Fix live existing cash or holdings state (#504)

- Minor fix for missing live existing cash holdings state check. Adding
  unit test reproducing issue

lean/components/util/live_utils.py

@@ -99,11 +99,13 @@ def get_last_portfolio_cash_holdings(api_client: APIClient, brokerage_instance:
     if cash_balance_option != LiveInitialStateInput.NotSupported or holdings_option != LiveInitialStateInput.NotSupported:
         last_portfolio = _get_last_portfolio(api_client, project_id, project)
         if last_portfolio is not None:
-            for key, value in last_portfolio["cash"].items():
-                last_cash[key] = InsensitiveCaseDict(value)
-            for key, value in last_portfolio["holdings"].items():
-                last_holdings[key] = InsensitiveCaseDict(value)
-                last_holdings[key]["symbol"] = InsensitiveCaseDict(last_holdings[key]["symbol"])
+            if "cash" in last_portfolio:
+                for key, value in last_portfolio["cash"].items():
+                    last_cash[key] = InsensitiveCaseDict(value)
+            if "holdings" in last_portfolio:
+                for key, value in last_portfolio["holdings"].items():
+                    last_holdings[key] = InsensitiveCaseDict(value)
+                    last_holdings[key]["symbol"] = InsensitiveCaseDict(last_holdings[key]["symbol"])
         else:
             last_cash = None
             last_holdings = None

tests/commands/test_live.py

@@ -1139,11 +1139,16 @@ def test_live_non_interactive_deploy_with_real_brokerage_without_credentials() -
     assert "--oanda-environment" in error_msg
     assert "--iex-price-plan" not in error_msg
 
-def create_lean_option(brokerage_name: str, data_provider_live_name: str, data_provider_historical_name: str, api_client: any) -> Result:
+
+def create_lean_option(brokerage_name: str, data_provider_live_name: str, data_provider_historical_name: str,
+                       api_client: any, environment_modifier=None) -> Result:
     reset_state_installed_modules()
     create_fake_lean_cli_directory()
     create_fake_environment("live-paper", True)
 
+    if environment_modifier:
+        environment_modifier()
+
     initialize_container(api_client_to_use=api_client)
 
     option = ["--brokerage", brokerage_name]
@@ -1249,3 +1254,33 @@ def test_live_non_interactive_deploy_paper_brokerage_different_live_data_provide
             is_exist = True
 
     assert is_exist
+
+
+@pytest.mark.parametrize("brokerage_name,data_provider_live_name,existing_cash,existing_holdings",
+                         [("Paper Trading", "Polygon", "True", "True"),
+                          ("Paper Trading", "Polygon", "True", "False"),
+                          ("Paper Trading", "Polygon", "False", "True"),
+                          ("Paper Trading", "Polygon", "False", "False")])
+def test_live_state_file(brokerage_name: str, data_provider_live_name: str,
+                    existing_cash: bool, existing_holdings: bool) -> None:
+    api_client = mock.MagicMock()
+
+    def environment_modifier():
+        result_directory = Path.cwd() / "Python Project" / "live" / "2024-09-26_17-25-28"
+        result_file = result_directory / f"L-3875119070.json"
+        result_file.parent.mkdir(parents=True, exist_ok=True)
+        with open(result_file, "w+") as out_file:
+            state = {}
+            if existing_cash:
+                state["cash"] = {"USD": {"symbol": "USD", "amount": 100000.0}}
+            if existing_holdings:
+                state["holdings"] = {"BTCUSD 2XR":{"symbol":{"value":"BTCUSD","id":"BTCUSD 2XR","permtick":"BTCUSD"},
+                                                   "type":7,"currencySymbol":"$","averagePrice":64778.92,"quantity":0.3,
+                                                   "marketPrice":63425.05,"conversionRate":1.0,"marketValue":19027.515,
+                                                   "unrealizedPnl":-25.98,"unrealizedPnLPercent":-0.13}}
+            json.dump(state, out_file)
+        with open(result_directory / "config", "w+") as out_file:
+            json.dump({"algorithm-language": "Python", "parameters": {}, "id": "3875119070"}, out_file)
+
+    create_lean_option(brokerage_name, data_provider_live_name, None, api_client,
+                       environment_modifier=environment_modifier)

tests/test_helpers.py

@@ -104,6 +104,7 @@ def create_fake_lean_cli_directory() -> None:
 
     _write_fake_directory(files)
 
+
 def create_fake_lean_cli_project(name: str, language: str) -> None:
     """Creates a directory structure similar to the one created by `lean init` with a given project info"""
     (Path.cwd() / "data").mkdir()
@@ -121,6 +122,7 @@ def create_fake_lean_cli_project(name: str, language: str) -> None:
 
     _write_fake_directory(files)
 
+
 def create_fake_lean_cli_directory_with_subdirectories(depth: int) -> None:
     """Creates a directory structure similar to the one created by `lean init` with a Python and a C# project,
     and a Python and a C# library"""
@@ -229,6 +231,7 @@ def create_lean_environments() -> List[QCLeanEnvironment]:
                           public=True)
     ]
 
+
 def reset_state_installed_modules() -> None:
     for data_provider in (cli_brokerages + cli_data_downloaders + cli_data_queue_handlers
                           + cli_addon_modules + cli_history_provider):