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package gobacktest
import (
"reflect"
"testing"
"time"
)
func TestCreatePosition(t *testing.T) {
// set the example time string in format yyyy-mm-dd
var exampleTime, _ = time.Parse("2006-01-02", "2017-06-01")
// testCases is a table for testing creation of a position
var testCases = []struct {
msg string // error message
fill FillEvent // input
expPos *Position // expected Position
}{
{"create with buy:",
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST",
direction: BOT, // BOT for buy or SLD for sell
qty: 10, price: 10,
commission: 4, exchangeFee: 1, cost: 5,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 10, qtyBOT: 10, qtySLD: 0,
avgPrice: 10, avgPriceNet: 10.5, avgPriceBOT: 10, avgPriceSLD: 0,
value: -100, valueBOT: 100, valueSLD: 0,
netValue: -105, netValueBOT: 105, netValueSLD: 0,
marketPrice: 10, marketValue: 100,
commission: 4, exchangeFee: 1, cost: 5, costBasis: 105,
realProfitLoss: 0, unrealProfitLoss: -5, totalProfitLoss: -5,
},
},
{"create with sell:",
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST",
direction: SLD, // BOT for buy or SLD for sell
qty: 10, price: 10,
commission: 4, exchangeFee: 1, cost: 5,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: -10, qtyBOT: 0, qtySLD: 10,
avgPrice: 10, avgPriceNet: 9.5, avgPriceBOT: 0, avgPriceSLD: 10,
value: 100, valueBOT: 0, valueSLD: 100,
netValue: 95, netValueBOT: 0, netValueSLD: 95,
marketPrice: 10, marketValue: 100,
commission: 4, exchangeFee: 1, cost: 5, costBasis: -95,
realProfitLoss: 0, unrealProfitLoss: -5, totalProfitLoss: -5,
},
},
}
for _, tc := range testCases {
// initialize new Position ready for use
var p = new(Position)
p.Create(tc.fill)
if !reflect.DeepEqual(p, tc.expPos) {
t.Errorf("%v\nCreate(%v): \nexpected %p %#v, \nactual %p %#v", tc.msg, tc.fill, tc.expPos, tc.expPos, p, p)
}
}
}
func TestUpdatePosition(t *testing.T) {
// set the example time string in format yyyy-mm-dd
var exampleTime, _ = time.Parse("2006-01-02", "2017-06-01")
var posBOT = &Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 10, qtyBOT: 10, qtySLD: 0,
avgPrice: 10, avgPriceNet: 10.5, avgPriceBOT: 10, avgPriceSLD: 0,
value: -100, valueBOT: 100, valueSLD: 0,
netValue: -105, netValueBOT: 105, netValueSLD: 0,
marketPrice: 10, marketValue: 100,
commission: 4, exchangeFee: 1, cost: 5, costBasis: 105,
realProfitLoss: 0, unrealProfitLoss: -5, totalProfitLoss: -5,
}
var posSLD = &Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: -10, qtyBOT: 0, qtySLD: 10,
avgPrice: 10, avgPriceNet: 9.5, avgPriceBOT: 0, avgPriceSLD: 10,
value: 100, valueBOT: 0, valueSLD: 100,
netValue: 95, netValueBOT: 0, netValueSLD: 95,
marketPrice: 10, marketValue: 100,
commission: 4, exchangeFee: 1, cost: 5, costBasis: -95,
realProfitLoss: 0, unrealProfitLoss: -5, totalProfitLoss: -5,
}
// testCases is a table for testing updating a position
var testCases = []struct {
msg string // error string
pos *Position // base position
fill FillEvent // input
expPos *Position // expected Position
}{
{"BOT position, buying stock:",
posBOT,
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: BOT, // BOT for buy or SLD for sell
qty: 15, price: 15,
commission: 6, exchangeFee: 1, cost: 7,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 25, qtyBOT: 25, qtySLD: 0,
avgPrice: 13, avgPriceNet: 13.48, avgPriceBOT: 13, avgPriceSLD: 0,
value: -325, valueBOT: 325, valueSLD: 0,
netValue: -337, netValueBOT: 337, netValueSLD: 0,
marketPrice: 15, marketValue: 375,
commission: 10, exchangeFee: 2, cost: 12, costBasis: 337,
realProfitLoss: 0, unrealProfitLoss: 38, totalProfitLoss: 38,
},
},
{"BOT position, selling stock:",
posBOT,
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: SLD, // BOT for buy or SLD for sell
qty: 6, price: 12,
commission: 4, exchangeFee: 1, cost: 5,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 4, qtyBOT: 10, qtySLD: 6,
avgPrice: 10.75, avgPriceNet: 10.75, avgPriceBOT: 10, avgPriceSLD: 12,
value: -28, valueBOT: 100, valueSLD: 72,
netValue: -38, netValueBOT: 105, netValueSLD: 67,
marketPrice: 12, marketValue: 48,
commission: 8, exchangeFee: 2, cost: 10, costBasis: 42,
realProfitLoss: 4, unrealProfitLoss: 6, totalProfitLoss: 10,
},
},
{"BOT position, selling, turning SLD position:",
posBOT,
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: SLD, // BOT for buy or SLD for sell
qty: 15, price: 5,
commission: 4, exchangeFee: 1, cost: 5,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: -5, qtyBOT: 10, qtySLD: 15,
avgPrice: 7, avgPriceNet: 7, avgPriceBOT: 10, avgPriceSLD: 5,
value: -25, valueBOT: 100, valueSLD: 75,
netValue: -35, netValueBOT: 105, netValueSLD: 70,
marketPrice: 5, marketValue: 25,
commission: 8, exchangeFee: 2, cost: 10, costBasis: -52.5,
realProfitLoss: -87.5, unrealProfitLoss: 27.5, totalProfitLoss: -60,
},
},
{"BOT position, exit stock:",
posBOT,
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: SLD, // BOT for buy or SLD for sell
qty: 10, price: 12,
commission: 5, exchangeFee: 1, cost: 6,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 0, qtyBOT: 10, qtySLD: 10,
avgPrice: 11, avgPriceNet: 10.95, avgPriceBOT: 10, avgPriceSLD: 12,
value: 20, valueBOT: 100, valueSLD: 120,
netValue: 9, netValueBOT: 105, netValueSLD: 114,
marketPrice: 12, marketValue: 0,
commission: 9, exchangeFee: 2, cost: 11, costBasis: 0,
realProfitLoss: 9, unrealProfitLoss: 0, totalProfitLoss: 9,
},
},
{"SLD position, selling stock:",
posSLD,
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: SLD, // BOT for buy or SLD for sell
qty: 15, price: 15,
commission: 6, exchangeFee: 1, cost: 7,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: -25, qtyBOT: 0, qtySLD: 25,
avgPrice: 13, avgPriceNet: 12.52, avgPriceBOT: 0, avgPriceSLD: 13,
value: 325, valueBOT: 0, valueSLD: 325,
netValue: 313, netValueBOT: 0, netValueSLD: 313,
marketPrice: 15, marketValue: 375,
commission: 10, exchangeFee: 2, cost: 12, costBasis: -313,
realProfitLoss: 0, unrealProfitLoss: -62, totalProfitLoss: -62,
},
},
{"SLD position, buying stock:",
posSLD,
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: BOT, // BOT for buy or SLD for sell
qty: 6, price: 12,
commission: 4, exchangeFee: 1, cost: 5,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: -4, qtyBOT: 6, qtySLD: 10,
avgPrice: 10.75, avgPriceNet: 10.75, avgPriceBOT: 12, avgPriceSLD: 10,
value: 28, valueBOT: 72, valueSLD: 100,
netValue: 18, netValueBOT: 77, netValueSLD: 95,
marketPrice: 12, marketValue: 48,
commission: 8, exchangeFee: 2, cost: 10, costBasis: -38,
realProfitLoss: -20, unrealProfitLoss: -10, totalProfitLoss: -30,
},
},
{"SLD position, buying, turning BOT position:",
posSLD,
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: BOT, // BOT for buy or SLD for sell
qty: 15, price: 5,
commission: 4, exchangeFee: 1, cost: 5,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 5, qtyBOT: 15, qtySLD: 10,
avgPrice: 7, avgPriceNet: 7, avgPriceBOT: 5, avgPriceSLD: 10,
value: 25, valueBOT: 75, valueSLD: 100,
netValue: 15, netValueBOT: 80, netValueSLD: 95,
marketPrice: 5, marketValue: 25,
commission: 8, exchangeFee: 2, cost: 10, costBasis: 47.5,
realProfitLoss: 62.5, unrealProfitLoss: -22.5, totalProfitLoss: 40,
},
},
{"SLD position, exit stock:",
posSLD,
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: BOT, // BOT for buy or SLD for sell
qty: 10, price: 12,
commission: 5, exchangeFee: 1, cost: 6,
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 0, qtyBOT: 10, qtySLD: 10,
avgPrice: 11, avgPriceNet: 11.05, avgPriceBOT: 12, avgPriceSLD: 10,
value: -20, valueBOT: 120, valueSLD: 100,
netValue: -31, netValueBOT: 126, netValueSLD: 95,
marketPrice: 12, marketValue: 0,
commission: 9, exchangeFee: 2, cost: 11, costBasis: 0,
realProfitLoss: -31, unrealProfitLoss: 0, totalProfitLoss: -31,
},
},
}
for _, tc := range testCases {
// initialize new Position and copy pointer to struct from testcases
p := &Position{}
*p = *tc.pos
p.Update(tc.fill)
// Check single values of position
// if p.qty != tc.expPos.qty {
// t.Errorf("%v qty: expected %#v, actual %#v", tc.msg, tc.expPos.qty, p.qty)
// }
// if p.qtyBOT != tc.expPos.qtyBOT {
// t.Errorf("%v qtyBOT: expected %#v, actual %#v", tc.msg, tc.expPos.qtyBOT, p.qtyBOT)
// }
// if p.qtySLD != tc.expPos.qtySLD {
// t.Errorf("%v qtySLD: expected %#v, actual %#v", tc.msg, tc.expPos.qtySLD, p.qtySLD)
// }
// if p.avgPrice != tc.expPos.avgPrice {
// t.Errorf("%v avgPrice: expected %#v, actual %#v", tc.msg, tc.expPos.avgPrice, p.avgPrice)
// }
// if p.avgPriceNet != tc.expPos.avgPriceNet {
// t.Errorf("%v avgPriceNet: expected %#v, actual %#v", tc.msg, tc.expPos.avgPriceNet, p.avgPriceNet)
// }
// if p.avgPriceBOT != tc.expPos.avgPriceBOT {
// t.Errorf("%v avgPriceBOT: expected %#v, actual %#v", tc.msg, tc.expPos.avgPriceBOT, p.avgPriceBOT)
// }
// if p.avgPriceSLD != tc.expPos.avgPriceSLD {
// t.Errorf("%v avgPriceSLD: expected %#v, actual %#v", tc.msg, tc.expPos.avgPriceSLD, p.avgPriceSLD)
// }
// if p.value != tc.expPos.value {
// t.Errorf("%v value: expected %#v, actual %#v", tc.msg, tc.expPos.value, p.value)
// }
// if p.valueBOT != tc.expPos.valueBOT {
// t.Errorf("%v valueBOT: expected %#v, actual %#v", tc.msg, tc.expPos.valueBOT, p.valueBOT)
// }
// if p.valueSLD != tc.expPos.valueSLD {
// t.Errorf("%v valueSLD: expected %#v, actual %#v", tc.msg, tc.expPos.valueSLD, p.valueSLD)
// }
// if p.marketPrice != tc.expPos.marketPrice {
// t.Errorf("%v marketPrice: expected %#v, actual %#v", tc.msg, tc.expPos.marketPrice, p.marketPrice)
// }
// if p.marketValue != tc.expPos.marketValue {
// t.Errorf("%v marketValue: expected %#v, actual %#v", tc.msg, tc.expPos.marketValue, p.marketValue)
// }
// if p.commission != tc.expPos.commission {
// t.Errorf("%v commission: expected %#v, actual %#v", tc.msg, tc.expPos.commission, p.commission)
// }
// if p.exchangeFee != tc.expPos.exchangeFee {
// t.Errorf("%v exchangeFee: expected %#v, actual %#v", tc.msg, tc.expPos.exchangeFee, p.exchangeFee)
// }
// if p.cost != tc.expPos.cost {
// t.Errorf("%v cost: expected %#v, actual %#v", tc.msg, tc.expPos.cost, p.cost)
// }
// if p.costBasis != tc.expPos.costBasis {
// t.Errorf("%v costBasis: expected %#v, actual %#v", tc.msg, tc.expPos.costBasis, p.costBasis)
// }
// if p.netValue != tc.expPos.netValue {
// t.Errorf("%v netValue: expected %#v, actual %#v", tc.msg, tc.expPos.netValue, p.netValue)
// }
// if p.netValueBOT != tc.expPos.netValueBOT {
// t.Errorf("%v netValueBOT: expected %#v, actual %#v", tc.msg, tc.expPos.netValueBOT, p.netValueBOT)
// }
// if p.netValueSLD != tc.expPos.netValueSLD {
// t.Errorf("%v netValueSLD: expected %#v, actual %#v", tc.msg, tc.expPos.netValueSLD, p.netValueSLD)
// }
// if p.realProfitLoss != tc.expPos.realProfitLoss {
// t.Errorf("%v realProfitLoss: expected %#v, actual %#v", tc.msg, tc.expPos.realProfitLoss, p.realProfitLoss)
// }
// if p.unrealProfitLoss != tc.expPos.unrealProfitLoss {
// t.Errorf("%v unrealProfitLoss: expected %#v, actual %#v", tc.msg, tc.expPos.unrealProfitLoss, p.unrealProfitLoss)
// }
// if p.totalProfitLoss != tc.expPos.totalProfitLoss {
// t.Errorf("%v totalProfitLoss: expected %#v, actual %#v", tc.msg, tc.expPos.totalProfitLoss, p.totalProfitLoss)
// }
// Check complete position
if !reflect.DeepEqual(p, tc.expPos) {
t.Errorf("\n%v Update(%+v): \nexpected %p %#v, \nactual %p %#v", tc.msg, tc.fill, tc.expPos, tc.expPos, p, p)
}
}
}
func TestMultipleUpdatePosition(t *testing.T) {
// set the example time string in format yyyy-mm-dd
var exampleTime, _ = time.Parse("2006-01-02", "2017-06-01")
var p = &Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 10, qtyBOT: 10, qtySLD: 0,
avgPrice: 10, avgPriceNet: 10.5, avgPriceBOT: 10, avgPriceSLD: 0,
value: -100, valueBOT: 100, valueSLD: 0,
netValue: -105, netValueBOT: 105, netValueSLD: 0,
marketPrice: 10, marketValue: 100,
commission: 4, exchangeFee: 1, cost: 5, costBasis: 105,
realProfitLoss: 0, unrealProfitLoss: -5, totalProfitLoss: -5,
}
// testCases is a table for testing updating a position
var testCases = []struct {
msg string
updates []FillEvent
expPos *Position // expected Position
}{
{
"1. multiple",
[]FillEvent{
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: BOT, // BOT for buy or SLD for sell
qty: 15, price: 15,
commission: 6, exchangeFee: 1, cost: 7,
},
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: SLD, // BOT for buy or SLD for sell
qty: 18, price: 20,
commission: 8, exchangeFee: 1, cost: 9,
},
&Fill{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Exchange: "TEST", direction: BOT, // BOT for buy or SLD for sell
qty: 12, price: 18,
commission: 7, exchangeFee: 1, cost: 8,
},
},
&Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 19, qtyBOT: 37, qtySLD: 18,
avgPrice: 17.2374, avgPriceNet: 17.6842, avgPriceBOT: 14.6216, avgPriceSLD: 20,
value: -181, valueBOT: 541, valueSLD: 360,
netValue: -210, netValueBOT: 561, netValueSLD: 351,
marketPrice: 18, marketValue: 342,
commission: 25, exchangeFee: 4, cost: 29, costBasis: 318.36,
realProfitLoss: 108.36, unrealProfitLoss: 23.64, totalProfitLoss: 132,
},
},
}
for _, tc := range testCases {
for _, fill := range tc.updates {
p.Update(fill)
}
// checking valus from multiple update
// if p.qty != tc.expPos.qty {
// t.Errorf("%v qty: expected %#v, actual %#v", tc.msg, tc.expPos.qty, p.qty)
// }
// if p.qtyBOT != tc.expPos.qtyBOT {
// t.Errorf("%v qtyBOT: expected %#v, actual %#v", tc.msg, tc.expPos.qtyBOT, p.qtyBOT)
// }
// if p.qtySLD != tc.expPos.qtySLD {
// t.Errorf("%v qtySLD: expected %#v, actual %#v", tc.msg, tc.expPos.qtySLD, p.qtySLD)
// }
// if p.avgPrice != tc.expPos.avgPrice {
// t.Errorf("%v avgPrice: expected %#v, actual %#v", tc.msg, tc.expPos.avgPrice, p.avgPrice)
// }
// if p.avgPriceNet != tc.expPos.avgPriceNet {
// t.Errorf("%v avgPriceNet: expected %#v, actual %#v", tc.msg, tc.expPos.avgPriceNet, p.avgPriceNet)
// }
// if p.avgPriceBOT != tc.expPos.avgPriceBOT {
// t.Errorf("%v avgPriceBOT: expected %#v, actual %#v", tc.msg, tc.expPos.avgPriceBOT, p.avgPriceBOT)
// }
// if p.avgPriceSLD != tc.expPos.avgPriceSLD {
// t.Errorf("%v avgPriceSLD: expected %#v, actual %#v", tc.msg, tc.expPos.avgPriceSLD, p.avgPriceSLD)
// }
// if p.value != tc.expPos.value {
// t.Errorf("%v value: expected %#v, actual %#v", tc.msg, tc.expPos.value, p.value)
// }
// if p.valueBOT != tc.expPos.valueBOT {
// t.Errorf("%v valueBOT: expected %#v, actual %#v", tc.msg, tc.expPos.valueBOT, p.valueBOT)
// }
// if p.valueSLD != tc.expPos.valueSLD {
// t.Errorf("%v valueSLD: expected %#v, actual %#v", tc.msg, tc.expPos.valueSLD, p.valueSLD)
// }
// if p.marketPrice != tc.expPos.marketPrice {
// t.Errorf("%v marketPrice: expected %#v, actual %#v", tc.msg, tc.expPos.marketPrice, p.marketPrice)
// }
// if p.marketValue != tc.expPos.marketValue {
// t.Errorf("%v marketValue: expected %#v, actual %#v", tc.msg, tc.expPos.marketValue, p.marketValue)
// }
// if p.commission != tc.expPos.commission {
// t.Errorf("%v commission: expected %#v, actual %#v", tc.msg, tc.expPos.commission, p.commission)
// }
// if p.exchangeFee != tc.expPos.exchangeFee {
// t.Errorf("%v exchangeFee: expected %#v, actual %#v", tc.msg, tc.expPos.exchangeFee, p.exchangeFee)
// }
// if p.cost != tc.expPos.cost {
// t.Errorf("%v cost: expected %#v, actual %#v", tc.msg, tc.expPos.cost, p.cost)
// }
// if p.costBasis != tc.expPos.costBasis {
// t.Errorf("%v costBasis: expected %#v, actual %#v", tc.msg, tc.expPos.costBasis, p.costBasis)
// }
// if p.netValue != tc.expPos.netValue {
// t.Errorf("%v netValue: expected %#v, actual %#v", tc.msg, tc.expPos.netValue, p.netValue)
// }
// if p.netValueBOT != tc.expPos.netValueBOT {
// t.Errorf("%v netValueBOT: expected %#v, actual %#v", tc.msg, tc.expPos.netValueBOT, p.netValueBOT)
// }
// if p.netValueSLD != tc.expPos.netValueSLD {
// t.Errorf("%v netValueSLD: expected %#v, actual %#v", tc.msg, tc.expPos.netValueSLD, p.netValueSLD)
// }
// if p.realProfitLoss != tc.expPos.realProfitLoss {
// t.Errorf("%v realProfitLoss: expected %#v, actual %#v", tc.msg, tc.expPos.realProfitLoss, p.realProfitLoss)
// }
// if p.unrealProfitLoss != tc.expPos.unrealProfitLoss {
// t.Errorf("%v unrealProfitLoss: expected %#v, actual %#v", tc.msg, tc.expPos.unrealProfitLoss, p.unrealProfitLoss)
// }
// if p.totalProfitLoss != tc.expPos.totalProfitLoss {
// t.Errorf("%v totalProfitLoss: expected %#v, actual %#v", tc.msg, tc.expPos.totalProfitLoss, p.totalProfitLoss)
// }
if !reflect.DeepEqual(p, tc.expPos) {
t.Errorf("\n%v Update(): \nexpected %p %#v, \nactual %p %#v", tc.msg, tc.expPos, tc.expPos, p, p)
}
}
}
func TestUpdatePositionValue(t *testing.T) {
// set the example time string in format yyyy-mm-dd
var exampleTime, _ = time.Parse("2006-01-02", "2017-06-01")
// initialize new Position ready for use
var p = &Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 10, qtyBOT: 10, qtySLD: 0,
avgPrice: 10, avgPriceNet: 10.5, avgPriceBOT: 10, avgPriceSLD: 0,
value: -100, valueBOT: 100, valueSLD: 0,
netValue: -105, netValueBOT: 105, netValueSLD: 0,
marketPrice: 10, marketValue: 100,
commission: 4, exchangeFee: 1, cost: 5, costBasis: 105,
realProfitLoss: 0, unrealProfitLoss: -5, totalProfitLoss: -5,
}
// testCases is a table for testing updating a position
var testCases = []struct {
data DataEvent
expPos *Position // expected Position
}{
{
data: &Bar{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Close: 99,
},
expPos: &Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 10, qtyBOT: 10, qtySLD: 0,
avgPrice: 10, avgPriceNet: 10.5, avgPriceBOT: 10, avgPriceSLD: 0,
value: -100, valueBOT: 100, valueSLD: 0,
netValue: -105, netValueBOT: 105, netValueSLD: 0,
marketPrice: 99, marketValue: 990,
commission: 4, exchangeFee: 1, cost: 5, costBasis: 105,
realProfitLoss: 0, unrealProfitLoss: 885, totalProfitLoss: 885,
},
},
{
data: &Bar{
Event: Event{timestamp: exampleTime, symbol: "TEST.DE"},
Close: 45,
},
expPos: &Position{
timestamp: exampleTime, symbol: "TEST.DE",
qty: 10, qtyBOT: 10, qtySLD: 0,
avgPrice: 10, avgPriceNet: 10.5, avgPriceBOT: 10, avgPriceSLD: 0,
value: -100, valueBOT: 100, valueSLD: 0,
netValue: -105, netValueBOT: 105, netValueSLD: 0,
marketPrice: 45, marketValue: 450,
commission: 4, exchangeFee: 1, cost: 5, costBasis: 105,
realProfitLoss: 0, unrealProfitLoss: 345, totalProfitLoss: 345,
},
},
}
for _, tc := range testCases {
p.UpdateValue(tc.data)
if !reflect.DeepEqual(p, tc.expPos) {
t.Errorf("Create(%v): \nexpected %p %#v, \nactual %p %#v", tc.data, tc.expPos, tc.expPos, p, p)
}
}
}