fix: Broken test cases

suminb · May 23, 2024 · 56b9f1c · 56b9f1c
1 parent edc31d3
commit 56b9f1c
Show file tree

Hide file tree

Showing 3 changed files with 120 additions and 117 deletions.
diff --git a/tests/ext/test_ext_models.py b/tests/ext/test_ext_models.py
@@ -0,0 +1,119 @@
+import pytest
+
+from finance.ext.models import Portfolio
+
+
+def assert_equals_dict_of_float(d1: dict, d2: dict):
+    assert d1.keys() == d2.keys()
+    for k in d1.keys():
+        assert abs(d1[k] - d2[k]) < 1e-6
+
+
+def test_portfolio():
+    pf = Portfolio.load_from_file("tests/samples/portfolio1.yml", {})
+    pf.evaluate_inventory()
+    assert pf.inventory == {"QQQ": 6, "SCHD": 70, "SCHH": 10, "TLT": 15}
+
+
+# TODO: Diversify test scenarios
+inventory = {
+    "SPY": 50,
+    "TLT": 45,
+    "ARKW": 500,
+    "REMX": 100,
+    "_USD": 10000,
+}
+current_prices = {
+    "SPY": 436.04,
+    "TLT": 86.2,
+    "ARKW": 52.64,
+    "REMX": 63.25,
+    "GDX": 28.95,
+    "_USD": 1,
+}
+target = {
+    "SPY": 4,
+    "TLT": 3,
+    "GDX": 2,
+    "ARKW": 1,
+    "_USD": 1,
+}
+p1 = Portfolio(current_prices, target, [])
+p1.inventory = inventory
+
+
+def test_portfolio_asset_values():
+    assert_equals_dict_of_float(
+        p1.asset_values,
+        {
+            "SPY": 21802.0,
+            "TLT": 3879.0,
+            "ARKW": 26320.0,
+            "REMX": 6325.0,
+            "_USD": 10000,
+        },
+    )
+
+
+def test_portfolio_net_asset_value():
+    assert p1.net_asset_value == 68326
+
+
+def test_portfolio_current_weights():
+    assert_equals_dict_of_float(
+        p1.current_weights,
+        {
+            "ARKW": 0.3852120715393847,
+            "REMX": 0.09257091004888329,
+            "SPY": 0.3190879021163247,
+            "TLT": 0.056771946257647164,
+            "_USD": 0.14635717003776014,
+        },
+    )
+
+
+def test_portfolio_calc_diff():
+    assert_equals_dict_of_float(
+        p1.calc_diff(),
+        {
+            "SPY": -0.04454846152003894,
+            "ARKW": 0.2943029806302938,
+            "TLT": -0.21595532646962554,
+            "GDX": -0.18181818181818182,
+            "REMX": 0.09257091004888329,
+            "_USD": 0.055448079128669225,
+        },
+    )
+
+
+@pytest.mark.skip
+def test_portfolio_make_rebalancing_plan():
+    assert_equals_dict_of_float(
+        p1.make_rebalancing_plan(),
+        {
+            "SPY": 6,
+            "ARKW": -382,
+            "TLT": 171,
+            "GDX": 429,
+            "REMX": -100,
+        },
+    )
+
+
+@pytest.mark.skip
+def test_portfolio_apply_plan():
+    plan = p1.make_rebalancing_plan()
+    p1.apply_plan(plan, parse_dt("2023-01-03"), parse_dt("2023-01-05"), {})
+    assert_equals_dict_of_float(
+        p1.inventory,
+        {
+            "SPY": 56,
+            "TLT": 216,
+            "ARKW": 118,
+            "REMX": 0,
+            "GDX": 429,
+            "_USD": 6657.49,
+        },
+    )
+    expected_usd = (target["_USD"] / sum(target.values())) * p1.net_asset_value
+    assert 0.9 < p1.inventory["_USD"] / expected_usd < 1.1
diff --git a/tests/ext/test_models.py b/tests/ext/test_models.py
diff --git a/tests/ext/test_warehouse.py b/tests/ext/test_warehouse.py
@@ -3,13 +3,7 @@
 
 import pytest
 
-from finance.ext.warehouse import Portfolio, make_combination_indices
-
-
-def assert_equals_dict_of_float(d1: dict, d2: dict):
-    assert d1.keys() == d2.keys()
-    for k in d1.keys():
-        assert abs(d1[k] - d2[k]) < 1e-6
+from finance.ext.warehouse import make_combination_indices
 
 
 @pytest.mark.parametrize(
@@ -36,106 +30,3 @@ def parse_dt(str_dt, tz=pytz.timezone("America/New_York")):
     return datetime.strptime(str_dt + " 00:00:00", "%Y-%m-%d %H:%M:%S").replace(
         tzinfo=tz
     )
-
-
-# TODO: Diversify test scenarios
-inventory = {
-    "SPY": 50,
-    "TLT": 45,
-    "ARKW": 500,
-    "REMX": 100,
-    "_USD": 10000,
-}
-current_prices = {
-    "SPY": 436.04,
-    "TLT": 86.2,
-    "ARKW": 52.64,
-    "REMX": 63.25,
-    "GDX": 28.95,
-    "_USD": 1,
-}
-target = {
-    "SPY": 4,
-    "TLT": 3,
-    "GDX": 2,
-    "ARKW": 1,
-    "_USD": 1,
-}
-p1 = Portfolio(inventory, current_prices, target)
-
-
-def test_portfolio_asset_values():
-    assert_equals_dict_of_float(
-        p1.asset_values,
-        {
-            "SPY": 21802.0,
-            "TLT": 3879.0,
-            "ARKW": 26320.0,
-            "REMX": 6325.0,
-            "_USD": 10000,
-        },
-    )
-
-
-def test_portfolio_net_asset_value():
-    assert p1.net_asset_value == 68326
-
-
-def test_portfolio_current_weights():
-    assert_equals_dict_of_float(
-        p1.current_weights,
-        {
-            "ARKW": 0.3852120715393847,
-            "REMX": 0.09257091004888329,
-            "SPY": 0.3190879021163247,
-            "TLT": 0.056771946257647164,
-            "_USD": 0.14635717003776014,
-        },
-    )
-
-
-def test_portfolio_calc_diff():
-    assert_equals_dict_of_float(
-        p1.calc_diff(),
-        {
-            "SPY": -0.04454846152003894,
-            "ARKW": 0.2943029806302938,
-            "TLT": -0.21595532646962554,
-            "GDX": -0.18181818181818182,
-            "REMX": 0.09257091004888329,
-            "_USD": 0.055448079128669225,
-        },
-    )
-
-
-@pytest.mark.skip
-def test_portfolio_make_rebalancing_plan():
-    assert_equals_dict_of_float(
-        p1.make_rebalancing_plan(),
-        {
-            "SPY": 6,
-            "ARKW": -382,
-            "TLT": 171,
-            "GDX": 429,
-            "REMX": -100,
-        },
-    )
-
-
-@pytest.mark.skip
-def test_portfolio_apply_plan():
-    plan = p1.make_rebalancing_plan()
-    p1.apply_plan(plan, parse_dt("2023-01-03"), parse_dt("2023-01-05"), {})
-    assert_equals_dict_of_float(
-        p1.inventory,
-        {
-            "SPY": 56,
-            "TLT": 216,
-            "ARKW": 118,
-            "REMX": 0,
-            "GDX": 429,
-            "_USD": 6657.49,
-        },
-    )
-    expected_usd = (target["_USD"] / sum(target.values())) * p1.net_asset_value
-    assert 0.9 < p1.inventory["_USD"] / expected_usd < 1.1