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test(account): fix
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@Caceresenzo
Caceresenzo committed Jun 4, 2024
1 parent cf4e663 commit 7b029c8
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Showing 2 changed files with 47 additions and 47 deletions.
7 changes: 4 additions & 3 deletions bktest/account.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
import datetime
import sys
import typing

Expand Down Expand Up @@ -59,7 +60,7 @@ def holdings(self) -> typing.List[Holding]:
def find_holding(self, symbol: str):
return self._holdings.get(symbol, None)

def place_order(self, order: Order, date) -> OrderResult:
def place_order(self, order: Order, date: datetime.date) -> OrderResult:
result = OrderResult(order=order)
if not order.valid:
return result
Expand All @@ -83,7 +84,7 @@ def place_order(self, order: Order, date) -> OrderResult:
holding.merge(order)

# TODO: Check - If working with values (returns and not prices) add an if ..
if abs(holding.quantity) < EPSILON: # if quantity is zero
if abs(holding.quantity) < EPSILON: # if quantity is zero
assert abs(holding.value - holding.quantity) < EPSILON
del self._holdings[order.symbol]
else:
Expand Down Expand Up @@ -135,7 +136,7 @@ def close_position(self, symbol: str, price: float = None) -> CloseResult:

return result

def to_relative_order(self, order: Order, date):
def to_relative_order(self, order: Order, date: datetime.date):
holding = self.find_holding(order.symbol)

if not holding or order.quantity is None:
Expand Down
87 changes: 43 additions & 44 deletions tests/test_account.py
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Original file line number Diff line number Diff line change
@@ -1,75 +1,75 @@
import typing
import unittest
import datetime

import bktest

aapl = bktest.Order("AAPL", 42, 1)
aapl_hold = bktest.Order("AAPL", 0, 1)
aapl_short = bktest.Order("AAPL", -42, 1)
invalid = bktest.Order(None, 1, 1, 1 * 1)
aapl = bktest.Order("AAPL", 42, 1, 42 * 1)
aapl_hold = bktest.Order("AAPL", 0, 1, 0 * 1)
aapl_short = bktest.Order("AAPL", -42, 1, - 42 * 1)
tsla = bktest.Order("TSLA", 15, 2, 15 * 2)
cash = 1000000
rfr = 4.17
today = datetime.date.today()


class AccountTest(unittest.TestCase):

def test_place_order(self):
account = bktest.Account()

order = bktest.Order(None, 1, 1)
result = account.place_order(order)
self.assertEqual(order, result.order)
result = account.place_order(invalid, today)
self.assertEqual(invalid, result.order)
self.assertFalse(result.success)
self.assertEqual(0, len(account.holdings))

aapl = bktest.Order("AAPL", 15, 2)
result = account.place_order(aapl)
result = account.place_order(aapl, today)
self.assertTrue(result.success)
self.assertEqual(1, len(account.holdings))
self.assertEqual(account.cash + aapl.value, account.equity)

result = account.place_order(aapl)
result = account.place_order(aapl, today)
self.assertTrue(result.success)
self.assertEqual(1, len(account.holdings))
self.assertEqual(account.cash + aapl.value * 2, account.equity)

tsla = bktest.Order("TSLA", 15, 2)
result = account.place_order(tsla)
result = account.place_order(tsla, today)
self.assertTrue(result.success)
self.assertEqual(2, len(account.holdings))
self.assertEqual(account.cash + tsla.value + aapl.value * 2, account.equity)

aapl_short = bktest.Order("AAPL", -15, 2)

result = account.place_order(aapl_short)
result = account.place_order(aapl_short, today)
self.assertEqual(2, len(account.holdings))
self.assertEqual(account.cash + tsla.value + aapl.value, account.equity)

result = account.place_order(aapl_short)
result = account.place_order(aapl_short, today)
self.assertEqual(1, len(account.holdings))
self.assertEqual(account.cash + tsla.value, account.equity)

def test_order_position(self):
account = bktest.Account()

result = account.order_position(bktest.Order(None, 1, 1))
result = account.order_position(invalid, today)
self.assertFalse(result.success)

result = account.order_position(aapl)
result = account.order_position(aapl, today)
self.assertTrue(result.success)
self.assertEqual(aapl.quantity, result.order.quantity)
holding = account.find_holding(aapl.symbol)
self.assertIsNotNone(holding)
self.assertEqual(aapl.quantity, holding.quantity)
self.assertEqual(aapl.price, holding.price)

result = account.order_position(aapl)
result = account.order_position(aapl, today)
self.assertTrue(result.success)
self.assertEqual(0, result.order.quantity)
holding = account.find_holding(aapl.symbol)
self.assertIsNotNone(holding)
self.assertEqual(aapl.quantity, holding.quantity)
self.assertEqual(aapl.price, holding.price)

result = account.order_position(aapl_short)
result = account.order_position(aapl_short, today)
self.assertTrue(result.success)
self.assertEqual(aapl_short.quantity * 2, result.order.quantity)
holding = account.find_holding(aapl.symbol)
Expand All @@ -83,27 +83,26 @@ def test_close_position(self):
result = account.close_position(None)
self.assertFalse(result.success)

result = account.close_position("AAPL")
self.assertTrue(result.success)
result = account.close_position(aapl.symbol)
self.assertTrue(result.missing)
self.assertEqual(0, result.order.quantity)
self.assertEqual(None, result.order.price)

result = account.close_position("AAPL", 42.0)
self.assertTrue(result.success)
result = account.close_position(aapl.symbol, 42.0)
self.assertTrue(result.missing)
self.assertEqual(0, result.order.quantity)
self.assertEqual(42.0, result.order.price)

aapl = bktest.Order("AAPL", 15, 2)
result = account.place_order(aapl)
result = account.place_order(aapl, today)
self.assertTrue(result.success)
self.assertEqual(1, len(account.holdings))
self.assertEqual(account.cash + aapl.value, account.equity)

result = account.close_position("TSLA")
self.assertTrue(result.success)
result = account.close_position(tsla.symbol)
self.assertTrue(result.missing)
self.assertEqual(1, len(account.holdings))

result = account.close_position("AAPL")
result = account.close_position(aapl.symbol)
self.assertTrue(result.success)
self.assertEqual(0, len(account.holdings))
self.assertEqual(account.initial_cash, account.equity)
Expand Down Expand Up @@ -133,46 +132,46 @@ def test_find_holding(self):

self.assertEqual(aapl, account.find_holding(aapl.symbol))
self.assertEqual(tsla, account.find_holding(tsla.symbol))

self.assertIsNone(account.find_holding("CRUNCH"))

def test_to_relative_order(self):
account = bktest.Account()

self.assertEqual(aapl, account.to_relative_order(aapl))
self.assertEqual(aapl_hold, account.to_relative_order(aapl_hold))
self.assertEqual(aapl_short, account.to_relative_order(aapl_short))
self.assertEqual(aapl, account.to_relative_order(aapl, today))
self.assertEqual(aapl_hold, account.to_relative_order(aapl_hold, today))
self.assertEqual(aapl_short, account.to_relative_order(aapl_short, today))

result = account.place_order(aapl)
result = account.place_order(aapl, today)
self.assertTrue(result.success)

relative = account.to_relative_order(aapl)
relative = account.to_relative_order(aapl, today)
self.assertEqual(0, relative.quantity)

relative = account.to_relative_order(aapl_hold)
relative = account.to_relative_order(aapl_hold, today)
self.assertEqual(-aapl.quantity, relative.quantity)

relative = account.to_relative_order(aapl_short)
relative = account.to_relative_order(aapl_short, today)
self.assertEqual(aapl_short.quantity * 2, relative.quantity)

order = bktest.Order("AAPL", 44, 1)
relative = account.to_relative_order(order)
order = bktest.Order("AAPL", 44, 1, 44 * 1)
relative = account.to_relative_order(order, today)
self.assertEqual(2, relative.quantity)

account = bktest.Account()
result = account.place_order(aapl_short)
result = account.place_order(aapl_short, today)

relative = account.to_relative_order(aapl_short)
relative = account.to_relative_order(aapl_short, today)
self.assertEqual(0, relative.quantity)

relative = account.to_relative_order(aapl_hold)
relative = account.to_relative_order(aapl_hold, today)
self.assertEqual(aapl.quantity, relative.quantity)

relative = account.to_relative_order(aapl)
relative = account.to_relative_order(aapl, today)
self.assertEqual(aapl.quantity * 2, relative.quantity)

order = bktest.Order("AAPL", -44, 1)
relative = account.to_relative_order(order)
order = bktest.Order("AAPL", -44, 1, -44 * 1)
relative = account.to_relative_order(order, today)
self.assertEqual(-2, relative.quantity)

@staticmethod
Expand Down

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