def test_short_compute5():
"""
做多场2，考虑异常情况下的卖出
"""
busi_date = "2017-03-20"
data = {}
data["trade_id"] = "trade_id"
data["secu_acc_id"] = "secu_acc_id"
data["prd_no"] = "prd_no"
data['open_date'] = "2017-03-10"
data["busi_date"] = busi_date
data['liab_qty'] = 0
data['mkt_val'] = 0.
data["trd_detail"] = []
data['now_trd'] = [{
"trd_qty": 800,
"trd_cash_flow": 4000,
"timestamp": 1489626000
}, {
"trd_qty": -150,
"trd_cash_flow": -1200,
"timestamp": 1489626001
}, {
"trd_qty": 150,
"trd_cash_flow": 1000,
"timestamp": 1489626002
}]
data["total_in"] = 0.
data["total_out"] = 0.
re = short_compute(data, busi_date)
assert_equal(re['exception_label'], 1)
assert_less(0.0 - float(re["trd_detail"][0]["return"]), 1e-4)
assert_less(0.0 - float(re["trd_detail"][1]["return"]), 1e-4)
assert_less(200.0 - float(re["trd_detail"][2]["return"]), 1e-4)
def test_long_compute():
"""
做多场景1，考虑正常情况下，在计算日无交易
"""
busi_date = "2017-03-20"
data = {}
data["trade_id"] = "trade_id"
data["secu_acc_id"] = "secu_acc_id"
data["prd_no"] = "prd_no"
data['open_date'] = "2017-03-10"
data["busi_date"] = busi_date
data['qty'] = 950
data['mkt_val'] = 10000.
data["trd_detail"] = [{
"trd_amt": "8000",
"trd_qty": "800",
"trd_date": "2017-03-10",
"return": "0.0"
}, {
"trd_amt": "2000",
"trd_qty": "150",
"trd_date": "2017-03-12",
"return": "0.0"
}]
data['now_trd'] = None
data["total_in"] = 0.
data["total_out"] = 0.
re = long_compute(data, busi_date)
assert_equal(re['total_in'], 10000.)
assert_equal(re['total_out'], 0.)
assert_equal(re['remain_val'], 10000.)
assert_equal(re['remain_qty'], 950)
def test_long_compute2():
"""
做多场3，考虑金额异常卖出
"""
busi_date = "2017-03-20"
data = {}
data["trade_id"] = "trade_id"
data["secu_acc_id"] = "secu_acc_id"
data["prd_no"] = "prd_no"
data['open_date'] = "2017-03-10"
data["busi_date"] = busi_date
data['qty'] = 950
data['mkt_val'] = 20000.
data["trd_detail"] = [{
"trd_amt": "8000",
"trd_qty": "800",
"trd_date": "2017-03-10",
"return": "0.0"
}, {
"trd_amt": "2000",
"trd_qty": "150",
"trd_date": "2017-03-12",
"return": "0.0"
}]
data['now_trd'] = [{
"trd_qty": -800,
"trd_cash_flow": -10000,
"timestamp": 1489626002
}, {
"trd_qty": -150,
"trd_cash_flow": -20000,
"timestamp": 1489626001
}]
data['qty'] = 0
data['mkt_val'] = 0.
data["total_in"] = 0.
data["total_out"] = 0.
re = long_compute(data, busi_date)
assert_equal(re['return_rate'], 2.)
assert_equal(re['total_in'], 10000.)
assert_equal(re['total_out'], 30000.)
assert_equal(re['exception_label'], 0)
def test_long_compute3():
"""
做多场4，考虑数量异常卖出
"""
busi_date = "2017-03-20"
data = {}
data["trade_id"] = "trade_id"
data["secu_acc_id"] = "secu_acc_id"
data["prd_no"] = "prd_no"
data['open_date'] = "2017-03-10"
data["busi_date"] = busi_date
data["trd_detail"] = [{
"trd_amt": "8000",
"trd_qty": "800",
"trd_date": "2017-03-10",
"return": "0.0"
}, {
"trd_amt": "2000",
"trd_qty": "150",
"trd_date": "2017-03-12",
"return": "0.0"
}]
data['now_trd'] = [{
"trd_qty": -1000,
"trd_cash_flow": -5000,
"timestamp": 1489626001
}, {
"trd_qty": -150,
"trd_cash_flow": -5000,
"timestamp": 1489626002
}]
data['qty'] = 0
data['mkt_val'] = 0.
data["total_in"] = 0.
data["total_out"] = 0.
re = long_compute(data, busi_date)
assert_equal(re['return_rate'], 0.)
assert_equal(re['total_in'], 10000.)
assert_equal(re['total_out'], 10000.)
assert_equal(re['remain_qty'], 0)
assert_equal(re['remain_val'], 0.)
assert_equal(re['exception_label'], 1)
assert_less(-5526.31578947 - float(re["trd_detail"][2]["return"]), 1e-4)
assert_less(0.0 - float(re["trd_detail"][3]["return"]), 1e-4)