Changed the return type for matmul operator on monetary objects

roboquant/__init__.py

@@ -3,7 +3,7 @@
 `Account`, `Asset` and `Event`.
 """
 
-__version__ = "0.9.1"
+__version__ = "0.9.2"
 
 import logging
 

roboquant/account.py

@@ -67,7 +67,7 @@ def mkt_value(self) -> Wallet:
 
     def convert(self, x: Wallet | Amount) -> float:
         """convert a wallet or amount into the base currency of the account"""
-        return x.convert(self.base_currency, self.last_update)
+        return x.convert_to(self.base_currency, self.last_update)
 
     def position_value(self, asset: Asset) -> float:
         """Return position value denoted in the base currency of the account."""
@@ -84,7 +84,7 @@ def long_positions(self) -> dict[Asset, Position]:
 
     def contract_value(self, asset: Asset, size: Decimal, price: float) -> float:
         """Contract value denoted in the base currency of hte account"""
-        return asset.contract_amount(size, price).convert(self.base_currency, self.last_update)
+        return asset.contract_amount(size, price).convert_to(self.base_currency, self.last_update)
 
     def equity(self) -> Wallet:
         """Return the equity of the account.

roboquant/monetary.py

@@ -165,12 +165,13 @@ def __add__(self, other: "Amount") -> "Wallet":
         """
         return Wallet(self, other)
 
-    def __matmul__(self, other: Currency) -> float:
-        return self.convert(other, datetime.now(tz=timezone.utc))
+    def __matmul__(self, other: Currency) -> "Amount":
+        time = datetime.now(tz=timezone.utc)
+        return Amount(other, self.convert_to(other, time))
 
-    def convert(self, currency: Currency, time: datetime) -> float:
-        """Convert this amount to another currency and return that value.
-        If a conversion is required, it will invoke the registered `Amount.converter`.
+    def convert_to(self, currency: Currency, time: datetime) -> float:
+        """Convert this amount to another currency and return the monetary value.
+        If an exchange rate is required, it will invoke the registered `Amount.converter` under the hood.
         """
         if currency == self.currency:
             return self.value
@@ -217,17 +218,18 @@ def __sub__(self, other: "Amount | Wallet"):
             result[k] -= v
         return result
 
-    def __matmul__(self, other: Currency) -> float:
-        return self.convert(other, datetime.now(tz=timezone.utc))
+    def __matmul__(self, other: Currency) -> Amount:
+        time = datetime.now(tz=timezone.utc)
+        return Amount(other, self.convert_to(other, time))
 
     def deepcopy(self) -> "Wallet":
         result = Wallet()
         result.update(self)
         return result
 
-    def convert(self, currency: Currency, time: datetime) -> float:
+    def convert_to(self, currency: Currency, time: datetime) -> float:
         """convert all the amounts hold in this wallet to a single currency and return the value"""
-        return sum(amount.convert(currency, time) for amount in self.amounts())
+        return sum(amount.convert_to(currency, time) for amount in self.amounts())
 
     def __repr__(self) -> str:
         return " + ".join([f"{a}" for a in self.amounts()])

tests/unit/test_account.py

@@ -16,8 +16,8 @@ def test_account_init(self):
         self.assertEqual(acc.buying_power.value, 0.0)
         self.assertEqual(acc.buying_power.currency, USD)
         self.assertEqual(acc.base_currency, USD)
-        self.assertEqual(acc.unrealized_pnl().convert(USD, now), 0.0)
-        self.assertEqual(acc.mkt_value().convert(USD, now), 0.0)
+        self.assertEqual(acc.unrealized_pnl().convert_to(USD, now), 0.0)
+        self.assertEqual(acc.mkt_value().convert_to(USD, now), 0.0)
         self.assertEqual(acc.equity_value(), 1_000.0)
 
     def test_account_positions(self):
@@ -31,9 +31,9 @@ def test_account_positions(self):
             acc.positions[symbol] = Position(Decimal(10), price, price)
             prices[symbol] = price
 
-        self.assertAlmostEqual(acc.mkt_value().convert(USD, now), 1450.0)
+        self.assertAlmostEqual(acc.mkt_value().convert_to(USD, now), 1450.0)
         self.assertAlmostEqual(acc.equity_value(), 2450.0)
-        self.assertAlmostEqual(acc.unrealized_pnl().convert(USD, now), 0.0)
+        self.assertAlmostEqual(acc.unrealized_pnl().convert_to(USD, now), 0.0)
 
 
 if __name__ == "__main__":

tests/unit/test_monetary.py

@@ -40,17 +40,20 @@ def test_conversion(self):
         now = datetime.now()
         Amount.register_converter(One2OneConversion())
         one_dollar = Amount(USD, 1.0)
-        self.assertEqual(1.0, one_dollar.convert(EUR, now))
+        self.assertEqual(1.0, one_dollar.convert_to(EUR, now))
 
         Amount.register_converter(NoConversion())
-        self.assertRaises(NotImplementedError, lambda: one_dollar.convert(EUR, now))
+        self.assertRaises(NotImplementedError, lambda: one_dollar.convert_to(EUR, now))
 
     def test_static_conversion(self):
         now = datetime.now()
         converter = StaticConversion(USD, {EUR: 0.9, GBP: 0.8, JPY: 150})
         Amount.register_converter(converter)
         amt1 = Amount(GBP, 100.0)
-        self.assertAlmostEqual(112.5, amt1.convert(EUR, now))
+        self.assertAlmostEqual(112.5, amt1.convert_to(EUR, now))
+
+        start = 100@EUR
+        self.assertAlmostEqual(start, 100@EUR@USD@EUR)
 
         Amount.register_converter(NoConversion())
 
@@ -59,10 +62,10 @@ def test_ecb_conversion(self):
         converter = ECBConversion()
         Amount.register_converter(converter)
         amt1 = Amount(GBP, 100.0)
-        self.assertAlmostEqual(117.8856, amt1.convert(EUR, now), 4)
+        self.assertAlmostEqual(117.8856, amt1.convert_to(EUR, now), 4)
 
         # convert an amount to its own currency
-        self.assertEqual(amt1.value, amt1@amt1.currency)
+        self.assertEqual(amt1.value, (amt1@amt1.currency).value)
 
         Amount.register_converter(NoConversion())