def test_update__sufficient_cash_reserve(self):
"""
Tests: Portfolio#update
Flavour: Enough cash in the portfolio, so the trades should be applied
Creates a portfolio, a stock market data object and a arbitrary `OrderList` and executes these orders on the
portfolio. Checks if those are applied correctly
"""
cash_reserve = 20000.0
data = StockData([(date(2017, 1, 1), 150.0)])
stock_market_data = StockMarketData({CompanyEnum.COMPANY_A: data})
portfolio = Portfolio(cash_reserve,
[SharesOfCompany(CompanyEnum.COMPANY_A, 200)])
order_list = OrderList()
order_list.buy(CompanyEnum.COMPANY_A, 100)
updated_portfolio = portfolio.update(stock_market_data, order_list)
# Current cash reserve is sufficient for trade volume. Trade should happen
assert updated_portfolio.cash < cash_reserve
assert updated_portfolio.cash < portfolio.cash
assert updated_portfolio.shares[
0].company_enum == CompanyEnum.COMPANY_A
assert updated_portfolio.shares[0].amount == 300
def test_update__do_not_drop_below_cash_0(self):
"""
Tests: Portfolio#update
Flavour: When receiving two BUY orders the `#update` method should regard the available cash and NEVER drop
below 0
Creates a portfolio, a stock market data object and a arbitrary `OrderList` and executes these orders on the
portfolio. Checks if those are applied correctly
"""
cash_reserve = 16000.0
data = StockData([(date(2017, 1, 1), 150.0)])
stock_market_data = StockMarketData({CompanyEnum.COMPANY_A: data})
portfolio = Portfolio(cash_reserve, [])
# Create a order list whose individual actions are within the limit but in sum are over the limit
# Stock price: 150.0, quantity: 100 -> trade volume: 15000.0; cash: 16000.0
order_list = OrderList()
order_list.buy(CompanyEnum.COMPANY_A, 100)
order_list.buy(CompanyEnum.COMPANY_A, 100)
updated_portfolio = portfolio.update(stock_market_data, order_list)
assert updated_portfolio.cash >= 0
def test_update__action_order_does_not_matter(self):
"""
Tests: Portfolio#update
Flavour: It shouldn't matter which order the orders are in, the result should always look the same. In
this case the portfolio's cash reserve is too low to execute a BUY action. However, it shouldn't matter if we
execute a SELL action first, because the updated cash reserve after a SELL action shouldn't affect the
available cash reserve for a subsequent BUY action
Creates a portfolio, a stock market data object and a arbitrary `OrderList` and executes these orders on the
portfolio. Checks if those are applied correctly
"""
cash_reserve = 10.0
data = StockData([(date(2017, 1, 1), 150.0)])
stock_market_data = StockMarketData({CompanyEnum.COMPANY_A: data})
# Create two equal designed portfolios
portfolio1 = Portfolio(cash_reserve,
[SharesOfCompany(CompanyEnum.COMPANY_A, 200)])
portfolio2 = Portfolio(cash_reserve,
[SharesOfCompany(CompanyEnum.COMPANY_A, 200)])
assert portfolio1 == portfolio2
# Create two order lists with the same entries, however in different order
order_list_1 = OrderList()
order_list_1.buy(CompanyEnum.COMPANY_A, 100)
order_list_1.sell(CompanyEnum.COMPANY_A, 100)
order_list_2 = OrderList()
order_list_2.sell(CompanyEnum.COMPANY_A, 100)
order_list_2.buy(CompanyEnum.COMPANY_A, 100)
# Execute the trade action lists on the two portfolios
updated_portfolio_order1 = portfolio1.update(stock_market_data,
order_list_1)
updated_portfolio_order2 = portfolio2.update(stock_market_data,
order_list_2)
# The portfolios should still be equal after applying the actions
assert updated_portfolio_order1 == updated_portfolio_order2