Added two extra unit tests to Portfolio

portfolio/portfolio.py

@@ -54,9 +54,10 @@ class Portfolio(object):
         else:
             ps = self.positions[market]
             ps.units -= units
-            ps.exposure -= float(units)
-            ps.update_position_price(self, remove_price)
-            pnl = ps.profit_base
+            exposure = float(units)
+            ps.exposure -= exposure
+            ps.update_position_price(remove_price)
+            pnl = ps.calculate_pips() * exposure / remove_price 
             self.balance += pnl
             return True
 
@@ -67,8 +68,8 @@ class Portfolio(object):
             return False
         else:
             ps = self.positions[market]
-            ps.update_position_price(self, remove_price)
-            pnl = ps.profit_base
+            ps.update_position_price(remove_price)
+            pnl = ps.calculate_pips() * ps.exposure / remove_price 
             self.balance += pnl
             del[self.positions[market]]
             return True

portfolio/portfolio_test.py

@@ -41,8 +41,8 @@ class TestPortfolio(unittest.TestCase):
         side = "LONG"
         units = 2000
         exposure = float(units)
-        add_price = 1.51928
-        remove_price = 1.51878
+        add_price = 1.51819
+        remove_price = 1.51770
 
         # Test for no position
         market = "EUR/USD"
@@ -52,17 +52,135 @@ class TestPortfolio(unittest.TestCase):
         )
         self.assertFalse(apu)
 
-        # Test for real position
-        market = "GBP/USD"
+        # Add a position and test for real position
+        market = "GBP/USD"        
+        self.port.add_new_position(
+            side, market, units, exposure,
+            add_price, remove_price
+        )
+        ps = self.port.positions[market]
+
+        # Test for addition of units
+        add_price = 1.51928
+        remove_price = 1.51878
         apu = self.port.add_position_units(
             market, units, exposure,
             add_price, remove_price
         )
         self.assertTrue(apu)
-        ps = self.port.positions[market]
-
         self.assertAlmostEqual(ps.avg_price, 1.518735)
 
+    def test_remove_position_units(self):
+        side = "LONG"
+        units = 2000
+        exposure = float(units)
+        add_price = 1.51819
+        remove_price = 1.51770
+
+        # Test for no position
+        market = "EUR/USD"
+        apu = self.port.remove_position_units(
+            market, units, remove_price
+        )
+        self.assertFalse(apu)
+
+        # Add a position and then add units to it
+        market = "GBP/USD"        
+        self.port.add_new_position(
+            side, market, units, exposure,
+            add_price, remove_price
+        )
+        ps = self.port.positions[market]
+        add_price = 1.51928
+        remove_price = 1.51878
+        add_units = 8000
+        add_exposure = float(add_units)
+        apu = self.port.add_position_units(
+            market, add_units, add_exposure,
+            add_price, remove_price
+        )
+        self.assertEqual(ps.units, 10000)
+        self.assertEqual(ps.exposure, 10000.0)
+        self.assertAlmostEqual(ps.avg_price, 1.519062)
+
+        # Test removal of (some) of the units
+        add_price = 1.52134
+        remove_price = 1.52017
+        remove_units = 3000
+        rpu = self.port.remove_position_units(
+            market, remove_units, remove_price
+        )
+        self.assertTrue(rpu)
+        self.assertEqual(ps.units, 7000)
+        self.assertEqual(ps.exposure, 7000.0)
+        self.assertAlmostEqual(ps.profit_base, 5.102060953709626)
+        self.assertAlmostEqual(self.port.balance, 100002.18659755158)
+
+    def test_close_position(self):
+        side = "LONG"
+        units = 2000
+        exposure = float(units)
+        add_price = 1.51819
+        remove_price = 1.51770
+
+        # Test for no position
+        market = "EUR/USD"
+        cp = self.port.close_position(
+            market, remove_price
+        )
+        self.assertFalse(cp)
+
+        # Add a position and then close it
+        # Will lose money on the spread
+        market = "GBP/USD" 
+        self.port.add_new_position(
+            side, market, units, exposure,
+            add_price, remove_price
+        )
+        ps = self.port.positions[market]
+        cp = self.port.close_position(
+            market, remove_price
+        )
+        self.assertTrue(cp)
+        self.assertRaises(ps)  # Key doesn't exist
+        self.assertAlmostEqual(self.port.balance, 99999.35428609079)
+
+        # Add 2000, add another 8000, remove 3000 and then 
+        # close the position. Balance should be as expected 
+        # for a multi-leg transaction.
+        self.port.add_new_position(
+            side, market, units, exposure,
+            add_price, remove_price
+        )
+        ps = self.port.positions[market]
+        add_price = 1.51928
+        remove_price = 1.51878
+        add_units = 8000
+        add_exposure = float(add_units)
+        apu = self.port.add_position_units(
+            market, add_units, add_exposure,
+            add_price, remove_price
+        )
+        self.assertEqual(ps.units, 10000)
+        self.assertEqual(ps.exposure, 10000.0)
+        self.assertAlmostEqual(ps.avg_price, 1.519062)
+        add_price = 1.52134
+        remove_price = 1.52017
+        remove_units = 3000
+        rpu = self.port.remove_position_units(
+            market, remove_units, remove_price
+        )
+        self.assertEqual(ps.units, 7000)
+        self.assertEqual(ps.exposure, 7000.0)
+        self.assertAlmostEqual(ps.profit_base, 5.102060953709626)
+        self.assertAlmostEqual(self.port.balance, 100001.54088364237)
+        cp = self.port.close_position(
+            market, remove_price
+        )
+        self.assertTrue(cp)
+        self.assertRaises(ps)  # Key doesn't exist
+        self.assertAlmostEqual(self.port.balance, 100006.64294459608)
+
 
 if __name__ == "__main__":
     unittest.main()

portfolio/position.py

@@ -19,7 +19,7 @@ class Position(object):
         return mult * (self.cur_price - self.avg_price)
 
     def calculate_profit_base(self):
-        pips = self.calculate_pips()
+        pips = self.calculate_pips()        
         return pips * self.exposure / self.cur_price
 
     def calculate_profit_perc(self):