fix: patched Prop

auto_trading/orders.py

@@ -17,9 +17,18 @@ class Long(Order):
         """The amount in $"""
         return self.amount * self.price
 
-    def __repr__(self) -> str:
+    def __str__(self) -> str:
         return f"{self.__class__.__name__}({self.stock}: {self.amount_usd}$)"
 
+    def __eq__(self, other) -> bool:
+        if not isinstance(other, Long):
+            return False
+        return (
+            self.stock == other.stock
+            and self.amount == other.amount
+            and self.price == other.price
+        )
+
 
 @dataclass
 class Short(Order):
@@ -34,5 +43,14 @@ class Short(Order):
         """The amount in $"""
         return self.amount * self.price
 
-    def __repr__(self) -> str:
+    def __str__(self) -> str:
         return f"{self.__class__.__name__}({self.stock}: {self.amount_usd}$)"
+
+    def __eq__(self, other) -> bool:
+        if not isinstance(other, Short):
+            return False
+        return (
+            self.stock == other.stock
+            and self.amount == other.amount
+            and self.price == other.price
+        )

auto_trading/strat/prop.py

@@ -47,7 +47,7 @@ class Prop(Strategy):
         conversion_rate = data.loc[data.index[-1][0]].close.to_dict()
 
         # Desired state
-        results = indicators_results[self.indicator]
+        results = indicators_results.T[self.indicator]
         desired_state_precent = results[results > 0] / results[results > 0].sum()
         desired_state_dolards = (
             state.total_balance(conversion_rate) * desired_state_precent
@@ -61,11 +61,19 @@ class Prop(Strategy):
         for stock, amount in desired_state_dolards.items():
             if amount > state.stocks[stock]:
                 orders.append(
-                    Long(stock, amount - state.stocks[stock], conversion_rate[stock])
+                    Long(
+                        stock,
+                        amount / conversion_rate[stock] - state.stocks[stock],
+                        conversion_rate[stock],
+                    )
                 )
             else:
                 orders.append(
-                    Short(stock, state.stocks[stock] - amount, conversion_rate[stock])
+                    Short(
+                        stock,
+                        state.stocks[stock] - amount / conversion_rate[stock],
+                        conversion_rate[stock],
+                    )
                 )
 
         # Filter low orders

tests/orders/test_orders.py

@@ -33,4 +33,4 @@ def test_order_usd(order: Union[Long, Short], usd: float):
 )
 def test_repr(order: Union[Long, Short], string: str):
     """Test repr of an order."""
-    assert repr(order) == string
+    assert str(order) == string

tests/strat/test_prop.py

@@ -0,0 +1,38 @@
+import pytest
+from datetime import datetime
+from pandas import DataFrame, Series  # type: ignore
+
+from auto_trading.strat.prop import Prop
+from auto_trading.indicators.dumb import Dumb
+from auto_trading.interfaces import PTFState
+from auto_trading.orders import Long, Short
+
+
+date = datetime.strptime("2015-03-31", "%Y-%m-%d")
+
+
+@pytest.mark.parametrize(
+    "max_delta, data, indicators_results, state, results",
+    [
+        (
+            10,
+            DataFrame({"close": {(date, "GOOG"): 10, (date, "GOOGL"): 10}}),
+            Series({"GOOG": 1, "GOOGL": -1}),
+            PTFState(50, {"GOOG": 0, "GOOGL": 0}),
+            [Long("GOOG", price=10, amount=5)],
+        ),
+        (
+            10,
+            DataFrame({"close": {(date, "GOOG"): 10, (date, "GOOGL"): 10}}),
+            Series({"GOOG": 1, "GOOGL": -1}),
+            PTFState(5, {"GOOG": 0, "GOOGL": 0}),
+            [],
+        ),
+    ],
+)
+def test_prop(max_delta, data, indicators_results, state, results):
+    strat = Prop(max_delta=max_delta, indicators={"ind": Dumb(indicators_results)})
+    res = strat.run(data, state)
+    assert len(res) == len(results)
+    for result in results:
+        assert result in res