Exemplo n.º 1
0
 def test_decimals(self):
     # Long with decimals
     a = Account(2)
     a.EnterPosition('Long', 1, 0.00000001)
     self.assertEqual(a.TotalValue(0.00000002), 3)
     a.ClosePosition(a.Positions[0], 1, 0.00000002)
     self.assertEqual(a.BuyingPower, 3)
     #Short with decimals
     a = Account(2)
     a.EnterPosition('Short', 1, 0.00000002)
     self.assertEqual(a.TotalValue(0.00000001), 2.5)
     a.ClosePosition(a.Positions[0], 1, 0.00000001)
     self.assertEqual(a.BuyingPower, 2.5)
Exemplo n.º 2
0
 def test_errors(self):
     a = Account(1000)
     self.assertRaises(ValueError, a.EnterPosition, 'Long', 2000, 10)
     self.assertRaises(ValueError, a.EnterPosition, 'Long', -500, 10)
     self.assertRaises(ValueError, a.EnterPosition, 'Long', 500, -10)
     # Enter valid position
     a.EnterPosition('Long', 250, 10)
     a.EnterPosition('Short', 250, 10)
     Long = a.Positions[0]
     Short = a.Positions[1]
     self.assertRaises(ValueError, a.ClosePosition, Long, 0.5, -20)
     self.assertRaises(ValueError, a.ClosePosition, Long, 1.01, 20)
     self.assertRaises(ValueError, a.ClosePosition, Long, -0.5, 20)
     self.assertRaises(ValueError, a.ClosePosition, Short, 1.01, 20)
     self.assertRaises(ValueError, a.ClosePosition, Short, -0.5, 20)
Exemplo n.º 3
0
 def test_both(self):
     a = Account(1000)
     a.EnterPosition('Long', 200, 20)
     a.EnterPosition('Short', 250, 25)
     self.assertEqual(a.BuyingPower, 550)
     self.assertEqual(a.TotalValue(25), 1050)
     Long = a.Positions[0]
     Short = a.Positions[1]
     a.ClosePosition(Long, 0.5, 40)
     a.ClosePosition(Short, 0.5, 12.5)
     self.assertEqual(a.BuyingPower, 937.5)
     self.assertEqual(a.TotalValue(12.5), 1187.5)
     a.ClosePosition(Long, 1.0, 50)
     a.ClosePosition(Short, 1.0, 50)
     self.assertEqual(a.BuyingPower, 1187.5)
     self.assertEqual(a.TotalValue(100), 1187.5)
Exemplo n.º 4
0
 def test_short(self):
     a = Account(1000)
     # Win on a short
     a.EnterPosition('Short', 500, 10)
     a.EnterPosition('Short', 500, 10)
     self.assertEqual(a.BuyingPower, 0)
     self.assertEqual(a.TotalValue(10), 1000)
     S0 = a.Positions[0]
     S1 = a.Positions[1]
     a.ClosePosition(S0, 0.5, 5)
     a.ClosePosition(S1, 0.5, 5)
     self.assertEqual(a.BuyingPower, 750)
     self.assertEqual(a.TotalValue(5), 1500)
     a.ClosePosition(S0, 0.5, 2.5)
     a.ClosePosition(S1, 0.5, 2.5)
     self.assertEqual(a.BuyingPower, 1187.5)
     self.assertEqual(a.TotalValue(2.5), 1625)
     # Lose on a short
     a.EnterPosition('Short', 1000, 2)
     S2 = a.Positions[2]
     a.ClosePosition(S2, 0.5, 4)
     self.assertEqual(a.BuyingPower, 187.5)
     self.assertEqual(a.TotalValue(4), 587.5)
Exemplo n.º 5
0
 def test_long(self):
     a = Account(1000)
     # Win on a long
     a.EnterPosition('Long', 500, 10)
     a.EnterPosition('Long', 500, 10)
     self.assertEqual(a.BuyingPower, 0)
     self.assertEqual(a.TotalValue(10), 1000)
     L0 = a.Positions[0]
     L1 = a.Positions[1]
     a.ClosePosition(L0, 0.5, 20)
     a.ClosePosition(L1, 0.5, 20)
     self.assertEqual(a.BuyingPower, 1000)
     self.assertEqual(a.TotalValue(20), 2000)
     a.ClosePosition(L0, 0.5, 40)
     a.ClosePosition(L1, 0.5, 40)
     self.assertEqual(a.BuyingPower, 2000)
     self.assertEqual(a.TotalValue(40), 3000)
     # Lose on a long
     a.EnterPosition('Long', 1000, 50)
     L2 = a.Positions[2]
     a.ClosePosition(L2, 0.5, 25)
     self.assertEqual(a.BuyingPower, 1250)
     self.assertEqual(a.TotalValue(25), 2125)