Added some more unit tests for Portfolio and Position. Added a README and a requirements file now that qsforex is open-source under an MIT license.

portfolio/portfolio_test.py

@@ -17,7 +17,7 @@ class TestPortfolio(unittest.TestCase):
             equity=equity, risk_per_trade=risk_per_trade
         )
 
-    def test_add_position(self):
+    def test_add_position_long(self):
         side = "LONG"
         market = "GBP/USD"
         units = 2000
@@ -38,7 +38,28 @@ class TestPortfolio(unittest.TestCase):
         self.assertEquals(ps.avg_price, add_price)
         self.assertEquals(ps.cur_price, remove_price)
 
-    def test_add_position_units(self):
+    def test_add_position_short(self):
+        side = "SHORT"
+        market = "GBP/USD"
+        units = 2000
+        exposure = Decimal(str(units))
+        add_price = Decimal("1.51770")
+        remove_price = Decimal("1.51819")
+
+        self.port.add_new_position(
+            side, market, units, exposure,
+            add_price, remove_price
+        )
+        ps = self.port.positions[market]
+
+        self.assertEquals(ps.side, side)
+        self.assertEquals(ps.market, market)
+        self.assertEquals(ps.units, units)
+        self.assertEquals(ps.exposure, exposure)
+        self.assertEquals(ps.avg_price, add_price)
+        self.assertEquals(ps.cur_price, remove_price)
+
+    def test_add_position_units_long(self):
         side = "LONG"
         market = "GBP/USD"
         units = 2000
@@ -72,7 +93,41 @@ class TestPortfolio(unittest.TestCase):
         self.assertTrue(apu)
         self.assertEqual(ps.avg_price, Decimal("1.518735"))
 
-    def test_remove_position_units(self):
+    def test_add_position_units_short(self):
+        side = "SHORT"
+        market = "GBP/USD"
+        units = 2000
+        exposure = Decimal(str(units))
+        add_price = Decimal("1.51770")
+        remove_price = Decimal("1.51819")
+
+        # Test for no position
+        market = "EUR/USD"
+        apu = self.port.add_position_units(
+            market, units, exposure,
+            add_price, remove_price
+        )
+        self.assertFalse(apu)
+
+        # 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 = Decimal("1.51878")
+        remove_price = Decimal("1.51928")
+        apu = self.port.add_position_units(
+            market, units, exposure,
+            add_price, remove_price
+        )
+        self.assertTrue(apu)
+        self.assertEqual(ps.avg_price, Decimal("1.51824"))
+
+    def test_remove_position_units_long(self):
         side = "LONG"
         units = 2000
         exposure = Decimal(str(units))
@@ -115,10 +170,56 @@ class TestPortfolio(unittest.TestCase):
         self.assertTrue(rpu)
         self.assertEqual(ps.units, 7000)
         self.assertEqual(ps.exposure, Decimal("7000.00"))
-        self.assertEqual(ps.profit_base, Decimal("5.11127"))
+        self.assertEqual(ps.profit_base, Decimal("2.19054"))
         self.assertEqual(self.port.balance, Decimal("100002.19"))
 
-    def test_close_position(self):
+    def test_remove_position_units_short(self):
+        side = "SHORT"
+        units = 2000
+        exposure = Decimal(str(units))
+        add_price = Decimal("1.51770")
+        remove_price = Decimal("1.51819")
+
+        # 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 = Decimal("1.51878")
+        remove_price = Decimal("1.51928")
+        add_units = 8000
+        add_exposure = Decimal(str(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, Decimal("10000.00"))
+        self.assertEqual(ps.avg_price, Decimal("1.518564"))
+
+        # Test removal of (some) of the units
+        add_price = Decimal("1.52017")
+        remove_price = Decimal("1.52134")
+        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, Decimal("7000.00"))
+        self.assertEqual(ps.profit_base, Decimal("-5.48201"))
+        self.assertEqual(self.port.balance, Decimal("99994.52"))
+
+    def test_close_position_long(self):
         side = "LONG"
         units = 2000
         exposure = Decimal(str(units))
@@ -174,7 +275,7 @@ class TestPortfolio(unittest.TestCase):
         )
         self.assertEqual(ps.units, 7000)
         self.assertEqual(ps.exposure, Decimal("7000.00"))
-        self.assertEqual(ps.profit_base, Decimal("5.11127"))
+        self.assertEqual(ps.profit_base, Decimal("2.19054"))
         self.assertEqual(self.port.balance, Decimal("100001.54"))
         cp = self.port.close_position(
             market, remove_price