def test_position_pnl():
# long winning position
p1: Position = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 100,
'current_price': 110,
'qty': 2,
})
assert p1.pnl == 20
# long losing position
p2: Position = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 100,
'current_price': 90,
'qty': 2,
})
assert p2.pnl == -20
# short winning position
p3: Position = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 100,
'current_price': 90,
'qty': -2,
})
assert p3.pnl == 20
# short losing position
p3: Position = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 100,
'current_price': 110,
'qty': -2,
})
assert p3.pnl == -20
def test_position_is_open():
p = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 50,
'current_price': 60,
'qty': 2,
})
assert p.is_open is True
p.qty = 0
assert p.is_open is False
def test_position_roi():
set_up()
p = Position(exchanges.SANDBOX, 'BTC-USDT')
p._open(3, 100)
p.current_price = 110
assert p.value == 330
assert p.total_cost == 300
assert p.roi == 10
def test_position_is_close():
p = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 50,
'current_price': 60,
'qty': 0,
})
assert p.is_close is True
p.qty = 2
assert p.is_close is False
def test_reduce_a_short_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 50,
'current_price': 50,
'qty': -2,
})
p._reduce(1, 50)
assert p.qty == -1
def test_position_type():
p = Position(exchanges.SANDBOX, 'BTCUSD', {'current_price': 100, 'qty': 0})
assert p.type == 'close'
p = Position(exchanges.SANDBOX, 'BTCUSD', {'current_price': 100, 'qty': 1})
assert p.type == 'long'
p = Position(exchanges.SANDBOX, 'BTCUSD', {
'current_price': 100,
'qty': -1
})
assert p.type == 'short'
def test_is_able_to_close_via_reduce_postion_too():
set_up()
p = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 50,
'current_price': 50,
'qty': 2,
})
p._reduce(2, 50)
assert p.qty == 0
def test_position_value():
long_position = Position(exchanges.SANDBOX, 'BTC-USD', {
'current_price': 100,
'qty': 1
})
short_position = Position(exchanges.SANDBOX, 'BTC-USD', {
'current_price': 100,
'qty': -1
})
assert long_position.value == 100
assert short_position.value == 100
def test_increase_a_short_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 50,
'current_price': 50,
'qty': -2,
})
p._increase(2, 40)
assert p.qty == -4
assert p.entry_price == 45
def test_increase_a_long_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTC-USDT', {
'entry_price': 50,
'current_price': 50,
'qty': 2,
})
p._increase(2, 100)
assert p.qty == 4
assert p.entry_price == 75
def test_is_able_to_close_via_reduce_postion_too():
set_up()
p = Position(exchanges.SANDBOX, 'BTCUSD', {
'entry_price': 50,
'current_price': 50,
'qty': 2,
})
e = selectors.get_exchange('Sandbox')
p._reduce(2, 50)
assert p.qty == 0
assert e.balance == 1100
def test_reduce_a_short_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTCUSD', {
'entry_price': 50,
'current_price': 50,
'qty': -2,
})
e = selectors.get_exchange('Sandbox')
p._reduce(1, 50)
assert p.qty == -1
assert e.balance == 1050
def test_close_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 50,
'current_price': 50,
'qty': 2,
})
assert p.exit_price is None
p._close(50)
assert p.qty == 0
assert p.entry_price is None
assert p.exit_price == 50
def test_increase_a_short_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTCUSD', {
'entry_price': 50,
'current_price': 50,
'qty': -2,
})
e = selectors.get_exchange('Sandbox')
p._increase(2, 40)
assert p.qty == -4
assert p.entry_price == 45
assert e.balance == 920
def test_open_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTC-USD')
assert p.qty == 0
assert p.entry_price is None
assert p.exit_price is None
assert p.current_price is None
p._open(1, 50)
assert p.qty == 1
assert p.entry_price == 50
assert p.exit_price is None
def __init__(self):
self.storage = {}
for exchange in config['app']['trading_exchanges']:
for symbol in config['app']['trading_symbols']:
key = '{}-{}'.format(exchange, symbol)
self.storage[key] = Position(exchange, symbol)
def __init__(self) -> None:
self.storage = {}
for exchange in config['app']['trading_exchanges']:
for symbol in config['app']['trading_symbols']:
key = f'{exchange}-{symbol}'
self.storage[key] = Position(exchange, symbol)
def test_close_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTCUSD', {
'entry_price': 50,
'current_price': 50,
'qty': 2,
})
e = selectors.get_exchange('Sandbox')
assert p.exit_price is None
p._close(50)
assert p.qty == 0
assert e.balance == 1100
assert p.entry_price is None
assert p.exit_price == 50
def test_open_position():
set_up()
p = Position(exchanges.SANDBOX, 'BTCUSD')
e = selectors.get_exchange('Sandbox')
assert p.qty == 0
assert p.entry_price is None
assert p.exit_price is None
assert p.current_price is None
assert e.balance == 1000
p._open(1, 50)
assert p.qty == 1
assert p.entry_price == 50
assert p.exit_price is None
assert e.balance == 950
def test_position_pnl_percentage():
p = Position(exchanges.SANDBOX, 'BTC-USD', {
'entry_price': 50,
'current_price': 60,
'qty': 2,
})
# long position
assert p.pnl_percentage == 20
p.current_price -= 20
assert p.pnl_percentage == -20
# short position
p.entry_price = 50
p.qty = -2
p.current_price = 40
assert p.pnl_percentage == 20
def test_initiating_position():
position = Position(exchanges.SANDBOX, 'BTC-USD', {
'current_price': 100,
'qty': 0
})
assert position.exchange_name == 'Sandbox'
assert position.symbol == 'BTC-USD'
assert position.current_price == 100
assert position.qty == 0
assert position.closed_at is None
assert position.opened_at is None
assert position.entry_price is None
assert position.exit_price is None