def test_run(main=False):
tr = trade.Trade(data=FakeData())
order = bt.BuyOrder(data=FakeData(),
size=0,
price=1.0,
exectype=bt.Order.Market,
simulated=True)
commrate = 0.025
size = 10
price = 10.0
value = size * price
commission = value * commrate
tr.update(order=order,
size=size,
price=price,
value=value,
commission=commission,
pnl=0.0,
comminfo=FakeCommInfo())
assert not tr.isclosed
assert tr.size == size
assert tr.price == price
# assert tr.value == value
assert tr.commission == commission
assert not tr.pnl
assert not tr.pnlcomm
upsize = -5
upprice = 12.5
upvalue = upsize * upprice
upcomm = abs(value) * commrate
tr.update(order=order,
size=upsize,
price=upprice,
value=upvalue,
commission=upcomm,
pnl=0.0,
comminfo=FakeCommInfo())
assert not tr.isclosed
assert tr.size == size + upsize
assert tr.price == price # size is being reduced, price must not change
# assert tr.value == upvalue
assert tr.commission == commission + upcomm
size = tr.size
price = tr.price
commission = tr.commission
upsize = 7
upprice = 14.5
upvalue = upsize * upprice
upcomm = abs(value) * commrate
tr.update(order=order,
size=upsize,
price=upprice,
value=upvalue,
commission=upcomm,
pnl=0.0,
comminfo=FakeCommInfo())
assert not tr.isclosed
assert tr.size == size + upsize
assert tr.price == ((size * price) + (upsize * upprice)) / (size + upsize)
# assert tr.value == upvalue
assert tr.commission == commission + upcomm
size = tr.size
price = tr.price
commission = tr.commission
upsize = -size
upprice = 12.5
upvalue = upsize * upprice
upcomm = abs(value) * commrate
tr.update(order=order,
size=upsize,
price=upprice,
value=upvalue,
commission=upcomm,
pnl=0.0,
comminfo=FakeCommInfo())
assert tr.isclosed
assert tr.size == size + upsize
assert tr.price == price # no change ... we simple closed the operation
# assert tr.value == upvalue
assert tr.commission == commission + upcomm
def test_run(main=False):
tr = trade.Trade(data=[None])
commrate = 0.025
size = 10
price = 10.0
value = size * price
commission = value * commrate
tr.update(size=size, price=price, value=value,
commission=commission, pnl=0.0)
assert not tr.isclosed
assert tr.size == size
assert tr.price == price
assert tr.value == value
assert tr.commission == commission
assert not tr.pnl
assert not tr.pnlcomm
upsize = -5
upprice = 12.5
upvalue = upsize * upprice
upcomm = abs(value) * commrate
tr.update(size=upsize, price=upprice, value=upvalue,
commission=upcomm, pnl=0.0)
assert not tr.isclosed
assert tr.size == size + upsize
assert tr.price == price # size is being reduced, price must not change
assert tr.value == upvalue
assert tr.commission == commission + upcomm
size = tr.size
price = tr.price
commission = tr.commission
upsize = 7
upprice = 14.5
upvalue = upsize * upprice
upcomm = abs(value) * commrate
tr.update(size=upsize, price=upprice, value=upvalue,
commission=upcomm, pnl=0.0)
assert not tr.isclosed
assert tr.size == size + upsize
assert tr.price == ((size * price) + (upsize * upprice)) / (size + upsize)
assert tr.value == upvalue
assert tr.commission == commission + upcomm
size = tr.size
price = tr.price
commission = tr.commission
upsize = -size
upprice = 12.5
upvalue = upsize * upprice
upcomm = abs(value) * commrate
tr.update(size=upsize, price=upprice, value=upvalue,
commission=upcomm, pnl=0.0)
assert tr.isclosed
assert tr.size == size + upsize
assert tr.price == price # no change ... we simple closed the operation
assert tr.value == upvalue
assert tr.commission == commission + upcomm