def get_quote(symbol):
assert symbol == 'SPY'
return apca.Quote({
'symbol': 'SPY',
'last': 210,
'last_timestamp': '2016-06-01T10:27:00-0400',
})
def test_portfolio(self, tradeapi, symbol_lookup):
api = tradeapi.REST()
asset = self.asset_finder.retrieve_asset(1)
ret_account = apca.Account({
'cash': '5000.00',
'portfolio_value': '7000.00'
})
api.get_account.return_value = ret_account
ret_positions = [
apca.Position({
'symbol': 'SPY',
'qty': '10',
'cost_basis': '210.00',
})
]
api.list_positions.return_value = ret_positions
ret_quotes = [
apca.Quote({
'symbol': 'SPY',
'last': 210.05,
'last_timestamp': '2017-06-01T10:03:03-0400',
})
]
api.list_quotes.return_value = ret_quotes
symbol_lookup.return_value = asset
broker = ALPACABroker('')
portfolio = broker.portfolio
assert portfolio.cash == float(ret_account.cash)
account = broker.account
assert account.buying_power == float(ret_account.cash)
assert account.total_position_value == float(
ret_account.portfolio_value) - float(ret_account.cash)
positions = portfolio.positions
assert positions[asset].cost_basis == float(
ret_positions[0].cost_basis)
assert positions[asset].last_sale_price == float(ret_quotes[0].last)
portfolio = broker.portfolio
def test_get_spot_value(self, tradeapi):
api = tradeapi.REST()
dt = None # dt is not used in real broker
data_freq = 'minute'
asset = self.asset_finder.retrieve_asset(1)
bar = {
'time': '2017-06-17T10:31:09-0400',
'open': 103.0,
'high': 103.5,
'low': 102.5,
'close': 103.1,
'volume': 996
}
broker = ALPACABroker('')
api.list_bars.return_value = [
apca.AssetBars({
'symbol': 'SPY',
'bars': [bar],
})
]
quote = {
'last': 103.8,
'last_timestamp': '2017-06-17T10:31:13-0400',
}
api.list_quotes.return_value = [apca.Quote(quote)]
price = broker.get_spot_value(asset, 'price', dt, data_freq)
last_trade = broker.get_spot_value(asset, 'last_traded', dt, data_freq)
open_ = broker.get_spot_value(asset, 'open', dt, data_freq)
high = broker.get_spot_value(asset, 'high', dt, data_freq)
low = broker.get_spot_value(asset, 'low', dt, data_freq)
close = broker.get_spot_value(asset, 'close', dt, data_freq)
volume = broker.get_spot_value(asset, 'volume', dt, data_freq)
assert price == quote['last']
assert last_trade == pd.Timestamp(quote['last_timestamp'])
assert open_ == bar['open']
assert high == bar['high']
assert low == bar['low']
assert close == bar['close']
assert volume == bar['volume']
assets = [asset]
price = broker.get_spot_value(assets, 'price', dt, data_freq)[0]
last_trade = broker.get_spot_value(assets, 'last_traded', dt,
data_freq)[0]
open_ = broker.get_spot_value(assets, 'open', dt, data_freq)[0]
high = broker.get_spot_value(assets, 'high', dt, data_freq)[0]
low = broker.get_spot_value(assets, 'low', dt, data_freq)[0]
close = broker.get_spot_value(assets, 'close', dt, data_freq)[0]
volume = broker.get_spot_value(assets, 'volume', dt, data_freq)[0]
assert price == quote['last']
assert last_trade == pd.Timestamp(quote['last_timestamp'])
assert open_ == bar['open']
assert high == bar['high']
assert low == bar['low']
assert close == bar['close']
assert volume == bar['volume']