def setUp(self):
self.date_range = date_range('1/1/2011', periods=30, freq='D')
self.ts = Series(0, index=self.date_range)
start_date = datetime(2011, 1, 1)
end_date = datetime(2011, 12, 31)
self.market = Market(["AAPL", "IBM"], start_date, end_date)
self.portfolio = Portfolio(self.market, 1000000)
self.buy_aapl_order = Order(self.market, "2011-01-10", "AAPL", "Buy",
100)
self.buy_ibm_order = Order(self.market, "2011-01-11", "IBM", "Buy", 15)
self.sell_aapl_order = Order(self.market, "2011-01-12", "AAPL", "Sell",
50)
self.sell_ibm_order = Order(self.market, "2011-01-14", "IBM", "Sell",
15)
class OrderTest(unittest.TestCase):
def setUp(self):
self.date_range = date_range('1/1/2011 16:00:00', periods=10, freq='D')
self.ts = Series(0, index=self.date_range)
self.buy_order = Order(None, "2011-01-02", "AAPL", "Buy", 100)
self.sell_order = Order(None, "2011-01-03", "AAPL", "Sell", 50)
def test_buy_order(self):
new_ts = self.buy_order.update_number_of_shares_held(self.ts)
self.assertEqual(self.ts["2011-01-01"],0)
self.assertEqual(self.ts["2011-01-02"],100)
self.assertEqual(self.ts["2011-01-03"],100)
def test_buy_and_sell(self):
new_ts = self.buy_order.update_number_of_shares_held(self.ts)
new_ts = self.sell_order.update_number_of_shares_held(new_ts)
self.assertEqual(self.ts["2011-01-01"],0)
self.assertEqual(self.ts["2011-01-02"],100)
self.assertEqual(self.ts["2011-01-03"],50)
self.assertEqual(self.ts["2011-01-04"],50)
class OrderTest(unittest.TestCase):
def setUp(self):
self.date_range = date_range('1/1/2011 16:00:00', periods=10, freq='D')
self.ts = Series(0, index=self.date_range)
self.buy_order = Order(None, "2011-01-02", "AAPL", "Buy", 100)
self.sell_order = Order(None, "2011-01-03", "AAPL", "Sell", 50)
def test_buy_order(self):
new_ts = self.buy_order.update_number_of_shares_held(self.ts)
self.assertEqual(self.ts["2011-01-01"], 0)
self.assertEqual(self.ts["2011-01-02"], 100)
self.assertEqual(self.ts["2011-01-03"], 100)
def test_buy_and_sell(self):
new_ts = self.buy_order.update_number_of_shares_held(self.ts)
new_ts = self.sell_order.update_number_of_shares_held(new_ts)
self.assertEqual(self.ts["2011-01-01"], 0)
self.assertEqual(self.ts["2011-01-02"], 100)
self.assertEqual(self.ts["2011-01-03"], 50)
self.assertEqual(self.ts["2011-01-04"], 50)
def parse(self):
"""
Parse CSV file and create Order instances. Also generates set of
symbols traded and trades timestamps range
"""
parsed_df = pd.read_csv(self.filename)
for index, row in parsed_df.T.iteritems():
timestamp = str(row['year']) + "-" + str(row['month']) + "-" + str(
row['day'])
new_order = Order(None, timestamp, row['symbol'], row['type'],
row['shares'])
super(CSVOrderParser, self).add_parsed_order(new_order)
super(CSVOrderParser, self).add_symbol_traded(row['symbol'])
super(CSVOrderParser, self).check_timestamp(timestamp)
return True
def setUp(self):
self.date_range = date_range('1/1/2011 16:00:00', periods=10, freq='D')
self.ts = Series(0, index=self.date_range)
self.buy_order = Order(None, "2011-01-02", "AAPL", "Buy", 100)
self.sell_order = Order(None, "2011-01-03", "AAPL", "Sell", 50)
def setUp(self):
self.date_range = date_range('1/1/2011 16:00:00', periods=10, freq='D')
self.ts = Series(0, index=self.date_range)
self.buy_order = Order(None, "2011-01-02", "AAPL", "Buy", 100)
self.sell_order = Order(None, "2011-01-03", "AAPL", "Sell", 50)
