def test_from_dict(self):
pos = Position()
trans = Transaction(self.fut_contract,
self.date,
4.0,
12.3,
leg_name='fut1')
pos.add(trans)
trans2 = Transaction(self.fut_contract, self.date, -2.0, 13.3)
pos.add(trans2)
positions = pos.netpositions
self.assertEqual(1, len(positions))
self.assertEqual(100, pos._realized_pnl)
self.assertEqual(1, len(positions))
self.assertEqual(True, self.fut_contract in positions)
p = positions[self.fut_contract]
self.assertEqual(p['qty'], 2.0)
self.assertEqual(p['value'], trans.usdvalue / 2)
self.fut_contract._price = 14.3
self.assertEqual(100, pos._realized_pnl)
self.assertEqual(pos.pnl, 100 + 200)
pos_dic = pos.as_dict()
# Deserealizing position
p2 = Position.from_dict(pos_dic, self.datasource, self.date)
positions = p2.netpositions
self.assertEqual(100, p2._realized_pnl)
self.assertEqual(1, len(positions))
self.assertEqual(True, self.fut_contract in positions)
p = positions[self.fut_contract]
# Wrong - because we have new object from datsource
#self.fut_contract._price = 14.3
for k in positions.keys():
k._price = 14.3
self.assertEqual(p['qty'], 2.0)
self.assertEqual(p['value'], trans.usdvalue / 2)
self.assertEqual(1, len(p2.legs))
self.assertEqual(True, 'fut1' in p2.legs)
self.assertEqual(self.fut_contract, p2.legs['fut1'])
self.assertEqual(100, p2._realized_pnl)
self.assertEqual(p2.pnl, 100 + 200)
def test_as_dict(self):
pos = Position()
trans = Transaction(self.fut_contract,
self.date,
4.0,
12.3,
leg_name='leg1')
pos.add(trans)
trans2 = Transaction(self.fut_contract, self.date, -2.0, 13.3)
pos.add(trans2)
positions = pos.netpositions
self.assertEqual(1, len(positions))
self.assertEqual(100, pos._realized_pnl)
self.assertEqual(1, len(positions))
self.assertEqual(True, self.fut_contract in positions)
p = positions[self.fut_contract]
self.assertEqual(p['qty'], 2.0)
self.assertEqual(p['value'], trans.usdvalue / 2)
self.fut_contract._price = 14.3
self.assertEqual(100, pos._realized_pnl)
self.assertEqual(pos.pnl, 100 + 200)
self.assertEqual(
{
'positions': {
str(self.fut_contract.__hash__()): {
'qty': 2.0,
'value': trans.usdvalue / 2,
'leg_name': 'leg1'
}
},
'_realized_pnl': 100.0
}, pos.as_dict())
