def test_valid_dict(self):
recommendation_set_dict = {
"set_id":
"1430b59a-5b79-11ea-8e96-acbc329ef75f",
"creation_date":
"2020-09-01T04:56:57.612693+00:00",
"valid_from":
"2019-08-01",
"valid_to":
"2019-08-31",
"price_date":
"2019-09-01",
"strategy_name":
"PRICE_DISPERSION",
"security_type":
"US Equities",
"securities_set": [{
"ticker_symbol": "GE",
"price": 123.45
}, {
"ticker_symbol": "INTC",
"price": 123.45
}, {
"ticker_symbol": "AAPL",
"price": 123.45
}]
}
SecurityRecommendationSet.from_dict(recommendation_set_dict)
def test_invalid_dict_2(self):
recommendation_set_dict = {
"set_id": "1430b59a-5b79-11ea-8e96-acbc329ef75f",
"creation_date": "2020-09-01T04:56:57.612693+00:00",
"valid_from": "2019-08-01",
"price_date": "2019-09-01",
"strategy_name": "PRICE_DISPERSION",
"security_type": "US Equities"
}
with self.assertRaises(ValidationError):
SecurityRecommendationSet.from_dict(recommendation_set_dict)
def test_update_portfolio_too_small(self):
security_recommendation = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(security_recommendation)
with self.assertRaises(ValidationError):
portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 0)
def test_create_empty_portfolio_valid(self):
with patch.object(intrinio_data,
'get_latest_close_price',
return_value=('2019-08-31', 123.45)):
recommendation_set = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(recommendation_set)
def test_create_empty_portfolio_invalid_intrinio_response(self):
with patch.object(intrinio_data,
'get_latest_close_price',
return_value=('aaaa', 123.45)):
recommendation_set = SecurityRecommendationSet.from_dict(
self.sr_dict)
with self.assertRaises(ValidationError):
portfolio = Portfolio()
portfolio.create_empty_portfolio(recommendation_set)
def test_create_empty_portfolio_no_prices(self):
with patch.object(intrinio_data,
'get_latest_close_price',
side_effect=DataError("test exception", None)):
recommendation_set = SecurityRecommendationSet.from_dict(
self.sr_dict)
with self.assertRaises(DataError):
portfolio = Portfolio()
portfolio.create_empty_portfolio(recommendation_set)
def test_publish_current_returns(self):
security_recommendation = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(security_recommendation)
(new_p, updated) = portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 1)
with patch.object(aws_service_wrapper, 'sns_publish_notification',
side_effect=AWSError("", None)), \
patch.object(aws_service_wrapper, 'cf_read_export_value',
return_value="some_value"):
with self.assertRaises(AWSError):
portfolio_mgr_svc.publish_current_returns(new_p, updated, 'sa')
def test_update_portfolio_too_big(self):
security_recommendation = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(security_recommendation)
(new_p, updated) = portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 100)
'''
ensure that portfolio contains all securitie from the recommendation set
'''
self.assertTrue(updated)
self.assertEqual(len(new_p.model['current_portfolio'][
'securities']), len(security_recommendation.model['securities_set']))
self.assertEqual(len(new_p.model['securities_set']), 0)
def test_update_portfolio_new_recommendation(self):
sr_mod = deepcopy(self.sr_dict)
sr_mod['set_id'] = 'different_set'
security_recommendation = SecurityRecommendationSet.from_dict(sr_mod)
portfolio = Portfolio.from_dict(self.portfolio_dict)
(new_p, updated) = portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 1)
'''
ensure that
1) portfolio is updated
2) set id are being set properly
'''
self.assertTrue(updated)
self.assertEqual(new_p.model['set_id'],
security_recommendation.model['set_id'])
self.assertNotEqual(new_p.model['set_id'], self.sr_dict['set_id'])
def test_update_portfolio_empty_portfolio(self):
security_recommendation = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(security_recommendation)
(new_p, updated) = portfolio_mgr_svc.update_portfolio(
portfolio, security_recommendation, 1)
'''
ensure that
1) portfolio is updated
2) portfolio contains 1 security
3) portfolio contains nothing in the security set
'''
self.assertTrue(updated)
self.assertEqual(
len(new_p.model['current_portfolio']['securities']), 1)
self.assertEqual(len(new_p.model['securities_set']), len(
security_recommendation.model['securities_set']) - 1)
def test_portfolio_not_empty(self):
with patch.object(intrinio_data,
'get_latest_close_price',
return_value=('2019-08-31', 123.45)):
recommendation_set = SecurityRecommendationSet.from_dict(
self.sr_dict)
portfolio = Portfolio()
portfolio.create_empty_portfolio(recommendation_set)
portfolio.model['current_portfolio'] = {
'securities': [{
"ticker_symbol": "ABC",
"purchase_date": "2019-09-01T02:34:12.876012+00:00",
"purchase_price": 100,
"current_price": 200,
"trade_state": "FILLED",
"order_id": None
}]
}
self.assertFalse(portfolio.is_empty())
def test_invalid_dict_1(self):
with self.assertRaises(ValidationError):
SecurityRecommendationSet.from_dict({'x': 'y'})