def persisted_txs(self):
# First trade is FX (skipped)
# Last trade cancels the 2nd trade
# Leaving 3rd & 4th XML transactions parsed as trades
return [
Trade(
uniqueid="DEADBEEF",
datetime=datetime(2015, 9, 10, 15, 51, 34),
memo="SATURNS SEARS ROEBUCK ACCEPTANCE CO",
currency=models.Currency.USD,
cash=Decimal("16195.8803475"),
fiaccount=self.account,
security=self.securities[1],
units=Decimal("-1000"),
),
Trade(
uniqueid="DEADBEEF",
datetime=datetime(2015, 9, 10, 15, 52, 20),
memo="SATURNS SEARS ROEBUCK ACCEPTANCE CO",
currency=models.Currency.USD,
cash=Decimal("14576.29231275"),
fiaccount=self.account,
security=self.securities[1],
units=Decimal("-900"),
),
]
def setUp(self):
tx1 = Trade(
datetime=datetime(2016, 1, 1),
uniqueid="",
fiaccount="",
security=None,
units=Decimal("100"),
cash=Decimal("1000"),
currency="USD",
)
self.lot1 = Lot(
opentransaction=tx1,
createtransaction=tx1,
units=tx1.units,
price=abs(tx1.cash / tx1.units),
currency=tx1.currency,
)
tx2 = Trade(
datetime=datetime(2016, 1, 2),
uniqueid="",
fiaccount="",
security=None,
units=Decimal("200"),
cash=Decimal("2200"),
currency="USD",
)
self.lot2 = Lot(
opentransaction=tx2,
createtransaction=tx2,
units=tx2.units,
price=abs(tx2.cash / tx2.units),
currency=tx2.currency,
)
tx3 = Trade(
datetime=datetime(2016, 1, 3),
uniqueid="",
fiaccount="",
security=None,
units=Decimal("300"),
cash=Decimal("3600"),
currency="USD",
)
self.lot3 = Lot(
opentransaction=tx3,
createtransaction=tx3,
units=tx3.units,
price=abs(tx3.cash / tx3.units),
currency=tx3.currency,
)
self.lots = [self.lot1, self.lot2, self.lot3]
def setUp(self):
tx1 = Trade(
uniqueid="",
datetime=datetime(2016, 1, 1),
fiaccount=None,
security=1,
units=Decimal("100"),
cash=Decimal("-1000"),
currency="USD",
)
self.lot1 = Lot(
opentransaction=tx1,
createtransaction=tx1,
units=tx1.units,
price=abs(tx1.cash / tx1.units),
currency=tx1.currency,
)
tx2 = Trade(
uniqueid="",
datetime=datetime(2016, 1, 1),
fiaccount=None,
security=2,
units=Decimal("-300"),
cash=Decimal("3600"),
currency="USD",
)
self.lot2 = Lot(
opentransaction=tx2,
createtransaction=tx2,
units=tx2.units,
price=abs(tx2.cash / tx2.units),
currency=tx2.currency,
)
self.portfolio = Portfolio({
(None, 1): [self.lot1],
(None, 2): [self.lot2]
})
def persisted_txs(self):
return [
Trade(
uniqueid="DEADBEEF",
datetime=datetime(2010, 10, 29, 14, 38, 9),
memo="PILGRIMS PRIDE CORP-NEW",
currency=models.Currency.USD,
cash=Decimal("1223"),
fiaccount=self.account,
security=self.securities[0],
units=Decimal("-200"),
sort=models.TransactionSort.MINGAIN,
)
]
def persisted_txs(self):
# 2nd trade cancels the 1st; 4th trade cancels the 3rd
# Leaving the last trade as the only one
return [
Trade(
uniqueid="DEADBEEF",
datetime=datetime(2011, 5, 9),
memo="CONVERA CORPORATION - SPINOFF",
currency=models.Currency.USD,
cash=Decimal("1477.3194048"),
fiaccount=self.account,
security=self.securities[0],
units=Decimal("-0.276942"),
)
]
def setUp(self):
tx0 = Trade(
datetime=datetime(2016, 1, 1),
uniqueid="",
fiaccount=None,
security=None,
units=Decimal("100"),
cash=Decimal("-1000"),
currency="USD",
)
self.lot0 = Lot(
opentransaction=tx0,
createtransaction=tx0,
units=tx0.units,
price=abs(tx0.cash / tx0.units),
currency=tx0.currency,
)
tx1 = Trade(
datetime=datetime(2016, 1, 3),
uniqueid="",
fiaccount=None,
security=None,
units=Decimal("300"),
cash=Decimal("-3600"),
currency="USD",
)
self.lot1 = Lot(
opentransaction=tx1,
createtransaction=tx1,
units=tx1.units,
price=abs(tx1.cash / tx1.units),
currency=tx1.currency,
)
self.portfolio = Portfolio({(None, None): [self.lot0, self.lot1]})
def testRetOfCapMultiplePositions(self):
"""
Test Portfolio route ReturnOfCapital to correct (account, security)
"""
tx4 = Trade(
uniqueid="",
datetime=datetime(2016, 1, 1),
fiaccount="",
security="",
units=Decimal("100"),
cash=Decimal("1000"),
currency="USD",
)
lot4 = Lot(
opentransaction=tx4,
createtransaction=tx4,
units=tx4.units,
price=abs(tx4.cash / tx4.units),
currency=tx4.currency,
)
tx5 = Trade(
uniqueid="",
datetime=datetime(2016, 1, 2),
fiaccount="",
security="",
units=Decimal("200"),
cash=Decimal("2200"),
currency="USD",
)
lot5 = Lot(
opentransaction=tx5,
createtransaction=tx5,
units=tx5.units,
price=abs(tx5.cash / tx5.units),
currency=tx5.currency,
)
tx6 = Trade(
uniqueid="",
datetime=datetime(2016, 1, 2),
fiaccount="",
security="",
units=Decimal("300"),
cash=Decimal("3600"),
currency="USD",
)
lot6 = Lot(
opentransaction=tx6,
createtransaction=tx6,
units=tx6.units,
price=abs(tx6.cash / tx6.units),
currency=tx6.currency,
)
self.portfolio[(None, "sec4")].append(lot4)
self.portfolio[("acct5", "sec5")].append(lot5)
self.portfolio[("acct6", None)].append(lot6)
# This routes to (None, None) - [self.lot1, self.lot2, self.lot3]; 600sh
retofcap1 = ReturnOfCapital(
uniqueid="",
fiaccount=None,
security=None,
datetime=datetime(2016, 6, 1),
cash=Decimal("1200"),
currency="USD",
)
# This routes to ('acct6', None) - lot6; 300sh
retofcap2 = ReturnOfCapital(
uniqueid="",
fiaccount="acct6",
security=None,
datetime=datetime(2016, 6, 1),
cash=Decimal("600"),
currency="USD",
)
# This routes to (None, 'sec4') - lot4; 100sh
retofcap3 = ReturnOfCapital(
uniqueid="",
fiaccount=None,
security="sec4",
datetime=datetime(2016, 6, 1),
cash=Decimal("300"),
currency="USD",
)
# This routes to ('acct5', 'sec5') - lot5; 200sh
retofcap4 = ReturnOfCapital(
uniqueid="",
fiaccount="acct5",
security="sec5",
datetime=datetime(2016, 6, 1),
cash=Decimal("800"),
currency="USD",
)
for retofcap in (retofcap1, retofcap2, retofcap3, retofcap4):
self.portfolio.book(retofcap)
position = self.portfolio[(None, None)]
self.assertEqual(len(position), 3)
self.assertEqual(position[0], self.lot1._replace(price=Decimal("8")))
self.assertEqual(position[1], self.lot2._replace(price=Decimal("9")))
self.assertEqual(position[2], self.lot3._replace(price=Decimal("10")))
position = self.portfolio[(None, "sec4")]
self.assertEqual(len(position), 1)
self.assertEqual(position[0], lot4._replace(price=Decimal("7")))
position = self.portfolio[("acct5", "sec5")]
self.assertEqual(len(position), 1)
self.assertEqual(position[0], lot5._replace(price=Decimal("7")))
position = self.portfolio[("acct6", None)]
self.assertEqual(len(position), 1)
self.assertEqual(position[0], lot6._replace(price=Decimal("10")))
def setUp(self):
self.trades = [
Trade(
uniqueid="20160104.U99.e.USD.1468544894",
datetime=datetime(2016, 1, 4, 14, 57, 40),
fiaccount=None,
security=None,
units=Decimal("-200.00"),
# price=Decimal('15.808'),
cash=Decimal("3161.5975047"),
currency="USD",
),
Trade(
uniqueid="20160104.U99.e.USD.1468552856",
datetime=datetime(2016, 1, 4, 14, 59, 51),
fiaccount=None,
security=None,
units=Decimal("-300.00"),
# price=Decimal('15.7979'),
cash=Decimal("4739.36631225"),
currency="USD",
),
Trade(
uniqueid="20160104.U99.e.USD.1468552920",
datetime=datetime(2016, 1, 4, 14, 59, 53),
fiaccount=None,
security=None,
units=Decimal("-300.00"),
# price=Decimal('15.7973'),
cash=Decimal("4739.18631225"),
currency="USD",
),
Trade(
uniqueid="20160104.U99.e.USD.1468942125",
datetime=datetime(2016, 1, 4, 17, 33, 15),
fiaccount=None,
security=None,
units=Decimal("-200.00"),
# price=Decimal('15.7973'),
cash=Decimal("3159.4575415"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469598029",
datetime=datetime(2016, 1, 5, 14, 49, 36),
fiaccount=None,
security=None,
units=Decimal("-100.00"),
# price=Decimal('16.9129'),
cash=Decimal("1691.28670995"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469598030",
datetime=datetime(2016, 1, 5, 14, 49, 36),
fiaccount=None,
security=None,
units=Decimal("-100.00"),
# price=Decimal('16.908'),
cash=Decimal("1690.79672835"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469598191",
datetime=datetime(2016, 1, 5, 14, 49, 36),
fiaccount=None,
security=None,
units=Decimal("-100.00"),
# price=Decimal('16.9429'),
cash=Decimal("1694.28665475"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469598198",
datetime=datetime(2016, 1, 5, 14, 49, 36),
fiaccount=None,
security=None,
units=Decimal("-100.00"),
# price=Decimal('16.908'),
cash=Decimal("1690.79672835"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469598231",
datetime=datetime(2016, 1, 5, 14, 49, 39),
fiaccount=None,
security=None,
units=Decimal("-100.00"),
# price=Decimal('16.908'),
cash=Decimal("1690.79672835"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469598296",
datetime=datetime(2016, 1, 5, 14, 49, 39),
fiaccount=None,
security=None,
units=Decimal("-300.00"),
# price=Decimal('16.90796666666666666666666667'),
cash=Decimal("5072.39018505"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469598410",
datetime=datetime(2016, 1, 5, 14, 49, 42),
fiaccount=None,
security=None,
units=Decimal("-100.00"),
# price=Decimal('16.908'),
cash=Decimal("1690.79672835"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469598426",
datetime=datetime(2016, 1, 5, 14, 49, 43),
fiaccount=None,
security=None,
units=Decimal("-100.00"),
# price=Decimal('16.908'),
cash=Decimal("1690.79672835"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469770926",
datetime=datetime(2016, 1, 5, 15, 58, 28),
fiaccount=None,
security=None,
units=Decimal("-125.00"),
# price=Decimal('17.50792'),
cash=Decimal("2188.494530438"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469801076",
datetime=datetime(2016, 1, 5, 16, 14, 53),
fiaccount=None,
security=None,
units=Decimal("-61.00"),
# price=Decimal('17.49721311475409836065573770'),
cash=Decimal("1067.332642078"),
currency="USD",
),
Trade(
uniqueid="20160105.U99.e.USD.1469807788",
datetime=datetime(2016, 1, 5, 16, 18, 29),
fiaccount=None,
security=None,
units=Decimal("-814.00"),
# price=Decimal('17.49726044226044226044226044'),
cash=Decimal("14242.766731985"),
currency="USD",
),
Trade(
uniqueid="20160113.U99.e.USD.1476575799",
datetime=datetime(2016, 1, 13, 14, 41, 14),
fiaccount=None,
security=None,
units=Decimal("-1.00"),
# price=Decimal('14.66'),
cash=Decimal("14.661247566"),
currency="USD",
),
Trade(
uniqueid="20160113.U99.e.USD.1476579053",
datetime=datetime(2016, 1, 13, 14, 42, 15),
fiaccount=None,
security=None,
units=Decimal("-493.00"),
# price=Decimal('14.67791075050709939148073022'),
cash=Decimal("7236.208799542"),
currency="USD",
),
Trade(
uniqueid="20160113.U99.e.USD.1476579068",
datetime=datetime(2016, 1, 13, 14, 42, 15),
fiaccount=None,
security=None,
units=Decimal("-100.00"),
# price=Decimal('14.7329'),
cash=Decimal("1473.29072115"),
currency="USD",
),
Trade(
uniqueid="20160113.U99.e.USD.1476579070",
datetime=datetime(2016, 1, 13, 14, 42, 15),
fiaccount=None,
security=None,
units=Decimal("-200.00"),
# price=Decimal('14.6779'),
cash=Decimal("2935.5816631"),
currency="USD",
),
Trade(
uniqueid="20160113.U99.e.USD.1476581751",
datetime=datetime(2016, 1, 13, 14, 42, 58),
fiaccount=None,
security=None,
units=Decimal("-200.00"),
# price=Decimal('14.8529'),
cash=Decimal("2970.5810007"),
currency="USD",
),
Trade(
uniqueid="20160113.U99.e.USD.1476581755",
datetime=datetime(2016, 1, 13, 14, 42, 58),
fiaccount=None,
security=None,
units=Decimal("-6.00"),
# price=Decimal('14.8080059235'),
cash=Decimal("88.848035541"),
currency="USD",
),
Trade(
uniqueid="20160113.U99.e.USD.1476581819",
datetime=datetime(2016, 1, 13, 14, 42, 58),
fiaccount=None,
security=None,
units=Decimal("-1000.00"),
# price=Decimal('14.8080059235'),
cash=Decimal("14808.0059235"),
currency="USD",
),
Trade(
uniqueid="20160126.U99.e.USD.1487338567",
datetime=datetime(2016, 1, 26, 17, 52, 17),
fiaccount=None,
security=None,
units=Decimal("258.00"),
# price=Decimal('10.74170542635658914728682171'),
cash=Decimal("-2771.359263705"),
currency="USD",
),
Trade(
uniqueid="20160126.U99.e.USD.1487338568",
datetime=datetime(2016, 1, 26, 17, 52, 17),
fiaccount=None,
security=None,
units=Decimal("200.00"),
# price=Decimal('10.7417'),
cash=Decimal("-2148.3405145"),
currency="USD",
),
Trade(
uniqueid="20160126.U99.e.USD.1487338788",
datetime=datetime(2016, 1, 26, 17, 52, 25),
fiaccount=None,
security=None,
units=Decimal("200.00"),
# price=Decimal('10.7417'),
cash=Decimal("-2148.3405145"),
currency="USD",
),
Trade(
uniqueid="20160126.U99.e.USD.1487346935",
datetime=datetime(2016, 1, 26, 17, 58, 18),
fiaccount=None,
security=None,
units=Decimal("100.00"),
# price=Decimal('10.7417'),
cash=Decimal("-1074.17025725"),
currency="USD",
),
Trade(
uniqueid="20160126.U99.e.USD.1487346940",
datetime=datetime(2016, 1, 26, 17, 58, 18),
fiaccount=None,
security=None,
units=Decimal("242.00"),
# price=Decimal('10.74169421487603305785123967'),
cash=Decimal("-2599.492022545"),
currency="USD",
),
Trade(
uniqueid="20160126.U99.e.USD.1487504352",
datetime=datetime(2016, 1, 26, 19, 45, 40),
fiaccount=None,
security=None,
units=Decimal("70.00"),
# price=Decimal('10.74314285714285714285714286'),
cash=Decimal("-752.02425725"),
currency="USD",
),
Trade(
uniqueid="20160126.U99.e.USD.1487510413",
datetime=datetime(2016, 1, 26, 19, 50, 19),
fiaccount=None,
security=None,
units=Decimal("100.00"),
# price=Decimal('10.7413'),
cash=Decimal("-1074.125180075"),
currency="USD",
),
]