
-from .position import NativePosition, NativePositionWithPrice, Position, PositionWithPrice, TokenPosition
+from .portfolio import Portfolio
+from .position import Position
 from .price import Price, PriceList, PriceWithQuote
 from .token_erc20 import NativeToken, Token, Tokens
 from .token_wei import TokenWei

credmark/cmf/types/portfolio.py

@@ -1,29 +1,53 @@
+import math
 from typing import List
 
+import credmark.cmf.model
 from credmark.dto import DTOField, IterableListGenericDTO, PrivateAttr
 
-from .position import Position, PositionWithPrice
+from .adt import Maybe, Some
+from .position import Position
+from .price import PriceWithQuote
 
 
 class Portfolio(IterableListGenericDTO[Position]):
     positions: List[Position] = DTOField(
         default=[], description='List of positions')
     _iterator: str = PrivateAttr('positions')
 
-    def get_value(self, price_model='price.quote', block_number=None, quote=None):
+    def get_value(self, block_number=None, quote=None):
         """
         Returns:
             The value of the portfolio using the price_model.
 
         Raises:
             ModelDataError: if no pools available for a position's price data.
         """
-        if len(self.positions) > 0:
-            total = 0
-            for pos in self.positions:
-                total += pos.get_value(price_model, block_number=block_number, quote=quote)
-            return total
-        return 0
+        non_zero_positions = [position for position in self.positions
+                              if not math.isclose(position.amount, 0)]
+
+        if len(non_zero_positions) == 0:
+            return 0
+
+        total = 0
+        context = credmark.cmf.model.ModelContext.current_context()
+        if block_number is None:
+            block_number = context.block_number
+
+        pqs_maybe = context.run_model(
+            slug='price.quote-multiple-maybe',
+            input=Some(some=[
+                {'base': p.asset.address} if quote is None
+                else {'base': p.asset.address, 'quote': quote}
+                for p in non_zero_positions
+            ]),
+            block_number=block_number,
+            return_type=Some[Maybe[PriceWithQuote]],
+        )
+        for price_maybe, position in zip(pqs_maybe.some, non_zero_positions):
+            if price_maybe.just is not None:
+                total += position.amount * price_maybe.just.price
+
+        return total
 
     class Config:
         schema_extra: dict = {
@@ -48,47 +72,3 @@ def merge(cls, port1: "Portfolio", port2: "Portfolio"):
                 positions[pos_key].amount += pos.amount
 
         return cls(positions=list(positions.values()))
-
-
-class PortfolioWithPrice(IterableListGenericDTO[PositionWithPrice]):
-    positions: List[PositionWithPrice] = DTOField(
-        default=[], description='List of positions')
-    _iterator: str = PrivateAttr('positions')
-
-    def get_value(self, price_model='price.quote', block_number=None, quote=None):
-        """
-        Returns:
-            The value of the portfolio using the price_model.
-
-        Raises:
-            ModelDataError: if no pools available for a position's price data.
-        """
-        if len(self.positions) > 0:
-            return sum(pos.get_value(price_model, block_number=block_number, quote=quote)
-                       for pos in self.positions)  # pylint:disable=not-an-iterable
-        return 0
-
-    class Config:
-        schema_extra: dict = {
-            'examples': [{'positions': [exp]}
-                         for exp in PositionWithPrice.Config.schema_extra['examples']]
-        }
-
-    @classmethod
-    def merge(cls, port1: "Portfolio", port2: "Portfolio"):
-        positions = {}
-        for pos in port1:
-            pos_key = str(pos.asset.address)
-            if positions.get(pos_key, None) is None:
-                positions[pos_key] = pos.copy()
-            else:
-                positions[pos_key].amount += pos.amount
-
-        for pos in port2:
-            pos_key = str(pos.asset.address)
-            if positions.get(pos_key, None) is None:
-                positions[pos_key] = pos.copy()
-            else:
-                positions[pos_key].amount += pos.amount
-
-        return cls(positions=list(positions.values()))

credmark/cmf/types/position.py

@@ -5,12 +5,13 @@
 from credmark.dto import DTO, DTOField, cross_examples
 
 from .price import PriceWithQuote
-from .token_erc20 import NativeToken, Token
+from .token_erc20 import Token
 
 
 class Position(DTO):
     amount: float = DTOField(0.0, description='Quantity of token held')
     asset: Token
+    price_quote: Optional[PriceWithQuote] = None
 
     def get_value(self, price_model='price.quote', block_number=None, quote=None) -> float:
         """
@@ -39,31 +40,8 @@ def get_value(self, price_model='price.quote', block_number=None, quote=None) ->
 
     class Config:
         schema_extra = {
-            'examples': cross_examples([{'amount': '4.2', }],
+            'examples': cross_examples([{'amount': '4.2'}],
                                        [{'token': v}
                                            for v in Token.Config.schema_extra['examples']],
                                        limit=10)
         }
-
-
-class TokenPosition(Position):
-    asset: Token
-
-
-class NativePosition(Position):
-    asset: NativeToken
-
-
-class NativePositionWithPrice(NativePosition):
-    fiat_quote: Optional[PriceWithQuote]
-
-
-class PositionWithPrice(Position):
-    fiat_quote: Optional[PriceWithQuote]
-
-    class Config:
-        schema_extra = {
-            'examples': cross_examples(Position.Config.schema_extra['examples'],
-                                       PriceWithQuote.Config.schema_extra['examples'],
-                                       limit=10)
-        }