def test_instantiate_single_asset_cash_account(self):
# Arrange
event = AccountState(
account_id=AccountId("SIM", "000"),
account_type=AccountType.BETTING,
base_currency=GBP,
reported=True,
balances=[
AccountBalance(
GBP,
Money(1_000_000, GBP),
Money(0, GBP),
Money(1_000_000, GBP),
),
],
info={},
event_id=UUID4(),
ts_event=0,
ts_init=0,
)
# Act
account = BettingAccount(event)
# Assert
assert account.base_currency == GBP
assert account.last_event == event
assert account.events == [event]
assert account.event_count == 1
assert account.balance_total() == Money(1_000_000, GBP)
assert account.balance_free() == Money(1_000_000, GBP)
assert account.balance_locked() == Money(0, GBP)
assert account.balances_total() == {GBP: Money(1_000_000, GBP)}
assert account.balances_free() == {GBP: Money(1_000_000, GBP)}
assert account.balances_locked() == {GBP: Money(0, GBP)}
def test_calculate_pnls_for_single_currency_cash_account(self):
# Arrange
event = self._make_account_state(starting_balance=1000.0)
account = BettingAccount(event)
fill = self._make_fill(price="0.8", volume=100)
position = Position(self.instrument, fill)
# Act
result = account.calculate_pnls(
instrument=self.instrument,
position=position,
fill=fill,
)
# Assert
assert result == [Money("-80.00", GBP)]
def test_calculate_balance_locked(self, price, quantity, side,
locked_balance):
# Arrange
event = self._make_account_state(starting_balance=1000.0)
account = BettingAccount(event)
# Act
result = account.calculate_balance_locked(
instrument=self.instrument,
side=OrderSideParser.from_str_py(side),
quantity=Quantity.from_int(quantity),
price=Price.from_str(price),
)
# Assert
assert result == Money(Price.from_str(locked_balance), GBP)
def test_calculate_pnls_partially_closed(self):
# Arrange
event = self._make_account_state(starting_balance=1000.0)
account = BettingAccount(event)
fill1 = self._make_fill(price="0.50", volume=100, side="BUY")
fill2 = self._make_fill(price="0.80", volume=100, side="SELL")
position = Position(self.instrument, fill1)
position.apply(fill2)
# Act
result = account.calculate_pnls(
instrument=self.instrument,
position=position,
fill=fill2,
)
# Assert
# TODO - this should really be 75 GBP given the position (but we are currently not using position?)
# assert result == [Money("75.00", GBP)]
assert result == [Money("80.00", GBP)]
def test_apply_given_new_state_event_updates_correctly(self):
# Arrange
event1 = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.BETTING,
base_currency=None, # Multi-currency
reported=True,
balances=[
AccountBalance(
GBP,
Money(10.00000000, GBP),
Money(0.00000000, GBP),
Money(10.00000000, GBP),
),
],
info={}, # No default currency set
event_id=UUID4(),
ts_event=0,
ts_init=0,
)
# Act
account = BettingAccount(event1)
event2 = AccountState(
account_id=AccountId("SIM", "001"),
account_type=AccountType.BETTING,
base_currency=None, # Multi-currency
reported=True,
balances=[
AccountBalance(
GBP,
Money(9.00000000, GBP),
Money(0.50000000, GBP),
Money(8.50000000, GBP),
),
],
info={}, # No default currency set
event_id=UUID4(),
ts_event=0,
ts_init=0,
)
# Act
account.apply(event=event2)
# Assert
assert account.last_event == event2
assert account.events == [event1, event2]
assert account.event_count == 2
assert account.balance_total(GBP) == Money(9.00000000, GBP)
assert account.balance_free(GBP) == Money(8.50000000, GBP)
assert account.balance_locked(GBP) == Money(0.50000000, GBP)