def test_calc_account_nan_case(self):
acc = Account(buffer_len=6, kw=True)
asset1 = mock.MagicMock(Asset)
asset2 = mock.MagicMock(Asset)
asset1.get_margin_requirements.return_value = np.nan
asset2.get_margin_requirements.return_value = 200
acc._position = {
asset1: (1, 2, 3, None),
asset2: (2, 2, 3, None)
}
self.assertRaises(ValueError, acc._calc_account_margin, pd.Timestamp('2018-01-02'))
def test_calc_account_margin(self):
acc = Account(buffer_len=6, kw=True)
asset1 = mock.MagicMock(Asset)
asset2 = mock.MagicMock(Asset)
asset1.get_margin_requirements.return_value = 100
asset2.get_margin_requirements.return_value = 200
acc._position = {
asset1: (1, 2, 3, None),
asset2: (2, 2, 3, None)
}
margin = acc._calc_account_margin(pd.Timestamp('2018-01-02'))
self.assertEqual(margin, 300)
self.assertEqual((pd.Timestamp('2018-01-02'), 1), asset1.get_margin_requirements.call_args[0])
self.assertEqual((pd.Timestamp('2018-01-02'), 2), asset2.get_margin_requirements.call_args[0])
def test_position(self):
acc = Account(buffer_len=6, kw=True)
asset1 = mock.MagicMock(Asset)
asset2 = mock.MagicMock(Asset)
acc._position = {
asset1: (1, 2, 3, None),
asset2: (2, 2, 3, None)
}
p = acc.position()
self.assertEqual(True, isinstance(p, dict))
self.assertEqual(True, asset1 in p)
self.assertEqual(True, asset2 in p)
self.assertTrue(isinstance(p[asset1], PositionInfo))
self.assertTrue(isinstance(p[asset2], PositionInfo))
self.assertEqual(asset1, p[asset1].asset)
self.assertEqual(asset2, p[asset2].asset)
self.assertEqual(1, p[asset1].qty)
self.assertEqual(2, p[asset2].qty)
