SimulatedWallet#

API documentation for tradeexecutor.backtest.simulated_wallet.SimulatedWallet Python class in Trading Strategy framework.

class SimulatedWallet[source]#

Bases: object

A wallet that keeps token balances by ERC-20 address.

Simulates different incoming and outgoing tokens from a wallet includive, aToken and vToken interest amounts with rebalance().
If a backtest tries to transfer a token it does not have, or does not have enough of it, raise an error
Will catch bugs in internal accounting

__init__()[source]#

Methods

`__init__`()
`fetch_nonce_and_tx_hash`()	Allocates a dummy nonce for a transaction.
`get_all_balances`()	Show the status of the wallet as a printable DataFrame.
`get_balance`(token)	Get on-chain balance of one token.
`get_token_symbol`(token)	Get the human readable name of token for diagnostics output.
`rebase`(token, new_amount)	Set rebase token amount.
`set_balance`(token, amount)	Directly set balance.
`update_balance`(token, delta[, reason, epsilon])	Change the token balance of some delta.
`update_token_info`(asset)	Set the token info for a particular ERC-20.
`verify_balances`(expected[, epsilon])	Check that our simulated balances are what we expect.

Attributes

`balances`	Raw balances token address -> balance
`tokens`	token address -> asset info for debug logging
`nonce`	Start with zero nonce like Ethereum acconts

__init__()[source]#

balances: Dict[str, Decimal]#: Raw balances token address -> balance

tokens: Dict[str, AssetIdentifier]#: token address -> asset info for debug logging

nonce#: Start with zero nonce like Ethereum acconts

update_balance(token, delta, reason=None, epsilon=Decimal('1.00000000000000007154242405462192450852805618492324772617063644020163337700068950653076171875E-18'))[source]#

Change the token balance of some delta.

Check that balance does not go zero.

Parameters:

token (str | tradeexecutor.state.identifier.AssetIdentifier) –
Token we receive or send.

Give either raw address or asset definition.

Any asset definion is automatically added to our internal tracking list for diagnostics.
delta (Decimal) – The amount of token, human units
reason (str) –
Reason for this change.

Only used for backtesting diagnostics.
epsilon – If the balance goes below this dust threshold, go all the way to zero

set_balance(token, amount)[source]#

Directly set balance.

Parameters:

token (str | tradeexecutor.state.identifier.AssetIdentifier) –
Token we receive or send.

Give either raw address or asset definition.

Any asset definion is automatically added to our internal tracking list for diagnostics.
amount (Decimal) – New absolute balance.

rebase(token, new_amount)[source]#

Set rebase token amount.

aToken / vToken accrues interest or debt.

Parameters:

new_amount (Decimal) – Abs token amount on the chain
token (str | tradeexecutor.state.identifier.AssetIdentifier) –

get_balance(token)[source]#

Get on-chain balance of one token.

Returns:: Human-readable token balance
Parameters:: token (str | tradeexecutor.state.identifier.AssetIdentifier) –
Return type:: Decimal

fetch_nonce_and_tx_hash()[source]#

Allocates a dummy nonce for a transaction.

Returns:: Tuple (nonce, tx_hash)
Return type:: Tuple[int, str]

get_token_symbol(token)[source]#

Get the human readable name of token for diagnostics output.

Parameters:: token (str | tradeexecutor.state.identifier.AssetIdentifier) –
Return type:: str

update_token_info(asset)[source]#

Set the token info for a particular ERC-20.

This way the wallet has metadata on what token it has and can produce better diagnostics output.

Automatically called by update_balance().

Parameters:: asset (AssetIdentifier) –

get_all_balances()[source]#

Show the status of the wallet as a printable DataFrame.

Example:

print(wallet.get_all_balances())

Output:

                              Balance
Token
USDC                             9500
aUSDC   998.4999999999999999687749774
vWETH  0.3003021039165400376391259260

Return type:: DataFrame

verify_balances(expected, epsilon=0.001)[source]#

Check that our simulated balances are what we expect.

Returns:: Clean or not, all assets table.
Parameters:: expected (Dict[AssetIdentifier, Decimal]) –
Return type:: Tuple[bool, DataFrame]