def test_08_all_share_index(self):
exchange = sssm.Exchange()
exchange.trades = [
sssm.Trade(stock=MMock(symbol='TEA'), quantity=16, action=sssm.TradeType.buy, price=100),
sssm.Trade(stock=MMock(symbol='POP'), quantity=32, action=sssm.TradeType.buy, price=50),
sssm.Trade(stock=MMock(symbol='POP'), quantity=64, action=sssm.TradeType.buy, price=100)
]
self.assertAlmostEqual(91.2870929, exchange.all_share_index(duration=FIVE_MINUTES))
def test_04_record_multiple_trades(self):
exchange = sssm.Exchange()
trades = [MMock(), MMock(), MMock(), MMock(), MMock()]
for trade in trades:
exchange.record_trade(trade)
# Test that trades are recorded
self.assertEqual(5, len(exchange.trades))
# Test append order preserved
self.assertEqual(trades[4], exchange.trades[-1])
self.assertEqual(trades[0], exchange.trades[0])
def test_03_volume_weighted_price(self):
stock = MMock()
trades = [
sssm.Trade(stock=stock, quantity=16, action=sssm.TradeType.buy, price=100),
sssm.Trade(stock=stock, quantity=8, action=sssm.TradeType.buy, price=50)
]
self.assertAlmostEqual(83.3333333, sssm.Trade.volume_weighted_price(trades))
def test_01_create_buy_trade(self):
stock = MMock()
trade = sssm.Trade(stock=stock, quantity=64, action=sssm.TradeType.buy, price=100)
self.assertEqual(stock, trade.stock)
self.assertEqual(64, trade.quantity)
self.assertEqual(sssm.TradeType.buy, trade.action)
self.assertEqual(100, trade.price)
self.assertLessEqual((trade.timestamp - datetime.utcnow()).total_seconds(), 0.1)
def test_05_volume_weighted_price_by_stock(self):
exchange = sssm.Exchange()
stock = MMock(symbol='TEST')
exchange.trades = [
sssm.Trade(stock=stock, quantity=16, action=sssm.TradeType.buy, price=100),
sssm.Trade(stock=stock, quantity=32, action=sssm.TradeType.buy, price=50)
]
self.assertAlmostEqual(66.666666666, exchange.price_by_stock('TEST', duration=5*60))
def test_07_volume_weighted_price_by_stock_duration(self):
exchange = sssm.Exchange()
stock = MMock(symbol='TEST')
exchange.trades = [
sssm.Trade(stock=stock, quantity=16, action=sssm.TradeType.buy, price=100),
sssm.Trade(stock=stock, quantity=32, action=sssm.TradeType.buy, price=50),
sssm.Trade(stock=stock, quantity=64, action=sssm.TradeType.buy, price=100)
]
# Move trade out of specified time interval
exchange.trades[0].timestamp = (datetime.utcnow() - timedelta(seconds=FIVE_MINUTES+10))
self.assertAlmostEqual(83.3333333, exchange.price_by_stock('TEST', duration=FIVE_MINUTES))
def _get_params(self, method, email, domain):
event = self.get_event('api-proxy')
event['httpMethod'] = method
event['requestContext']['domainName'] = domain
event['requestContext']['authorizer']['claims']['email'] = email
return event, MMock()
def test_02_record_trade(self):
exchange = sssm.Exchange()
trade = MMock()
exchange.record_trade(trade)
# Test that the last trade is appended to the end of list type class
self.assertEqual(trade, exchange.trades[-1])
def test_02_create_sell_trade(self):
stock = MMock()
trade = sssm.Trade(stock=stock, quantity=32, action=sssm.TradeType.sell, price=100)
self.assertEqual(sssm.TradeType.sell, trade.action)