def test_sell_order(self): """Test that the Backtest class respects selling order correctly.""" def execute(self): eod = self.backtest.get_end_of_day("FOO") if self.day == 0: self.backtest.buy_shares("FOO", 1, eod.open_prices[self.day]) elif self.day == 1: self.backtest.buy_shares("FOO", 2, eod.open_prices[self.day]) elif self.day == 2: self.backtest.sell_shares( "FOO", 1, eod.open_prices[self.day], self.backtest.portfolio.get_positions("FOO")[1] ) elif self.day == 3: self.backtest.sell_shares("FOO", 1, eod.open_prices[self.day]) start = date(2000, 1, 1) portfolio = Portfolio(100) strategy = get_mock_strategy_class(execute) Backtest( start, start + timedelta(3), strategy_class=strategy, end_of_day_class=self.end_of_day_class, portfolio=portfolio, ) positions = portfolio.get_positions("FOO") assert_equal(len(positions), 1) assert_equal(positions[0].purchase_date, start + timedelta(1))
class TestPortfolio(object): """Tests the Portfolio class.""" @test(groups=["initializers"]) def test_modify_item(self): """Test modifying an OpenPosition within a Portfolio.""" self.portfolio = Portfolio(100) self.start_date = date(2000, 1, 1) self.p1 = OpenPosition("FOO", self.start_date, 100, 100) self.p2 = OpenPosition("FOO", self.start_date + timedelta(1), 200, 150) self.p3 = OpenPosition("FOO", self.start_date + timedelta(2), 300, 200) self.portfolio.add_position(self.p1) self.portfolio.add_position(self.p2) self.portfolio.add_position(self.p3) positions = self.portfolio.get_positions("FOO") assert_equal(positions, [self.p1, self.p2, self.p3]) positions[0].cost_basis = 50 positions[0].remaining_shares = 200 assert_equal(self.p1, positions[0]) positions = self.portfolio.get_positions("FOO") assert_equal(positions, [self.p1, self.p2, self.p3]) self.portfolio.add_position(OpenPosition("BAR", self.start_date, 100, 100)) positions = self.portfolio.get_positions("FOO") assert_equal(positions, [self.p1, self.p2, self.p3]) @test(depends_on_groups=["initializers"]) def test_remove_item(self): """Test the remove_item method of Portfolio.""" self.portfolio.remove_position(self.p2) assert_equal(self.portfolio.get_positions("FOO"), [self.p1, self.p3]) p4 = OpenPosition("FOO", self.start_date + timedelta(2), 300, 200) self.portfolio.add_position(p4) self.portfolio.remove_position(self.p3) assert_equal(self.portfolio.get_positions("FOO"), [self.p1, p4]) assert_not_equal(self.portfolio.get_positions("FOO"), [self.p1, self.p3]) @test def test_symbol_deleted_when_last_position_removed(self): """Test that the remove_item method of Portfolio removes unused sybmols.""" portfolio = Portfolio(100) start_date = date(2000, 1, 1) p1 = OpenPosition("FOO", start_date, 100, 100) portfolio.add_position(p1) portfolio.remove_position(p1) assert_false(p1.symbol in portfolio.symbols)