class TestEquityPosition(unittest.TestCase):
"""Unit test of EquityPosition"""
def setUp(self):
self._marketId = 'TEST1'
self._pos = EquityPosition(100, 'TEST1')
self._posMarketDataMissing = EquityPosition(100, 'GOOG')
# self._marketDataMissingDate = Date.Date(month=1,day=3,year=2011)
self._marketDataMissingDate = Date.Date(month=1,day=2,year=2009)
def testTickerName(self):
self.failIf(self._pos.secId <> self._marketId)
def testAmount(self):
self.failIf(self._pos.amount <> 100)
def testNPV(self):
pricingDate = Date.Date(day=12,month=9,year=2011)
marketDataContainer = MarketDataContainer.MarketDataContainer()
marketData = self._pos.marketData(pricingDate=pricingDate, marketId=self._marketId)
marketDataContainer.add(marketData)
self._pos.marketDataContainer = marketDataContainer
#print self._pos.NPV(pricingDate=pricingDate, marketId=self._marketId)
self.failIf(self._pos.NPV(pricingDate=pricingDate, marketId=self._marketId) <> 12345)
def test__str__(self):
self.failIf(str(self._pos) <> "<class 'src.bo.instruments.EquityPosition.EquityPosition'>,EquityPosition,TEST1,100")
def testExceptionMarketDataMissing(self):
self.assertRaises(ErrorHandling.MarketDataMissing, self._pos.NPV, Date.Date(1,1,2009))
def testLoadAndSaveMarketData_TODO(self):
#curve should never exist
self._posMarketDataMissing.loadAndSaveMarketData(pricingDate=self._marketDataMissingDate,
marketId=self._marketId)
self.failIf(StockPrice.objects.filter(equity__ticker=self._posMarketDataMissing.secId,
marketId=self._marketId,
pricingDate=self._marketDataMissingDate).exists() <> True)
stockPrice = StockPrice.objects.get(equity__ticker=self._posMarketDataMissing.secId,
marketId=self._marketId,
pricingDate=self._marketDataMissingDate)
stockPrice.delete()
def setUp(self):
self._marketId = 'TEST1'
self._pos = EquityPosition(100, 'TEST1')
self._posMarketDataMissing = EquityPosition(100, 'GOOG')
# self._marketDataMissingDate = Date.Date(month=1,day=3,year=2011)
self._marketDataMissingDate = Date.Date(month=1,day=2,year=2009)
