83 lines
2.3 KiB
Python
83 lines
2.3 KiB
Python
import unittest
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#from position import Position
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from portfolio import Portfolio
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class TestPortfolio(unittest.TestCase):
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def setUp(self):
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base = "GBP"
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leverage = 20
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equity = 100000.0
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risk_per_trade = 0.02
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ticker = {}
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self.port = Portfolio(
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ticker, base=base, leverage=leverage,
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equity=equity, risk_per_trade=risk_per_trade
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)
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def test_add_position(self):
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side = "LONG"
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market = "GBP/USD"
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units = 2000
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exposure = float(units)
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add_price = 1.51819
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remove_price = 1.51770
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self.port.add_new_position(
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side, market, units, exposure,
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add_price, remove_price
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)
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ps = self.port.positions[market]
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self.assertEquals(ps.side, side)
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self.assertEquals(ps.market, market)
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self.assertEquals(ps.units, units)
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self.assertEquals(ps.exposure, exposure)
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self.assertEquals(ps.avg_price, add_price)
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self.assertEquals(ps.cur_price, remove_price)
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def test_add_position_units(self):
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side = "LONG"
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market = "GBP/USD"
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units = 2000
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exposure = float(units)
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add_price = 1.51819
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remove_price = 1.51770
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# Test for no position
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market = "EUR/USD"
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apu = self.port.add_position_units(
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market, units, exposure,
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add_price, remove_price
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)
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self.assertFalse(apu)
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# Add a position
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market = "GBP/USD"
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self.port.add_new_position(
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side, market, units, exposure,
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add_price, remove_price
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)
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ps = self.port.positions[market]
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# Test for real position
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add_price = 1.52876
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remove_price = 1.52821
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extra_units = 2000
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extra_exposure = float(extra_units) + exposure
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apu = self.port.add_position_units(
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market, extra_units, extra_exposure,
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add_price, remove_price
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)
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self.assertTrue(apu)
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# Check the position members are correct/sane
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self.assertAlmostEqual(ps.avg_price, 1.523475)
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self.assertAlmostEqual(ps.cur_price, 1.52821)
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self.assertEqual(ps.units, units + extra_units)
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self.assertEqual(ps.exposure, exposure + extra_exposure)
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if __name__ == "__main__":
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unittest.main() |