feat: current_change comes from broker

auto_trading/interfaces.py

@@ -18,13 +18,11 @@ class PTFState:
 
     balance: float
     stocks: Dict[str, float]
-    conversion_rate: DataFrame
 
-    @property
-    def total_balance(self) -> float:
-        conv = self.conversion_rate.to_dict()
+    def total_balance(self, conversion_rate: Dict[str, float]) -> float:
         return self.balance + sum(
-            conv[stock_name] * amount for stock_name, amount in self.stocks.items()
+            conversion_rate[stock_name] * amount
+            for stock_name, amount in self.stocks.items()
         )
 
 
@@ -161,6 +159,10 @@ class PTF(ABC):
         """Return the current total balance."""
         return self.state.balance
 
+    def total_balance(self, conversion_rate: Dict[str, float]) -> float:
+        """Return the current total balance."""
+        return self.state.total_balance(conversion_rate)
+
     def execute_multiples(self, orders: List[Order]) -> None:
         """Execute all orders
 

auto_trading/strat/hold.py

@@ -33,7 +33,7 @@ class Hold(Strategy):
         # if I have some money
         if (balance := state.balance) > 0:
             # I calculate the value of the stock
-            market_price = state.conversion_rate.iloc[-1].to_dict()[self.to_hold]
+            market_price = data.iloc[-1].to_dict()[self.to_hold]
             amount = balance / market_price
             # and I buy it all at market price
             orders.append(Long(stock=self.to_hold, amount=amount, price=market_price))

tests/strat/test_hold.py

@@ -7,34 +7,35 @@ from auto_trading.orders import Long
 
 
 @pytest.mark.parametrize(
-    "state, output",
+    "data, state, output",
     [
-        (State(balance=0, stocks={}, conversion_rate=DataFrame()), None),
+        (DataFrame(), State(balance=0, stocks={}), None),
         (
-            State(balance=10, stocks={}, conversion_rate=DataFrame({"AAPL": [10]})),
+            DataFrame({"AAPL": [10]}),
+            State(balance=10, stocks={}),
             Long(stock="AAPL", amount=1, price=10),
         ),
         (
+            DataFrame({"AAPL": [10]}),
             State(
                 balance=10,
                 stocks={"AAPL": 5},
-                conversion_rate=DataFrame({"AAPL": [10]}),
             ),
             Long(stock="AAPL", amount=1, price=10),
         ),
         (
+            DataFrame({"AAPL": [10], "TSLA": [20]}),
             State(
                 balance=10,
                 stocks={"AAPL": 5, "TSLA": 5},
-                conversion_rate=DataFrame({"AAPL": [10], "TSLA": [20]}),
             ),
             Long(stock="AAPL", amount=1, price=10),
         ),
     ],
 )
-def test_hold(state, output):
+def test_hold(data, state, output):
     strat = Hold(to_hold="AAPL")
-    res = strat.execute(DataFrame(), DataFrame(), state)
+    res = strat.run(data, state)
     if output is None:
         assert len(res) == 0
     else: