def test_update_holdings(self):
days = pd.bdate_range(start='2016-01-01', periods=5)
transaction_factory('buy', self.p1, self.s1, days[0], price=10, shares=200, fee=100)
transaction_factory('sell', self.p1, self.s1, days[1], price=8, shares=100, fee=50)
transaction_factory('dividend', self.p1, self.s1, days[2], dividend=35)
transaction_factory('split', self.p1, self.s1, days[3], ratio=1.5)
transaction_factory('sell', self.p1, self.s1, days[4], price=12, shares=100, fee=90)
self.p1.update_holdings(days[4]+1)
hlds = list(Holding.objects.all())
self.assertEqual(len(hlds), 6)
self.assertEqual(hlds[0].shares, 200)
self.assertAlmostEqual(hlds[0].cost, -2100)
self.assertEqual(hlds[0].gain, 0)
self.assertEqual(hlds[0].dividend, 0)
self.assertEqual(hlds[1].shares, 100)
self.assertAlmostEqual(hlds[1].cost, -1050)
self.assertAlmostEqual(hlds[1].gain, -300)
self.assertEqual(hlds[1].dividend, 0)
self.assertEqual(hlds[2].shares, 100)
self.assertEqual(hlds[2].dividend, 35)
self.assertEqual(hlds[3].shares, 150)
self.assertAlmostEqual(hlds[3].cost, -1050)
self.assertEqual(hlds[4].shares, 50)
self.assertEqual(hlds[4].cost, -350)
self.assertAlmostEqual(hlds[4].gain, 110)
self.assertEqual(hlds[4].dividend, 35)
self.assertEqual(hlds[5].shares, 50)
def test_all_transactions(self):
p2 = Portfolio.objects.create(name='trend', description='trending', owner=self.p1.owner)
_dt = [
dt.datetime(2016, 1, 1, 11, 20),
dt.datetime(2016, 1, 10, 14, 10),
dt.datetime(2016, 1, 6, 9, 40),
dt.datetime(2016, 1, 3, 13, 5),
]
s1 = [
transaction_factory('buy', self.p1, self.s1, _dt[0], price=1, shares=100),
transaction_factory('sell', self.p1, self.s1, _dt[1], price=1, shares=50),
transaction_factory('split', self.p1, self.s1, _dt[2], ratio=1.5),
transaction_factory('dividend', self.p1, self.s1, _dt[3], dividend=10),
]
s2 = [
transaction_factory('buy', p2, self.s1, _dt[0], price=2, shares=200),
transaction_factory('sell', p2, self.s1, _dt[1], price=2, shares=100),
transaction_factory('split', p2, self.s1, _dt[2], ratio=2),
transaction_factory('dividend', p2, self.s1, _dt[3], dividend=50),
]
all_txn = self.p1.transactions.all()
# test only p1 transactions are included
for s in s1:
self.assertIn(s, all_txn)
for s in s2:
self.assertNotIn(s, all_txn)
# test the transaction array is properly sorted according to datetime
self.assertEqual(all_txn[0].datetime, _dt[0])
self.assertEqual(all_txn[1].datetime, _dt[3])
self.assertEqual(all_txn[2].datetime, _dt[2])
self.assertEqual(all_txn[3].datetime, _dt[1])
def test_cash_flow(self):
days = pd.bdate_range(start='2016-08-01', periods=4)
transaction_factory('buy', self.p1, self.s1, days[0], price=10., shares=200, fee=100.)
transaction_factory('sell', self.p1, self.s1, days[1], price=8., shares=100, fee=50.)
transaction_factory('buy', self.p1, self.s2, days[1], price=80., shares=500, fee=120.)
transaction_factory('sell', self.p1, self.s2, days[2], price=95, shares=200, fee=40.)
QuoteFactory(security=self.s1, date=days[2], close=12.)
QuoteFactory(security=self.s2, date=days[2], close=15.)
self.assertEqual(self.p1.cash_flow(days[0]), -2100)
self.assertEqual(self.p1.cash_flow(days[1]), -39370)
self.assertEqual(self.p1.cash_flow(days[2]), 18960)
self.assertEqual(self.p1.cash_flow(days[3]), 0)
def test_update_with_old_transactions_no_update(self):
day = pd.Timestamp(dt.date(2016, 1, 1), offset='B')
t1 = transaction_factory('buy', self.p1, self.s1, day-1, price=10., shares=100, fee=5.)
Holding.objects.create(security=self.s1, portfolio=self.p1, shares=500, cost=-1000, date=day)
self.p1.update_holdings(day)
self.assertEqual(Holding.objects.count(), 1)
hld = Holding.objects.first()
self.assertEqual(hld.shares, 500)
self.assertEqual(hld.cost, -1000)
self.assertEqual(hld.date, dt.date(2016, 1, 1))
def test_update_with_old_transactions_update_one_day(self):
day = pd.Timestamp(dt.date(2016, 9, 5), offset='B')
t1 = transaction_factory('buy', self.p1, self.s1, day, price=10., shares=100, fee=5.)
Holding.objects.create(security=self.s1, portfolio=self.p1, shares=500, cost=-1000, date=day+1)
self.p1.update_holdings(day+2)
hlds = list(Holding.objects.all())
self.assertEqual(len(hlds), 1)
self.assertEqual(hlds[0].shares, 500)
self.assertEqual(hlds[0].cost, -1000)
self.assertEqual(hlds[0].date, dt.date(2016, 9, 6))
def test_update_holdings_for_2_security(self):
days = pd.bdate_range(start='2016-08-01', periods=3)
transaction_factory('buy', self.p1, self.s1, days[0], price=10., shares=200, fee=100.)
transaction_factory('sell', self.p1, self.s1, days[1], price=8., shares=100, fee=50.)
transaction_factory('buy', self.p1, self.s2, days[1], price=80., shares=500, fee=120.)
transaction_factory('sell', self.p1, self.s2, days[2], price=95, shares=200, fee=40.)
self.p1.update_holdings(days[2])
hld1 = list(Holding.objects.filter(security=self.s1).all())
hld2 = list(Holding.objects.filter(security=self.s2).all())
self.assertEqual(len(hld1), 3)
self.assertEqual(len(hld2), 2)
def test_position_on_date_wo_transaction(self):
days = pd.bdate_range(start='2016-08-01', periods=3)
transaction_factory('buy', self.p1, self.s1, days[0], price=10., shares=200, fee=100.)
transaction_factory('sell', self.p1, self.s1, days[1], price=8., shares=100, fee=50.)
transaction_factory('buy', self.p1, self.s2, days[1], price=80., shares=500, fee=120.)
transaction_factory('sell', self.p1, self.s2, days[2], price=95, shares=200, fee=40.)
QuoteFactory(security=self.s1, date=days[2], close=12.)
QuoteFactory(security=self.s2, date=days[2], close=15.)
self.p1.update_holdings(days[2])
hlds = self.p1.position(days[2])
self.assertEqual(len(hlds), 2)
self.assertAlmostEqual(self.p1.total_value(), 5700)
def test_sum_each_currency(self):
days = pd.bdate_range(start='2016-08-01', periods=3)
transaction_factory('buy', self.p1, self.s1, days[0], price=10., shares=200, fee=100.)
transaction_factory('sell', self.p1, self.s1, days[1], price=8., shares=100, fee=50.)
transaction_factory('buy', self.p1, self.s3, days[1], price=80., shares=500, fee=120.)
transaction_factory('sell', self.p1, self.s3, days[2], price=95, shares=200, fee=40.)
QuoteFactory(security=self.s1, date=days[2], close=12.)
QuoteFactory(security=self.s3, date=days[2], close=15.)
self.p1.update_holdings(days[2])
values = self.p1.sum_each_currency(days[2])
self.assertAlmostEqual(values['CNY'], 1200)
self.assertAlmostEqual(values['USD'], 4500)
