def test_aggregated_position_with_two_related_trades_from_three(self):
trades = []
trades.append(self.mock_trade(id="order1", amount=100, price=10))
trades.append(self.mock_trade(id="order2", amount=200, price=15))
trades.append(self.mock_trade(id="order1", amount=300, price=20))
aggregated_buys, aggregated_sells = PerformanceMetrics.aggregate_position_order(
trades, [])
self.assertEqual(len(aggregated_buys), 2)
trade = aggregated_buys[0]
self.assertTrue(trade.order_id == "order1" and trade.amount == 400
and trade.price == 15)
self.assertEqual(aggregated_buys[1], trades[1])
self.assertEqual(len(aggregated_sells), 0)
trades = []
trades.append(self.mock_trade(id="order1", amount=100, price=10))
trades.append(self.mock_trade(id="order2", amount=200, price=15))
trades.append(self.mock_trade(id="order1", amount=300, price=20))
aggregated_buys, aggregated_sells = PerformanceMetrics.aggregate_position_order(
[], trades)
self.assertEqual(len(aggregated_buys), 0)
self.assertEqual(len(aggregated_sells), 2)
trade = aggregated_sells[0]
self.assertTrue(trade.order_id == "order1" and trade.amount == 400
and trade.price == 15)
self.assertEqual(aggregated_sells[1], trades[1])
def test_aggregated_position_for_unrelated_trades(self):
trades = []
trades.append(self.mock_trade(id="order1", amount=100, price=10))
trades.append(self.mock_trade(id="order2", amount=200, price=15))
trades.append(self.mock_trade(id="order3", amount=300, price=20))
aggregated_buys, aggregated_sells = PerformanceMetrics.aggregate_position_order(trades, [])
self.assertEqual(aggregated_buys, trades)
self.assertEqual(len(aggregated_sells), 0)
aggregated_buys, aggregated_sells = PerformanceMetrics.aggregate_position_order([], trades)
self.assertEqual(len(aggregated_buys), 0)
self.assertEqual(aggregated_sells, trades)
def test_aggregated_position_with_no_trades(self):
aggregated_buys, aggregated_sells = PerformanceMetrics.aggregate_position_order(
[], [])
self.assertEqual(len(aggregated_buys), 0)
self.assertEqual(len(aggregated_sells), 0)