def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
self.position = Position("BOT", "XIV", 4352, PriceParser.parse(15.01),
PriceParser.parse(1.00),
PriceParser.parse(15.01),
PriceParser.parse(15.01),
datetime(2011, 2, 4))
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
self.position = Position(
"BOT", "SPY", 100,
PriceParser.parse(239.08), PriceParser.parse(1.00),
PriceParser.parse(220.45), PriceParser.parse(220.45),
datetime(2016, 1, 1)
)
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
print "Setup initial position BOT 2 ES_0_I0B at 2180.50 with $4.06 commission:"
self.position = Position("BOT", "ES_0_I0B", 2,
PriceParser.parse(2180.50),
PriceParser.parse(4.06),
PriceParser.parse(2181.50),
PriceParser.parse(2181.75),
datetime(2016, 1, 1))
print self.position, '\n'
class TestLongRoundTripESPosition(unittest.TestCase):
"""
Test a round-trip trade in S&P e-mini futures contract where the initial
trade is a buy/long of 1 contract of ES, at a price of
2155.25, with $2.00 commission.
"""
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
print "Setup initial position BOT 2 ES_0_I0B at 2180.50 with $4.06 commission:"
self.position = Position("BOT", "ES_0_I0B", 2,
PriceParser.parse(2180.50),
PriceParser.parse(4.06),
PriceParser.parse(2181.50),
PriceParser.parse(2181.75),
datetime(2016, 1, 1))
print self.position, '\n'
def test_transact_position(self):
"""
Update market value of current position
"""
print "Update market value with bid/ask of 2178.50/2178.75:"
self.position.update_market_value(PriceParser.parse(2190.00),
PriceParser.parse(2190.25),
datetime(2016, 1, 2))
print self.position, '\n'
self.assertEqual(self.position.action, "BOT")
self.assertEqual(self.position.ticker, "ES_0_I0B")
self.assertEqual(self.position.quantity, 2)
self.assertEqual(self.position.buys, 2)
self.assertEqual(self.position.sells, 0)
self.assertEqual(self.position.net, 2)
self.assertEqual(PriceParser.display(self.position.avg_bot, 5),
2180.50)
self.assertEqual(PriceParser.display(self.position.avg_sld, 5), 0)
self.assertEqual(PriceParser.display(self.position.total_bot),
218050.00)
self.assertEqual(PriceParser.display(self.position.total_sld), 0.0)
self.assertEqual(PriceParser.display(self.position.net_total),
218050.00)
self.assertEqual(PriceParser.display(self.position.total_commission),
4.06)
self.assertEqual(PriceParser.display(self.position.net_incl_comm),
218050.00 - 4.06)
self.assertEqual(PriceParser.display(self.position.avg_price, 5),
(218050.00 - 4.06) / 2 / 50)
self.assertEqual(PriceParser.display(self.position.cost_basis),
218050 - 4.06)
self.assertEqual(PriceParser.display(self.position.market_value),
(2190 + 2190.25) / 2 * 2 * 50)
self.assertEqual(
PriceParser.display(self.position.unrealised_pnl),
round((((2190 + 2190.25) / 2 * 2 * 50) - (218050 - 4.06)), 2) * 1)
self.assertEqual(PriceParser.display(self.position.realised_pnl), 0.00)
print "Sell 1 contract of current position at 2187.50 with 2.03 commission. Market at 2193.50/2193.50:"
self.position.transact_shares("SLD", 1, PriceParser.parse(2187.50),
PriceParser.parse(2.03))
self.position.update_market_value(PriceParser.parse(2193.50),
PriceParser.parse(2193.50),
datetime(2016, 1, 3))
print self.position, '\n'
self.assertEqual(self.position.quantity, 1)
self.assertEqual(self.position.buys, 2)
self.assertEqual(self.position.sells, 1)
self.assertEqual(self.position.net, 1)
self.assertEqual(PriceParser.display(self.position.avg_bot, 5),
2180.50)
self.assertEqual(PriceParser.display(self.position.avg_sld, 5),
2187.50)
self.assertEqual(PriceParser.display(self.position.total_bot),
218050.00)
self.assertEqual(PriceParser.display(self.position.total_sld),
2187.5 * 50)
self.assertEqual(PriceParser.display(self.position.net_total),
(2187.5 * 50) - 218050.00)
self.assertEqual(PriceParser.display(self.position.total_commission),
6.09)
self.assertEqual(PriceParser.display(self.position.net_incl_comm),
(2187.5 * 50) - 218050.00 - 6.09)
self.assertEqual(PriceParser.display(self.position.avg_price, 5),
(218050.00 - 4.06) / 2 / 50)
self.assertEqual(PriceParser.display(self.position.cost_basis),
round(1 * (218050.00 - 4.06) / 2 / 50 * 50, 2))
self.assertEqual(PriceParser.display(self.position.market_value),
(2193.50 + 2193.50) / 2 * 1 * 50)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl),
652.03)
self.assertEqual(PriceParser.display(self.position.realised_pnl),
347.97)
print "Sell 1 contract TO CLOSE position at 2199.00 with 2.03 commission. Market at 2199.50/2199.75:"
self.position.transact_shares("SLD", 1, PriceParser.parse(2199.00),
PriceParser.parse(2.03))
self.position.update_market_value(PriceParser.parse(2199.50),
PriceParser.parse(2199.75),
datetime(2016, 1, 3))
print self.position, '\n'
class TestLongRoundTripSPYPosition(unittest.TestCase):
"""
Test a round-trip trade in SPY ETF where the initial
trade is a buy/long of 100 shares of SPY, at a price of
$220.45, with $1.00 commission.
"""
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
self.position = Position(
"BOT", "SPY", 100,
PriceParser.parse(239.08), PriceParser.parse(1.00),
PriceParser.parse(220.45), PriceParser.parse(220.45),
datetime(2016, 1, 1)
)
def test_calculate_round_trip(self):
"""
After the subsequent purchase, carry out two more buys/longs
and then close the position out with two additional sells/shorts.
"""
print("Buy 100 SPY at 239.08 with $1.00 commission. Update market value with bid/ask of 239.95/239.96:")
self.position.update_market_value(
PriceParser.parse(239.95), PriceParser.parse(239.96),
datetime(2016, 1, 2)
)
print(self.position, '\n')
self.assertEqual(self.position.action, "BOT")
self.assertEqual(self.position.ticker, "SPY")
self.assertEqual(self.position.quantity, 100)
self.assertEqual(self.position.open_quantity, 100)
self.assertEqual(PriceParser.display(self.position.entry_price, 5), (239.08*100 + 1)/100)
self.assertEqual(PriceParser.display(self.position.exit_price, 5), 0)
self.assertEqual(PriceParser.display(self.position.total_commission), 1.00)
self.assertEqual(PriceParser.display(self.position.cost_basis), 239.08*100 + 1.00)
self.assertEqual(PriceParser.display(self.position.market_value), 239.95*100 * 1, 2)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl), (239.95*100 * 1) - (239.08*100 + 1.00), 2)
self.assertEqual(PriceParser.display(self.position.realised_pnl), 0.00)
print("Buy 300 shares to add to current position at 238.90 with 1.50 commission. Market at 238.96/238.97:")
self.position.transact_shares(
"BOT", 300, PriceParser.parse(238.90), PriceParser.parse(1.50)
)
self.position.update_market_value(
PriceParser.parse(238.96), PriceParser.parse(238.97),
datetime(2016, 1, 3)
)
print(self.position, '\n')
self.assertEqual(self.position.quantity, 400)
self.assertEqual(self.position.open_quantity, 400)
self.assertEqual(PriceParser.display(self.position.entry_price, 5), (239.08*100+1 + 238.90*300+1.5)/400)
self.assertEqual(PriceParser.display(self.position.exit_price, 5), 0)
self.assertEqual(PriceParser.display(self.position.total_commission), 2.50)
self.assertEqual(PriceParser.display(self.position.cost_basis), (239.08*100+1 + 238.90*300+1.5))
self.assertEqual(PriceParser.display(self.position.market_value), 238.96 * 400, 2)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl), (238.96 * 400) - (239.08*100+1 + 238.90*300+1.5), 2)
self.assertEqual(PriceParser.display(self.position.realised_pnl), 0.00)
print("Sell 150 shares from current position at 239.05 with 1.80 commission. Market at 239.19/239.20:")
self.position.transact_shares(
"SLD", 150, PriceParser.parse(239.05), PriceParser.parse(1.80)
)
self.position.update_market_value(
PriceParser.parse(239.19), PriceParser.parse(239.20),
datetime(2016, 1, 4)
)
print(self.position, '\n')
self.assertEqual(self.position.quantity, 400)
self.assertEqual(self.position.open_quantity, 100+300-150)
self.assertEqual(PriceParser.display(self.position.entry_price, 5), (239.08*100+1 + 238.90*300+1.5)/400)
self.assertEqual(PriceParser.display(self.position.exit_price, 5), (239.05*150+1.80)/150)
self.assertEqual(PriceParser.display(self.position.total_commission), 4.30)
self.assertEqual(PriceParser.display(self.position.cost_basis), (238.90*250)+(250/300*1.5))
self.assertEqual(PriceParser.display(self.position.market_value), 239.19 * 250)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl), (239.19 * 250) - ((238.90*250)+(250/300*1.5)), 2)
self.assertEqual(PriceParser.display(self.position.realised_pnl), 1.45)
print("Buy 250 shares adding to current position at 239.39 with 1.25 commission. Market at 245.24/245.25:")
self.position.transact_shares(
"BOT", 250, PriceParser.parse(239.39), PriceParser.parse(1.25)
)
self.position.update_market_value(
PriceParser.parse(245.24), PriceParser.parse(245.25),
datetime(2016, 1, 5)
)
print(self.position, '\n')
self.assertEqual(self.position.quantity, 650)
self.assertEqual(self.position.open_quantity, 100+300-150+250)
self.assertEqual(PriceParser.display(self.position.entry_price, 5), round((239.08*100+1 + 238.90*300+1.5 + 239.39*250+1.25)/650, 5))
self.assertEqual(PriceParser.display(self.position.exit_price, 5), (239.05*150+1.80)/150)
self.assertEqual(PriceParser.display(self.position.total_commission), 5.55)
self.assertEqual(PriceParser.display(self.position.cost_basis), (238.90*250)+(250/300*1.5)+(239.39*250+1.25))
self.assertEqual(PriceParser.display(self.position.market_value), 245.24 * 500)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl), (245.24 * 500) - ((238.90*250)+(250/300*1.5)+(239.39*250+1.25)), 2)
self.assertEqual(PriceParser.display(self.position.realised_pnl), 1.45)
print("Sell 500 shares to close position at 244.09 with 5.22 commission. Market at 244.09/244.10:")
self.position.transact_shares(
"SLD", 500, PriceParser.parse(244.09), PriceParser.parse(5.22)
)
self.position.update_market_value(
PriceParser.parse(244.09), PriceParser.parse(244.10),
datetime(2016, 1, 6)
)
print(self.position, '\n')
self.assertEqual(self.position.quantity, 650)
self.assertEqual(self.position.open_quantity, 100+300-150+250-500)
self.assertEqual(PriceParser.display(self.position.entry_price, 5), round((239.08*100+1 + 238.90*300+1.5 + 239.39*250+1.25)/650, 5))
self.assertEqual(PriceParser.display(self.position.exit_price, 5), round((239.05*150+1.80 + 244.09*500+5.22)/(150+500), 5))
self.assertEqual(PriceParser.display(self.position.total_commission), 5.55+5.22)
self.assertEqual(PriceParser.display(self.position.cost_basis), 0)
self.assertEqual(PriceParser.display(self.position.market_value), 0)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl), 0)
self.assertEqual(PriceParser.display(self.position.realised_pnl), round(1.45+(244.09-238.90)*250-250/300*1.5+(244.09-239.39)*250-1.25-5.22, 2))
class TestLongRoundTripXIVPosition(unittest.TestCase):
"""
Tests a long position with multiple entries and exits during the trade
"""
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
self.position = Position("BOT", "XIV", 4352, PriceParser.parse(15.01),
PriceParser.parse(1.00),
PriceParser.parse(15.01),
PriceParser.parse(15.01),
datetime(2011, 2, 4))
def test_enter_long_position(self):
"""
Initial entry
"""
print(
"Buy 4352 XIV at 15.01 with $1.00 commission. Update market value with bid/ask of 15.01/15.01:"
)
self.position.update_market_value(PriceParser.parse(15.01),
PriceParser.parse(15.01),
datetime(2011, 2, 4))
print(self.position, '\n')
self.assertEqual(self.position.action, "BOT")
self.assertEqual(self.position.ticker, "XIV")
self.assertEqual(self.position.quantity, 4352)
self.assertEqual(self.position.buys, 4352)
self.assertEqual(self.position.sells, 0)
self.assertEqual(self.position.net, 4352)
self.assertEqual(PriceParser.display(self.position.avg_bot, 5), 15.01)
self.assertEqual(PriceParser.display(self.position.avg_sld, 5), 0)
self.assertEqual(PriceParser.display(self.position.total_bot),
15.01 * 4352)
self.assertEqual(PriceParser.display(self.position.total_sld), 0)
self.assertEqual(PriceParser.display(self.position.net_total),
15.01 * 4352)
self.assertEqual(PriceParser.display(self.position.total_commission),
1.00)
self.assertEqual(PriceParser.display(self.position.net_incl_comm),
15.01 * 4352 - 1.00)
self.assertEqual(PriceParser.display(self.position.avg_price, 5),
round((15.01 * 4352 + 1.00) / 4352 / 1, 5))
self.assertEqual(PriceParser.display(self.position.cost_basis, 2),
15.01 * 4352 + 1.00)
self.assertEqual(PriceParser.display(self.position.market_value),
round(((15.01 + 15.01) / 2 * 4352 * 1), 2))
self.assertEqual(
PriceParser.display(self.position.unrealised_pnl, 2),
round(((15.01 + 15.01) / 2 * 4352 * 1) - (15.01 * 4352 + 1.00), 2))
self.assertEqual(PriceParser.display(self.position.realised_pnl, 2),
0.00)
print(
"Sell 2188 shares of current position at 15.24 with 1.00 commission. Market at 15.24/15.24:"
)
self.position.transact_shares("SLD", 2188, PriceParser.parse(15.24),
PriceParser.parse(1.00))
self.position.update_market_value(PriceParser.parse(15.24),
PriceParser.parse(15.24),
datetime(2011, 2, 7))
print(self.position, '\n')
self.assertEqual(self.position.buys, 4352)
self.assertEqual(self.position.sells, 2188)
self.assertEqual(self.position.net, 4352 - 2188)
self.assertEqual(PriceParser.display(self.position.avg_bot, 5),
round((15.01 * 4352) / 4352, 5))
self.assertEqual(PriceParser.display(self.position.avg_sld, 5),
round((15.24 * 2188) / 2188, 5))
self.assertEqual(PriceParser.display(self.position.total_bot),
15.01 * 4352)
self.assertEqual(PriceParser.display(self.position.total_sld),
15.24 * 2188)
self.assertEqual(PriceParser.display(self.position.net_total),
round(15.24 * 2188 - (15.01 * 4352), 2))
self.assertEqual(PriceParser.display(self.position.total_commission),
2.00)
self.assertEqual(PriceParser.display(self.position.net_incl_comm),
round(((15.24 * 2188) - (15.01 * 4352)) - 2.00, 2))
self.assertEqual(PriceParser.display(self.position.avg_price, 5),
round((15.01 * 4352 + 1) / 4352, 5))
self.assertEqual(PriceParser.display(self.position.cost_basis, 2),
32482.14) #15.01*(4352-2188) + 1)
self.assertEqual(PriceParser.display(self.position.market_value),
round((15.24 * (4352 - 2188) * 1), 2))
self.assertEqual(PriceParser.display(self.position.unrealised_pnl, 2),
round((15.24 * (4352 - 2188) * 1) - (32482.14), 2))
self.assertEqual(PriceParser.display(self.position.realised_pnl),
(15.24 - 15.01) * 2188 - 2)
print(
"Sell 75 shares from current position at 220.85 with 1.37 commission. Market at 220.85/220.86:"
)
self.position.transact_shares("SLD", 75, PriceParser.parse(220.85),
PriceParser.parse(1.37))
self.position.update_market_value(PriceParser.parse(220.85),
PriceParser.parse(220.86),
datetime(2016, 1, 3))
print(self.position, '\n')
self.assertEqual(self.position.buys, 150)
self.assertEqual(self.position.sells, 75)
self.assertEqual(self.position.net, 75)
self.assertEqual(PriceParser.display(self.position.avg_bot, 5),
round((220.45 * 100 + 220.35 * 50) / 150, 5))
self.assertEqual(PriceParser.display(self.position.avg_sld, 5),
220.85 * 75 / 75)
self.assertEqual(PriceParser.display(self.position.total_bot),
220.45 * 100 + 220.35 * 50)
self.assertEqual(PriceParser.display(self.position.total_sld),
220.85 * 75)
self.assertEqual(PriceParser.display(self.position.net_total),
(220.85 * 75) - (220.45 * 100 + 220.35 * 50))
self.assertEqual(PriceParser.display(self.position.total_commission),
3.37)
self.assertEqual(PriceParser.display(self.position.net_incl_comm),
((220.85 * 75) - (220.45 * 100 + 220.35 * 50)) - 3.37)
self.assertEqual(PriceParser.display(self.position.avg_price, 5),
(220.45 * 100 + 220.35 * 50 + 2.00) / 150 / 1)
self.assertEqual(PriceParser.display(self.position.cost_basis),
((220.45 * 100 + 220.35 * 50 + 2.00) / 150) * 75)
self.assertEqual(PriceParser.display(self.position.market_value),
round(((220.85 + 220.86) / 2 * 75 * 1), 2))
self.assertEqual(
PriceParser.display(self.position.unrealised_pnl),
round(((220.85 + 220.86) / 2 * 75 * 1) -
((220.45 * 100 + 220.35 * 50 + 2.00) / 150) * 75, 2))
self.assertEqual(
PriceParser.display(self.position.realised_pnl), (220.85 * 75) -
((220.45 * 100 + 220.35 * 50 + 2.00) / 150) * 75 - 1.37)
print(
"Sell 75 shares from current position at 221.24 with 1.37 commission. Market at 221.24/221.25:"
)
self.position.transact_shares("SLD", 75, PriceParser.parse(221.24),
PriceParser.parse(1.37))
self.position.update_market_value(PriceParser.parse(221.24),
PriceParser.parse(221.25),
datetime(2016, 1, 3))
print(self.position, '\n')
self.assertEqual(self.position.buys, 150)
self.assertEqual(self.position.sells, 150)
self.assertEqual(self.position.net, 0)
self.assertEqual(PriceParser.display(self.position.avg_bot, 5),
round((220.45 * 100 + 220.35 * 50) / 150, 5))
self.assertEqual(PriceParser.display(self.position.avg_sld, 5),
(220.85 * 75 + 221.24 * 75) / 150)
self.assertEqual(PriceParser.display(self.position.total_bot),
220.45 * 100 + 220.35 * 50)
self.assertEqual(PriceParser.display(self.position.total_sld),
220.85 * 75 + 221.24 * 75)
self.assertEqual(PriceParser.display(self.position.net_total),
(220.85 * 75 + 221.24 * 75) -
(220.45 * 100 + 220.35 * 50))
self.assertEqual(PriceParser.display(self.position.total_commission),
3.37 + 1.37)
self.assertEqual(
PriceParser.display(self.position.net_incl_comm),
round(((220.85 * 75 + 221.24 * 75) -
(220.45 * 100 + 220.35 * 50)) - 3.37 - 1.37, 2))
self.assertEqual(PriceParser.display(self.position.avg_price, 5),
(220.45 * 100 + 220.35 * 50 + 2.00) / 150 / 1)
self.assertEqual(PriceParser.display(self.position.cost_basis), 0)
self.assertEqual(PriceParser.display(self.position.market_value), 0)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl), 0)
self.assertEqual(
PriceParser.display(self.position.realised_pnl),
round((220.85 * 75) -
((220.45 * 100 + 220.35 * 50 + 2.00) / 150) * 75 - 1.37 +
(221.24 * 75) -
((220.45 * 100 + 220.35 * 50 + 2.00) / 150) * 75 - 1.37, 2))
class TestLongRoundTripSPYPosition(unittest.TestCase):
"""
Test a round-trip trade in SPY ETF where the initial
trade is a buy/long of 100 shares of SPY, at a price of
$220.45, with $1.00 commission.
"""
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
self.position = Position(
"BOT", "SPY", 100,
PriceParser.parse(239.08), PriceParser.parse(1.00),
PriceParser.parse(220.45), PriceParser.parse(220.45),
datetime(2016, 1, 1)
)
def test_initial_bot(self):
"""
After the subsequent purchase, carry out two more buys/longs
and then close the position out with two additional sells/shorts.
"""
print("Buy 100 SPY at 239.08 with $1.00 commission. Update market value with bid/ask of 239.95/239.96:")
self.position.update_market_value(
PriceParser.parse(239.95), PriceParser.parse(239.96),
datetime(2016, 1, 2)
)
print(self.position, '\n')
self.assertIs(type(self.position.quantity), int)
self.assertIs(type(self.position.open_quantity), int)
self.assertIs(type(self.position.mul), int)
self.assertIs(type(self.position.realised_pnl), int)
self.assertIs(type(self.position.unrealised_pnl), int)
self.assertIs(type(self.position.entry_price), int)
self.assertIs(type(self.position.exit_price), int)
self.assertIs(type(self.position.total_commission), int)
self.assertIs(type(self.position.market_value), int)
self.assertIs(type(self.position.cost_basis), int)
print("Buy 300 shares to add to current position at 238.90 with 1.50 commission. Market at 238.96/238.97:")
self.position.transact_shares(
"BOT", 300, PriceParser.parse(238.90), PriceParser.parse(1.50)
)
self.position.update_market_value(
PriceParser.parse(238.96), PriceParser.parse(238.97),
datetime(2016, 1, 3)
)
print(self.position, '\n')
self.assertIs(type(self.position.quantity), int)
self.assertIs(type(self.position.open_quantity), int)
self.assertIs(type(self.position.mul), int)
self.assertIs(type(self.position.realised_pnl), int)
self.assertIs(type(self.position.unrealised_pnl), int)
self.assertIs(type(self.position.entry_price), int)
self.assertIs(type(self.position.exit_price), int)
self.assertIs(type(self.position.total_commission), int)
self.assertIs(type(self.position.market_value), int)
self.assertIs(type(self.position.cost_basis), int)
print("Sell 150 shares from current position at 239.05 with 1.80 commission. Market at 239.19/239.20:")
self.position.transact_shares(
"SLD", 150, PriceParser.parse(239.05), PriceParser.parse(1.80)
)
self.position.update_market_value(
PriceParser.parse(239.19), PriceParser.parse(239.20),
datetime(2016, 1, 4)
)
print(self.position, '\n')
self.assertIs(type(self.position.quantity), int)
self.assertIs(type(self.position.open_quantity), int)
self.assertIs(type(self.position.mul), int)
self.assertIs(type(self.position.realised_pnl), int)
self.assertIs(type(self.position.unrealised_pnl), int)
self.assertIs(type(self.position.entry_price), int)
self.assertIs(type(self.position.exit_price), int)
self.assertIs(type(self.position.total_commission), int)
self.assertIs(type(self.position.market_value), int)
self.assertIs(type(self.position.cost_basis), int)
print("Sell 250 shares to close position at 244.09 with 5.22 commission. Market at 244.09/244.10:")
self.position.transact_shares(
"SLD", 250, PriceParser.parse(244.09), PriceParser.parse(5.22)
)
self.position.update_market_value(
PriceParser.parse(244.09), PriceParser.parse(244.10),
datetime(2016, 1, 6)
)
print(self.position, '\n')
self.assertIs(type(self.position.quantity), int)
self.assertIs(type(self.position.open_quantity), int)
self.assertIs(type(self.position.mul), int)
self.assertIs(type(self.position.realised_pnl), int)
self.assertIs(type(self.position.unrealised_pnl), int)
self.assertIs(type(self.position.entry_price), int)
self.assertIs(type(self.position.exit_price), int)
self.assertIs(type(self.position.total_commission), int)
self.assertIs(type(self.position.market_value), int)
self.assertIs(type(self.position.cost_basis), int)