def test_calc_price_change(self):
"""
Test if the function calculate the price change correctly.
"""
new_market_maker = create_market_maker("market_maker")
new_market_maker["sell"] = 2
new_market_maker["buy"] = 4
ratio = new_market_maker["buy"] / new_market_maker["sell"]
self.assertTrue(calc_price_change(ratio) > 0)
def test_market_report(self):
new_market_maker = create_market_maker("market_maker")
value_investors = Composite("value_investors")
trend_followers = Composite("trend_followers")
market = Env(
"env",
members=[value_investors, trend_followers, new_market_maker],
census=market_report)
self.assertEqual(market_report(market),
"Asset price on the market: " + str(DEF_PRICE) + "\n")
def test_create_market_maker(self):
"""
Test to see if market_maker is created
"""
new_market_maker = create_market_maker("market_maker")
self.assertTrue(new_market_maker["buy"] == 0)
self.assertTrue(new_market_maker["sell"] == 0)
self.assertTrue(new_market_maker["asset_price"] == DEF_PRICE)
self.assertTrue(new_market_maker["prev_asset_price"] == DEF_PRICE)
self.assertTrue(new_market_maker["price_hist"] == [DEF_PRICE])
def test_buy(self):
'''
Test the buy action of the investors
'''
new_market_maker = create_market_maker("market_maker")
new_value_investor = create_value_investor("value_investors", 0)
new_market_maker["asset_price"] = DEF_PRICE
new_value_investor["capital"] = DEF_PRICE * DEF_NUM_ASSET + 1
price = new_market_maker["asset_price"] * DEF_NUM_ASSET
buy(new_value_investor)
self.assertTrue(new_value_investor["capital"] == 1)
def test_sell(self):
"""
Test the sell action of the investors
"""
new_market_maker = create_market_maker("market_maker")
new_value_investor = create_value_investor("value_investors", 0)
new_market_maker["asset_price"] = DEF_PRICE
new_value_investor["capital"] = 0
new_value_investor["num_stock"] = DEF_NUM_ASSET + 1
price = new_market_maker["asset_price"] * DEF_NUM_ASSET
sell(new_value_investor)
self.assertTrue(new_value_investor["capital"] == price)
def test_trend_direction(self):
"""
Test the trend direction of the market
"""
new_market_maker = create_market_maker("market_maker")
new_trend_follower = create_trend_follower("trend_follower", 0)
new_trend_follower["change_period"] = DEF_PERIODS
new_market_maker["asset_price"] = DEF_REAL_VALUE
new_market_maker["price_hist"] = [DEF_REAL_VALUE]
self.assertEqual(
trend_direction(new_trend_follower,
new_market_maker["asset_price"],
new_market_maker["price_hist"]), 0)
def test_market_maker_action(self):
"""
Test the market maker action
"""
new_market_maker = create_market_maker("market_maker")
new_market_maker["sell"] = 2
new_market_maker["buy"] = 4
ratio = new_market_maker["buy"] / new_market_maker["sell"]
new_market_maker["asset_price"] = DEF_REAL_VALUE
market_maker_action(new_market_maker)
price_change = calc_price_change(ratio)
self.assertTrue(new_market_maker["asset_price"] == DEF_REAL_VALUE +
price_change)
def test_trend_follower_action(self):
"""
Test the trend follower action
"""
new_market_maker = create_market_maker("market_maker")
new_market_maker["price_hist"] = [DEF_PRICE]
new_market_maker["asset_price"] = DEF_PRICE
new_trend_follower = create_trend_follower("trend_follower", 0)
trend_follower_action(new_trend_follower)
trend = trend_direction(new_trend_follower,
new_market_maker["asset_price"],
new_market_maker["price_hist"])
self.assertEqual(trend, 0)
def setUp(self):
self.value_investor = create_value_investor("value_investors",
TEST_INVESTOR_NUM)
self.trend_follower = create_trend_follower("trend_followers",
TEST_FOLLOWER_NUM)
self.market_maker = create_market_maker("market_maker")