def test_instrument_pnl_two_instrument_two_ccy(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
instr2 = 'COZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
ccy2 = 'CAD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
holder.record_trade(ts, instr2, price, quantity, mult, cmsion, ccy2)
ts = pd.Timestamp('2016-12-01T11:00:00')
prices = pd.Series([57, 56], index=[instr, instr2])
pnls = holder.get_instrument_pnl(ts, prices)
df_pnl1 = pd.concat([
pd.Series([-1.5], index=[instr2]),
pd.Series([-2.5], index=[instr2]),
pd.Series([1.0], index=[instr2])
],
axis=1)
df_pnl2 = pd.concat([
pd.Series([-0.5], index=[instr]),
pd.Series([-2.5], index=[instr]),
pd.Series([2.0], index=[instr])
],
axis=1)
df_pnl1.columns = PNL_COLS
df_pnl2.columns = PNL_COLS
pnls_exp = {'CAD': df_pnl1, 'USD': df_pnl2}
self.assertDictFrameEqual(pnls, pnls_exp)
def test_instrument_pnl_hist_two_instrument_two_ccy_two_marks(self):
holder = blotter.Holdings()
ts1 = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
instr2 = 'COZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
ccy2 = 'CAD'
holder.record_trade(ts1, instr, price, quantity, mult, cmsion, ccy)
holder.record_trade(ts1, instr2, price, quantity, mult, cmsion, ccy2)
ts2 = pd.Timestamp('2016-12-01T10:30:00')
prices = pd.Series([56, 57], index=[instr, instr2])
holder.get_instrument_pnl(ts2, prices)
ts3 = pd.Timestamp('2016-12-01T11:00:00')
prices = pd.Series([57, 58], index=[instr, instr2])
holder.get_instrument_pnl(ts3, prices)
pnls = holder.get_instrument_pnl_history()
pnl_cz = [[-1.5, -2.5, 1.0], [-0.5, -2.5, 2.0]]
pnl_co = [[-0.5, -2.5, 2.0], [0.5, -2.5, 3.0]]
df_pnl_cz = pd.DataFrame(pnl_cz, index=[ts2, ts3], columns=PNL_COLS)
df_pnl_co = pd.DataFrame(pnl_co, index=[ts2, ts3], columns=PNL_COLS)
df_pnl_cz.columns = PNL_COLS
df_pnl_co.columns = PNL_COLS
pnls_exp = {'USD': {'CLZ6': df_pnl_cz}, 'CAD': {'COZ6': df_pnl_co}}
self.assertNestedDictFrameEqual(pnls, pnls_exp)
def test_instrument_pnl_one_instrument_closed_no_price_needed(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
price = 65
quantity = -1
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T12:00:00')
# when there is no position in an instrument the price for that is
# ignored so doesn't need to be passed
pnls = holder.get_instrument_pnl(ts, pd.Series([]))
df_pnl = pd.concat([
pd.Series([5.0], index=[instr]),
pd.Series([5.0], index=[instr]),
pd.Series([0.0], index=[instr])
],
axis=1)
df_pnl.columns = PNL_COLS
pnls_exp = {'USD': df_pnl}
self.assertDictFrameEqual(pnls, pnls_exp)
def test_pnl_hist_two_instr_two_ccy_sweep_interest(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
holder.record_trade(ts, 'CLZ6', 55, 1, 1, 2.50, 'USD')
holder.record_trade(ts, 'USDJPY', 110.00, 1000, 1, 0, 'JPY')
ts_eod1 = pd.Timestamp('2016-12-01T16:00:00')
prices = pd.Series([56, 111.00], index=['CLZ6', 'USDJPY'])
holder.charge_interest(ts_eod1, 'USD', 0.1)
holder.charge_interest(ts_eod1, 'JPY', -1)
holder.get_instrument_pnl(ts_eod1, prices)
ts_eod2 = pd.Timestamp('2016-12-02T16:00:00')
holder.record_trade(ts_eod2, 'USDJPY', 112.0, -1000, 1, 0, 'JPY')
usd = ((112 - 110) * 1000 - 1) / 112.0
jpy = -((112 - 110) * 1000 - 1)
holder.sweep_pnl(ts_eod2, 'USD', usd, 'JPY', jpy)
prices = pd.Series([57], index=['CLZ6'])
holder.get_instrument_pnl(ts_eod2, prices)
pnls = holder.get_pnl_history()
closed = 0.1 - 2.5 + usd
pnl_usd = pd.DataFrame([[-1.4, -2.4, 1.0], [2 + closed, closed, 2.0]],
index=[ts_eod1, ts_eod2],
columns=PNL_COLS)
pnl_jpy = pd.DataFrame([[999.0, -1.0, 1000.0], [0.0, 0.0, 0.0]],
index=[ts_eod1, ts_eod2],
columns=PNL_COLS)
pnls_expected = {'USD': pnl_usd, 'JPY': pnl_jpy}
self.assertDictFrameEqual(pnls, pnls_expected)
def test_instrument_pnl_one_instrument_one_trade_extra_prices(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
# add prices for irrelevant instruments, these should be ignored
prices = pd.Series([56, 80, 0.80], index=[instr, 'COZ6', 'AUDUSD'])
pnls = holder.get_instrument_pnl(ts, prices)
df_pnl = pd.concat([
pd.Series([-1.5], index=[instr]),
pd.Series([-2.5], index=[instr]),
pd.Series([1.0], index=[instr])
],
axis=1)
df_pnl.columns = PNL_COLS
pnls_expected = {'USD': df_pnl}
self.assertDictFrameEqual(pnls, pnls_expected)
def test_two_trades_two_asts_two_ccy(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
ts2 = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 53.36
instr2 = 'COZ6'
price2 = 53.84
quantity = 1
quantity2 = 7
mult = 1
cmsion = 2.50
ccy = 'USD'
ccy2 = 'CAD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
holder.record_trade(ts2, instr2, price2, quantity2, mult, cmsion, ccy2)
asts = holder.get_assets()
pos = holder.get_holdings()
pos_hst = holder.get_holdings_history()
self.assertEqual(asts, ['CLZ6', 'COZ6'])
s1 = pd.Series([1.0], index=['CLZ6'])
s2 = pd.Series([7.0], index=['COZ6'])
self.assertDictSeriesEqual(pos, {"USD": s1, "CAD": s2})
exp_pos_hst = {
'USD': {
'CLZ6': pd.Series([1.0], index=[ts])
},
'CAD': {
'COZ6': pd.Series([7.0], index=[ts2])
}
}
self.assertNestedDictSeriesEqual(pos_hst, exp_pos_hst)
def test_pnl_no_trades(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
prices = pd.Series([])
pnl = holder.get_pnl(ts, prices)
exp_pnl = pd.DataFrame([], columns=PNL_COLS, dtype='float64')
assert_frame_equal(pnl, exp_pnl)
def test_two_trades_same_ast(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
ts2 = pd.Timestamp('2016-12-01T11:00:00')
instr = 'CLZ6'
price = 53.36
price2 = 53.84
quantity = 1
quantity2 = 7
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
holder.record_trade(ts2, instr, price2, quantity2, mult, cmsion, ccy)
asts = holder.get_assets()
pos = holder.get_holdings()
pos_hst = holder.get_holdings_history()
self.assertEqual(asts, ['CLZ6'])
self.assertDictSeriesEqual(pos,
{"USD": pd.Series(8.0, index=['CLZ6'])})
exp_pos_hst = {"USD": {"CLZ6": pd.Series([1.0, 8.0], index=[ts, ts2])}}
self.assertNestedDictSeriesEqual(pos_hst, exp_pos_hst)
def test_pnl_one_instrument_two_trades_one_ccy(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 55
quantity = 5
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
price = 65
quantity = -1
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T12:00:00')
new_price = pd.Series([70], index=[instr])
pnl = holder.get_pnl(ts, new_price)
pnl_tot = pd.Series([65.0], index=['USD'])
pnl_closed = pd.Series([5.0], index=['USD'])
pnl_open = pd.Series([60.0], index=['USD'])
exp_pnl = pd.concat([pnl_tot, pnl_closed, pnl_open], axis=1)
exp_pnl.columns = PNL_COLS
assert_frame_equal(pnl, exp_pnl)
def test_pnl_one_instrument_one_trade_with_interest_one_ccy(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'AUDUSD'
price = 0.80
quantity = 1000000
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T16:00:00')
# accrue interest on long AUD position, pay on short USD position
holder.charge_interest(ts, 'AUD', 55)
holder.charge_interest(ts, 'USD', -15)
new_price = pd.Series([0.81], index=[instr])
pnl = holder.get_pnl(ts, new_price)
pnl_tot = pd.Series([55, 10000.0 - 2.50 - 15], index=['AUD', 'USD'])
pnl_closed = pd.Series([55, -2.5 - 15], index=['AUD', 'USD'])
pnl_open = pd.Series([0, 10000.0], index=['AUD', 'USD'])
exp_pnl = pd.concat([pnl_tot, pnl_closed, pnl_open], axis=1)
exp_pnl.columns = PNL_COLS
assert_frame_equal(pnl, exp_pnl)
def test_pnl_sweep_closed_position(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
holder.record_trade(ts, 'CLZ6', 55, 1, 1, 2.50, 'USD')
holder.record_trade(ts, 'USDJPY', 110.00, 1000, 1, 0, 'JPY')
ts_eod1 = pd.Timestamp('2016-12-01T16:00:00')
prices = pd.Series([56, 111.00], index=['CLZ6', 'USDJPY'])
holder.charge_interest(ts_eod1, 'USD', 0.1)
holder.charge_interest(ts_eod1, 'JPY', -1)
holder.get_instrument_pnl(ts_eod1, prices)
ts_eod2 = pd.Timestamp('2016-12-02T16:00:00')
holder.record_trade(ts_eod2, 'USDJPY', 112.0, -1000, 1, 0, 'JPY')
usd = ((112 - 110) * 1000 - 1) / 112.0
jpy = -((112 - 110) * 1000 - 1)
holder.sweep_pnl(ts_eod2, 'USD', usd, 'JPY', jpy)
prices = pd.Series([57], index=['CLZ6'])
pnls = holder.get_pnl(ts_eod2, prices)
closed = 0.1 - 2.5 + usd
pnls_exp = pd.DataFrame([[0.0, 0.0, 0.0], [2 + closed, closed, 2.0]],
index=['JPY', 'USD'],
columns=PNL_COLS)
assert_frame_equal(pnls, pnls_exp)
def test_two_instrument_pnl_one_nan_price(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr1 = 'CLZ6'
instr2 = 'COZ6'
price = 55
quantity = 1
mult = 1
cmsion = 0
ccy = 'USD'
holder.record_trade(ts, instr1, price, quantity, mult, cmsion, ccy)
holder.record_trade(ts, instr2, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
prices = pd.Series([pd.np.NaN, price], index=[instr1, instr2])
pnls = holder.get_instrument_pnl(ts, prices)
df_pnl1 = pd.concat([
pd.Series([pd.np.NaN], index=[instr1]),
pd.Series([pd.np.NaN], index=[instr1]),
pd.Series([pd.np.NaN], index=[instr1])
],
axis=1)
df_pnl2 = pd.concat([
pd.Series([0.0], index=[instr2]),
pd.Series([0.0], index=[instr2]),
pd.Series([0.0], index=[instr2])
],
axis=1)
df_pnl = pd.concat([df_pnl1, df_pnl2], axis=0)
df_pnl.columns = PNL_COLS
pnls_exp = {'USD': df_pnl}
self.assertDictFrameEqual(pnls, pnls_exp)
def test_pnl_hist_no_trades(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
prices = pd.Series([])
holder.get_instrument_pnl(ts, prices)
pnls = holder.get_pnl_history()
self.assertNestedDictFrameEqual(pnls, {})
def test_get_USD_and_CAD_cash(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
holder.update_cash(ts, 'USD', 1000)
holder.update_cash(ts, 'CAD', 1000)
cashs = holder.get_cash_balances()
s = pd.Series([1000.0, 1000.0], index=['CAD', 'USD'])
assert_series_equal(cashs, s)
def test_get_USD_closed_cash(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
holder.update_cash(ts, 'USD', 1000)
ts = pd.Timestamp('2016-12-02T10:00:00')
holder.update_cash(ts, 'USD', -1000)
cashs = holder.get_cash_balances()
s = pd.Series()
assert_series_equal(cashs, s)
def test_pnl_sweep_out_of_order(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
aud = 5000
# just use filler exchange rate
holder.sweep_pnl(ts, 'AUD', aud, 'USD', -aud)
ts = pd.Timestamp('2016-12-01T09:00:00')
def out_of_order_sweep():
holder.sweep_pnl(ts, 'AUD', aud, 'USD', -aud)
self.assertRaises(ValueError, out_of_order_sweep)
def test_trade_nan_quantity(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 53.36
quantity = np.NaN
mult = 1
cmsion = 2.50
ccy = 'USD'
def trade_nan():
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
self.assertRaises(ValueError, trade_nan)
def test_pnl_sweep(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
aud = 5000
usd = 5000 * 0.80
holder.sweep_pnl(ts, 'AUD', -aud, 'USD', usd)
# pass dummy prices since never used since no trades
pnl = holder.get_pnl(ts, pd.Series([]))
pnl_tot = pd.Series([-5000.0, 4000.0], index=['AUD', 'USD'])
pnl_closed = pd.Series([-5000.0, 4000.0], index=['AUD', 'USD'])
pnl_open = pd.Series([0.0, 0.0], index=['AUD', 'USD'])
exp_pnl = pd.concat([pnl_tot, pnl_closed, pnl_open], axis=1)
exp_pnl.columns = PNL_COLS
assert_frame_equal(pnl, exp_pnl)
def test_trade_out_of_order(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 53.36
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T09:00:00')
def book_out_of_order():
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
self.assertRaises(ValueError, book_out_of_order)
def test_instrument_pnl_missing_price(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
prices = pd.Series()
def no_price():
holder.get_instrument_pnl(ts, prices)
self.assertRaises(KeyError, no_price)
def test_pnl_hist_multi_interest_charge_same_time(self):
holder = blotter.Holdings()
ts_eod1 = pd.Timestamp('2016-12-01T16:00:00')
holder.charge_interest(ts_eod1, 'USD', 1.0)
holder.charge_interest(ts_eod1, 'USD', 5.0)
ts_eod2 = pd.Timestamp('2016-12-02T16:00:00')
holder.sweep_pnl(ts_eod2, 'USD', 1.0, 'JPY', -1)
pnl_history = holder.get_pnl_history()
jpy = pd.DataFrame([[-1, -1, 0]], index=[ts_eod2], columns=PNL_COLS)
usd = pd.DataFrame([[6.0, 6.0, 0.0], [7.0, 7.0, 0.0]],
index=pd.DatetimeIndex([ts_eod1, ts_eod2]),
columns=PNL_COLS)
pnl_history_exp = {"JPY": jpy, "USD": usd}
self.assertDictFrameEqual(pnl_history, pnl_history_exp)
def test_instrument_pnl_hist_one_instrument_no_cache(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
prices = pd.Series([57], index=[instr])
holder.get_instrument_pnl(ts, prices, cache=False)
pnls = holder.get_instrument_pnl_history()
pnls_expected = {}
self.assertNestedDictFrameEqual(pnls, pnls_expected)
def test_pnl_calc_pre_trade(self):
holder = blotter.Holdings()
ts1 = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts1, instr, price, quantity, mult, cmsion, ccy)
ts2 = pd.Timestamp('2016-12-01T09:00:00')
prices = pd.Series([56], index=[instr])
def pnl_out_of_order():
holder.get_instrument_pnl(ts2, prices)
self.assertRaises(ValueError, pnl_out_of_order)
def test_get_holdings_make_trade(self):
# this test is necessary to test for a BufferError which arises when
# assigning the output to get_holdings() and then making a trade.
# Copying the data when creating a the pd.Series resolves
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 53.36
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
asts = holder.get_assets() # NOQA
pos = holder.get_holdings() # NOQA
pos_hst = holder.get_holdings_history() # NOQA
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
def test_one_trade_with_mult(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 53.36
quantity = 1
mult = 2
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
asts = holder.get_assets()
pos = holder.get_holdings()
pos_hist = holder.get_holdings_history()
self.assertEqual(asts, ['CLZ6'])
self.assertDictSeriesEqual(pos,
{"USD": pd.Series(2.0, index=['CLZ6'])})
exp_pos_hst = {"USD": {"CLZ6": pd.Series(2.0, index=[ts])}}
self.assertNestedDictSeriesEqual(pos_hist, exp_pos_hst)
def test_pnl_hist_one_instrument(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
prices = pd.Series([57], index=[instr])
holder.get_instrument_pnl(ts, prices)
pnls = holder.get_pnl_history()
df_pnl = pd.DataFrame([[-0.5, -2.5, 2.0]],
index=[ts],
columns=PNL_COLS)
pnls_expected = {'USD': df_pnl}
self.assertDictFrameEqual(pnls, pnls_expected)
def test_instrument_pnl_one_instrument_one_trade(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr = 'CLZ6'
price = 55
quantity = 1
mult = 1
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr, price, quantity, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
pnls = holder.get_instrument_pnl(ts, pd.Series([56], index=[instr]))
df_pnl = pd.concat([
pd.Series([-1.5], index=[instr]),
pd.Series([-2.5], index=[instr]),
pd.Series([1.0], index=[instr])
],
axis=1)
df_pnl.columns = PNL_COLS
pnls_expected = {'USD': df_pnl}
self.assertDictFrameEqual(pnls, pnls_expected)
def test_pnl_hist_two_instrument(self):
holder = blotter.Holdings()
ts = pd.Timestamp('2016-12-01T10:00:00')
instr1 = 'CLZ6'
price1 = 55
quantity1 = 1
mult = 1
instr2 = 'COZ6'
price2 = 54
quantity2 = 2
cmsion = 2.50
ccy = 'USD'
holder.record_trade(ts, instr1, price1, quantity1, mult, cmsion, ccy)
holder.record_trade(ts, instr2, price2, quantity2, mult, cmsion, ccy)
ts = pd.Timestamp('2016-12-01T11:00:00')
prices = pd.Series([57, 53], index=[instr1, instr2])
holder.get_instrument_pnl(ts, prices)
pnls = holder.get_pnl_history()
df_pnl = pd.DataFrame([[-5.0, -5.0, 0.0]],
index=[ts],
columns=PNL_COLS)
pnls_expected = {'USD': df_pnl}
self.assertDictFrameEqual(pnls, pnls_expected)
def test_empty_asts(self):
holder = blotter.Holdings()
asts = holder.get_assets()
self.assertEqual(asts, [])
def test_empty_holdings(self):
holder = blotter.Holdings()
holdings = holder.get_holdings()
holdings_hst = holder.get_holdings_history()
self.assertEqual(holdings, {})
self.assertEqual(holdings_hst, {})
