def test_case_one(self):
print('\nTest_Case_One')
test_position = Broker()
midpoint = 100.
fee = .003
order_open = Order(ccy='BTC-USD', side='long', price=midpoint, step=1)
test_position.add(order=order_open)
self.assertEqual(1, test_position.long_inventory.position_count)
print('LONG Unrealized_pnl: %f' %
test_position.long_inventory.get_unrealized_pnl())
self.assertEqual(0, test_position.short_inventory.position_count)
self.assertEqual(0.,
test_position.short_inventory.get_unrealized_pnl())
order_close = Order(ccy='BTC-USD',
side='long',
price=midpoint + (midpoint * fee * 5),
step=100)
test_position.remove(order=order_close)
self.assertEqual(0, test_position.long_inventory.position_count)
print('LONG Unrealized_pnl: %f' %
test_position.long_inventory.get_unrealized_pnl())
self.assertEqual(test_position.short_inventory.position_count, 0)
self.assertEqual(test_position.short_inventory.get_unrealized_pnl(),
0.)
print('LONG Realized_pnl: %f' % test_position.get_realized_pnl())
def test_case_two(self):
print('\nTest_Case_Two')
test_position = Broker()
midpoint = 100.
fee = .003
order_open = Order(ccy='BTC-USD', side='short', price=midpoint, step=1)
test_position.add(order=order_open)
self.assertEqual(1, test_position.short_inventory.position_count)
self.assertEqual(0, test_position.long_inventory.position_count)
self.assertEqual(0., test_position.long_inventory.get_unrealized_pnl())
print('SHORT Unrealized_pnl: %f' %
test_position.short_inventory.get_unrealized_pnl())
order_close = Order(ccy='BTC-USD',
side='short',
price=midpoint - (midpoint * fee * 15),
step=100)
test_position.remove(order=order_close)
self.assertEqual(0, test_position.short_inventory.position_count)
self.assertEqual(0, test_position.long_inventory.position_count)
self.assertEqual(0., test_position.long_inventory.get_unrealized_pnl())
print('SHORT Unrealized_pnl: %f' %
test_position.short_inventory.get_unrealized_pnl())
print('SHORT Realized_pnl: %f' % test_position.get_realized_pnl())
