def test_account():
acc = Account.usd_std()
odr = Order(instrument='EUR_USD',
direction=OrderType.short,
time=datetime(2015, 9, 1, 0, 0, 0),
price=1,
volume=100000)
acc.handle_mkt_order(odr)
acc.view({'EUR_USD': 5})
odr2 = Order.close(instrument='EUR_USD',
direction=OrderType.fill,
time=datetime(2015, 9, 2, 0, 0, 0),
price=5)
acc.handle_mkt_order(odr2)
acc.view({'EUR_USD': 5})
odr3 = Order(instrument='EUR_USD',
direction=OrderType.short,
time=datetime(2015, 9, 3, 0, 0, 0),
price=5,
volume=100000)
acc.handle_mkt_order(odr3)
acc.view({'EUR_USD': 3.5})
def test_account():
acc = Account.usd_std()
odr = Order(instrument='EUR_USD',
direction=OrderType.short,
time=datetime(2015, 9, 1, 0, 0, 0),
price=1,
volume=100000)
acc.handle_mkt_order(odr)
acc.view({'EUR_USD': 5})
odr2 = Order.close(instrument='EUR_USD',
direction=OrderType.fill,
time=datetime(2015, 9, 2, 0, 0, 0),
price=5)
acc.handle_mkt_order(odr2)
acc.view({'EUR_USD': 5})
odr3 = Order(instrument='EUR_USD',
direction=OrderType.short,
time=datetime(2015, 9, 3, 0, 0, 0),
price=5,
volume=100000)
acc.handle_mkt_order(odr3)
acc.view({'EUR_USD': 3.5})
def test_positions():
order1 = Order('EUR_USD', OrderType.buy, datetime(2014, 12, 11), 2.2, 200)
order2 = Order('EUR_USD', OrderType.short, datetime(2014, 12, 11), 2.2, 200)
order3 = Order.close('EUR_USD', OrderType.sell, datetime(2014, 12, 15), 2.0)
order4 = Order.close('EUR_USD', OrderType.fill, datetime(2014, 12, 13), 1.8)
# order1.view()
position1 = Position(order1)
position1.view(2.4)
print position1.open_value()
print position1.unrealized_pnl(2.3)
print position1.holding_value(2.3)
position1.close(order3)
position1.view()
print position1.close_value()
position2 = Position(order2)
position2.view()
position2.close(order4)
position2.view(2.3)
def test_positions():
order1 = Order('EUR_USD', OrderType.buy, datetime(2014, 12, 11), 2.2, 200)
order2 = Order('EUR_USD', OrderType.short, datetime(2014, 12, 11), 2.2,
200)
order3 = Order.close('EUR_USD', OrderType.sell, datetime(2014, 12, 15),
2.0)
order4 = Order.close('EUR_USD', OrderType.fill, datetime(2014, 12, 13),
1.8)
# order1.view()
position1 = Position(order1)
position1.view(2.4)
print position1.open_value()
print position1.unrealized_pnl(2.3)
print position1.holding_value(2.3)
position1.close(order3)
position1.view()
print position1.close_value()
position2 = Position(order2)
position2.view()
position2.close(order4)
position2.view(2.3)
def test_order():
order1 = Order('EUR_USD', OrderType.buy, datetime(2014, 12, 11), 2.2, 200)
order1.view()
print order1.cash_flow()
print order1.export_price_dict()
print order1.export_time_price()
print order1.export_to_position()
order_sell = Order.close('EUR_USD', OrderType.sell,
datetime(2014, 12, 11), 2.2)
order_sell.view()
order_partial = Order.close_partial('EUR_USD', OrderType.sell,
datetime(2014, 12, 11), 2.2, 50, 8008)
order_partial.view()
def test_order():
order1 = Order('EUR_USD', OrderType.buy, datetime(2014, 12, 11), 2.2, 200)
order1.view()
print order1.cash_flow()
print order1.export_price_dict()
print order1.export_time_price()
print order1.export_to_position()
order_sell = Order.close('EUR_USD', OrderType.sell, datetime(2014, 12, 11),
2.2)
order_sell.view()
order_partial = Order.close_partial('EUR_USD', OrderType.sell,
datetime(2014, 12, 11), 2.2, 50, 8008)
order_partial.view()