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MAINT: Ensure the sign of the result is positive
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@@ -1,3 +1,5 @@
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import math
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from nose_parameterized import parameterized
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from unittest import TestCase
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@@ -16,6 +18,8 @@ class BlotterTestCase(TestCase):
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def test_round_for_minimum_price_variation_buy(self, price, expected):
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result = round_for_minimum_price_variation(price, is_buy=True)
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self.assertEqual(result, expected)
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self.assertEqual(math.copysign(1.0, result),
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math.copysign(1.0, expected))
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@parameterized.expand([(0.00, 0.00),
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(0.01, 0.01),
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@@ -27,3 +31,5 @@ class BlotterTestCase(TestCase):
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def test_round_for_minimum_price_variation_sell(self, price, expected):
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result = round_for_minimum_price_variation(price, is_buy=False)
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self.assertEqual(result, expected)
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self.assertEqual(math.copysign(1.0, result),
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math.copysign(1.0, expected))
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