Michael Halls-Moore
62 lines
1.9 KiB
Python
62 lines
1.9 KiB
Python
from decimal import Decimal, getcontext
|
|
import unittest
|
|
|
|
from position import Position
|
|
|
|
|
|
class TestLongGBPUSDPosition(unittest.TestCase):
|
|
def setUp(self):
|
|
getcontext.prec = 2
|
|
side = "LONG"
|
|
market = "GBP/USD"
|
|
units = Decimal(str(2000))
|
|
exposure = Decimal("2000.00")
|
|
avg_price = Decimal("1.51819")
|
|
cur_price = Decimal("1.51770")
|
|
self.position = Position(
|
|
side, market, units, exposure,
|
|
avg_price, cur_price
|
|
)
|
|
|
|
def test_calculate_pips(self):
|
|
pos_pips = self.position.calculate_pips()
|
|
self.assertEqual(pos_pips, Decimal("-0.00049"))
|
|
|
|
def test_calculate_profit_base(self):
|
|
profit_base = self.position.calculate_profit_base(self.position.exposure)
|
|
self.assertEqual(profit_base, Decimal("-0.64571"))
|
|
|
|
def test_calculate_profit_perc(self):
|
|
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
|
|
self.assertEqual(profit_perc, Decimal("-0.03229"))
|
|
|
|
|
|
class TestShortGBPUSDPosition(unittest.TestCase):
|
|
def setUp(self):
|
|
getcontext.prec = 2
|
|
side = "SHORT"
|
|
market = "GBP/USD"
|
|
units = 2000
|
|
exposure = Decimal("2000.00")
|
|
avg_price = Decimal("1.51819")
|
|
cur_price = Decimal("1.51770")
|
|
self.position = Position(
|
|
side, market, units, exposure,
|
|
avg_price, cur_price
|
|
)
|
|
|
|
def test_calculate_pips(self):
|
|
pos_pips = self.position.calculate_pips()
|
|
self.assertEqual(pos_pips, Decimal("0.00049"))
|
|
|
|
def test_calculate_profit_base(self):
|
|
profit_base = self.position.calculate_profit_base(self.position.exposure)
|
|
self.assertEqual(profit_base, Decimal("0.64571"))
|
|
|
|
def test_calculate_profit_perc(self):
|
|
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
|
|
self.assertEqual(profit_perc, Decimal("0.03229"))
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main() |