def test_get_costs_zero(self):
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
}
a = Asset(**_asset_dict)
self.assertEqual((0, 0), a.get_costs(pd.Timestamp('2018-01-21'), 1))
self.assertEqual((0, 0), a.get_costs(pd.Timestamp('2018-01-21'), -1))
def test_get_costs_percent(self):
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'percent', # percent or dollar or dynamic
'value': 0.001, # 0.1%
}
}
a = Asset(**_asset_dict)
# Default point value is 1.0
self.assertEqual((-0.002, -0.004),
a.get_costs(pd.Timestamp('2018-01-01'), 2))
self.assertEqual((-0.002, -0.004),
a.get_costs(pd.Timestamp('2018-01-01'), -2))
# Error checks
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'percent', # percent or dollar or dynamic
'value': [0.001], # 0.1%
}
}
# raise ValueError("'costs' value of 'percent' type must be a single float number")
self.assertRaises(ValueError, Asset, **_asset_dict)
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'percent', # percent or dollar or dynamic
'value': -0.001, # 0.1%
}
}
# raise ValueError("'costs' value of 'percent' type must be positive")
self.assertRaises(ValueError, Asset, **_asset_dict)
def test_get_costs_dynamic(self):
costs = pd.DataFrame(
{
'c': [1, 1, 1, 2, 2, 2],
'exec': [-2, 3, 4, 5, 2, -3],
},
index=[
pd.Timestamp(d) for d in [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-07',
'2018-01-08', '2018-01-09'
]
])
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'dynamic', # percent or dollar or dynamic
'value': costs,
}
}
a = Asset(**_asset_dict)
self.assertEqual((-2, -4), a.get_costs(pd.Timestamp('2018-01-01'), 2))
self.assertEqual((-2, -4), a.get_costs(pd.Timestamp('2018-01-01'), -2))
# Data holes
self.assertEqual((-2, -8), a.get_costs(pd.Timestamp('2018-01-04'), 2))
self.assertEqual((-2, -8), a.get_costs(pd.Timestamp('2018-01-04'), -2))
self.assertRaises(KeyError, a.get_costs, pd.Timestamp('2017-01-04'),
-2)
#
# Error checks
#
#
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'dynamic', # percent or dollar or dynamic
'value': [1, 2, 3],
}
}
# raise ValueError("'costs' value of 'dynamic' type must be a Pandas.DataFrame with columns ['c', 'exec']")
self.assertRaises(ValueError, Asset, **_asset_dict)
#
#
#
costs = pd.DataFrame({
'exec': [-2, 3, 4, 5, 2, -3],
},
index=[
pd.Timestamp(d) for d in [
'2018-01-01', '2018-01-02', '2018-01-03',
'2018-01-07', '2018-01-08', '2018-01-09'
]
])
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'dynamic', # percent or dollar or dynamic
'value': costs,
}
}
# raise ValueError("'costs' value of 'dynamic' type must be a Pandas.DataFrame with columns ['c', 'exec']")
self.assertRaises(ValueError, Asset, **_asset_dict)
#
#
#
costs = pd.DataFrame({
'c': [1, 1, 1, 2, 2, 2],
},
index=[
pd.Timestamp(d) for d in [
'2018-01-01', '2018-01-02', '2018-01-03',
'2018-01-07', '2018-01-08', '2018-01-09'
]
])
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'dynamic', # percent or dollar or dynamic
'value': costs,
}
}
# raise ValueError("'costs' value of 'dynamic' type must be a Pandas.DataFrame with columns ['c', 'exec']")
self.assertRaises(ValueError, Asset, **_asset_dict)
#
# Inconsistent length
#
costs = pd.DataFrame({
'exec': [-2, 3, 4, 5, 2],
'c': [1, 1, 1, 2, 2],
},
index=[
pd.Timestamp(d) for d in [
'2018-01-01', '2018-01-02', '2018-01-03',
'2018-01-07', '2018-01-08'
]
])
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'dynamic', # percent or dollar or dynamic
'value': costs,
}
}
#raise ValueError("'costs' value of 'dynamic' dataframe must be the same length and index as quotes")
self.assertRaises(ValueError, Asset, **_asset_dict)
#
# Incosistent index of quotes and costs dataframes
#
costs = pd.DataFrame(
{
'exec': [-2, 3, 4, 5, 2, -3],
'c': [1, 1, 1, 2, 2, 2],
},
index=[
pd.Timestamp(d) for d in [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-07',
'2018-01-08', '2018-01-10'
]
])
_asset_dict = {
'ticker': 'test_ticker',
'quotes': self.quotes,
'costs': {
'type': 'dynamic', # percent or dollar or dynamic
'value': costs,
}
}
# raise ValueError("'costs' value of 'dynamic' dataframe must be the same length and index as quotes")
self.assertRaises(ValueError, Asset, **_asset_dict)