def Run(self, budget, symbol, quotes, start, end):
correct_quote = self._correctQuote(symbol, quotes, start)
average_rate = ((correct_quote.high + correct_quote.low) / 2)
t = Trades()
integralAmount = int(budget / average_rate)
t.buy(Trade(start, integralAmount, symbol, average_rate))
if(integralAmount * average_rate != budget):
t.buy(Trade(start, -integralAmount * average_rate + budget, "cash", 1.0))
return t
def Run(self, budget, symbol, quotes, start, end):
repeat = int(budget / self._amount)
t = Trades()
for i in range(repeat):
time = start + i * self._spacing
correct_quote = self._correctQuote(symbol, quotes, time)
average_rate = ((correct_quote.high + correct_quote.low) / 2)
integralAmount = int(self._amount / average_rate)
t.buy(Trade(time, integralAmount, symbol, average_rate))
if (integralAmount * average_rate != self._amount):
t.buy(
Trade(time, -integralAmount * average_rate + self._amount,
"cash", 1.0))
return t
def test_increasingrate_doublebuy():
t = Trades()
t.buy(Trade(0.0, 1, "x", 1.0))
t.buy(Trade(1.0, 1, "x", 2.0))
assert t.value_of_this_stock(1.5, "x", 2.0) == 4.0
def test_value_of_this_stock():
t = Trades()
t.buy(Trade(0.0, 1, "x", 2.0))
assert t.value_of_this_stock(1.0, "x", 2.1) == 2.1
def test_revenuebeforelastTrade():
t = Trades()
t.sell(Trade(0.0, -1, "S", 1.0))
t.sell(Trade(1.0, -1, "S", 1.0))
assert -1.0 == t.revenue(0.1)
def test_sellTwodifferent_revenueminusTwo():
t = Trades()
t.sell(Trade(0.0, -1, "S", 1.0))
t.sell(Trade(0.0, -1, "D", 1.0))
assert -2.0 == t.revenue(1)
def test_expensebeforelastTrade():
t = Trades()
t.buy(Trade(0.0, 1, "S", 1.0))
t.buy(Trade(1.0, 1, "S", 1.0))
assert 1.0 == t.expense(0.1)
def test_buyOne_expenseIsOne():
t = Trades()
t.buy(Trade(0.0, 1, "S", 1.0))
assert 1.0 == t.expense(0.1)
def test_buyTwodifferent_expenseTwo():
t = Trades()
t.buy(Trade(0.0, 1, "S", 1.0))
t.buy(Trade(0.0, 1, "D", 1.0))
assert 2.0 == t.expense(1)
def test_buyOnesellOne_sameDate():
t = Trades()
t.buy(Trade(0.0, 1, "S", 1.0))
t.sell(Trade(0.0, -1, "S", 1.0))
assert 0.0 == t.expense(1) + t.revenue(1)
def test_buyOneSellOne_revenueIsminusOne():
t = Trades()
t.buy(Trade(0.0, 1, "S", 1.0))
t.sell(Trade(1.0, -1, "S", 1.0))
assert -1.0 == t.revenue(2)
def test_buyOneSellOne_expenseIsOne():
t = Trades()
t.buy(Trade(0.0, 1, "S", 1.0))
t.sell(Trade(1.0, -1, "S", 1.0))
assert 1.0 == t.expense(2)
def test_sellAtLeastOne():
t = Trades()
with pytest.raises(Exception):
t.sell(Trade(0.0, 0, "S", 1.0))
def test_buyAtLeastOne():
t = Trades()
with pytest.raises(Exception):
t.buy(Trade(0.0, 0, "S", 1.0))
def test_buyOne_expenseIsZeroBeforeBuy():
t = Trades()
t.buy(Trade(0.0, 1, "S", 1.0))
assert 0.0 == t.expense(date=-1)
def test_possible_profit_of_this_stock():
t = Trades()
t.buy(Trade(0.0, 1, "x", 1.0))
t.buy(Trade(1.0, 1, "x", 2.0))
assert t.possible_profit_of_this_stock(1.5, "x", 2.0) == 1.0