basana.backtesting.lending

Lending strategies are used by the backtesting exchange to support different lending schemes, or no lending at all.

Margin calls are not yet implemented.

class basana.backtesting.lending.LoanInfo(id: str, is_open: bool, borrowed_symbol: str, borrowed_amount: decimal.Decimal, outstanding_interest: Dict[str, decimal.Decimal], paid_interest: Dict[str, decimal.Decimal])
Parameters:

  • id (str)

  • is_open (bool)

  • borrowed_symbol (str)

  • borrowed_amount (Decimal)

  • outstanding_interest (Dict[str, Decimal])

  • paid_interest (Dict[str, Decimal])

borrowed_amount: Decimal

The amount being borrowed.

borrowed_symbol: str

The symbol being borrowed.

id: str

The loan id.

is_open: bool

True if the loan is open, False otherwise.

outstanding_interest: Dict[str, Decimal]

The outstanding interest. Only valid for open loans.

paid_interest: Dict[str, Decimal]

The paid interest. Only valid for closed loans.

class basana.backtesting.lending.NoLoans

Bases: LendingStrategy

Lending not supported.

class basana.backtesting.lending.MarginLoanConditions(interest_symbol: str, interest_percentage: decimal.Decimal, interest_period: datetime.timedelta, min_interest: decimal.Decimal)
Parameters:

  • interest_symbol (str)

  • interest_percentage (Decimal)

  • interest_period (timedelta)

  • min_interest (Decimal)

interest_percentage: Decimal

The interest percentage.

interest_period: timedelta

The interest period.

interest_symbol: str

The symbol for the interest.

min_interest: Decimal

The minimum interest to charge.

class basana.backtesting.lending.MarginLoans(quote_symbol, margin_requirement, default_conditions=None)

Bases: LendingStrategy

This strategy will use the accounts assets as collateral for the loans.

Parameters:

  • quote_symbol (str) – The symbol to use to normalize balances.

  • margin_requirement (Decimal) – Minimum threshold for the value of the collateral relative to the total position.

  • default_conditions (MarginLoanConditions | None) – The default margin loan conditions.

get_conditions(symbol)

Returns the lending conditions for a given symbol.

Parameters:

symbol (str) – The symbol.

Return type:

MarginLoanConditions

property margin_level: Decimal

The current margin level.

set_conditions(symbol, conditions)

Set the lending conditions for a given symbol.

Parameters:

  • symbol (str) – The symbol whose conditions are being set.

  • conditions (MarginLoanConditions) – The lending conditions.

set_exchange_context(loan_mgr, exchange_context)

This method will be called during exchange initialization to give lending strategies a chance to later use those services.

Parameters:

  • loan_mgr (LoanManager)

  • exchange_context (ExchangeContext)