def test_position_order_returns_nothing_when_no_open_and_no_close_orders(
self):
trade_for_open = [
self.mock_trade(id=f"order{i}",
amount=100,
price=10,
position="INVALID") for i in range(3)
]
trades_for_close = [
self.mock_trade(id=f"order{i}",
amount=100,
price=10,
position="INVALID") for i in range(2)
]
self.assertIsNone(
PerformanceMetrics.position_order(trade_for_open,
trades_for_close))
trade_for_open[1].position = "OPEN"
self.assertIsNone(
PerformanceMetrics.position_order(trade_for_open,
trades_for_close))
trade_for_open[1].position = "INVALID"
trades_for_close[-1].position = "CLOSE"
self.assertIsNone(
PerformanceMetrics.position_order(trade_for_open,
trades_for_close))
def test_position_order_returns_open_and_close_pair(self):
trades_for_open = [self.mock_trade(id=f"order{i}", amount=100, price=10, position="INVALID")
for i in range(3)]
trades_for_close = [self.mock_trade(id=f"order{i}", amount=100, price=10, position="INVALID")
for i in range(2)]
trades_for_open[1].position = "OPEN"
trades_for_close[-1].position = "CLOSE"
selected_open, selected_close = PerformanceMetrics.position_order(trades_for_open.copy(),
trades_for_close.copy())
self.assertEqual(selected_open, trades_for_open[1])
self.assertEqual(selected_close, trades_for_close[-1])