本文整理汇总了Python中position.Position.update_market_value方法的典型用法代码示例。如果您正苦于以下问题：Python Position.update_market_value方法的具体用法？Python Position.update_market_value怎么用？Python Position.update_market_value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.update_market_value方法的2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: TestRoundTripXOPosition
# 需要导入模块: from position import Position [as 别名]
# 或者: from position.Position import update_market_value [as 别名]
class TestRoundTripXOPosition(unittest.TestCase):
"""
Trade a round-trip trade in Exxon-MObil where the initial
trade is a buy/long of 100 shares of XOM, at a price of
$74.78, with $1.00 commission.
"""
def setUp(self):
"""
Set up the Position object that wil store the PnL.
"""
self.position = Position('BOT', 'XOM', Decimal('100'),
Decimal('74.78'), Decimal('1.00'),
Decimal('74.78'), Decimal('74.78'))
def test_calculate_round_trip(self):
"""
After the subsequent purchase, carry outtwo more buys/longs
and then close the position out with two additional sells/shorts.
The following prices have been tested against those calculated
via Interactive Brokers' Trader Workstation (TWS).
"""
# set the data in the object
self.position.transact_shares('BOT', Decimal('100'), Decimal('74.63'), Decimal('1.00'))
self.position.transact_shares('BOT', Decimal('250'), Decimal('74.620'), Decimal('1.25'))
self.position.transact_shares('SLD', Decimal('200'), Decimal('74.58'), Decimal('1.00'))
self.position.transact_shares('SLD', Decimal('250'), Decimal('75.26'), Decimal('1.25'))
self.position.update_market_value(Decimal('77.75'), Decimal('77.77'))
# start testing the values inside the object
# the assertEqual method is derived by the unittest.TestCase from which the class derive from
self.assertEqual(self.position.action, 'BOT')
self.assertEqual(self.position.ticker, 'XOM')
self.assertEqual(self.position.quantity, Decimal('0'))
self.assertEqual(self.position.buys, Decimal('450'))
self.assertEqual(self.position.sells, Decimal('450'))
self.assertEqual(self.position.net, Decimal('0'))
self.assertEqual(self.position.avg_bot, Decimal('74.65778'))
self.assertEqual(self.position.avg_sld, Decimal('74.95778'))
self.assertEqual(self.position.total_bot, Decimal('33596.00'))
self.assertEqual(self.position.total_sld, Decimal('33731.00'))
self.assertEqual(self.position.net_total, Decimal('135.00'))
self.assertEqual(self.position.total_commission, Decimal('5.50'))
self.assertEqual(self.position.net_incl_comm, Decimal('129.50'))
self.assertEqual(self.position.avg_price, Decimal('74.665'))
self.assertEqual(self.position.cost_basis, Decimal('0.00'))
self.assertEqual(self.position.market_value, Decimal('0.00'))
self.assertEqual(self.position.unrealised_pnl, Decimal('0.00'))
self.assertEqual(self.position.realised_pnl, Decimal('129.50'))示例2: TestRoundTripPGPosition
# 需要导入模块: from position import Position [as 别名]
# 或者: from position.Position import update_market_value [as 别名]
class TestRoundTripPGPosition(unittest.TestCase):
"""
Test a round-trip trade in Proctor & Gamble where the initial
trade is a sell/short of 100 shares of PG, at a price of $77.69, with $1.00 commission.
"""
def setUp(self):
self.position = Position('SLD', 'PG', Decimal('100'),
Decimal('77.69'), Decimal('1.00'),
Decimal('77.68'), Decimal('77.70'))
def test_calculate_round_trip(self):
"""
After the subsequent sale, carry out two more sells/shorts
and then close the position out with two additional buys/longs.
The following prices have been tested against those calculated
via Interactive Brokers' Trader Workstation (TWS).
"""
self.position.transact_shares('SLD', Decimal('100'), Decimal('77.68'), Decimal('1.00'))
self.position.transact_shares('SLD', Decimal('50'), Decimal('77.70'), Decimal('1.00'))
self.position.transact_shares('BOT', Decimal('100'), Decimal('77.77'), Decimal('1.00'))
self.position.transact_shares('BOT', Decimal('150'), Decimal('77.73'), Decimal('1.00'))
self.position.update_market_value(Decimal('77.72'), Decimal('77.72'))
self.assertEqual(self.position.action, 'SLD')
self.assertEqual(self.position.ticker, 'PG')
self.assertEqual(self.position.quantity, Decimal('0'))
self.assertEqual(self.position.buys, Decimal('250'))
self.assertEqual(self.position.sells, Decimal('250'))
self.assertEqual(self.position.net, Decimal('0'))
self.assertEqual(self.position.avg_bot, Decimal('77.746'))
self.assertEqual(self.position.avg_sld, Decimal('77.688'))
self.assertEqual(self.position.total_bot, Decimal('19436.50'))
self.assertEqual(self.position.total_sld, Decimal('19422.00'))
self.assertEqual(self.position.net_total, Decimal('-14.50'))
self.assertEqual(self.position.total_commission, Decimal('5.00'))
self.assertEqual(self.position.net_incl_comm, Decimal('-19.50'))
self.assertEqual(self.position.avg_price, Decimal('77.67600'))
self.assertEqual(self.position.cost_basis, Decimal('0.00'))
self.assertEqual(self.position.market_value, Decimal('0.00'))
self.assertEqual(self.position.unrealised_pnl, Decimal('0.00'))
self.assertEqual(self.position.realised_pnl, Decimal('-19.50'))