def test_tree(self):
a1 = AssetFundNetwork.Asset(price=1, daily_volume=100, symbol='a1')
f1 = Fund('f1', {'a1': 10}, 100, 1, 1)
f2 = Fund('f2', {'a1': 20}, 100, 1, 1)
mi_calc = MarketImpactCalculator()
mi_calc.get_updated_price = MagicMock()
mi_calc.get_updated_price.side_effect = update_price_side_effects
network = AssetFundNetwork.AssetFundsNetwork(funds={
'f1': f1,
'f2': f2
},
assets={'a1': a1},
mi_calc=mi_calc,
limit_trade_step=False)
action_manager = ActionsManager(network.assets, 0.5, 1, [50, 30])
SysConfig.set("STEP_ORDER_SIZE", 0.5)
f1.marginal_call = MagicMock(return_value=False)
f2.marginal_call = MagicMock()
f2.marginal_call.side_effect = f1_margin_call_side_effect
actual_tree = PortfolioFlashCrashRootChanceGameState(
action_manager, af_network=network, defender_budget=50)
expected_tree = self.gen_tree()
self.assertEqual(actual_tree.chance_prob(), {'p1': 0.75, 'p2': 0.25})
self.assertEqual(actual_tree.tree_size, 8)
self.cmp_tree(expected_tree, actual_tree)
def test_marginal_call_true(self):
assets = {
'XXX': Asset(1, 20, 1.5, 'XXX'),
'YYY': Asset(1, 20, 1.5, 'yyy')
}
fund = Fund('F1', {'XXX': 10, 'YYY': 10}, 5, 2, 3)
self.assertTrue(True, fund.marginal_call(assets))