def portfolio_holding_lifo_test():
""" test of 'lifo' queuing by adding and removing
a position.
"""
p1 = position.Position(symbol="AAPL", qty=1000, price=185.25,
multiplier=1., fee=7.0, total_amt=185250.,
trans_date=1053605468.54)
p2 = position.Position(symbol="AAPL", qty=1500, price=184.00,
multiplier=1., fee=7.0, total_amt=276000.,
trans_date=1054202245.63)
p3 = position.Position(symbol="AAPL", qty=-1500, price=186.00,
multiplier=1., fee=7.0, total_amt=279000.,
trans_date=1055902486.22)
h = portfolio.Holding()
h.add_to(p1)
h.add_to(p2)
h.remove_from(p3, order='lifo')
print "Holding: ", h
print "Positions length: ", len(h.positions)
print "Positions price: ", h.positions[0].price, h.positions[0].fee
assert h.qty==1000
assert len(h.positions)==1
# simple check to make sure the position that we expect is left over...
p = h.positions[0]
assert p.price==185.25
def portfolio_holding_fifo2_test():
""" test of 'fifo' and 'lifo' queuing by adding and removing
a position.
Note: there are no protections on 'removing' a position which
is in the wrong direction. ## TODO: decide when to make
determination of add or remove -- in the class or when
deciding to call the appropriate method?
"""
p1 = position.Position(symbol="AAPL", qty=1000, price=185.25,
multiplier=1., fee=7.0, total_amt=185250.,
trans_date=1053605468.54)
p2 = position.Position(symbol="AAPL", qty=1500, price=184.00,
multiplier=1., fee=7.0, total_amt=276000.,
trans_date=1054202245.63)
p3 = position.Position(symbol="AAPL", qty=-500, price=186.00,
multiplier=1., fee=7.0, total_amt=279000.,
trans_date=1055902486.22)
h = portfolio.Holding()
h.add_to(p1)
h.add_to(p2)
h.remove_from(p3, order='fifo')
assert h.qty==2000
assert len(h.positions)==2
# simple check to make sure the positions that we expect are left over...
p = h.positions[0]
assert p.price==185.25
p = h.positions[1]
assert p.price==184.00
def portfolio_port_test():
""" test of 'lifo' queuing by adding and removing
a position.
"""
p1 = position.Position(symbol="AAPL",
id="1110",
qty=1000,
price=185.25,
multiplier=1.,
fee=7.0,
total_amt=185250.,
trans_date=1053605468.54)
p2 = position.Position(symbol="AAPL",
id="1111",
qty=1500,
price=184.00,
multiplier=1.,
fee=7.0,
total_amt=276000.,
trans_date=1054202245.63)
p3 = position.Position(symbol="GOOG",
id="1112",
qty=2000,
price=286.00,
multiplier=1.,
fee=7.0,
total_amt=572000.,
trans_date=1055902486.22)
h = portfolio.Holding()
h.add_to(p1)
h.add_to(p2)
h2 = portfolio.Holding()
h2.add_to(p3)
portf = portfolio.Portfolio(name="Test Portfolio", holdings=[h, h2])
print dir(portf)
print portf.holdings
print portf.pprint
assert len(portf.holdings) == 2
assert portf.holdings["GOOG"].symbol == "GOOG"
return
def portfolio_holding_test():
""" Simple test to add position to holdings. """
p = position.Position(symbol="AAPL", qty=1000, price=185.25,
multiplier=1., fee=7.0, total_amt=185250.,
trans_date=1053605468.54)
h = portfolio.Holding()
h.add_to(p)
assert h.qty==1000
return
def main():
df = pd.read_csv(open('./test/transtest.csv'), comment="***")
bought_filter = lambda x: str(x).startswith("Bought")
sold_filter = lambda x: str(x).startswith("Sold")
boughts = df['DESCRIPTION'].map(bought_filter)
solds = df['DESCRIPTION'].map(sold_filter)
# Allow the fees to be summed by replacing nans with 0.0s
fee_cols = ["COMMISSION", "REG FEE"]
for col in fee_cols:
df[col].replace(np.nan, 0.0)
dff = df[(boughts) | (solds)]
port = portfolio.Portfolio(name="TD Ameritrade - BMP")
# Loop through each Symbol as a holding
symbs = np.asarray(dff['SYMBOL'].unique(), dtype='S50')
for symb in symbs:
# Filter for current symbol
dff_symb = dff[dff['SYMBOL'] == symb]
hld = portfolio.Holding()
# Populate a holding with all positions
for tran in dff_symb.iterrows():
tran_data = tran[1]
if tran_data['DESCRIPTION'].startswith("Bought"):
side = "BUY"
elif tran_data['DESCRIPTION'].startswith("Sold"):
side = "SELL"
else:
side = "UNKNOWN"
p = position.Position(symbol=tran_data['SYMBOL'],
id=tran_data['TRANSACTION ID'],
description=tran_data['DESCRIPTION'],
trans_date=tran_data['DATE'],
qty=tran_data['QUANTITY'],
price=tran_data['PRICE'],
fee=tran_data['COMMISSION'] +
tran_data['REG FEE'],
total_amt=tran_data['AMOUNT'],
side=side)
if side == "BUY":
print "Adding %s to Portfolio" % p
hld.add_to(p)
elif side == "SELL" and hasattr(hld, "positions"):
print "Removing %s from Portfolio" % p
hld.remove_from(p)
else:
print "Adding short position %s to Portfolio" % p
hld.add_to(p)
port.add_holding(hld)
port.pprint()
#if tran['DESCRIPTION'].startswith("Bought")
# port.add_to(Position(transaction['']))
return port