def price(mocker, priceable: Priceable):
set_session()
mocker.return_value = [[[{'value': 0.01}]]]
result = priceable.dollar_price()
assert result == 0.01
risk_request = risk.RiskRequest(
positions=(risk.RiskPosition(priceable, 1),),
measures=(risk.DollarPrice,),
pricingLocation=PricingContext.current.market_data_location,
pricingAndMarketDataAsOf=PricingContext.current._pricing_market_data_as_of,
waitForResults=True)
mocker.assert_called_with(risk_request)
def price(mocker, priceable: Priceable):
set_session()
mocker.return_value = [[[[{'$type': 'Risk', 'val': 0.01}]]]]
current = PricingContext.current
result = priceable.dollar_price()
assert result == 0.01
risk_requests = (risk.RiskRequest(
positions=(RiskPosition(instrument=priceable, quantity=1),),
measures=(risk.DollarPrice,),
pricing_and_market_data_as_of=(PricingDateAndMarketDataAsOf(pricing_date=current.pricing_date,
market=current.market),),
parameters=RiskRequestParameters(raw_results=True),
wait_for_results=True),)
mocker.assert_called_with(risk_requests)
def price(mocker, priceable: Priceable):
set_session()
mocker.return_value = [[[[{'$type': 'Risk', 'val': 0.01}]]]]
result = priceable.dollar_price()
assert result == 0.01
risk_requests = (risk.RiskRequest(
positions=(risk.RiskPosition(priceable, 1), ),
measures=(risk.DollarPrice, ),
pricing_location=PricingContext.current.market_data_location,
pricing_and_market_data_as_of=PricingContext.current.
_pricing_market_data_as_of,
parameters=RiskRequestParameters(raw_results=True),
wait_for_results=True), )
mocker.assert_called_with(risk_requests)