def setUp(self):
TestUnitSetUp.setUp(self)
self.position_set = PositionSet.objects.get(id=65)
self.date = self.position_set.filledorder_set.order_by('trade_summary__date')\
.last().trade_summary.date.strftime('%Y-%m-%d')
self.profiler = ProfilerLongStock(
position_set=self.position_set, date=self.date
)
def test_create_position_info(self):
"""
Test create profit loss using stock data
"""
for date in ['2015-04-07', '2015-04-10']:
print 'using date: %s' % date
# date is not stop date
self.date = date
self.profiler = ProfilerLongStock(self.position_set, self.date)
print 'run create_position_info...'
position_info = self.profiler.create_position_info()
print 'position_info:'
pprint(position_info)
self.assertEqual(type(position_info), dict)
self.assertNotEqual(float(position_info['pl_open']), 0.0)
self.assertNotEqual(float(position_info['pl_open_pct']), 0.0)
self.assertNotEqual(float(position_info['pl_day']), 0.0)
self.assertNotEqual(float(position_info['pl_day_pct']), 0.0)
if date == '2015-04-07':
self.assertNotEqual(self.profiler.date, self.profiler.position_set.stop_date)
elif date == '2015-04-10':
self.assertEqual(self.profiler.date, self.profiler.position_set.stop_date)
self.assertEqual(self.profiler.position_set.status, 'CLOSE')
self.assertIn(
position_info['stage_id'],
[s.id for s in self.position_set.positionstage_set.all()]
)
self.assertIn(
position_info['stage'],
[s.stage_name for s in self.position_set.positionstage_set.all()]
)
self.assertEqual(type(position_info['status']), unicode)
self.assertIn(type(position_info['enter_price']), [Decimal, float])
self.assertTrue(position_info['enter_price'])
self.assertIn(type(position_info['exit_price']), [Decimal, float])
self.assertEqual(type(position_info['quantity']), int)
self.assertGreater(position_info['quantity'], 0)
self.assertIn(type(position_info['holding']), [Decimal, float])
self.assertTrue(position_info['holding'])
self.assertIn(type(position_info['bp_effect']), [Decimal, float])
self.assertEqual(type(position_info['date']), datetime.date)
print '\n' + '.' * 60 + '\n'
class TestProfilerLongStock(TestUnitSetUp):
def setUp(self):
TestUnitSetUp.setUp(self)
self.position_set = PositionSet.objects.get(id=65)
self.date = self.position_set.filledorder_set.order_by('trade_summary__date')\
.last().trade_summary.date.strftime('%Y-%m-%d')
self.profiler = ProfilerLongStock(
position_set=self.position_set, date=self.date
)
def test_create_position_info(self):
"""
Test create profit loss using stock data
"""
for date in ['2015-04-07', '2015-04-10']:
print 'using date: %s' % date
# date is not stop date
self.date = date
self.profiler = ProfilerLongStock(self.position_set, self.date)
print 'run create_position_info...'
position_info = self.profiler.create_position_info()
print 'position_info:'
pprint(position_info)
self.assertEqual(type(position_info), dict)
self.assertNotEqual(float(position_info['pl_open']), 0.0)
self.assertNotEqual(float(position_info['pl_open_pct']), 0.0)
self.assertNotEqual(float(position_info['pl_day']), 0.0)
self.assertNotEqual(float(position_info['pl_day_pct']), 0.0)
if date == '2015-04-07':
self.assertNotEqual(self.profiler.date, self.profiler.position_set.stop_date)
elif date == '2015-04-10':
self.assertEqual(self.profiler.date, self.profiler.position_set.stop_date)
self.assertEqual(self.profiler.position_set.status, 'CLOSE')
self.assertIn(
position_info['stage_id'],
[s.id for s in self.position_set.positionstage_set.all()]
)
self.assertIn(
position_info['stage'],
[s.stage_name for s in self.position_set.positionstage_set.all()]
)
self.assertEqual(type(position_info['status']), unicode)
self.assertIn(type(position_info['enter_price']), [Decimal, float])
self.assertTrue(position_info['enter_price'])
self.assertIn(type(position_info['exit_price']), [Decimal, float])
self.assertEqual(type(position_info['quantity']), int)
self.assertGreater(position_info['quantity'], 0)
self.assertIn(type(position_info['holding']), [Decimal, float])
self.assertTrue(position_info['holding'])
self.assertIn(type(position_info['bp_effect']), [Decimal, float])
self.assertEqual(type(position_info['date']), datetime.date)
print '\n' + '.' * 60 + '\n'
def test_create_position_stocks(self):
"""
Test create position stocks
"""
position_stocks = self.profiler.create_position_stocks()
for position_stock in position_stocks:
print position_stock['date'], position_stock
self.assertEqual(len(position_stock.keys()), 21)
self.assertEqual(type(position_stock['pl_open']), float)
self.assertEqual(type(position_stock['pl_open_pct']), float)
self.assertEqual(type(position_stock['pl_day']), float)
self.assertEqual(type(position_stock['pl_day_pct']), float)
self.assertGreaterEqual(position_stock['p_open_count'], 0)
self.assertGreaterEqual(position_stock['p_open_pct'], 0)
self.assertGreaterEqual(position_stock['l_open_count'], 0)
self.assertGreaterEqual(position_stock['l_open_pct'], 0)
self.assertGreaterEqual(position_stock['p_day_count'], 0)
self.assertGreaterEqual(position_stock['p_day_pct'], 0)
self.assertGreaterEqual(position_stock['l_day_count'], 0)
self.assertGreaterEqual(position_stock['l_day_pct'], 0)