Python PortfolioFacade Examples

Example #1

    def test_unrealized_pnl_for_venue_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.unrealized_pnls, SIM)

Example #2

    def test_order_margin_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.initial_margins, SIM)

Example #3

    def test_position_margin_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.maint_margins, SIM)

Example #4

    def test_is_completely_flat_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.is_completely_flat)

Example #5

    def test_account_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.account, SIM)

Example #6

    def test_market_values_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.net_exposures, BITMEX)

Example #7

File: test_trading_portfolio.py Project: shiniantianlang/nautilus_trader

    def test_unrealized_pnl_for_symbol_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.unrealized_pnl, BTCUSDT_BINANCE.symbol)

Example #8

File: test_trading_portfolio.py Project: shiniantianlang/nautilus_trader

    def test_is_flat_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.is_flat, GBPUSD_SIM.symbol)

Example #9

File: test_trading_portfolio.py Project: shiniantianlang/nautilus_trader

    def test_market_value_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.market_value, AUDUSD_SIM.symbol)

Example #10

    def test_net_position_raises_not_implemented_error(self):
        # Arrange
        portfolio = PortfolioFacade()

        # Act
        # Assert
        self.assertRaises(NotImplementedError, portfolio.net_position,
                          GBPUSD_SIM.id)