TST: Forgot to add order method test algos.

zipline/test_algorithms.py

@@ -223,7 +223,6 @@ class TestOrderAlgorithm(TradingAlgorithm):
         self.sale_price = None
 
     def handle_data(self, data):
-        print data[0]
         if self.incr == 0:
             assert 0 not in self.portfolio.positions
         else:
@@ -235,6 +234,104 @@ class TestOrderAlgorithm(TradingAlgorithm):
         self.order(0, 1)
 
 
+class TestOrderValueAlgorithm(TradingAlgorithm):
+    def initialize(self):
+        self.incr = 0
+        self.sale_price = None
+
+    def handle_data(self, data):
+        if self.incr == 0:
+            assert 0 not in self.portfolio.positions
+        else:
+            assert self.portfolio.positions[0]['amount'] == \
+                self.incr, "Orders not filled immediately."
+            assert self.portfolio.positions[0]['last_sale_price'] == \
+                data[0].price, "Orders not filled at current price."
+        self.incr += 2
+        self.order_value(0, data[0].price * 2.)
+
+
+class TestTargetAlgorithm(TradingAlgorithm):
+    def initialize(self):
+        self.target_shares = 0
+        self.sale_price = None
+
+    def handle_data(self, data):
+        if self.target_shares == 0:
+            assert 0 not in self.portfolio.positions
+        else:
+            assert self.portfolio.positions[0]['amount'] == \
+                self.target_shares, "Orders not filled immediately."
+            assert self.portfolio.positions[0]['last_sale_price'] == \
+                data[0].price, "Orders not filled at current price."
+        self.target_shares = np.random.randint(1, 30)
+        self.target(0, self.target_shares)
+
+
+class TestOrderPercentAlgorithm(TradingAlgorithm):
+    def initialize(self):
+        self.target_shares = 0
+        self.sale_price = None
+
+    def handle_data(self, data):
+        if self.target_shares == 0:
+            assert 0 not in self.portfolio.positions
+            self.order(0, 10)
+            self.target_shares = 10
+            return
+        else:
+            assert self.portfolio.positions[0]['amount'] == \
+                self.target_shares, "Orders not filled immediately."
+            assert self.portfolio.positions[0]['last_sale_price'] == \
+                data[0].price, "Orders not filled at current price."
+
+        self.order_percent(0, .001)
+        self.target_shares += np.floor((.001 *
+                                        self.portfolio.portfolio_value)
+                                       / data[0].price)
+
+
+class TestTargetPercentAlgorithm(TradingAlgorithm):
+    def initialize(self):
+        self.target_shares = 0
+        self.sale_price = None
+
+    def handle_data(self, data):
+        if self.target_shares == 0:
+            assert 0 not in self.portfolio.positions
+            self.target_shares = 1
+        else:
+            assert np.round(self.portfolio.portfolio_value * 0.002) == \
+                self.portfolio.positions[0]['amount'] * self.sale_price, \
+                "Orders not filled correctly."
+            assert self.portfolio.positions[0]['last_sale_price'] == \
+                data[0].price, "Orders not filled at current price."
+        self.sale_price = data[0].price
+        self.target_percent(0, .002)
+
+
+class TestTargetValueAlgorithm(TradingAlgorithm):
+    def initialize(self):
+        self.target_shares = 0
+        self.sale_price = None
+
+    def handle_data(self, data):
+        if self.target_shares == 0:
+            assert 0 not in self.portfolio.positions
+            self.order(0, 10)
+            self.target_shares = 10
+            return
+        else:
+            print self.portfolio
+            assert self.portfolio.positions[0]['amount'] == \
+                self.target_shares, "Orders not filled immediately."
+            assert self.portfolio.positions[0]['last_sale_price'] == \
+                data[0].price, "Orders not filled at current price."
+
+        self.target_value(0, 20)
+        self.target_shares = np.round(20 / data[0].price)
+
+
 from zipline.algorithm import TradingAlgorithm
 from zipline.transforms import BatchTransform, batch_transform
 from zipline.transforms import MovingAverage