def test_update_action_order_does_not_matter(self):
stock_market_data = StockMarketData([Company.A, Company.B],
[Period.TESTING])
# Create two equal designed portfolios
portfolio1 = Portfolio(0, {Company.A: 100})
portfolio2 = Portfolio(0, {Company.A: 100})
# Create two order lists with the same entries, however in different order
order_list_1 = [
Order(OrderType.BUY, Company.A, 50),
Order(OrderType.SELL, Company.A, 100)
]
order_list_2 = [
Order(OrderType.SELL, Company.A, 100),
Order(OrderType.BUY, Company.A, 50)
]
# Execute the trade action lists on the two portfolios: Sell 100 stocks, skip buying because no cash available
portfolio1.update_with_order_list(stock_market_data, order_list_1)
portfolio2.update_with_order_list(stock_market_data, order_list_2)
# The portfolios should still be equal after applying the actions
self.assertEqual(portfolio1.cash, 10275.9895)
self.assertEqual(portfolio1.cash, portfolio2.cash)
self.assertEqual(portfolio1.stocks[Company.A], 0)
self.assertEqual(portfolio1.stocks, portfolio2.stocks)
def test_update_sufficient_cash_reserve(self):
stock_market_data = StockMarketData([Company.A, Company.B], [Period.TESTING])
portfolio = Portfolio(20000, {Company.A: 200})
order_list = [Order(OrderType.BUY, Company.A, 100)]
# Current cash reserve is sufficient for trade volume. Trade should happen
portfolio.update_with_order_list(stock_market_data, order_list)
self.assertEqual(portfolio.cash, 9724.0105)
self.assertEqual(portfolio.stocks[Company.A], 300)
def test_update_no_sufficient_cash_reserve(self):
stock_market_data = StockMarketData([Company.A, Company.B], [Period.TESTING])
portfolio = Portfolio(0, {Company.A: 200})
order_list = [Order(OrderType.BUY, Company.A, 100)]
# Trade volume is too high for current cash reserve. Nothing should happen
portfolio.update_with_order_list(stock_market_data, order_list)
self.assertEqual(portfolio.cash, 0)
self.assertEqual(portfolio.stocks[Company.A], 200)
def test_update_do_not_drop_below_cash_0(self):
stock_market_data = StockMarketData([Company.A, Company.B], [Period.TESTING])
portfolio = Portfolio(110)
# Create a order list whose individual actions are within the limit but in sum are over the limit
# Most recent stock price of stock A is 102.759895
order_list = [Order(OrderType.BUY, Company.A, 1), Order(OrderType.BUY, Company.A, 1)]
portfolio.update_with_order_list(stock_market_data, order_list)
self.assertEqual(portfolio.cash, 7.240105)
self.assertEqual(portfolio.stocks[Company.A], 1)