def test_duplicate_instrument(mocker):
set_session()
dollar_price_values = [[[{
'$type': 'Risk',
'val': 0.01
}], [{
'$type': 'Risk',
'val': 0.02
}], [{
'$type': 'Risk',
'val': 0.03
}]]]
mocker.return_value = [dollar_price_values]
swap1 = IRSwap('Pay', '10y', 'USD', fixed_rate=0.01, name='swap1')
swap2 = IRSwap('Pay', '10y', 'USD', fixed_rate=0.02, name='swap2')
swap3 = IRSwap('Pay', '10y', 'USD', fixed_rate=0.03, name='swap3')
portfolio = Portfolio((swap1, swap2, swap3, swap1))
assert portfolio.index('swap1') == (0, 3)
assert portfolio.index('swap2') == 1
prices: PortfolioRiskResult = portfolio.dollar_price()
assert tuple(prices) == (0.01, 0.02, 0.03, 0.01)
assert round(prices.aggregate(), 2) == 0.07
assert prices[swap1] == (0.01, 0.01)
def test_single_instrument(mocker):
set_session()
mocker.return_value = [[[[{'$type': 'Risk', 'val': 0.01}]]]]
swap1 = IRSwap('Pay', '10y', 'USD', fixed_rate=0.01, name='swap1')
portfolio = Portfolio(swap1)
assert portfolio.index('swap1') == 0
prices: PortfolioRiskResult = portfolio.dollar_price()
assert tuple(prices) == (0.01, )
assert round(prices.aggregate(), 2) == 0.01
assert prices[swap1] == 0.01
