def test_portfolio_mix():
portfolio = Portfolio(100.0)
funds, position = portfolio.apply_action(Action.CLOSE, 10.0, 0)
assert funds == 100.0
assert position == 0
funds, position = portfolio.apply_action(Action.LONG, 40.0, 0)
assert funds == 20.0
assert position == 2
funds, position = portfolio.apply_action(Action.LONG, 5.0, 0)
assert funds == 0.0
assert position == 6
funds, position = portfolio.apply_action(Action.CLOSE, 10.0, 0)
assert funds == 60.0
assert position == 0
funds, position = portfolio.apply_action(Action.SHORT, 10.0, 0)
assert funds == 120.0
assert position == -6
failed = False
try:
portfolio.apply_action(Action.LONG, 20.0, 0)
except:
failed = True
assert failed
def test_portfolio_long():
portfolio = Portfolio(100.0)
funds, position = portfolio.apply_action(Action.LONG, 30.0, 0)
assert funds == 10.0
assert position == 3
def test_portfolio_short():
portfolio = Portfolio(100.0)
funds, position = portfolio.apply_action(Action.SHORT, 30.0, 0)
assert funds == 190.0
assert position == -3
def test_portfolio_close():
portfolio = Portfolio(0.0)
portfolio._position = 10
funds, position = portfolio.apply_action(Action.CLOSE, 10.0, 0)
assert funds == 100.0
assert position == 0