def setUp(self):
home_currency = "GBP"
position_type = "short"
currency_pair = "GBPUSD"
units = Decimal("2000")
ticker = TickerMock()
self.position = Position(home_currency, position_type, currency_pair,
units, ticker)
def add_new_position(
self, position_type, currency_pair, units, ticker
):
ps = Position(
self.home_currency, position_type,
currency_pair, units, ticker
)
self.positions[currency_pair] = ps
class TestLongEURUSDPosition(unittest.TestCase):
"""
Unit tests that cover going short EUR/USD with an account
denominated currency of GBP, using 2,000 units of EUR/USD.
"""
def setUp(self):
home_currency = "GBP"
position_type = "short"
currency_pair = "EURUSD"
units = Decimal("2000")
ticker = TickerMock()
self.position = Position(home_currency, position_type, currency_pair,
units, ticker)
def test_calculate_init_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-0.00015"))
def test_calculate_init_profit_base(self):
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-0.19954"))
def test_calculate_init_profit_perc(self):
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.00998"))
def test_calculate_updated_values(self):
"""
Check that after the bid/ask prices move, that the updated
pips, profit and percentage profit calculations are correct.
"""
prices = self.position.ticker.prices
prices["GBPUSD"] = {
"bid": Decimal("1.50486"),
"ask": Decimal("1.50586")
}
prices["USDGBP"] = {
"bid": Decimal("0.66451"),
"ask": Decimal("0.66407")
}
prices["EURUSD"] = {
"bid": Decimal("1.07811"),
"ask": Decimal("1.07827")
}
self.position.update_position_price()
# Check pips
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("0.00005"))
# Check profit base
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("0.06641"))
# Check profit percentage
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("0.00332"))
def setUp(self):
home_currency = "GBP"
position_type = "short"
currency_pair = "GBPUSD"
units = Decimal("2000")
ticker = TickerMock()
self.position = Position(
home_currency, position_type,
currency_pair, units, ticker
)
class TestLongEURUSDPosition(unittest.TestCase):
"""
Unit tests that cover going short EUR/USD with an account
denominated currency of GBP, using 2,000 units of EUR/USD.
"""
def setUp(self):
home_currency = "GBP"
position_type = "short"
currency_pair = "EURUSD"
units = Decimal("2000")
ticker = TickerMock()
self.position = Position(
home_currency, position_type,
currency_pair, units, ticker
)
def test_calculate_init_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-0.00015"))
def test_calculate_init_profit_base(self):
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-0.19954"))
def test_calculate_init_profit_perc(self):
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.00998"))
def test_calculate_updated_values(self):
"""
Check that after the bid/ask prices move, that the updated
pips, profit and percentage profit calculations are correct.
"""
prices = self.position.ticker.prices
prices["GBPUSD"] = {"bid": Decimal(
"1.50486"), "ask": Decimal("1.50586")}
prices["USDGBP"] = {"bid": Decimal(
"0.66451"), "ask": Decimal("0.66407")}
prices["EURUSD"] = {"bid": Decimal(
"1.07811"), "ask": Decimal("1.07827")}
self.position.update_position_price()
# Check pips
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("0.00005"))
# Check profit base
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("0.06641"))
# Check profit percentage
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("0.00332"))
def add_new_position(self, side, market, units, exposure, add_price,
remove_price):
ps = Position(side, market, units, exposure, add_price, remove_price)
self.positions[market] = ps
def add_new_position(self, position_type, market, units, exposure, bid,
ask):
ps = Position(position_type, market, units, exposure, bid, ask)
self.positions[market] = ps
