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a/prediction_market_agent_tooling/markets/agent_market.py +++ b/prediction_market_agent_tooling/markets/agent_market.py @@ -219,7 +219,8 @@ def has_successful_resolution(self) -> bool: def has_unsuccessful_resolution(self) -> bool: return self.resolution in [Resolution.CANCEL, Resolution.MKT] - def get_outcome_str_from_bool(self, outcome: bool) -> OutcomeStr: + @staticmethod + def get_outcome_str_from_bool(outcome: bool) -> OutcomeStr: raise NotImplementedError("Subclasses must implement this method") def get_outcome_str(self, outcome_index: int) -> str: diff --git a/prediction_market_agent_tooling/markets/omen/omen.py b/prediction_market_agent_tooling/markets/omen/omen.py index a718c067..37643be2 100644 --- a/prediction_market_agent_tooling/markets/omen/omen.py +++ b/prediction_market_agent_tooling/markets/omen/omen.py @@ -422,7 +422,8 @@ def index_set_to_outcome_str(cls, index_set: int) -> OutcomeStr: cls.get_outcome_str(cls.index_set_to_outcome_index(index_set)) ) - def get_outcome_str_from_bool(self, outcome: bool) -> OutcomeStr: + @staticmethod + def get_outcome_str_from_bool(outcome: bool) -> OutcomeStr: return ( OutcomeStr(OMEN_TRUE_OUTCOME) if outcome else OutcomeStr(OMEN_FALSE_OUTCOME) ) diff --git a/pyproject.toml b/pyproject.toml index 29c121f9..fccc60bb 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ [tool.poetry] name = "prediction-market-agent-tooling" -version = "0.48.12" +version = "0.48.13" description = "Tools to benchmark, deploy and monitor prediction market agents." authors = ["Gnosis"] readme = "README.md" @@ -20,7 +20,7 @@ cron-validator = "^1.0.8" pydantic = "^2.6.1" web3 = "^6.15.1" eth-typing = "^3.0.0" -pydantic-settings = "^2.1.0" +pydantic-settings = "^2.4.0" #eth-ape limit numpy = "^1.26.4" autoflake = "^2.2.1" isort = "^5.13.2" diff --git a/tests/test_betting_strategy.py b/tests/test_betting_strategy.py index 2e90b66b..a83039d4 100644 --- a/tests/test_betting_strategy.py +++ b/tests/test_betting_strategy.py @@ -1,8 +1,19 @@ +from unittest.mock import Mock + import pytest from prediction_market_agent_tooling.deploy.betting_strategy import ( MaxAccuracyBettingStrategy, ) +from prediction_market_agent_tooling.gtypes import Probability +from prediction_market_agent_tooling.markets.data_models import ( + Currency, + Position, + ProbabilisticAnswer, + TokenAmount, + TradeType, +) +from prediction_market_agent_tooling.markets.omen.omen import OmenAgentMarket @pytest.mark.parametrize( @@ -18,3 +29,34 @@ def test_answer_decision( betting_strategy = MaxAccuracyBettingStrategy() direction: bool = betting_strategy.calculate_direction(market_p_yes, estimate_p_yes) assert direction == expected_direction + + +def test_rebalance() -> None: + strategy = MaxAccuracyBettingStrategy() + + mock_amount = TokenAmount(amount=5, currency=Currency.xDai) + tiny_amount = TokenAmount(amount=0.0001, currency=Currency.xDai) + mock_existing_position = Position( + market_id="0x123", + amounts={ + OmenAgentMarket.get_outcome_str_from_bool(True): mock_amount, + OmenAgentMarket.get_outcome_str_from_bool(False): mock_amount, + }, + ) + mock_answer = ProbabilisticAnswer(p_yes=Probability(0.9), confidence=0.5) + mock_market = Mock(OmenAgentMarket, wraps=OmenAgentMarket) + mock_market.get_tiny_bet_amount.return_value = tiny_amount + mock_market.current_p_yes = 0.5 + mock_market.currency = Currency.xDai + mock_market.id = "0x123" + + trades = strategy.calculate_trades(mock_existing_position, mock_answer, mock_market) + # assert 1 buy trade and 1 sell trade + assert len(trades) == 2 + # buy trades should come first, sell trades last + buy_trade = trades[0] + assert buy_trade.trade_type == TradeType.BUY + assert buy_trade.amount.amount == (mock_amount.amount + tiny_amount.amount) + sell_trade = trades[1] + assert sell_trade.trade_type == TradeType.SELL + assert sell_trade.amount.amount == mock_amount.amount