def test_case_two():
print('\nTest_Case_Two')
test_position = Broker()
midpoint = 100.
fee = .003
# ========
order_open = {'price': midpoint + (midpoint * fee), 'side': 'short'}
test_position.add(order=order_open)
assert test_position.short_inventory.position_count == 1
print('SHORT Unrealized_pnl: %f' %
test_position.short_inventory.get_unrealized_pnl())
assert test_position.long_inventory.position_count == 0
assert test_position.long_inventory.get_unrealized_pnl() == 0.
order_close = {'price': midpoint * 0.95, 'side': 'short'}
test_position.remove(order=order_close)
assert test_position.short_inventory.position_count == 0
print('SHORT Unrealized_pnl: %f' %
test_position.short_inventory.get_unrealized_pnl())
assert test_position.long_inventory.position_count == 0
assert test_position.long_inventory.get_unrealized_pnl() == 0.
print('SHORT Realized_pnl: %f' % test_position.get_realized_pnl())
def test_case_one():
print('\nTest_Case_One')
test_position = Broker()
midpoint = 100.
fee = .003
# ========
order_open = {'price': midpoint + (midpoint * fee), 'side': 'long'}
test_position.add(order=order_open)
assert test_position.long_inventory.position_count == 1
print('LONG Unrealized_pnl: %f' %
test_position.long_inventory.get_unrealized_pnl())
assert test_position.short_inventory.position_count == 0
assert test_position.short_inventory.get_unrealized_pnl() == 0.
order_close = {'price': (midpoint * fee) * 5. + midpoint, 'side': 'long'}
test_position.remove(order=order_close)
assert test_position.long_inventory.position_count == 0
print('LONG Unrealized_pnl: %f' %
test_position.long_inventory.get_unrealized_pnl())
assert test_position.short_inventory.position_count == 0
assert test_position.short_inventory.get_unrealized_pnl() == 0.
print('LONG Realized_pnl: %f' % test_position.get_realized_pnl())
def test_case_three():
print('\nTest_Case_Three')
test_position = Broker(5)
midpoint = 100.
fee = .003
# ========
for i in range(10):
order_open = {'price': midpoint + i, 'side': 'long'}
test_position.add(order=order_open)
print('Confirm we have 5 positions: %i' %
test_position.long_inventory.position_count)
assert test_position.long_inventory.position_count == 5
assert test_position.short_inventory.position_count == 0
for i in range(10):
order_open = {'price': midpoint - i, 'side': 'long'}
test_position.remove(order=order_open)
assert test_position.long_inventory.position_count == 0
assert test_position.short_inventory.position_count == 0
