def test_get_returns_cash_only(self):
portfolio = Portfolio({CASH: Decimal(1000)})
act_dates, act_returns = portfolio.get_returns()
self.assertEqual(len(act_dates), 365)
self.assertEqual(len(act_returns), len(act_dates))
self.assertEqual(act_returns[0][0], 1000)
self.assertEqual(act_returns[-1][0], 1000)
def test_get_returns(self):
portfolio = Portfolio({CASH: Decimal(1000), VFV: Decimal(1000)})
act_dates, act_returns = portfolio.get_returns()
self.assertEqual(len(act_dates), 365)
self.assertEqual(len(act_returns), len(act_dates))
shares = Decimal(1000) / Decimal('28.89')
self.assertEqual(act_returns[0][0], 2000) # starting CASH + VFV
self.assertEqual(act_returns[-1][0], shares * Decimal('30.69') + 1000)
def test_get_returns_mismatched_dates(self):
aaa_dates = np.array([[date(2016, 1, 1)], [date(2016, 1, 2)],
[date(2016, 1, 3)]])
aaa_prices = np.array([[42], [43], [44]])
bbb_dates = np.array([[date(2016, 1, 2)], [date(2016, 1, 3)]])
bbb_prices = np.array([[57], [58]])
AAA = FixedPricesInstrument('AAA', aaa_dates, aaa_prices)
BBB = FixedPricesInstrument('BBB', bbb_dates, bbb_prices)
portfolio = Portfolio({AAA: Decimal(1000), BBB: Decimal(1000)})
act_dates, act_returns = portfolio.get_returns()
