def test_index_value(self):
tea_stock = StockFactory.get_stock_by_ticker_symbol(TickerSymbol.TEA)
gin_stock = StockFactory.get_stock_by_ticker_symbol(TickerSymbol.GIN)
gbce = GlobalBeverageCorporationExchange([tea_stock, gin_stock])
tea_stock_trades = TradeFactory.get_trades_for_stock(TickerSymbol.TEA)
gin_stock_trades = TradeFactory.get_trades_for_stock(TickerSymbol.GIN)
for trade in tea_stock_trades + gin_stock_trades:
gbce.record_trade(trade)
last_tea_stock_trade = sorted(tea_stock_trades,
key=lambda t: t.timestamp,
reverse=True)[0]
last_gin_stock_trade = sorted(gin_stock_trades,
key=lambda t: t.timestamp,
reverse=True)[0]
current_time = max([last_tea_stock_trade.timestamp,
last_gin_stock_trade.timestamp])
tea_stock_price = tea_stock.price(current_time)
gin_stock_price = gin_stock.price(current_time)
expected_value = (tea_stock_price * gin_stock_price)**(1/2)
self.assertEqual(gbce.all_share_index(current_time), expected_value)
def test_index_value(self):
tea_stock = StockFactory.get_stock_by_ticker_symbol(TickerSymbol.TEA)
gin_stock = StockFactory.get_stock_by_ticker_symbol(TickerSymbol.GIN)
gbce = GlobalBeverageCorporationExchange([tea_stock, gin_stock])
tea_stock_trades = TradeFactory.get_trades_for_stock(TickerSymbol.TEA)
gin_stock_trades = TradeFactory.get_trades_for_stock(TickerSymbol.GIN)
for trade in tea_stock_trades + gin_stock_trades:
gbce.record_trade(trade)
last_tea_stock_trade = sorted(tea_stock_trades,
key=lambda t: t.timestamp,
reverse=True)[0]
last_gin_stock_trade = sorted(gin_stock_trades,
key=lambda t: t.timestamp,
reverse=True)[0]
current_time = max(
[last_tea_stock_trade.timestamp, last_gin_stock_trade.timestamp])
tea_stock_price = tea_stock.price(current_time)
gin_stock_price = gin_stock.price(current_time)
expected_value = (tea_stock_price * gin_stock_price)**(1 / 2)
self.assertEqual(gbce.all_share_index(current_time), expected_value)
def test_add_stock(self):
exchange = GlobalBeverageCorporationExchange(dict())
stock_1 = Stock(self.symbol_1, StockType.COMMON, self.par_value_1,
self.last_dividend_1, self.fixed_dividend_0)
stock_2 = Stock(self.symbol_1, StockType.PREFERRED, self.par_value_1,
self.last_dividend_0, self.fixed_dividend_1)
exchange.add_stock(stock_1)
exchange.add_stock(stock_2)
stocks = exchange.get_all_stocks()
self.assertEqual(len(stocks), 2)
self.assertEqual(stocks[stock_1.symbol_and_type()].symbol,
stock_1.symbol)
self.assertEqual(stocks[stock_1.symbol_and_type()].stock_type,
stock_1.stock_type)
self.assertEqual(stocks[stock_2.symbol_and_type()].symbol,
stock_2.symbol)
self.assertEqual(stocks[stock_2.symbol_and_type()].stock_type,
stock_2.stock_type)
def test_record_trade(self):
exchange = GlobalBeverageCorporationExchange(dict())
stock_1 = Stock(self.symbol_1, StockType.COMMON, self.par_value_1,
self.last_dividend_1, self.fixed_dividend_0)
stock_2 = Stock(self.symbol_1, StockType.PREFERRED, self.par_value_1,
self.last_dividend_0, self.fixed_dividend_1)
exchange.add_stock(stock_1)
exchange.add_stock(stock_2)
trade_1 = Trade(self.symbol_1, StockType.COMMON, self.timestamp_now,
self.quantity_1, self.price_per_share_1,
BuySellIndicator.SELL)
trade_2 = Trade(self.symbol_1, StockType.PREFERRED, self.timestamp_now,
self.quantity_2, self.price_per_share_2,
BuySellIndicator.SELL)
exchange.record_trade(trade_1)
exchange.record_trade(trade_2)
stocks = exchange.get_all_stocks()
self.assertEqual(len(stocks[stock_1.symbol_and_type()].trades), 1)
self.assertEqual(len(stocks[stock_2.symbol_and_type()].trades), 1)
def test_checks_empty_stocks(self):
with self.assertRaises(ValueError):
gbce = GlobalBeverageCorporationExchange([])
def test_not_enough_significant_trades_returns_none(self):
stocks = StockFactory.get_stocks()
gbce = GlobalBeverageCorporationExchange(stocks)
index = gbce.all_share_index()
self.assertIsNone(index)
def test_all_share_index(self):
exchange = GlobalBeverageCorporationExchange(dict())
stock_1 = Stock(self.symbol_1, StockType.COMMON, self.par_value_1,
self.last_dividend_1, self.fixed_dividend_0)
stock_2 = Stock(self.symbol_1, StockType.PREFERRED, self.par_value_1,
self.last_dividend_0, self.fixed_dividend_1)
stock_3 = Stock(self.symbol_2, StockType.PREFERRED, self.par_value_1,
self.last_dividend_0, self.fixed_dividend_1)
exchange.add_stock(stock_1)
exchange.add_stock(stock_2)
exchange.add_stock(stock_3)
trade_1 = Trade(self.symbol_1, StockType.COMMON, self.timestamp_now,
self.quantity_1, 90, BuySellIndicator.SELL)
trade_2 = Trade(self.symbol_1, StockType.PREFERRED, self.timestamp_now,
self.quantity_2, 100, BuySellIndicator.SELL)
trade_3 = Trade(self.symbol_2, StockType.PREFERRED, self.timestamp_now,
self.quantity_2, 30, BuySellIndicator.SELL)
exchange.record_trade(trade_1)
exchange.record_trade(trade_2)
exchange.record_trade(trade_3)
self.assertEqual(int(exchange.all_share_index()), 64)
def test_not_enough_significant_trades_returns_none(self):
stocks = StockFactory.get_stocks()
gbce = GlobalBeverageCorporationExchange(stocks)
index = gbce.all_share_index()
self.assertIsNone(index)