Michael Halls-Moore
98 lines
3.6 KiB
Python
98 lines
3.6 KiB
Python
from decimal import Decimal, getcontext
|
|
import unittest
|
|
|
|
from position import Position
|
|
|
|
|
|
class TestLongGBPUSDPosition(unittest.TestCase):
|
|
def setUp(self):
|
|
getcontext.prec = 2
|
|
position_type = "long"
|
|
market = "GBP/USD"
|
|
units = Decimal("2000")
|
|
exposure = Decimal("2000.00")
|
|
bid = Decimal("1.50328")
|
|
ask = Decimal("1.50349")
|
|
self.position = Position(
|
|
position_type, market,
|
|
units, exposure, bid, ask
|
|
)
|
|
|
|
def test_calculate_init_pips(self):
|
|
pos_pips = self.position.calculate_pips()
|
|
self.assertEqual(pos_pips, Decimal("-0.00021"))
|
|
|
|
def test_calculate_init_profit_base(self):
|
|
profit_base = self.position.calculate_profit_base(self.position.exposure)
|
|
self.assertEqual(profit_base, Decimal("-0.27939"))
|
|
|
|
def test_calculate_init_profit_perc(self):
|
|
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
|
|
self.assertEqual(profit_perc, Decimal("-0.01397"))
|
|
|
|
def test_calculate_updated_values(self):
|
|
"""
|
|
Check that after the bid/ask prices move, that the updated
|
|
pips, profit and percentage profit calculations are correct.
|
|
"""
|
|
bid = Decimal("1.50486")
|
|
ask = Decimal("1.50586")
|
|
self.position.update_position_price(bid, ask, self.position.exposure)
|
|
# Check pips
|
|
pos_pips = self.position.calculate_pips()
|
|
self.assertEqual(pos_pips, Decimal("0.00137"))
|
|
# Check profit base
|
|
profit_base = self.position.calculate_profit_base(self.position.exposure)
|
|
self.assertEqual(profit_base, Decimal("1.82077"))
|
|
# Check profit percentage
|
|
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
|
|
self.assertEqual(profit_perc, Decimal("0.09104"))
|
|
|
|
|
|
class TestShortGBPUSDPosition(unittest.TestCase):
|
|
def setUp(self):
|
|
getcontext.prec = 2
|
|
position_type = "short"
|
|
market = "GBP/USD"
|
|
units = Decimal("2000")
|
|
exposure = Decimal("2000.00")
|
|
bid = Decimal("1.50328")
|
|
ask = Decimal("1.50349")
|
|
self.position = Position(
|
|
position_type, market,
|
|
units, exposure, bid, ask
|
|
)
|
|
|
|
def test_calculate_init_pips(self):
|
|
pos_pips = self.position.calculate_pips()
|
|
self.assertEqual(pos_pips, Decimal("-0.00021"))
|
|
|
|
def test_calculate_init_profit_base(self):
|
|
profit_base = self.position.calculate_profit_base(self.position.exposure)
|
|
self.assertEqual(profit_base, Decimal("-0.27935"))
|
|
|
|
def test_calculate_init_profit_perc(self):
|
|
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
|
|
self.assertEqual(profit_perc, Decimal("-0.01397"))
|
|
|
|
def test_calculate_updated_values(self):
|
|
"""
|
|
Check that after the bid/ask prices move, that the updated
|
|
pips, profit and percentage profit calculations are correct.
|
|
"""
|
|
bid = Decimal("1.50486")
|
|
ask = Decimal("1.50586")
|
|
self.position.update_position_price(bid, ask, self.position.exposure)
|
|
# Check pips
|
|
pos_pips = self.position.calculate_pips()
|
|
self.assertEqual(pos_pips, Decimal("-0.00258"))
|
|
# Check profit base
|
|
profit_base = self.position.calculate_profit_base(self.position.exposure)
|
|
self.assertEqual(profit_base, Decimal("-3.42661"))
|
|
# Check profit percentage
|
|
profit_perc = self.position.calculate_profit_perc(self.position.exposure)
|
|
self.assertEqual(profit_perc, Decimal("-0.17133"))
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main() |