def setUp(self):
self.entryDate = datetime(2015,11,15)
self.exitDate = datetime(2015,11,21)
self.trade = ScaleTrade("AAPL", self.entryDate, 100.0, 0.0, quantity=100)
tradeEntry = TradeEntry(self.exitDate, -100, 110.0)
self.trade.addEntry(tradeEntry)
class ScaleTradeTest(unittest.TestCase):
def setUp(self):
self.entryDate = datetime(2015,11,15)
self.exitDate = datetime(2015,11,21)
self.trade = ScaleTrade("AAPL", self.entryDate, 100.0, 0.0, quantity=100)
tradeEntry = TradeEntry(self.exitDate, -100, 110.0)
self.trade.addEntry(tradeEntry)
def test_get_entry_date(self):
self.assertTrue(self.trade.getEntryDate() == self.entryDate)
def test_get_exit_date(self):
self.assertTrue(self.trade.getExitDate() == self.exitDate)
def test_is_closed(self):
self.assertTrue(self.trade.isClosed())
def test_is_open(self):
self.assertFalse(self.trade.is_open())
def test_is_long(self):
self.assertTrue(self.trade.is_long())
def test_is_short(self):
self.assertFalse(self.trade.is_short())
def test_pandl(self):
self.assertTrue(self.trade.pandl() == 1000.0)
def test_pandl_percent(self):
self.assertTrue(self.trade.pandlPercent() == 0.1)
def test_adjust_account(self):
settings = ConfigParser.ConfigParser()
account = Account(settings)
datastore = MockDataStore()
positionSizer = MockPositionSizer()
# run date before trade, should be no effect
fromdt = datetime(2015,11,1)
todt = datetime(2015,11,2)
self.trade.adjust_account(datastore, fromdt, todt, account, positionSizer)
self.assertTrue(account.cash==100000)
# run date of entry, should be down 10k in cash
fromdt = datetime(2015,11,15)
todt = datetime(2015,11,16)
self.trade.adjust_account(datastore, fromdt, todt, account, positionSizer)
self.assertTrue(account.cash == 90000)
# run during trade, should still be 90k
fromdt = datetime(2015,11,18)
todt = datetime(2015,11,19)
self.trade.adjust_account(datastore, fromdt, todt, account, positionSizer)
self.assertTrue(account.cash == 90000)
# run exit, should be 110k
fromdt = datetime(2015,11,21)
todt = datetime(2015,11,22)
self.trade.adjust_account(datastore, fromdt, todt, account, positionSizer)
self.assertTrue(account.cash == 101000)
# run post-exit, should still be 110k
fromdt = datetime(2015,11,25)
todt = datetime(2015,11,26)
self.trade.adjust_account(datastore, fromdt, todt, account, positionSizer)
self.assertTrue(account.cash == 101000)
