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"""Tests for the JSON interface with options and exercise operations.""" |
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from __future__ import absolute_import |
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import unittest |
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import json |
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from trade_app.trade.occurrence import Occurrence as Operation |
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from trade_app.trade.subject import Subject as Asset |
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from trade_app.trade.context import ( |
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find_volume, fetch_daytrades, group_positions |
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) |
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from trade_app.trade.trade_json import TradeJSON |
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from trade_app.options import fetch_exercises, Option, Exercise |
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class TestJSON(unittest.TestCase): |
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"""Base class for the JSON tests.""" |
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json_input = None |
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json_output = None |
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maxDiff = None |
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def setUp(self): |
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types = { |
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'Asset': Asset, |
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'Operation': Operation, |
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} |
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self.interface = TradeJSON( |
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[find_volume, fetch_daytrades, group_positions], |
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types |
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) |
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def test_json_interface(self): |
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"""Test the json response.""" |
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if self.json_input: |
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self.assertEqual( |
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json.loads(self.interface.get_trade_results(self.json_input)), |
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json.loads(self.json_output) |
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) |
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class TestJSONWithOptionsBase(TestJSON): |
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"""Base class for the JSON tests.""" |
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json_input = None |
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json_output = None |
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maxDiff = None |
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def setUp(self): |
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"""Include the fetch_exercises function and the new types.""" |
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types = { |
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'Asset': Asset, |
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'Operation': Operation, |
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'Option': Option, |
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'Exercise': Exercise, |
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} |
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self.interface = TradeJSON( |
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[ |
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find_volume, fetch_daytrades, fetch_exercises, group_positions |
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], |
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types) |
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class TestJSONWithOptions(TestJSONWithOptionsBase): |
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"""Option operations.""" |
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json_input = """{ |
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"subjects": { |
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"ASSET": { |
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"type": "Asset", |
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"name": "Some Asset" |
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}, |
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"OPTION": { |
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"type": "Option", |
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"name": "Some Option", |
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"underlying_assets": {"ASSET":1}, |
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"expiration_date": "2015-12-23" |
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} |
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}, |
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"occurrences": [ |
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{ |
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"type": "Operation", |
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"subject": "OPTION", |
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"date": "2015-01-01", |
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"quantity": 10, |
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"price": 650.33 |
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}, |
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{ |
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"type": "Operation", |
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"subject": "ASSET", |
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"date": "2015-01-02", |
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"quantity": 10, |
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"price": 650.33 |
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}, |
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{ |
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"type": "Operation", |
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"subject": "ASSET", |
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"date": "2015-01-02", |
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"quantity": -10, |
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"price": 651.33 |
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} |
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], |
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"initial state": {} |
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}""" |
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json_output = """{ |
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"totals": { |
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"sales": { |
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"volume": 6513.3, |
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"operations": 1 |
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}, |
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"purchases": { |
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"volume": 13006.6, |
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"operations": 2 |
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}, |
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"operations": 3, |
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"daytrades": 1, |
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"results": { |
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"daytrades": 10.0 |
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} |
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}, |
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"assets": { |
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"OPTION": { |
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"totals": { |
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"sales": 0, |
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"purchases": 1, |
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"operations": 1, |
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"daytrades": 0, |
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"results": {} |
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}, |
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"states": { |
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"2015-01-01": { |
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"quantity": 10, |
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"price": 650.33, |
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"results": {} |
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} |
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} |
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}, |
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"ASSET": { |
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"totals": { |
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"sales": 1, |
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"purchases": 1, |
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"operations": 2, |
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"daytrades": 1, |
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"results": { |
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"daytrades": 10.0 |
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} |
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}, |
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"states": { |
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"2015-01-02": { |
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"quantity": 0, |
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"price": 0, |
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"results": { |
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"daytrades": 10.0 |
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} |
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} |
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} |
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} |
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} |
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}""" |
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class TestJSONCase0301(TestJSONWithOptionsBase): |
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"""An exercise operation.""" |
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json_input = """{ |
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"subjects": { |
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"ASSET": { |
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"type": "Asset", |
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"name": "Some Asset" |
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}, |
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"OPTION": { |
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"type": "Option", |
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"name": "Some Option", |
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"expiration_date": "2016-12-23", |
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"underlying_assets": {"ASSET": 1} |
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} |
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}, |
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"occurrences": [ |
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{ |
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"type": "Operation", |
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"subject": "OPTION", |
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"date": "2015-01-01", |
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"quantity": 10, |
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"price": 1 |
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}, |
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{ |
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"type": "Exercise", |
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"subject": "OPTION", |
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"date": "2015-01-03", |
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"quantity": 10, |
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"price": 4 |
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} |
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], |
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"initial state": {} |
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}""" |
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json_output = """{ |
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"totals": { |
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"sales": { |
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"volume": 0, |
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"operations": 0 |
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}, |
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"purchases": { |
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"volume": 50, |
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"operations": 2 |
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}, |
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"operations": 2, |
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"daytrades": 0, |
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"results": {} |
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}, |
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"assets": { |
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"OPTION": { |
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"totals": { |
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"sales": 0, |
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"purchases": 2, |
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"operations": 2, |
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"daytrades": 0, |
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"results": {} |
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}, |
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"states": { |
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"2015-01-01": { |
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"quantity": 10, |
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"price": 1.0, |
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"results": {} |
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}, |
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"2015-01-03": { |
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"quantity": 0, |
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"price": 0, |
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"results": {} |
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} |
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} |
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}, |
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"ASSET": { |
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"totals": { |
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"sales": 0, |
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"purchases": 0, |
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"operations": 0, |
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"daytrades": 0, |
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"results": {} |
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}, |
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"states": { |
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"2015-01-03": { |
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"quantity": 10, |
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"price": 5, |
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"results": {} |
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} |
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} |
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} |
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} |
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}""" |
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class TestJSONCase0302(TestJSONWithOptionsBase): |
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"""An exercise operation that generates results.""" |
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json_input = """{ |
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"subjects": { |
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"ASSET": { |
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"type": "Asset", |
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"name": "Some Asset" |
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}, |
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"OPTION": { |
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"type": "Option", |
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"name": "Some Option", |
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"expiration_date": "2016-12-23", |
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"underlying_assets": {"ASSET": 1} |
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} |
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}, |
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"occurrences": [ |
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{ |
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"type": "Operation", |
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"subject": "OPTION", |
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"date": "2015-01-01", |
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"quantity": 10, |
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"price": 1 |
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}, |
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{ |
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"type": "Operation", |
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"subject": "ASSET", |
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"date": "2015-01-02", |
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"quantity": -10, |
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"price": 7 |
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}, |
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{ |
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"type": "Exercise", |
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"subject": "OPTION", |
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"date": "2015-01-03", |
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"quantity": 10, |
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"price": 4 |
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} |
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], |
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"initial state": {} |
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}""" |
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299
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300
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301
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json_output = """{ |
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"totals": { |
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"sales": { |
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"volume": 70, |
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"operations": 1 |
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}, |
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"purchases": { |
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"volume": 50, |
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"operations": 2 |
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}, |
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"operations": 3, |
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"daytrades": 0, |
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"results": { |
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314
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"trades": 20 |
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315
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} |
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316
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}, |
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317
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"assets": { |
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318
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"OPTION": { |
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"totals": { |
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320
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"sales": 0, |
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321
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"purchases": 2, |
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"operations": 2, |
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323
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"daytrades": 0, |
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"results": {} |
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325
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}, |
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"states": { |
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"2015-01-01": { |
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"quantity": 10, |
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"price": 1.0, |
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330
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"results": {} |
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331
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}, |
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"2015-01-03": { |
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"quantity": 0, |
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"price": 0, |
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335
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"results": {} |
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336
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} |
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337
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} |
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338
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}, |
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"ASSET": { |
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340
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"totals": { |
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341
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"sales": 1, |
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342
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"purchases": 0, |
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343
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"operations": 1, |
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344
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"daytrades": 0, |
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345
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"results": { |
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346
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"trades": 20 |
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347
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} |
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348
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}, |
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349
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"states": { |
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350
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"2015-01-02": { |
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351
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"quantity": -10, |
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352
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"price": 7, |
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353
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"results": {} |
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354
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}, |
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355
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"2015-01-03": { |
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356
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"quantity": 0, |
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357
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"price": 0, |
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358
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"results": { |
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359
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"trades": 20 |
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360
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} |
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361
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} |
|
362
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|
} |
|
363
|
|
|
} |
|
364
|
|
|
} |
|
365
|
|
|
}""" |
|
366
|
|
|
|
rochars /
trade
