def test_broker_close_position(): broker = Broker(initial_cash=100) pos = broker.add_position('FOO', price=10, amount=1, bar_index=0) broker.close_position(pos, price=12, bar_index=1) assert broker.cash() == 100 + 2
def test_broker_close_position_with_commission(): broker = Broker(initial_cash=100) broker.set_commission(percentage=1) # 1% pos = broker.add_position('FOO', price=10, amount=1, bar_index=0) broker.close_position(pos, price=12, bar_index=1) assert broker.cash() == 100 + 2 - (10 + 12) * 0.01
def test_broker_percentage_commissions(): broker = Broker(initial_cash=100) broker.set_commission(percentage=0.05) # 0.05% pos = broker.add_position('FOO', price=10, amount=1, bar_index=0) should_be_cash = 100 - 10 - 10 * 0.01 * 0.05 assert (broker.cash() - should_be_cash) < 0.00001
def test_broker_cash(): broker = Broker(initial_cash=100000.) assert broker.cash() == 100000.