本文整理汇总了Python中position.Position.calculate_profit_base方法的典型用法代码示例。如果您正苦于以下问题：Python Position.calculate_profit_base方法的具体用法？Python Position.calculate_profit_base怎么用？Python Position.calculate_profit_base使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类position.Position的用法示例。
在下文中一共展示了Position.calculate_profit_base方法的3个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: TestLongEURUSDPosition
# 需要导入模块: from position import Position [as 别名]
# 或者: from position.Position import calculate_profit_base [as 别名]
class TestLongEURUSDPosition(unittest.TestCase):
"""
Unit tests that cover going short EUR/USD with an account
denominated currency of GBP, using 2,000 units of EUR/USD.
"""
def setUp(self):
home_currency = "GBP"
position_type = "short"
currency_pair = "EURUSD"
units = Decimal("2000")
ticker = TickerMock()
self.position = Position(
home_currency, position_type,
currency_pair, units, ticker
)
def test_calculate_init_pips(self):
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("-0.00015"))
def test_calculate_init_profit_base(self):
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("-0.19954"))
def test_calculate_init_profit_perc(self):
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("-0.00998"))
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.
"""
prices = self.position.ticker.prices
prices["GBPUSD"] = {
"bid": Decimal("1.50486"), "ask": Decimal("1.50586")}
prices["USDGBP"] = {
"bid": Decimal("0.66451"), "ask": Decimal("0.66407")}
prices["EURUSD"] = {
"bid": Decimal("1.07811"), "ask": Decimal("1.07827")}
self.position.update_position_price()
# Check pips
pos_pips = self.position.calculate_pips()
self.assertEqual(pos_pips, Decimal("0.00005"))
# Check profit base
profit_base = self.position.calculate_profit_base()
self.assertEqual(profit_base, Decimal("0.06641"))
# Check profit percentage
profit_perc = self.position.calculate_profit_perc()
self.assertEqual(profit_perc, Decimal("0.00332"))示例2: TestLongGBPUSDPosition
# 需要导入模块: from position import Position [as 别名]
# 或者: from position.Position import calculate_profit_base [as 别名]
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"))示例3: TestLongGBPUSDPosition
# 需要导入模块: from position import Position [as 别名]
# 或者: from position.Position import calculate_profit_base [as 别名]
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"))