def test_simple_optimal_trade(self):
mutator = Purchaser(
50.0,
[],
{'AGNC': 1},
{'AGNC': 49.0})
self.assertItemsEqual(mutator.optimal_trades(), [Buy(1, 'AGNC')])
def test_optimal_trade_equal_equity_picks_lower_price(self):
mutator = Purchaser(
6.0,
[],
{'AGNC': 1, 'NLY': 1},
{'AGNC': 4.0, 'NLY': 5.0})
self.assertItemsEqual(mutator.optimal_trades(), [
Buy(1, 'AGNC'),
])
def test_optimal_trade_where_already_have_one(self):
mutator = Purchaser(
11.0,
[Position('AGNC', 1.0)],
{'AGNC': 1, 'NLY': 1},
{'AGNC': 10.0, 'NLY': 10.0})
self.assertItemsEqual(mutator.optimal_trades(), [
Buy(1, 'NLY'),
])
def test_optimal_trade_where_three_can_be_bought(self):
mutator = Purchaser(
33.0,
[],
{'AGNC': 1},
{'AGNC': 10.0})
self.assertItemsEqual(mutator.optimal_trades(), [
Buy(3, 'AGNC'),
])
def test_optimal_trade_where_weighting_buys_would_fail(self):
mutator = Purchaser(
16.0,
[Position('AGNC', 1.0)],
{'AGNC': 1, 'NLY': 2},
{'AGNC': 4.0, 'NLY': 10.0})
self.assertItemsEqual(mutator.optimal_trades(), [
Buy(1, 'NLY'),
Buy(1, 'AGNC'),
])
def test_optimal_trade_with_different_weights(self):
mutator = Purchaser(
33.0,
[],
{'AGNC': 2, 'NLY': 1},
{'AGNC': 10.0, 'NLY': 10.0})
self.assertItemsEqual(mutator.optimal_trades(), [
Buy(2, 'AGNC'),
Buy(1, 'NLY'),
])
def test_optimal_trade_with_two_targets(self):
mutator = Purchaser(
50.0,
[],
{'AGNC': 1, 'NLY': 1},
{'AGNC': 24.0, 'NLY': 24.0})
self.assertItemsEqual(mutator.optimal_trades(), [
Buy(1, 'AGNC'),
Buy(1, 'NLY'),
])
