def test_sell_validate_selling_something_owned_but_quantity_invalid(self):
self._buy_stock(self.stock_one)
# can't sell because don't have the enough share
with self.assertRaises(Exception):
order = SellOrder(account=self.account, security=self.stock_one, price=100, share=9000)
self.session.add(order)
self.session.commit()
def test_sell_validate_selling_more_than_owned(self):
self._buy_stock(self.stock_one)
# can't sell because don't have the stock
with self.assertRaises(Exception):
order = SellOrder(account=self.account, security=self.stock_two, price=200, share=9)
self.session.add(order)
self.session.commit()
def test_close_position_with_more_share_raises_execption(self):
self._buy_stock()
# buy more to allow to sell 15
filled_stage = FillOrderStage(executed_on=datetime.datetime.now())
buy_order = BuyOrder(account=self.account,
security=self.security,
stage=filled_stage,
price=Decimal(20),
share=10)
self.session.add(buy_order)
self.session.commit()
tomorrow = datetime.datetime.now() + datetime.timedelta(days=1)
quote = SecurityQuote(date=tomorrow,
close_price=Decimal(100),
open_price=10.1,
high_price=14,
low_price=10.1,
volume=10000,
security=self.security)
self.session.add(quote)
self.session.commit()
filled_stage = FillOrderStage(executed_on=datetime.datetime.now())
sell_order = SellOrder(account=self.account,
security=self.security,
stage=filled_stage,
price=Decimal(100),
share=15)
self.session.add(sell_order)
self.session.commit()
with self.assertRaises(Exception):
self.account.positions[0].close(sell_order)
def test_close_position_less_than_bought_opens_a_new_position(self):
self._buy_stock()
tomorrow = datetime.datetime.now() + datetime.timedelta(days=1)
quote = SecurityQuote(date=tomorrow,
close_price=Decimal(100),
open_price=10.1,
high_price=14,
low_price=10.1,
volume=10000,
security=self.security)
self.session.add(quote)
self.session.commit()
filled_stage = FillOrderStage(executed_on=datetime.datetime.now())
sell_order = SellOrder(account=self.account,
security=self.security,
stage=filled_stage,
price=Decimal(100),
share=5)
self.session.add(sell_order)
self.session.commit()
self.account.positions[0].close(sell_order)
self.assertEquals(len(self.account.positions), 2)
self.assertFalse(self.account.positions[0].is_open())
self.assertTrue(self.account.positions[1].is_open())
def test_sell_something_owned_ok_path(self):
self._buy_stock(self.stock_one)
tomorrow = datetime.datetime.now() + datetime.timedelta(days=1)
quote = SecurityQuote(date=tomorrow, close_price=12, open_price=10.1, high_price=14, low_price=10.1, volume=10000)
self.session.add(quote)
self.session.commit()
# sell it
order = SellOrder(account=self.account, security=self.stock_one, price=100, share=9)
self.session.add(order)
self.session.commit()
def test_is_order_met(self):
now = datetime.datetime.now()
broker = Broker(name='Broker1')
account = Account(broker=broker)
pesos = Currency(name='Pesos', code='ARG')
account.deposit(Money(amount=10000, currency=pesos))
exchange = Exchange(name='Merval', code='MERV', currency=pesos)
stock=Stock(symbol='symbol', description='a stock', ISIN='US123456789', exchange=exchange)
tick1=Tick(trade_date=now, price=13.20, amount=1000, volume=1000, security=stock)
order1=BuyOrder(account=account, security=stock, price=13.25, share=10, is_market=True)
order2=BuyOrder(account=account, security=stock, price=13.15, share=10)
order3=SellOrder(account=account, security=stock, price=13.25, share=10)
order4=SellOrder(account=account, security=stock, price=13.15, share=10, is_market=True)
self.session.add(order1)
self.session.add(order2)
self.session.add(order3)
self.session.add(order4)
self.session.commit()
self.assertTrue(order1.is_order_met(tick1))
self.assertFalse(order2.is_order_met(tick1))
self.assertFalse(order3.is_order_met(tick1))
self.assertTrue(order4.is_order_met(tick1))
def test_is_order_met(self):
now = datetime.datetime.now()
broker = Broker(name='Broker1')
account = Account(broker=broker)
pesos = Currency(name='Pesos', code='ARG')
account.deposit(Money(amount=10000, currency=pesos))
exchange = Exchange(name='Merval', code='MERV', currency=pesos)
stock = Stock(symbol='symbol',
description='a stock',
ISIN='US123456789',
exchange=exchange)
tick1 = Tick(trade_date=now,
price=13.20,
amount=1000,
volume=1000,
security=stock)
order1 = BuyOrder(account=account,
security=stock,
price=13.25,
share=10,
is_market=True)
order2 = BuyOrder(account=account,
security=stock,
price=13.15,
share=10)
order3 = SellOrder(account=account,
security=stock,
price=13.25,
share=10)
order4 = SellOrder(account=account,
security=stock,
price=13.15,
share=10,
is_market=True)
self.session.add(order1)
self.session.add(order2)
self.session.add(order3)
self.session.add(order4)
self.session.commit()
self.assertTrue(order1.is_order_met(tick1))
self.assertFalse(order2.is_order_met(tick1))
self.assertFalse(order3.is_order_met(tick1))
self.assertTrue(order4.is_order_met(tick1))
def test_sell_validate_selling_something_not_owned(self):
# can't sell because don't have the stock
with self.assertRaises(Exception):
order = SellOrder(account=self.account, security=self.stock_two, price=100, share=9)
self.session.add(order)
self.session.commit()