def test_linear_market_model(self):
t = 0
market = Market("NYSE")
model = LinearMarketModel("y=2t+3", slope=2, initial_value=3)
market.add_market_model(model, 10)
for i in range(20):
assert_equals(market.quote(Amount(7, USD), MYR, t+i), Amount(2*i + 3, MYR))
def test_static_market_model(self):
t = 0
market = Market("NYSE")
model_a = StaticMarketModel("10", 10)
model_b = StaticMarketModel("100", 100)
# model_a is twice as legit as model_b
market.add_market_model(model_a, 2)
market.add_market_model(model_b, 1)
assert_equals(market.quote(Amount(2, USD), MYR, t+1), Amount(80, MYR))
def test_getting_total_value_of_account(self):
t = 0
market = Market("NYSE")
static_model = StaticMarketModel("multiplyByTenModel", 10)
market.add_market_model(static_model, 1)
b = BrokerageAccount("Schwab", market)
b.add(Lot.Spot(USD, 0, t + 1), 100, t + 5)
b.add(Lot.Spot(MYR, 1, t + 1), 200, t + 10)
b.add(Lot.Spot(USD, 2, t + 1), 300, t + 20)
b.add(Lot.Spot(MYR, 0, t + 2), 400, t + 30)
b.add(Lot.Spot(USD, 0, t + 2), 500, t + 40)
assert_equals(b.get_value_amount_of_account_in_security(USD, t=0), 0)
assert_equals(b.get_value_amount_of_account_in_security(USD, t=6), Amount(100, USD))
assert_equals(b.get_value_amount_of_account_in_security(USD, t=11), Amount(2100, USD))
assert_equals(b.get_value_amount_of_account_in_security(USD, t=50), Amount(6900, USD))