def test_per_share_no_minimum(self):
model = PerShare(cost=0.0075, min_trade_cost=None)
order, txns = self.generate_order_and_txns()
# make sure each commission is pro-rated
self.assertAlmostEqual(1.725, model.calculate(order, txns[0]))
self.assertAlmostEqual(1.275, model.calculate(order, txns[1]))
self.assertAlmostEqual(0.75, model.calculate(order, txns[2]))
def test_per_share_no_minimum(self):
model = PerShare(cost=0.0075, min_trade_cost=None)
order, txns = self.generate_order_and_txns()
# make sure each commission is pro-rated
self.assertAlmostEqual(1.725, model.calculate(order, txns[0]))
self.assertAlmostEqual(1.275, model.calculate(order, txns[1]))
self.assertAlmostEqual(0.75, model.calculate(order, txns[2]))
def test_per_share_shrinking_position(self):
model = PerShare(cost=0.0075, min_trade_cost=None)
fill_amounts = [-230, -170, -100]
order, txns = self.generate_order_and_txns(sid=1,
order_amount=-500,
fill_amounts=fill_amounts)
expected_commissions = [1.725, 1.275, 0.75]
# make sure each commission is positive and pro-rated
for fill_amount, expected_commission, txn in zip(
fill_amounts, expected_commissions, txns):
commission = model.calculate(order, txn)
assert round(abs(expected_commission - commission), 7) == 0
order.filled += fill_amount
order.commission += commission
def test_per_share_shrinking_position(self):
model = PerShare(cost=0.0075, min_trade_cost=None)
fill_amounts = [-230, -170, -100]
order, txns = self.generate_order_and_txns(
sid=1, order_amount=-500, fill_amounts=fill_amounts
)
expected_commissions = [1.725, 1.275, 0.75]
# make sure each commission is positive and pro-rated
for fill_amount, expected_commission, txn in \
zip(fill_amounts, expected_commissions, txns):
commission = model.calculate(order, txn)
self.assertAlmostEqual(expected_commission, commission)
order.filled += fill_amount
order.commission += commission
def test_per_share_no_minimum(self):
model = PerShare(cost=0.0075, min_trade_cost=None)
fill_amounts = [230, 170, 100]
order, txns = self.generate_order_and_txns(sid=1,
order_amount=500,
fill_amounts=fill_amounts)
expected_commissions = [1.725, 1.275, 0.75]
# make sure each commission is pro-rated
for fill_amount, expected_commission, txn in zip(
fill_amounts,
expected_commissions,
txns,
):
commission = model.calculate(order, txn)
self.assertAlmostEqual(expected_commission, commission)
order.filled += fill_amount
order.commission += commission
