Method test_blotter_processes_splits

tests/test_finance.py:368–401

(self)

            )

    def test_blotter_processes_splits(self):
        blotter = SimulationBlotter(equity_slippage=FixedSlippage())

        # set up two open limit orders with very low limit prices,
        # one for sid 1 and one for sid 2
        asset1 = self.asset_finder.retrieve_asset(1)
        asset2 = self.asset_finder.retrieve_asset(2)
        asset133 = self.asset_finder.retrieve_asset(133)

        blotter.order(asset1, 100, LimitOrder(10, asset=asset1))
        blotter.order(asset2, 100, LimitOrder(10, asset=asset2))

        # send in splits for assets 133 and 2.  We have no open orders for
        # asset 133 so it should be ignored.
        blotter.process_splits([(asset133, 0.5), (asset2, 0.3333)])

        for asset in [asset1, asset2]:
            order_lists = blotter.open_orders[asset]
            self.assertIsNotNone(order_lists)
            self.assertEqual(1, len(order_lists))

        asset1_order = blotter.open_orders[1][0]
        asset2_order = blotter.open_orders[2][0]

        # make sure the asset1 order didn't change
        self.assertEqual(100, asset1_order.amount)
        self.assertEqual(10, asset1_order.limit)
        self.assertEqual(1, asset1_order.asset)

        # make sure the asset2 order did change
        # to 300 shares at 3.33
        self.assertEqual(300, asset2_order.amount)
        self.assertEqual(3.33, asset2_order.limit)
        self.assertEqual(2, asset2_order.asset)


class SimParamsTestCase(zf.WithTradingCalendars, zf.ZiplineTestCase):