def test_buy_fail(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK',11.0, 2.0, 10.0))
self.assertFalse(success) # Trade failed
def test_buy_fail(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK', 11.0, 2.0, 10.0))
self.assertFalse(success) # Trade failed
def test_sell(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK', 11.0, -2.0, 10.0))
eps=1e-4
self.assertTrue(success) # Trade went through
self.assertTrue(abs(25.0-p.balance)<eps) # Balance updated correctly
self.assertTrue(abs(1.0 - p.get_shares('TICK'))<eps) # Shares updated
def test_sell(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK', 11.0, -2.0, 10.0))
eps = 1e-4
self.assertTrue(success) # Trade went through
self.assertTrue(
abs(25.0 - p.balance) < eps) # Balance updated correctly
self.assertTrue(
abs(1.0 - p.get_shares('TICK')) < eps) # Shares updated
def test_liquidate(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK', 11.0, -5.0, 10.0))
eps = 1e-4
updated_fee = cont._order_api._calculate_fee(11.0*3.0)
self.assertTrue(success) # Trade went through
self.assertTrue(abs(13.0 + (3*11.0) - updated_fee - p.balance) < eps) # Balance updated correctly
self.assertTrue(abs(0.0 - p.get_shares('TICK')) < eps) # Shares updated
self.assertTrue(abs(12.3 - p.get_price('TICK')) < eps) # Price not updated from slippage
def test_liquidate(self):
p = Portfolio(balance=13.0)
p.update(ticker='TICK', price=12.3)
p.set_shares('TICK', 3.0)
cont = Controller(p)
success = cont.process_receipt(('TICK', 11.0, -5.0, 10.0))
eps = 1e-4
updated_fee = cont._order_api._calculate_fee(11.0 * 3.0)
self.assertTrue(success) # Trade went through
self.assertTrue(
abs(13.0 + (3 * 11.0) - updated_fee - p.balance) <
eps) # Balance updated correctly
self.assertTrue(
abs(0.0 - p.get_shares('TICK')) < eps) # Shares updated
self.assertTrue(abs(12.3 - p.get_price('TICK')) <
eps) # Price not updated from slippage
def test_stream(self):
import datetime
from multiprocessing import Queue
p = Portfolio(balance=10.0)
p.update(ticker='TICK', price=9.0)
p.set_shares('TICK', 3.0)
cur_time = lambda : datetime.datetime.now().strftime('%Y-%m-%d')
q = Queue()
q.put((cur_time(), 'TICK', 10.0))
q.put((cur_time(), 'TICK', 11.0))
q.put((cur_time(), 'TICK', 12.0))
q.put('POISON') #Stops simulation
c = Controller(portfolio=p)
Controller.backtest(q, controller=c) # Run backtest is the local version
self.assertAlmostEqual(p.get_total_value(), 10.+3.*12., delta=1e-7)
self.assertAlmostEqual(p.get_price('TICK'), 12., delta=1e-7)
def test_stream(self):
import datetime
from multiprocessing import Queue
p = Portfolio(balance=10.0)
p.update(ticker='TICK', price=9.0)
p.set_shares('TICK', 3.0)
cur_time = lambda: datetime.datetime.now().strftime('%Y-%m-%d')
q = Queue()
q.put((cur_time(), 'TICK', 10.0))
q.put((cur_time(), 'TICK', 11.0))
q.put((cur_time(), 'TICK', 12.0))
q.put('POISON') #Stops simulation
c = Controller(portfolio=p)
Controller.backtest(q,
controller=c) # Run backtest is the local version
self.assertAlmostEqual(p.get_total_value(), 10. + 3. * 12., delta=1e-7)
self.assertAlmostEqual(p.get_price('TICK'), 12., delta=1e-7)