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Richard Frank
36 lines
1.4 KiB
Python
36 lines
1.4 KiB
Python
import math
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from nose_parameterized import parameterized
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from unittest import TestCase
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from zipline.finance.blotter import round_for_minimum_price_variation
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class BlotterTestCase(TestCase):
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@parameterized.expand([(0.00, 0.00),
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(0.01, 0.01),
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(0.0005, 0.00),
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(1.006, 1.00),
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(1.0095, 1.01),
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(1.00949, 1.00),
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(1.0005, 1.00)])
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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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(0.0005, 0.00),
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(1.006, 1.01),
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(1.0005, 1.00),
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(1.00051, 1.01),
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(1.0095, 1.01)])
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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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