def test_price_no_recent_trades(self):
stock = Stock(self.symbol_1, StockType.COMMON, self.par_value_1,
self.last_dividend_1, self.fixed_dividend_0)
trade = Trade(self.symbol_1, StockType.COMMON,
self.timestamp_now - timedelta(minutes=20),
self.quantity_1, self.price_per_share_1,
BuySellIndicator.SELL)
stock.record_trade(trade)
self.assertEqual(stock.price(self.timestamp_now), None)
def test_price(self):
exchange = Exchange('Test Exchange')
stock = Stock('TEST', 'common', 100)
exchange.add_stock(stock)
self.assertIsNone(stock.price())
stock.record_trade(10, 'buy', 2)
stock.record_trade(20, 'sell', 2)
stock.record_trade(30, 'buy', 3)
self.assertEqual(stock.price(), Decimal('2.5'))
new_trades = []
for trade in exchange.trades[stock.symbol]:
six_minutes_ago = datetime.utcnow() - timedelta(minutes=6)
new_trades.append(
Trade(
date_time=six_minutes_ago,
symbol=trade.symbol,
quantity=trade.quantity,
buy_or_sell=trade.buy_or_sell,
price=trade.price,
))
exchange.trades[stock.symbol] = new_trades
self.assertEqual(stock.price(), 3)
def test_price_use_only_recent_trades(self):
stock = Stock(self.symbol_1, StockType.COMMON, self.par_value_1,
self.last_dividend_1, self.fixed_dividend_0)
trade_1 = Trade(self.symbol_1, StockType.COMMON, self.timestamp_now,
self.quantity_1, self.price_per_share_1,
BuySellIndicator.SELL)
trade_2 = Trade(self.symbol_1, StockType.COMMON,
self.timestamp_now - timedelta(minutes=10),
self.quantity_1, self.price_per_share_2,
BuySellIndicator.SELL)
trade_3 = Trade(self.symbol_1, StockType.COMMON,
self.timestamp_now - timedelta(minutes=30),
self.quantity_2, self.price_per_share_2,
BuySellIndicator.SELL)
stock.record_trade(trade_1)
stock.record_trade(trade_2)
stock.record_trade(trade_3)
self.assertEqual(stock.price(), 175)