def test_get_prices(self, mock_get_prices):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-06', 10)
aapl.add_transaction('2015-10-06', 15)
aapl.add_transaction('2016-10-06', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
# today's date (default)
dt_end = dt.date.today()
dt_start = dt_end - dt.timedelta(days=1)
self.portfolio.get_prices()
mock_get_prices.assert_called_with(symbols=ANY,
dt_start=dt_start,
dt_end=dt_end)
# specific date
date_str = '2016-07-13'
date = dt.datetime.strptime(date_str, '%Y-%m-%d').date()
dt_end = dt.datetime.strptime(date_str, '%Y-%m-%d').date()
dt_start = dt_end - dt.timedelta(days=1)
self.portfolio.get_prices(date=date, range='date')
mock_get_prices.assert_called_with(symbols=ANY,
dt_start=dt_start,
dt_end=dt_end)
# validate the date input field
with self.assertRaises(AssertionError):
self.portfolio.get_prices(date=date_str, range='date')
# date range of all transactions
dt_start = dt.datetime.strptime('2014-10-06', '%Y-%m-%d').date()
dt_end = dt.datetime.strptime('2016-10-12', '%Y-%m-%d').date()
self.portfolio.get_prices(range='range')
mock_get_prices.assert_called_with(symbols=ANY,
dt_start=dt_start,
dt_end=dt_end)
# full range - first transaction data to today
dt_end = dt.date.today()
self.portfolio.get_prices(range='full')
mock_get_prices.assert_called_with(symbols=ANY,
dt_start=dt_start,
dt_end=dt_end)
def test_save_portfolio_to_file(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
_ = self.portfolio.get_dataframe()
self.portfolio.save_to_file('/'.join([self.path_tmp, self.path_file]))
def test_get_weights_number(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
weight_ibm = 0.73
weight_aapl = 0.27
weights = self.portfolio.get_weights()
self.assertAlmostEqual(weights.sum(), 1.00)
self.assertAlmostEqual(weights['IBM'], weight_ibm, 2)
self.assertAlmostEqual(weights['AAPL'], weight_aapl, 2)
def test_get_dataframe(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
df = self.portfolio.get_dataframe()
# sum - vertical
shares_sum = df.sum(axis=0)
self.assertEqual(shares_sum['IBM'], 150)
self.assertEqual(shares_sum['AAPL'], 55)
# total shares
shares_total = shares_sum.sum()
self.assertEqual(shares_total, 205)
def test_get_prices(self, mock_get_prices):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-06', 10)
aapl.add_transaction('2015-10-06', 15)
aapl.add_transaction('2016-10-06', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
symbols = ['IBM', 'AAPL']
# today's date (default)
dt_end = dt.date.today()
dt_start = dt_end - dt.timedelta(days=1)
self.portfolio.get_prices()
mock_get_prices.assert_called_with(symbols=symbols,
dt_start=dt_start,
dt_end=dt_end)
def test_get_weights_value(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
prices = {'AAPL': 100.32, 'IBM': 171.03}
weights = self.portfolio.get_weights(weight_by='value', prices=prices)
self.assertAlmostEqual(weights.sum(axis=1)[0], 1.00)
weight_ibm = 0.82
weight_aapl = 0.18
self.assertAlmostEqual(weights['IBM'].iloc[0], weight_ibm, 2)
self.assertAlmostEqual(weights['AAPL'].iloc[0], weight_aapl, 2)
def test_get_current_value(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
prices = {'AAPL': 100.32, 'IBM': 171.03}
value_ibm = 25654.5
value_aapl = 5517.6
value_total = 31172.1
values = self.portfolio.get_current_value(prices)
self.assertAlmostEqual(values['IBM'].iloc[0], value_ibm, 2)
self.assertAlmostEqual(values['AAPL'].iloc[0], value_aapl, 2)
self.assertAlmostEqual(values['TOTAL'].iloc[0], value_total, 2)
def main():
# define your stocks
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
appl = Stock('APPL')
appl.add_transaction('2014-10-6', 10)
appl.add_transaction('2015-10-6', 15)
appl.add_transaction('2016-10-6', 30)
# create your portfolio and add the stocks to it
portfolio = Portfolio(stocks=[ibm, appl])
# define the prices you want to use to get the
prices = {'APPL': 100.32, 'IBM': 171.03}
weights = portfolio.get_weights(weight_by='value', prices=prices)
print('weights', weights)
values = portfolio.get_current_value(prices)
print('values', values)
def setUp(self):
self.stocks = [Stock('IBM'), Stock('AAPL')]
self.portfolio = Portfolio()
class TestPortfolio(TestCase):
def setUp(self):
self.stocks = [Stock('IBM'), Stock('AAPL')]
self.portfolio = Portfolio()
def test_new_portfolio_single_stock(self):
self.portfolio = Portfolio(stock=self.stocks[0])
self.assertListEqual(self.portfolio.get_current_stocks(), ['IBM'])
def test_new_portfolio_list_of_stocks(self):
self.portfolio = Portfolio(stocks=self.stocks)
self.assertSetEqual(set(self.portfolio.get_current_stocks()),
{'IBM', 'AAPL'})
def test_add_stock(self):
self.portfolio.add_stocks(self.stocks)
self.assertSetEqual(set(self.portfolio.get_current_stocks()),
{'IBM', 'AAPL'})
stock = Stock('SAP')
self.portfolio.add_stock(stock)
self.assertSetEqual(set(self.portfolio.get_current_stocks()),
{'IBM', 'AAPL', 'SAP'})
def test_add_stocks(self):
self.portfolio.add_stocks(self.stocks)
self.assertSetEqual(set(self.portfolio.get_current_stocks()),
{'IBM', 'AAPL'})
stocks = [Stock('SAP'), Stock('GOOGL')]
self.portfolio.add_stocks(stocks)
self.assertSetEqual(set(self.portfolio.get_current_stocks()),
{'IBM', 'AAPL', 'SAP', 'GOOGL'})
def test_get_current_stocks(self):
stocks = [Stock('SAP'), Stock('GOOGL')]
self.portfolio = Portfolio(stocks=stocks)
self.assertSetEqual(set(self.portfolio.get_current_stocks()),
{'SAP', 'GOOGL'})
def test_get_dataframe(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
df = self.portfolio.get_dataframe()
# sum - vertical
shares_sum = df.sum(axis=0)
self.assertEqual(shares_sum['IBM'], 150)
self.assertEqual(shares_sum['AAPL'], 55)
# total shares
shares_total = shares_sum.sum()
self.assertEqual(shares_total, 205)
def test_get_weights_number(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
weight_ibm = 0.73
weight_aapl = 0.27
weights = self.portfolio.get_weights()
self.assertAlmostEqual(weights.sum(), 1.00)
self.assertAlmostEqual(weights['IBM'], weight_ibm, 2)
self.assertAlmostEqual(weights['AAPL'], weight_aapl, 2)
def test_get_weights_value(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
prices = {'AAPL': 100.32, 'IBM': 171.03}
weights = self.portfolio.get_weights(weight_by='value', prices=prices)
self.assertAlmostEqual(weights.sum(axis=1)[0], 1.00)
weight_ibm = 0.82
weight_aapl = 0.18
self.assertAlmostEqual(weights['IBM'].iloc[0], weight_ibm, 2)
self.assertAlmostEqual(weights['AAPL'].iloc[0], weight_aapl, 2)
def test_get_current_value(self):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-6', 10)
aapl.add_transaction('2015-10-6', 15)
aapl.add_transaction('2016-10-6', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
prices = {'AAPL': 100.32, 'IBM': 171.03}
value_ibm = 25654.5
value_aapl = 5517.6
value_total = 31172.1
values = self.portfolio.get_current_value(prices)
self.assertAlmostEqual(values['IBM'].iloc[0], value_ibm, 2)
self.assertAlmostEqual(values['AAPL'].iloc[0], value_aapl, 2)
self.assertAlmostEqual(values['TOTAL'].iloc[0], value_total, 2)
@mock.patch.object(portfolioutils, 'get_prices', autospec=True)
def test_get_prices(self, mock_get_prices):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-06', 10)
aapl.add_transaction('2015-10-06', 15)
aapl.add_transaction('2016-10-06', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
symbols = ['IBM', 'AAPL']
# today's date (default)
dt_end = dt.date.today()
dt_start = dt_end - dt.timedelta(days=1)
self.portfolio.get_prices()
mock_get_prices.assert_called_with(symbols=symbols,
dt_start=dt_start,
dt_end=dt_end)
@mock.patch.object(portfolioutils, 'get_prices', autospec=True)
def test_get_prices(self, mock_get_prices):
ibm = Stock('IBM')
ibm.add_transaction('2014-10-12', 100)
ibm.add_transaction('2015-10-12', 150)
ibm.add_transaction('2016-10-12', -100)
aapl = Stock('AAPL')
aapl.add_transaction('2014-10-06', 10)
aapl.add_transaction('2015-10-06', 15)
aapl.add_transaction('2016-10-06', 30)
self.portfolio = Portfolio(stocks=[ibm, aapl])
# today's date (default)
dt_end = dt.date.today()
dt_start = dt_end - dt.timedelta(days=1)
self.portfolio.get_prices()
mock_get_prices.assert_called_with(symbols=ANY,
dt_start=dt_start,
dt_end=dt_end)
# specific date
date_str = '2016-07-13'
date = dt.datetime.strptime(date_str, '%Y-%m-%d').date()
dt_end = dt.datetime.strptime(date_str, '%Y-%m-%d').date()
dt_start = dt_end - dt.timedelta(days=1)
self.portfolio.get_prices(date=date, range='date')
mock_get_prices.assert_called_with(symbols=ANY,
dt_start=dt_start,
dt_end=dt_end)
# validate the date input field
with self.assertRaises(AssertionError):
self.portfolio.get_prices(date=date_str, range='date')
# date range of all transactions
dt_start = dt.datetime.strptime('2014-10-06', '%Y-%m-%d').date()
dt_end = dt.datetime.strptime('2016-10-12', '%Y-%m-%d').date()
self.portfolio.get_prices(range='range')
mock_get_prices.assert_called_with(symbols=ANY,
dt_start=dt_start,
dt_end=dt_end)
# full range - first transaction data to today
dt_end = dt.date.today()
self.portfolio.get_prices(range='full')
mock_get_prices.assert_called_with(symbols=ANY,
dt_start=dt_start,
dt_end=dt_end)
def test_get_current_stocks(self):
stocks = [Stock('SAP'), Stock('GOOGL')]
self.portfolio = Portfolio(stocks=stocks)
self.assertSetEqual(set(self.portfolio.get_current_stocks()),
{'SAP', 'GOOGL'})
def test_new_portfolio_list_of_stocks(self):
self.portfolio = Portfolio(stocks=self.stocks)
self.assertSetEqual(set(self.portfolio.get_current_stocks()),
{'IBM', 'AAPL'})
def test_new_portfolio_single_stock(self):
self.portfolio = Portfolio(stock=self.stocks[0])
self.assertListEqual(self.portfolio.get_current_stocks(), ['IBM'])
def setUp(self):
self.stocks = [Stock('IBM'), Stock('AAPL')]
self.portfolio = Portfolio()
self.path_tmp = PATH_TMP
self.path_file = PATH_FILE
self.path_test_files = PATH_TEST_FILES