def test_transaction_cost(self):
strat = BuyAndHoldStrategy()
sim = StockMarketStrategySim("test", datetime.date(2015,1,1), 1, strat)
self.assertEqual(sim._get_transaction_cost(1), 10.0,
"Minimum value test failed")
self.assertEqual(sim._get_transaction_cost(140000), 146.5,
"Near-max value test failed")
self.assertEqual(sim._get_transaction_cost(150000), 150,
"Max value test failed")
def test_value_update_long_position(self):
"""Tests if the values are correctly updated when holding a long
position."""
start_value = 1000
sim = StockMarketStrategySim("test", datetime.date(2015,1,1),
start_value, BuyAndHoldStrategy())
sim.run()
# The difference in points in the test csv is the following, assuming
# buy on day 1 (at halfway point between open and close) and no sell:
buy_val = (1005 + 1010) / 2.0
proc_diff = (1010 - buy_val) / buy_val
# Calculate end value. Private method in sim used here for test purposes
# only:
start_value_stock = start_value - sim._get_transaction_cost(start_value)
end_value = start_value_stock * (1+proc_diff)
# Using inequality check because of rounding differences and/or
# inaccuracies due to using floats precision.
assert abs(end_value - sim.get_current_value()) < .01, \
"End value {0} expected, got {1}".format(end_value,
sim.get_current_value())