class TestProfitLossBuying(unittest.TestCase):
"""
Tests that the unrealised and realised pnls are
working after position initialization, every
transaction, and every price update
"""
def setUp(self):
self.position = Position("BOT", "XOM", 100, PriceParser.parse(74.78),
PriceParser.parse(1.00),
PriceParser.parse(74.77),
PriceParser.parse(74.79))
def test_realised_unrealised_calcs(self):
self.assertEqual(PriceParser.display(self.position.unrealised_pnl),
-1.00)
self.assertEqual(PriceParser.display(self.position.realised_pnl), 0.00)
self.position.update_market_value(PriceParser.parse(75.77),
PriceParser.parse(75.79))
self.assertEqual(PriceParser.display(self.position.unrealised_pnl),
99.00)
self.position.transact_shares("SLD", 100, PriceParser.parse(75.78),
PriceParser.parse(1.00))
self.assertEqual(PriceParser.display(self.position.unrealised_pnl),
99.00) # still high
self.assertEqual(PriceParser.display(self.position.realised_pnl),
98.00)
self.position.update_market_value(PriceParser.parse(75.77),
PriceParser.parse(75.79))
self.assertEqual(PriceParser.display(self.position.unrealised_pnl),
0.00)
class TestRoundTripPGPosition(unittest.TestCase):
"""
Test a round-trip trade in Proctor & Gamble where the initial
trade is a sell/short of 100 shares of PG, at a price of
$77.69, with $1.00 commission.
"""
def setUp(self):
self.position = Position("SLD", "PG", 100, PriceParser.parse(77.69),
PriceParser.parse(1.00),
PriceParser.parse(77.68),
PriceParser.parse(77.70))
def test_calculate_round_trip(self):
"""
After the subsequent sale, carry out two more sells/shorts
and then close the position out with two additional buys/longs.
The following prices have been tested against those calculated
via Interactive Brokers' Trader Workstation (TWS).
"""
self.position.transact_shares("SLD", 100, PriceParser.parse(77.68),
PriceParser.parse(1.00))
self.position.transact_shares("SLD", 50, PriceParser.parse(77.70),
PriceParser.parse(1.00))
self.position.transact_shares("BOT", 100, PriceParser.parse(77.77),
PriceParser.parse(1.00))
self.position.transact_shares("BOT", 150, PriceParser.parse(77.73),
PriceParser.parse(1.00))
self.position.update_market_value(PriceParser.parse(77.72),
PriceParser.parse(77.72))
self.assertEqual(self.position.action, "SLD")
self.assertEqual(self.position.ticker, "PG")
self.assertEqual(self.position.quantity, 0)
self.assertEqual(self.position.buys, 250)
self.assertEqual(self.position.sells, 250)
self.assertEqual(self.position.net, 0)
self.assertEqual(PriceParser.display(self.position.avg_bot, 3), 77.746)
self.assertEqual(PriceParser.display(self.position.avg_sld, 3), 77.688)
self.assertEqual(PriceParser.display(self.position.total_bot),
19436.50)
self.assertEqual(PriceParser.display(self.position.total_sld),
19422.00)
self.assertEqual(PriceParser.display(self.position.net_total), -14.50)
self.assertEqual(PriceParser.display(self.position.total_commission),
5.00)
self.assertEqual(PriceParser.display(self.position.net_incl_comm),
-19.50)
self.assertEqual(PriceParser.display(self.position.avg_price, 5),
77.67600)
self.assertEqual(PriceParser.display(self.position.cost_basis), 0.00)
self.assertEqual(PriceParser.display(self.position.market_value), 0.00)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl),
0.00)
self.assertEqual(PriceParser.display(self.position.realised_pnl),
-19.50)
class TestRoundTripXOMPosition(unittest.TestCase):
"""
Test a round-trip trade in Exxon-Mobil where the initial
trade is a buy/long of 100 shares of XOM, at a price of
$74.78, with $1.00 commission.
"""
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
self.position = Position(
"BOT", "XOM", Decimal('100'),
Decimal("74.78"), Decimal("1.00"),
Decimal('74.78'), Decimal('74.80')
)
def test_calculate_round_trip(self):
"""
After the subsequent purchase, carry out two more buys/longs
and then close the position out with two additional sells/shorts.
The following prices have been tested against those calculated
via Interactive Brokers' Trader Workstation (TWS).
"""
self.position.transact_shares(
"BOT", Decimal('100'), Decimal('74.63'), Decimal('1.00')
)
self.position.transact_shares(
"BOT", Decimal('250'), Decimal('74.620'), Decimal('1.25')
)
self.position.transact_shares(
"SLD", Decimal('200'), Decimal('74.58'), Decimal('1.00')
)
self.position.transact_shares(
"SLD", Decimal('250'), Decimal('75.26'), Decimal('1.25')
)
self.position.update_market_value(Decimal("77.75"), Decimal("77.77"))
self.assertEqual(self.position.action, "BOT")
self.assertEqual(self.position.ticker, "XOM")
self.assertEqual(self.position.quantity, Decimal("0"))
self.assertEqual(self.position.buys, Decimal("450"))
self.assertEqual(self.position.sells, Decimal("450"))
self.assertEqual(self.position.net, Decimal("0"))
self.assertEqual(self.position.avg_bot, Decimal("74.65778"))
self.assertEqual(self.position.avg_sld, Decimal("74.95778"))
self.assertEqual(self.position.total_bot, Decimal("33596.00"))
self.assertEqual(self.position.total_sld, Decimal("33731.00"))
self.assertEqual(self.position.net_total, Decimal("135.00"))
self.assertEqual(self.position.total_commission, Decimal("5.50"))
self.assertEqual(self.position.net_incl_comm, Decimal("129.50"))
self.assertEqual(self.position.avg_price, Decimal("74.665"))
self.assertEqual(self.position.cost_basis, Decimal("0.00"))
self.assertEqual(self.position.market_value, Decimal("0.00"))
self.assertEqual(self.position.unrealised_pnl, Decimal("0.00"))
self.assertEqual(self.position.realised_pnl, Decimal("129.50"))
class TestRoundTripPGPosition(unittest.TestCase):
"""
Test a round-trip trade in Proctor & Gamble where the initial
trade is a sell/short of 100 shares of PG, at a price of
$77.69, with $1.00 commission.
"""
def setUp(self):
self.position = Position(
"SLD", "PG", Decimal('100'),
Decimal("77.69"), Decimal("1.00"),
Decimal('77.68'), Decimal('77.70')
)
def test_calculate_round_trip(self):
"""
After the subsequent sale, carry out two more sells/shorts
and then close the position out with two additional buys/longs.
The following prices have been tested against those calculated
via Interactive Brokers' Trader Workstation (TWS).
"""
self.position.transact_shares(
"SLD", Decimal('100'), Decimal('77.68'), Decimal('1.00')
)
self.position.transact_shares(
"SLD", Decimal('50'), Decimal('77.70'), Decimal('1.00')
)
self.position.transact_shares(
"BOT", Decimal('100'), Decimal('77.77'), Decimal('1.00')
)
self.position.transact_shares(
"BOT", Decimal('150'), Decimal('77.73'), Decimal('1.00')
)
self.position.update_market_value(Decimal("77.72"), Decimal("77.72"))
self.assertEqual(self.position.action, "SLD")
self.assertEqual(self.position.ticker, "PG")
self.assertEqual(self.position.quantity, Decimal("0"))
self.assertEqual(self.position.buys, Decimal("250"))
self.assertEqual(self.position.sells, Decimal("250"))
self.assertEqual(self.position.net, Decimal("0"))
self.assertEqual(self.position.avg_bot, Decimal("77.746"))
self.assertEqual(self.position.avg_sld, Decimal("77.688"))
self.assertEqual(self.position.total_bot, Decimal("19436.50"))
self.assertEqual(self.position.total_sld, Decimal("19422.00"))
self.assertEqual(self.position.net_total, Decimal("-14.50"))
self.assertEqual(self.position.total_commission, Decimal("5.00"))
self.assertEqual(self.position.net_incl_comm, Decimal("-19.50"))
self.assertEqual(self.position.avg_price, Decimal("77.67600"))
self.assertEqual(self.position.cost_basis, Decimal("0.00"))
self.assertEqual(self.position.market_value, Decimal("0.00"))
self.assertEqual(self.position.unrealised_pnl, Decimal("0.00"))
self.assertEqual(self.position.realised_pnl, Decimal("-19.50"))
class TestProfitLossBuying(unittest.TestCase):
"""
Tests that the unrealised and realised pnls are
working after position initialization, every
transaction, and every price update
"""
def setUp(self):
self.position = Position(
"BOT", "XOM", 100,
PriceParser.parse(74.78), PriceParser.parse(1.00),
PriceParser.parse(74.77), PriceParser.parse(74.79)
)
def test_realised_unrealised_calcs(self):
self.assertEqual(
PriceParser.display(self.position.unrealised_pnl), -1.00
)
self.assertEqual(
PriceParser.display(self.position.realised_pnl), 0.00
)
self.position.update_market_value(
PriceParser.parse(75.77), PriceParser.parse(75.79)
)
self.assertEqual(
PriceParser.display(self.position.unrealised_pnl), 99.00
)
self.position.transact_shares(
"SLD", 100,
PriceParser.parse(75.78), PriceParser.parse(1.00)
)
self.assertEqual(
PriceParser.display(self.position.unrealised_pnl), 99.00
) # still high
self.assertEqual(
PriceParser.display(self.position.realised_pnl), 98.00
)
self.position.update_market_value(
PriceParser.parse(75.77), PriceParser.parse(75.79)
)
self.assertEqual(
PriceParser.display(self.position.unrealised_pnl), 0.00
)
class TestRoundTripXOMPosition(unittest.TestCase):
"""
Test a round-trip trade in Exxon-Mobil where the initial
trade is a buy/long of 100 shares of XOM, at a price of
$74.78, with $1.00 commission.
"""
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
self.position = Position("BOT", "XOM", 100, PriceParser.parse(74.78),
PriceParser.parse(1.00),
PriceParser.parse(74.78),
PriceParser.parse(74.80))
def test_calculate_round_trip(self):
"""
After the subsequent purchase, carry out two more buys/longs
and then close the position out with two additional sells/shorts.
The following prices have been tested against those calculated
via Interactive Brokers' Trader Workstation (TWS).
"""
self.position.transact_shares("BOT", 100, PriceParser.parse(74.63),
PriceParser.parse(1.00))
self.position.transact_shares("BOT", 250, PriceParser.parse(74.620),
PriceParser.parse(1.25))
self.position.transact_shares("SLD", 200, PriceParser.parse(74.58),
PriceParser.parse(1.00))
self.position.transact_shares("SLD", 250, PriceParser.parse(75.26),
PriceParser.parse(1.25))
self.position.update_market_value(PriceParser.parse(77.75),
PriceParser.parse(77.77))
self.assertEqual(self.position.action, "BOT")
self.assertEqual(self.position.ticker, "XOM")
self.assertEqual(self.position.quantity, 0)
self.assertEqual(self.position.buys, 450)
self.assertEqual(self.position.sells, 450)
self.assertEqual(self.position.net, 0)
self.assertEqual(PriceParser.display(self.position.avg_bot, 5),
74.65778)
self.assertEqual(PriceParser.display(self.position.avg_sld, 5),
74.95778)
self.assertEqual(PriceParser.display(self.position.total_bot),
33596.00)
self.assertEqual(PriceParser.display(self.position.total_sld),
33731.00)
self.assertEqual(PriceParser.display(self.position.net_total), 135.00)
self.assertEqual(PriceParser.display(self.position.total_commission),
5.50)
self.assertEqual(PriceParser.display(self.position.net_incl_comm),
129.50)
self.assertEqual(PriceParser.display(self.position.avg_price, 3),
74.665)
self.assertEqual(PriceParser.display(self.position.cost_basis), 0.00)
self.assertEqual(PriceParser.display(self.position.market_value), 0.00)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl),
0.00)
self.assertEqual(PriceParser.display(self.position.realised_pnl),
129.50)
class TestRoundTripPGPosition(unittest.TestCase):
"""
Test a round-trip trade in Proctor & Gamble where the initial
trade is a sell/short of 100 shares of PG, at a price of
$77.69, with $1.00 commission.
"""
def setUp(self):
self.position = Position(
"SLD", "PG", 100,
PriceParser.parse(77.69), PriceParser.parse(1.00),
PriceParser.parse(77.68), PriceParser.parse(77.70)
)
def test_calculate_round_trip(self):
"""
After the subsequent sale, carry out two more sells/shorts
and then close the position out with two additional buys/longs.
The following prices have been tested against those calculated
via Interactive Brokers' Trader Workstation (TWS).
"""
self.position.transact_shares(
"SLD", 100, PriceParser.parse(77.68), PriceParser.parse(1.00)
)
self.position.transact_shares(
"SLD", 50, PriceParser.parse(77.70), PriceParser.parse(1.00)
)
self.position.transact_shares(
"BOT", 100, PriceParser.parse(77.77), PriceParser.parse(1.00)
)
self.position.transact_shares(
"BOT", 150, PriceParser.parse(77.73), PriceParser.parse(1.00)
)
self.position.update_market_value(
PriceParser.parse(77.72), PriceParser.parse(77.72)
)
self.assertEqual(self.position.action, "SLD")
self.assertEqual(self.position.ticker, "PG")
self.assertEqual(self.position.quantity, 0)
self.assertEqual(self.position.buys, 250)
self.assertEqual(self.position.sells, 250)
self.assertEqual(self.position.net, 0)
self.assertEqual(
PriceParser.display(self.position.avg_bot, 3), 77.746
)
self.assertEqual(
PriceParser.display(self.position.avg_sld, 3), 77.688
)
self.assertEqual(PriceParser.display(self.position.total_bot), 19436.50)
self.assertEqual(PriceParser.display(self.position.total_sld), 19422.00)
self.assertEqual(PriceParser.display(self.position.net_total), -14.50)
self.assertEqual(PriceParser.display(self.position.total_commission), 5.00)
self.assertEqual(PriceParser.display(self.position.net_incl_comm), -19.50)
self.assertEqual(
PriceParser.display(self.position.avg_price, 5), 77.67600
)
self.assertEqual(PriceParser.display(self.position.cost_basis), 0.00)
self.assertEqual(PriceParser.display(self.position.market_value), 0.00)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl), 0.00)
self.assertEqual(PriceParser.display(self.position.realised_pnl), -19.50)
class TestRoundTripXOMPosition(unittest.TestCase):
"""
Test a round-trip trade in Exxon-Mobil where the initial
trade is a buy/long of 100 shares of XOM, at a price of
$74.78, with $1.00 commission.
"""
def setUp(self):
"""
Set up the Position object that will store the PnL.
"""
self.position = Position(
"BOT", "XOM", 100,
PriceParser.parse(74.78), PriceParser.parse(1.00),
PriceParser.parse(74.78), PriceParser.parse(74.80)
)
def test_calculate_round_trip(self):
"""
After the subsequent purchase, carry out two more buys/longs
and then close the position out with two additional sells/shorts.
The following prices have been tested against those calculated
via Interactive Brokers' Trader Workstation (TWS).
"""
self.position.transact_shares(
"BOT", 100, PriceParser.parse(74.63), PriceParser.parse(1.00)
)
self.position.transact_shares(
"BOT", 250, PriceParser.parse(74.620), PriceParser.parse(1.25)
)
self.position.transact_shares(
"SLD", 200, PriceParser.parse(74.58), PriceParser.parse(1.00)
)
self.position.transact_shares(
"SLD", 250, PriceParser.parse(75.26), PriceParser.parse(1.25)
)
self.position.update_market_value(
PriceParser.parse(77.75), PriceParser.parse(77.77)
)
self.assertEqual(self.position.action, "BOT")
self.assertEqual(self.position.ticker, "XOM")
self.assertEqual(self.position.quantity, 0)
self.assertEqual(self.position.buys, 450)
self.assertEqual(self.position.sells, 450)
self.assertEqual(self.position.net, 0)
self.assertEqual(
PriceParser.display(self.position.avg_bot, 5), 74.65778
)
self.assertEqual(
PriceParser.display(self.position.avg_sld, 5), 74.95778
)
self.assertEqual(PriceParser.display(self.position.total_bot), 33596.00)
self.assertEqual(PriceParser.display(self.position.total_sld), 33731.00)
self.assertEqual(PriceParser.display(self.position.net_total), 135.00)
self.assertEqual(PriceParser.display(self.position.total_commission), 5.50)
self.assertEqual(PriceParser.display(self.position.net_incl_comm), 129.50)
self.assertEqual(
PriceParser.display(self.position.avg_price, 3), 74.665
)
self.assertEqual(PriceParser.display(self.position.cost_basis), 0.00)
self.assertEqual(PriceParser.display(self.position.market_value), 0.00)
self.assertEqual(PriceParser.display(self.position.unrealised_pnl), 0.00)
self.assertEqual(PriceParser.display(self.position.realised_pnl), 129.50)