def test_buyFutureOption(self) -> None:
symbol = "GBUJ9 C1335"
ts = self.tradesBySymbol[symbol]
self.assertEqual(len(ts), 1)
self.assertEqual(ts[0].date.date(), date(2019, 3, 4))
self.assertEqual(
ts[0].instrument,
FutureOption(
symbol=symbol,
currency=Currency.USD,
underlying="BPM9",
optionType=OptionType.CALL,
expiration=date(2019, 4, 5),
strike=Decimal("1.335"),
multiplier=Decimal(62500),
exchange="GLOBEX",
),
)
self.assertEqual(ts[0].quantity, Decimal("1"))
self.assertEqual(ts[0].amount, helpers.cashUSD(Decimal("-918.75")))
self.assertEqual(ts[0].fees, helpers.cashUSD(Decimal("2.47")))
self.assertEqual(
ts[0].price, Cash(currency=Currency.USD,
quantity=Decimal("0.0147")))
self.assertEqual(ts[0].flags, TradeFlags.OPEN)
def test_cashInterest(self) -> None:
ts = self.activityByDate[date(2017, 8, 31)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
CashPayment(
date=ts[0].date,
instrument=None,
proceeds=helpers.cashUSD(Decimal("0.02")),
),
)
def test_dividendPayment(self) -> None:
ts = self.activityByDate[date(2017, 11, 9)]
self.assertEqual(len(ts), 5)
self.assertEqual(
ts[2],
CashPayment(
date=ts[2].date,
instrument=Stock("ROBO", Currency.USD),
proceeds=helpers.cashUSD(Decimal("6.78")),
),
)
def test_stockLoanInterest(self) -> None:
ts = self.activityByDate[date(2019, 1, 1)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
CashPayment(
date=ts[0].date,
instrument=Stock("TSLA", Currency.USD, exchange="NASDAQ"),
proceeds=helpers.cashUSD(Decimal("0.01")),
),
)
def test_cashDividend(self) -> None:
ts = self.activityByDate[date(2018, 3, 6)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
CashPayment(
date=ts[0].date,
instrument=Stock("VGLT", Currency.USD),
proceeds=helpers.cashUSD(Decimal("12.85")),
),
)
def test_dividendReinvested(self) -> None:
ts = self.activityByDate[date(2017, 3, 28)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
CashPayment(
date=ts[0].date,
instrument=Stock("VOO", Currency.USD),
proceeds=helpers.cashUSD(Decimal("22.95")),
),
)
def test_buyFuture(self) -> None:
symbol = "ESH9"
ts = self.tradesBySymbol[symbol]
self.assertEqual(len(ts), 1)
self.assertEqual(ts[0].date.date(), date(2019, 2, 26))
self.assertEqual(
ts[0].instrument,
Future(
symbol=symbol,
currency=Currency.USD,
multiplier=Decimal(50),
expiration=date(2019, 3, 15),
exchange="GLOBEX",
),
)
self.assertEqual(ts[0].quantity, Decimal("1"))
self.assertEqual(ts[0].amount, helpers.cashUSD(Decimal("-139687.5")))
self.assertEqual(ts[0].fees, helpers.cashUSD(Decimal("2.05")))
self.assertEqual(
ts[0].price,
Cash(currency=Currency.USD, quantity=Decimal("2793.75")))
self.assertEqual(ts[0].flags, TradeFlags.OPEN)
def test_postedAndPaid(self) -> None:
ts = self.activityByDate[date(2019, 2, 14)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
CashPayment(
date=ts[0].date,
instrument=Stock("AAPL", Currency.USD, exchange="NASDAQ"),
proceeds=helpers.cashUSD(Decimal("23.36")),
),
)
self.assertNotIn(date(2019, 2, 7), self.activityByDate)
self.assertNotIn(date(2019, 2, 8), self.activityByDate)
def test_bondInterest(self) -> None:
ts = self.activityByDate[date(2019, 1, 17)]
self.assertEqual(len(ts), 1)
self.assertEqual(
ts[0],
CashPayment(
date=ts[0].date,
instrument=Bond("BA 3 3/4 02/17/19",
Currency.USD,
validateSymbol=False),
proceeds=helpers.cashUSD(Decimal("18.75")),
),
)
self.assertNotIn(date(2019, 1, 15), self.activityByDate)
self.assertNotIn(date(2019, 1, 14), self.activityByDate)
def test_reinvestShares(self) -> None:
ts = self.activityByDate[date(2017, 2, 4)]
self.assertEqual(len(ts), 4)
self.assertEqual(
ts[0],
CashPayment(
date=ts[0].date,
instrument=Stock("VWO", Currency.USD),
proceeds=helpers.cashUSD(Decimal("29.35")),
),
)
self.assertEqual(
ts[1],
Trade(
date=ts[1].date,
instrument=Stock("VWO", Currency.USD),
quantity=Decimal("0.123"),
amount=Cash(currency=Currency.USD, quantity=Decimal("-20.15")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.OPEN | TradeFlags.DRIP,
),
)
self.assertEqual(
ts[3],
Trade(
date=ts[3].date,
instrument=Stock("VOO", Currency.USD),
quantity=Decimal("0.321"),
amount=Cash(currency=Currency.USD, quantity=Decimal("-17.48")),
fees=Cash(currency=Currency.USD, quantity=Decimal("0.00")),
flags=TradeFlags.OPEN | TradeFlags.DRIP,
),
)
def testUSDBalance(self) -> None:
self.assertEqual(self.balance.cash,
{Currency.USD: helpers.cashUSD(Decimal("15678.89"))})
def test_vti(self) -> None:
self.assertEqual(self.positions[3].instrument,
Stock("VTI", Currency.USD))
self.assertEqual(self.positions[3].quantity, Decimal("48.2304"))
self.assertEqual(self.positions[3].costBasis,
helpers.cashUSD(Decimal("3283.04")))
def test_uvxy(self) -> None:
self.assertEqual(self.positions[2].instrument,
Stock("UVXY", Currency.USD))
self.assertEqual(self.positions[2].quantity, Decimal("0"))
self.assertEqual(self.positions[2].costBasis,
helpers.cashUSD(Decimal("0")))
def test_bnd(self) -> None:
self.assertEqual(self.positions[1].instrument,
Stock("BND", Currency.USD))
self.assertEqual(self.positions[1].quantity, Decimal("36.8179"))
self.assertEqual(self.positions[1].costBasis,
helpers.cashUSD(Decimal("1801.19")))
def test_tBill(self) -> None:
self.assertEqual(self.positions[0].instrument,
Bond("193845XM2", Currency.USD))
self.assertEqual(self.positions[0].quantity, 10000)
self.assertEqual(self.positions[0].costBasis,
helpers.cashUSD(Decimal("9956.80")))
