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48 lines
1.1 KiB
48 lines
1.1 KiB
8 years ago
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import pytest
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import datetime
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from naiback.broker.position import Position
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@pytest.fixture
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def position():
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return Position('FOO')
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def test_position_enter(position):
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position.enter(3.50, 10)
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assert position.entry_price == 3.50
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assert position.size == 10
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def test_position_enter_metadata(position):
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position.enter(3.50, 10, commission=0.1, bar=42)
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assert position.entry_metadata['commission'] == 0.1
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assert position.entry_metadata['bar'] == 42
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def test_position_metadata_helpers(position):
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position.enter(3.50, 10, commission=0.1, bar=42)
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assert position.entry_commission() == 0.1
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assert position.entry_bar() == 42
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def test_position_exit(position):
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position.enter(3.50, 10)
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position.exit(4.50)
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assert position.exit_price == 4.50
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assert position.size == 0
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def test_position_enter_short(position):
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position.enter(3.50, -10)
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assert position.entry_price == 3.50
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assert position.size == -10
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def test_position_exit_pnl(position):
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position.enter(3.50, 10)
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position.exit(4.00)
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assert position.pnl() == 5
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