def test_close_short_call(self):
path = Path('tests/test_data/normalized/TSLA')
training = pd.read_csv(path / 'training.csv',
parse_dates=['date'],
date_parser=from_small_date)
call = Option('call', TSLA, 420, datetime(2020, 7, 17))
portfolio = Portfolio(cash=133535, securities={call: -1})
sim = Simulator(TSLA, portfolio, path, training)
sim._buy(datetime(2020, 7, 14))
self.assertEqual(0, portfolio.securities[call])
self.assertEqual(0, portfolio.cash)
def test_close_no_op(self):
path = Path('tests/test_data/normalized/TSLA')
training = pd.read_csv(path / 'training.csv',
parse_dates=['date'],
date_parser=from_small_date)
portfolio = Portfolio(cash=0, securities={TSLA: 100})
sim = Simulator(TSLA, portfolio, path, training)
# no contracts to close, no-op
sim._buy(None)
self.assertEqual(100, portfolio.securities[TSLA])