def test_instantiate_single_asset_account(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=USD,
reported=True,
balances=[
AccountBalance(
USD,
Money(1_000_000, USD),
Money(0, USD),
Money(1_000_000, USD),
),
],
info={},
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
# Act
account = Account(event)
# Prepare components
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Assert
self.assertEqual(USD, account.base_currency)
self.assertEqual(event, account.last_event)
self.assertEqual([event], account.events)
self.assertEqual(1, account.event_count)
self.assertEqual(Money(1_000_000, USD), account.balance_total())
self.assertEqual(Money(1_000_000, USD), account.balance_free())
self.assertEqual(Money(0, USD), account.balance_locked())
self.assertEqual({USD: Money(1_000_000, USD)},
account.balances_total())
self.assertEqual({USD: Money(1_000_000, USD)}, account.balances_free())
self.assertEqual({USD: Money(0, USD)}, account.balances_locked())
self.assertEqual(Money(0, USD), account.unrealized_pnl())
self.assertEqual(Money(1_000_000, USD), account.equity())
self.assertEqual({}, account.initial_margins())
self.assertEqual({}, account.maint_margins())
self.assertEqual(None, account.initial_margin())
self.assertEqual(None, account.maint_margin())
def test_apply_given_new_state_event_updates_correctly(self):
# Arrange
event1 = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=None, # Multi-currency
reported=True,
balances=[
AccountBalance(
BTC,
Money(10.00000000, BTC),
Money(0.00000000, BTC),
Money(10.00000000, BTC),
),
AccountBalance(
ETH,
Money(20.00000000, ETH),
Money(0.00000000, ETH),
Money(20.00000000, ETH),
),
],
info={}, # No default currency set
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
# Act
account = Account(event1)
# Wire up account to portfolio
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
event2 = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=None, # Multi-currency
reported=True,
balances=[
AccountBalance(
BTC,
Money(9.00000000, BTC),
Money(0.50000000, BTC),
Money(8.50000000, BTC),
),
AccountBalance(
ETH,
Money(20.00000000, ETH),
Money(0.00000000, ETH),
Money(20.00000000, ETH),
),
],
info={}, # No default currency set
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
# Act
account.apply(event=event2)
# Assert
self.assertEqual(event2, account.last_event)
self.assertEqual([event1, event2], account.events)
self.assertEqual(2, account.event_count)
self.assertEqual(Money(9.00000000, BTC), account.balance_total(BTC))
self.assertEqual(Money(8.50000000, BTC), account.balance_free(BTC))
self.assertEqual(Money(0.50000000, BTC), account.balance_locked(BTC))
self.assertEqual(Money(20.00000000, ETH), account.balance_total(ETH))
self.assertEqual(Money(20.00000000, ETH), account.balance_free(ETH))
self.assertEqual(Money(0.00000000, ETH), account.balance_locked(ETH))
def test_instantiate_multi_asset_account(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.CASH,
base_currency=None, # Multi-currency
reported=True,
balances=[
AccountBalance(
BTC,
Money(10.00000000, BTC),
Money(0.00000000, BTC),
Money(10.00000000, BTC),
),
AccountBalance(
ETH,
Money(20.00000000, ETH),
Money(0.00000000, ETH),
Money(20.00000000, ETH),
),
],
info={}, # No default currency set
event_id=uuid4(),
ts_updated_ns=0,
timestamp_ns=0,
)
# Act
account = Account(event)
# Prepare components
account.register_portfolio(self.portfolio)
self.portfolio.register_account(account)
# Assert
self.assertEqual(AccountId("SIM", "001"), account.id)
self.assertEqual(None, account.base_currency)
self.assertEqual(event, account.last_event)
self.assertEqual([event], account.events)
self.assertEqual(1, account.event_count)
self.assertEqual(Money(10.00000000, BTC), account.balance_total(BTC))
self.assertEqual(Money(20.00000000, ETH), account.balance_total(ETH))
self.assertEqual(Money(10.00000000, BTC), account.balance_free(BTC))
self.assertEqual(Money(20.00000000, ETH), account.balance_free(ETH))
self.assertEqual(Money(0.00000000, BTC), account.balance_locked(BTC))
self.assertEqual(Money(0.00000000, ETH), account.balance_locked(ETH))
self.assertEqual(
{
BTC: Money(10.00000000, BTC),
ETH: Money(20.00000000, ETH)
},
account.balances_total(),
)
self.assertEqual(
{
BTC: Money(10.00000000, BTC),
ETH: Money(20.00000000, ETH)
},
account.balances_free(),
)
self.assertEqual(
{
BTC: Money(0.00000000, BTC),
ETH: Money(0.00000000, ETH)
},
account.balances_locked(),
)
self.assertEqual(Money(0.00000000, BTC), account.unrealized_pnl(BTC))
self.assertEqual(Money(0.00000000, ETH), account.unrealized_pnl(ETH))
self.assertEqual(Money(10.00000000, BTC), account.equity(BTC))
self.assertEqual(Money(20.00000000, ETH), account.equity(ETH))
self.assertEqual({}, account.initial_margins())
self.assertEqual({}, account.maint_margins())
self.assertEqual(None, account.initial_margin(BTC))
self.assertEqual(None, account.initial_margin(ETH))
self.assertEqual(None, account.maint_margin(BTC))
self.assertEqual(None, account.maint_margin(ETH))
