Michael Halls-Moore
230 lines
8.3 KiB
Python
230 lines
8.3 KiB
Python
from decimal import Decimal
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import unittest
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from position import Position
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class TickerMock(object):
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"""
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A mock object that allows a representation of the
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ticker/pricing handler.
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"""
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def __init__(self):
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self.pairs = ["GBPUSD", "EURUSD"]
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self.prices = {
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"GBPUSD": {"bid": Decimal("1.50328"), "ask": Decimal("1.50349")},
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"USDGBP": {"bid": Decimal("0.66521"), "ask": Decimal("0.66512")},
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"EURUSD": {"bid": Decimal("1.07832"), "ask": Decimal("1.07847")}
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}
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# =====================================
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# GBP Home Currency with GBP/USD traded
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# =====================================
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class TestLongGBPUSDPosition(unittest.TestCase):
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"""
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Unit tests that cover going long GBP/USD with an account
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denominated currency of GBP, using 2,000 units of GBP/USD.
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"""
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def setUp(self):
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home_currency = "GBP"
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position_type = "long"
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currency_pair = "GBPUSD"
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units = Decimal("2000")
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ticker = TickerMock()
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self.position = Position(
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home_currency, position_type,
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currency_pair, units, ticker
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)
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def test_calculate_init_pips(self):
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pos_pips = self.position.calculate_pips()
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self.assertEqual(pos_pips, Decimal("-0.00021"))
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def test_calculate_init_profit_base(self):
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profit_base = self.position.calculate_profit_base()
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self.assertEqual(profit_base, Decimal("-0.27939"))
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def test_calculate_init_profit_perc(self):
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profit_perc = self.position.calculate_profit_perc()
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self.assertEqual(profit_perc, Decimal("-0.01397"))
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def test_calculate_updated_values(self):
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"""
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Check that after the bid/ask prices move, that the updated
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pips, profit and percentage profit calculations are correct.
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"""
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prices = self.position.ticker.prices
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prices["GBPUSD"] = {"bid": Decimal("1.50486"), "ask": Decimal("1.50586")}
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prices["USDGBP"] = {"bid": Decimal("0.66451"), "ask": Decimal("0.66407")}
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self.position.update_position_price()
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# Check pips
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pos_pips = self.position.calculate_pips()
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self.assertEqual(pos_pips, Decimal("0.00137"))
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# Check profit base
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profit_base = self.position.calculate_profit_base()
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self.assertEqual(profit_base, Decimal("1.82076"))
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# Check profit percentage
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profit_perc = self.position.calculate_profit_perc()
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self.assertEqual(profit_perc, Decimal("0.09104"))
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class TestShortGBPUSDPosition(unittest.TestCase):
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"""
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Unit tests that cover going short GBP/USD with an account
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denominated currency of GBP, using 2,000 units of GBP/USD.
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"""
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def setUp(self):
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home_currency = "GBP"
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position_type = "short"
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currency_pair = "GBPUSD"
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units = Decimal("2000")
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ticker = TickerMock()
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self.position = Position(
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home_currency, position_type,
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currency_pair, units, ticker
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)
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def test_calculate_init_pips(self):
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pos_pips = self.position.calculate_pips()
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self.assertEqual(pos_pips, Decimal("-0.00021"))
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def test_calculate_init_profit_base(self):
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profit_base = self.position.calculate_profit_base()
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self.assertEqual(profit_base, Decimal("-0.27935"))
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def test_calculate_init_profit_perc(self):
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profit_perc = self.position.calculate_profit_perc()
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self.assertEqual(profit_perc, Decimal("-0.01397"))
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def test_calculate_updated_values(self):
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"""
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Check that after the bid/ask prices move, that the updated
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pips, profit and percentage profit calculations are correct.
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"""
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prices = self.position.ticker.prices
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prices["GBPUSD"] = {"bid": Decimal("1.50486"), "ask": Decimal("1.50586")}
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prices["USDGBP"] = {"bid": Decimal("0.66451"), "ask": Decimal("0.66407")}
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self.position.update_position_price()
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# Check pips
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pos_pips = self.position.calculate_pips()
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self.assertEqual(pos_pips, Decimal("-0.00258"))
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# Check profit base
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profit_base = self.position.calculate_profit_base()
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self.assertEqual(profit_base, Decimal("-3.42660"))
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# Check profit percentage
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profit_perc = self.position.calculate_profit_perc()
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self.assertEqual(profit_perc, Decimal("-0.17133"))
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# =====================================
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# GBP Home Currency with EUR/USD traded
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# =====================================
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class TestLongEURUSDPosition(unittest.TestCase):
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"""
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Unit tests that cover going long EUR/USD with an account
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denominated currency of GBP, using 2,000 units of EUR/USD.
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"""
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def setUp(self):
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home_currency = "GBP"
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position_type = "long"
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currency_pair = "EURUSD"
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units = Decimal("2000")
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ticker = TickerMock()
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self.position = Position(
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home_currency, position_type,
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currency_pair, units, ticker
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)
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def test_calculate_init_pips(self):
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pos_pips = self.position.calculate_pips()
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self.assertEqual(pos_pips, Decimal("-0.00015"))
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def test_calculate_init_profit_base(self):
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profit_base = self.position.calculate_profit_base()
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self.assertEqual(profit_base, Decimal("-0.19956"))
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def test_calculate_init_profit_perc(self):
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profit_perc = self.position.calculate_profit_perc()
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self.assertEqual(profit_perc, Decimal("-0.00998"))
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def test_calculate_updated_values(self):
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"""
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Check that after the bid/ask prices move, that the updated
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pips, profit and percentage profit calculations are correct.
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"""
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prices = self.position.ticker.prices
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prices["GBPUSD"] = {"bid": Decimal("1.50486"), "ask": Decimal("1.50586")}
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prices["USDGBP"] = {"bid": Decimal("0.66451"), "ask": Decimal("0.66407")}
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prices["EURUSD"] = {"bid": Decimal("1.07811"), "ask": Decimal("1.07827")}
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self.position.update_position_price()
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# Check pips
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pos_pips = self.position.calculate_pips()
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self.assertEqual(pos_pips, Decimal("-0.00036"))
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# Check profit base
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profit_base = self.position.calculate_profit_base()
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self.assertEqual(profit_base, Decimal("-0.47845"))
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# Check profit percentage
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profit_perc = self.position.calculate_profit_perc()
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self.assertEqual(profit_perc, Decimal("-0.02392"))
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class TestLongEURUSDPosition(unittest.TestCase):
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"""
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Unit tests that cover going short EUR/USD with an account
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denominated currency of GBP, using 2,000 units of EUR/USD.
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"""
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def setUp(self):
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home_currency = "GBP"
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position_type = "short"
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currency_pair = "EURUSD"
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units = Decimal("2000")
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ticker = TickerMock()
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self.position = Position(
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home_currency, position_type,
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currency_pair, units, ticker
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)
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def test_calculate_init_pips(self):
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pos_pips = self.position.calculate_pips()
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self.assertEqual(pos_pips, Decimal("-0.00015"))
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def test_calculate_init_profit_base(self):
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profit_base = self.position.calculate_profit_base()
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self.assertEqual(profit_base, Decimal("-0.19954"))
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def test_calculate_init_profit_perc(self):
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profit_perc = self.position.calculate_profit_perc()
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self.assertEqual(profit_perc, Decimal("-0.00998"))
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def test_calculate_updated_values(self):
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"""
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Check that after the bid/ask prices move, that the updated
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pips, profit and percentage profit calculations are correct.
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"""
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prices = self.position.ticker.prices
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prices["GBPUSD"] = {"bid": Decimal("1.50486"), "ask": Decimal("1.50586")}
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prices["USDGBP"] = {"bid": Decimal("0.66451"), "ask": Decimal("0.66407")}
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prices["EURUSD"] = {"bid": Decimal("1.07811"), "ask": Decimal("1.07827")}
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self.position.update_position_price()
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# Check pips
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pos_pips = self.position.calculate_pips()
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self.assertEqual(pos_pips, Decimal("0.00005"))
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# Check profit base
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profit_base = self.position.calculate_profit_base()
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self.assertEqual(profit_base, Decimal("0.06641"))
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# Check profit percentage
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profit_perc = self.position.calculate_profit_perc()
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self.assertEqual(profit_perc, Decimal("0.00332"))
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if __name__ == "__main__":
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unittest.main() |