|
|
|
|
|
|
|
|
|
import pytest
|
|
|
|
|
import datetime
|
|
|
|
|
|
|
|
|
|
from naiback.broker.broker import Broker
|
|
|
|
|
|
|
|
|
|
def test_broker_cash():
|
|
|
|
|
broker = Broker(initial_cash=100000.)
|
|
|
|
|
|
|
|
|
|
assert broker.cash() == 100000.
|
|
|
|
|
|
|
|
|
|
def test_broker_add_position_enough_cash():
|
|
|
|
|
broker = Broker(initial_cash=100)
|
|
|
|
|
|
|
|
|
|
pos = broker.add_position('FOO', price=10, amount=1)
|
|
|
|
|
|
|
|
|
|
assert pos.entry_price() == 10
|
|
|
|
|
assert pos.size() == 1
|
|
|
|
|
|
|
|
|
|
def test_broker_add_position_not_enough_cash():
|
|
|
|
|
broker = Broker(initial_cash=100)
|
|
|
|
|
|
|
|
|
|
pos = broker.add_position('FOO', price=1000, amount=1)
|
|
|
|
|
|
|
|
|
|
assert pos is None
|
|
|
|
|
|
|
|
|
|
def test_broker_percentage_commissions():
|
|
|
|
|
broker = Broker(initial_cash=100)
|
|
|
|
|
broker.set_commission(percentage=0.05) # 0.05%
|
|
|
|
|
|
|
|
|
|
pos = broker.add_position('FOO', price=10, amount=1)
|
|
|
|
|
|
|
|
|
|
should_be_cash = 100 - 10 - 10 * 0.01 * 0.05
|
|
|
|
|
|
|
|
|
|
assert (broker.cash() - should_be_cash) < 0.00001
|
|
|
|
|
|
|
|
|
|
def test_broker_all_position():
|
|
|
|
|
broker = Broker(initial_cash=100)
|
|
|
|
|
|
|
|
|
|
pos = broker.add_position('FOO', price=10, amount=1)
|
|
|
|
|
|
|
|
|
|
assert pos in broker.all_positions()
|
|
|
|
|
|
|
|
|
|
def test_broker_close_position():
|
|
|
|
|
broker = Broker(initial_cash=100)
|
|
|
|
|
|
|
|
|
|
pos = broker.add_position('FOO', price=10, amount=1)
|
|
|
|
|
broker.close_position(pos, price=12)
|
|
|
|
|
|
|
|
|
|
assert broker.cash() == 100 + 2
|
|
|
|
|
|
|
|
|
|
def test_broker_close_position_with_commission():
|
|
|
|
|
broker = Broker(initial_cash=100)
|
|
|
|
|
|
|
|
|
|
broker.set_commission(percentage=1) # 1%
|
|
|
|
|
|
|
|
|
|
pos = broker.add_position('FOO', price=10, amount=1)
|
|
|
|
|
broker.close_position(pos, price=12)
|
|
|
|
|
|
|
|
|
|
assert broker.cash() == 100 + 2 - (10 + 12) * 0.01
|
|
|
|
|
|
