class TestLongEURUSDPosition(unittest.TestCase):
"""
Unit tests that cover going short EUR/USD with an account
denominated currency of GBP, using 2,000 units of EUR/USD.
"""
def setUp(self):
home_currency = "GBP"
position_type = "short"
currency_pair = "EURUSD"
units = Decimal("2000")
ticker = TickerMock()
self.position = Position(home_currency, position_type, currency_pair,
units, ticker)
def test_calculate_init_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-0.00015"))
def test_calculate_init_profit_base(self):
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-0.19954"))
def test_calculate_init_profit_perc(self):
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.00998"))
def test_calculate_updated_values(self):
"""
Check that after the bid/ask prices move, that the updated
pips, profit and percentage profit calculations are correct.
"""
prices = self.position.ticker.prices
prices["GBPUSD"] = {
"bid": Decimal("1.50486"),
"ask": Decimal("1.50586")
}
prices["USDGBP"] = {
"bid": Decimal("0.66451"),
"ask": Decimal("0.66407")
}
prices["EURUSD"] = {
"bid": Decimal("1.07811"),
"ask": Decimal("1.07827")
}
self.position.update_position_price()
# Check pips
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("0.00005"))
# Check profit base
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("0.06641"))
# Check profit percentage
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("0.00332"))
class TestLongEURUSDPosition(unittest.TestCase):
"""
Unit tests that cover going short EUR/USD with an account
denominated currency of GBP, using 2,000 units of EUR/USD.
"""
def setUp(self):
home_currency = "GBP"
position_type = "short"
currency_pair = "EURUSD"
units = Decimal("2000")
ticker = TickerMock()
self.position = Position(
home_currency, position_type,
currency_pair, units, ticker
)
def test_calculate_init_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-0.00015"))
def test_calculate_init_profit_base(self):
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-0.19954"))
def test_calculate_init_profit_perc(self):
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.00998"))
def test_calculate_updated_values(self):
"""
Check that after the bid/ask prices move, that the updated
pips, profit and percentage profit calculations are correct.
"""
prices = self.position.ticker.prices
prices["GBPUSD"] = {
"bid": Decimal("1.50486"), "ask": Decimal("1.50586")}
prices["USDGBP"] = {
"bid": Decimal("0.66451"), "ask": Decimal("0.66407")}
prices["EURUSD"] = {
"bid": Decimal("1.07811"), "ask": Decimal("1.07827")}
self.position.update_position_price()
# Check pips
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("0.00005"))
# Check profit base
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("0.06641"))
# Check profit percentage
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("0.00332"))
class TestShortGBPUSDPosition(unittest.TestCase):
"""
Unit tests that cover going short GBP/USD with an account
denominated currency of GBP, using 2,000 units of GBP/USD.
"""
def setUp(self):
home_currency = "USD"
position_type = "short"
currency_pair = "GBPUSD"
units = Decimal("2000")
ticker = TickerMock()
take_profit = "1.50049"
stop_loss = "1.50649"
self.position = Position(home_currency, position_type, currency_pair,
units, ticker, take_profit, stop_loss)
def test_calculate_init_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-2.1000"))
def test_calculate_init_profit_base(self):
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-0.4200"))
def test_calculate_init_profit_perc(self):
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.02100"))
def test_calculate_updated_values(self):
"""
Check that after the bid/ask prices move, that the updated
pips, profit and percentage profit calculations are correct.
"""
prices = self.position.ticker.prices
prices["GBPUSD"] = {
"bid": Decimal("1.50486"),
"ask": Decimal("1.50586")
}
self.position.update_position_price()
# Check pips
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-25.80000"))
# Check profit base
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-5.16000"))
# Check profit percentage
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.25800"))
class TestLongEURUSDPosition(unittest.TestCase):
"""
Unit tests that cover going long EUR/USD with an account
denominated currency of GBP, using 2,000 units of EUR/USD.
"""
def setUp(self):
home_currency = "USD"
position_type = "long"
currency_pair = "EURUSD"
units = Decimal("2000")
ticker = TickerMock()
take_profit = "1.08147"
stop_loss = "1.07532"
self.position = Position(home_currency, position_type, currency_pair,
units, ticker, take_profit, stop_loss)
def test_calculate_init_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-1.5000"))
def test_calculate_init_profit_base(self):
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-0.30000"))
def test_calculate_init_profit_perc(self):
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.01500"))
def test_calculate_updated_values(self):
"""
Check that after the bid/ask prices move, that the updated
pips, profit and percentage profit calculations are correct.
"""
prices = self.position.ticker.prices
prices["EURUSD"] = {
"bid": Decimal("1.07811"),
"ask": Decimal("1.07827")
}
self.position.update_position_price()
# Check pips
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-3.60000"))
# Check profit base
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-0.72000"))
# Check profit percentage
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.03600"))
class TestLongGBPUSDPosition(unittest.TestCase):
def setUp(self):
getcontext.prec = 2
side = "LONG"
market = "GBP/USD"
units = Decimal(str(2000))
exposure = Decimal("2000.00")
avg_price = Decimal("1.51819")
cur_price = Decimal("1.51770")
self.position = Position(side, market, units, exposure, avg_price,
cur_price)
def test_calculate_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-0.00049"))
def test_calculate_profit_base(self):
profit_base = self.position.calculate_profit_base(
self.position.exposure)
self.assertEqual(profit_base, Decimal("-0.64571"))
def test_calculate_profit_perc(self):
profit_perc = self.position.calculate_profit_perc(
self.position.exposure)
self.assertEqual(profit_perc, Decimal("-0.03229"))
class TestLongGBPUSDPosition(unittest.TestCase):
def setUp(self):
getcontext.prec = 2
side = "LONG"
market = "GBP/USD"
units = Decimal(str(2000))
exposure = Decimal("2000.00")
avg_price = Decimal("1.51819")
cur_price = Decimal("1.51770")
self.position = Position(
side, market, units, exposure,
avg_price, cur_price
)
def test_calculate_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-0.00049"))
def test_calculate_profit_base(self):
profit_base = self.position.calculate_profit_base(self.position.exposure)
self.assertEqual(profit_base, Decimal("-0.64571"))
def test_calculate_profit_perc(self):
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
self.assertEqual(profit_perc, Decimal("-0.03229"))
class TestLongGBPUSDPosition(unittest.TestCase):
def setUp(self):
getcontext.prec = 2
position_type = "long"
market = "GBP/USD"
units = Decimal("2000")
exposure = Decimal("2000.00")
bid = Decimal("1.50328")
ask = Decimal("1.50349")
self.position = Position(
position_type, market,
units, exposure, bid, ask
)
def test_calculate_init_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-0.00021"))
def test_calculate_init_profit_base(self):
profit_base = self.position.calculate_profit_base(self.position.exposure)
self.assertEqual(profit_base, Decimal("-0.27939"))
def test_calculate_init_profit_perc(self):
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
self.assertEqual(profit_perc, Decimal("-0.01397"))
def test_calculate_updated_values(self):
"""
Check that after the bid/ask prices move, that the updated
pips, profit and percentage profit calculations are correct.
"""
bid = Decimal("1.50486")
ask = Decimal("1.50586")
self.position.update_position_price(bid, ask, self.position.exposure)
# Check pips
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("0.00137"))
# Check profit base
profit_base = self.position.calculate_profit_base(self.position.exposure)
self.assertEqual(profit_base, Decimal("1.82077"))
# Check profit percentage
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
self.assertEqual(profit_perc, Decimal("0.09104"))
