def test_extract_pos(self):
index_dup = [
Timestamp('2015-06-08', tz='UTC'),
Timestamp('2015-06-08', tz='UTC'),
Timestamp('2015-06-09', tz='UTC'),
Timestamp('2015-06-09', tz='UTC')
]
index = [
Timestamp('2015-06-08', tz='UTC'),
Timestamp('2015-06-09', tz='UTC')
]
positions = DataFrame(
{
'amount': [100., 200., 300., 400.],
'last_sale_price': [10., 20., 30., 40.],
'sid': [1, 2, 1, 2]
},
index=index_dup)
cash = Series([100., 200.], index=index)
result = extract_pos(positions, cash)
expected = DataFrame(OrderedDict([(1, [100. * 10., 300. * 30.]),
(2, [200. * 20., 400. * 40.]),
('cash', [100., 200.])]),
index=index)
expected.index.name = 'index'
assert_frame_equal(result, expected)
def test_extract_pos(self):
index_dup = [Timestamp('2015-06-08', tz='UTC'),
Timestamp('2015-06-08', tz='UTC'),
Timestamp('2015-06-09', tz='UTC'),
Timestamp('2015-06-09', tz='UTC')]
index = [Timestamp('2015-06-08', tz='UTC'),
Timestamp('2015-06-09', tz='UTC')]
positions = DataFrame(
{'amount': [100., 200., 300., 400.],
'last_sale_price': [10., 20., 30., 40.],
'sid': [1, 2, 1, 2]},
index=index_dup
)
cash = Series([100., 200.], index=index)
result = extract_pos(positions, cash)
expected = DataFrame(OrderedDict([
(1, [100.*10., 300.*30.]),
(2, [200.*20., 400.*40.]),
('cash', [100., 200.])]),
index=index
)
expected.index.name = 'index'
assert_frame_equal(result, expected)
def test_extract_pos(self):
index_dup = [
Timestamp("2015-06-08", tz="UTC"),
Timestamp("2015-06-08", tz="UTC"),
Timestamp("2015-06-09", tz="UTC"),
Timestamp("2015-06-09", tz="UTC"),
]
index = [Timestamp("2015-06-08", tz="UTC"), Timestamp("2015-06-09", tz="UTC")]
positions = DataFrame(
{"amount": [100.0, 200.0, 300.0, 400.0], "last_sale_price": [10.0, 20.0, 30.0, 40.0], "sid": [1, 2, 1, 2]},
index=index_dup,
)
cash = Series([100.0, 200.0], index=index)
result = extract_pos(positions, cash)
expected = DataFrame(
OrderedDict(
[(1, [100.0 * 10.0, 300.0 * 30.0]), (2, [200.0 * 20.0, 400.0 * 40.0]), ("cash", [100.0, 200.0])]
),
index=index,
)
expected.index.name = "index"
expected.columns.name = "sid"
assert_frame_equal(result, expected)
def test_extract_pos(self):
index_dup = [
Timestamp("2015-06-08", tz="UTC"),
Timestamp("2015-06-08", tz="UTC"),
Timestamp("2015-06-09", tz="UTC"),
Timestamp("2015-06-09", tz="UTC"),
]
index = [
Timestamp("2015-06-08", tz="UTC"),
Timestamp("2015-06-09", tz="UTC"),
]
positions = DataFrame(
{
"amount": [100.0, 200.0, 300.0, 400.0],
"last_sale_price": [10.0, 20.0, 30.0, 40.0],
"sid": [1, 2, 1, 2],
},
index=index_dup,
)
cash = Series([100.0, 200.0], index=index)
result = extract_pos(positions, cash)
expected = DataFrame(
OrderedDict(
[
(1, [100.0 * 10.0, 300.0 * 30.0]),
(2, [200.0 * 20.0, 400.0 * 40.0]),
("cash", [100.0, 200.0]),
]
),
index=index,
)
expected.index.name = "index"
expected.columns.name = "sid"
assert_frame_equal(result, expected)