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"""Tests for data model serialization and deserialization.
This module tests the serialization and deserialization of data model classes,
ensuring that objects can be converted to dictionaries and back without losing
information.
"""
import unittest
from src.folio.data_model import (
ExposureBreakdown,
OptionPosition,
PortfolioGroup,
PortfolioSummary,
StockPosition,
)
class TestDataModelSerialization(unittest.TestCase):
"""Test serialization and deserialization of data model classes."""
def test_stock_position_serialization(self):
"""Test that StockPosition objects can be serialized and deserialized."""
# Create a StockPosition
stock = StockPosition(
ticker="AAPL",
quantity=100,
beta=1.2,
market_exposure=15000.0,
beta_adjusted_exposure=18000.0,
price=150.0,
cost_basis=140.0,
)
# Serialize to dict
stock_dict = stock.to_dict()
# Deserialize from dict
stock2 = StockPosition.from_dict(stock_dict)
# Check that the deserialized object has the same attributes
self.assertEqual(stock.ticker, stock2.ticker)
self.assertEqual(stock.quantity, stock2.quantity)
self.assertEqual(stock.beta, stock2.beta)
self.assertEqual(stock.market_exposure, stock2.market_exposure)
self.assertEqual(stock.beta_adjusted_exposure, stock2.beta_adjusted_exposure)
self.assertEqual(stock.price, stock2.price)
self.assertEqual(stock.cost_basis, stock2.cost_basis)
self.assertEqual(stock.market_value, stock2.market_value)
def test_stock_position_serialization_without_market_value(self):
"""Test that StockPosition objects can be deserialized without market_value."""
# Create a dict without market_value
stock_dict = {
"ticker": "AAPL",
"quantity": 100,
"beta": 1.2,
"market_exposure": 15000.0,
"beta_adjusted_exposure": 18000.0,
"price": 150.0,
"position_type": "stock",
"cost_basis": 140.0,
}
# Deserialize from dict
stock = StockPosition.from_dict(stock_dict)
# Check that market_value was calculated correctly
self.assertEqual(
stock.market_value, stock_dict["price"] * stock_dict["quantity"]
)
def test_option_position_serialization(self):
"""Test that OptionPosition objects can be serialized and deserialized."""
# Create an OptionPosition
option = OptionPosition(
ticker="AAPL",
position_type="option",
quantity=10,
beta=1.2,
beta_adjusted_exposure=18000.0,
strike=150.0,
expiry="2023-12-15",
option_type="CALL",
delta=0.7,
delta_exposure=10500.0,
notional_value=15000.0,
underlying_beta=1.2,
market_exposure=10500.0,
price=15.0,
cost_basis=14.0,
)
# Serialize to dict
option_dict = option.to_dict()
# Deserialize from dict
option2 = OptionPosition.from_dict(option_dict)
# Check that the deserialized object has the same attributes
self.assertEqual(option.ticker, option2.ticker)
self.assertEqual(option.position_type, option2.position_type)
self.assertEqual(option.quantity, option2.quantity)
self.assertEqual(option.beta, option2.beta)
self.assertEqual(option.beta_adjusted_exposure, option2.beta_adjusted_exposure)
self.assertEqual(option.strike, option2.strike)
self.assertEqual(option.expiry, option2.expiry)
self.assertEqual(option.option_type, option2.option_type)
self.assertEqual(option.delta, option2.delta)
self.assertEqual(option.delta_exposure, option2.delta_exposure)
self.assertEqual(option.notional_value, option2.notional_value)
self.assertEqual(option.underlying_beta, option2.underlying_beta)
self.assertEqual(option.market_exposure, option2.market_exposure)
self.assertEqual(option.price, option2.price)
self.assertEqual(option.cost_basis, option2.cost_basis)
self.assertEqual(option.market_value, option2.market_value)
def test_option_position_serialization_without_market_value(self):
"""Test that OptionPosition objects can be deserialized without market_value."""
# Create a dict without market_value
option_dict = {
"ticker": "AAPL",
"position_type": "option",
"quantity": 10,
"beta": 1.2,
"beta_adjusted_exposure": 18000.0,
"strike": 150.0,
"expiry": "2023-12-15",
"option_type": "CALL",
"delta": 0.7,
"delta_exposure": 10500.0,
"notional_value": 15000.0,
"underlying_beta": 1.2,
"market_exposure": 10500.0,
"price": 15.0,
"cost_basis": 14.0,
}
# Deserialize from dict
option = OptionPosition.from_dict(option_dict)
# Check that market_value was calculated correctly with 100x multiplier
self.assertEqual(
option.market_value, option_dict["price"] * option_dict["quantity"] * 100
)
def test_portfolio_group_serialization(self):
"""Test that PortfolioGroup objects can be serialized and deserialized."""
# Create a StockPosition
stock = StockPosition(
ticker="AAPL",
quantity=100,
beta=1.2,
market_exposure=15000.0,
beta_adjusted_exposure=18000.0,
price=150.0,
cost_basis=140.0,
)
# Create an OptionPosition
option = OptionPosition(
ticker="AAPL",
position_type="option",
quantity=10,
beta=1.2,
beta_adjusted_exposure=18000.0,
strike=150.0,
expiry="2023-12-15",
option_type="CALL",
delta=0.7,
delta_exposure=10500.0,
notional_value=15000.0,
underlying_beta=1.2,
market_exposure=10500.0,
price=15.0,
cost_basis=14.0,
)
# Create a PortfolioGroup
group = PortfolioGroup(
ticker="AAPL",
stock_position=stock,
option_positions=[option],
net_exposure=25500.0,
beta=1.2,
beta_adjusted_exposure=36000.0,
total_delta_exposure=10500.0,
options_delta_exposure=10500.0,
)
# Serialize to dict
group_dict = group.to_dict()
# Deserialize from dict
group2 = PortfolioGroup.from_dict(group_dict)
# Check that the deserialized object has the same attributes
self.assertEqual(group.ticker, group2.ticker)
self.assertEqual(group.net_exposure, group2.net_exposure)
self.assertEqual(group.beta, group2.beta)
self.assertEqual(group.beta_adjusted_exposure, group2.beta_adjusted_exposure)
self.assertEqual(group.total_delta_exposure, group2.total_delta_exposure)
self.assertEqual(group.options_delta_exposure, group2.options_delta_exposure)
# Check that the stock position was deserialized correctly
self.assertEqual(group.stock_position.ticker, group2.stock_position.ticker)
self.assertEqual(group.stock_position.quantity, group2.stock_position.quantity)
self.assertEqual(group.stock_position.beta, group2.stock_position.beta)
self.assertEqual(
group.stock_position.market_exposure, group2.stock_position.market_exposure
)
self.assertEqual(
group.stock_position.beta_adjusted_exposure,
group2.stock_position.beta_adjusted_exposure,
)
self.assertEqual(group.stock_position.price, group2.stock_position.price)
self.assertEqual(
group.stock_position.cost_basis, group2.stock_position.cost_basis
)
self.assertEqual(
group.stock_position.market_value, group2.stock_position.market_value
)
# Check that the option position was deserialized correctly
self.assertEqual(
group.option_positions[0].ticker, group2.option_positions[0].ticker
)
self.assertEqual(
group.option_positions[0].position_type,
group2.option_positions[0].position_type,
)
self.assertEqual(
group.option_positions[0].quantity, group2.option_positions[0].quantity
)
self.assertEqual(
group.option_positions[0].beta, group2.option_positions[0].beta
)
self.assertEqual(
group.option_positions[0].beta_adjusted_exposure,
group2.option_positions[0].beta_adjusted_exposure,
)
self.assertEqual(
group.option_positions[0].strike, group2.option_positions[0].strike
)
self.assertEqual(
group.option_positions[0].expiry, group2.option_positions[0].expiry
)
self.assertEqual(
group.option_positions[0].option_type,
group2.option_positions[0].option_type,
)
self.assertEqual(
group.option_positions[0].delta, group2.option_positions[0].delta
)
self.assertEqual(
group.option_positions[0].delta_exposure,
group2.option_positions[0].delta_exposure,
)
self.assertEqual(
group.option_positions[0].notional_value,
group2.option_positions[0].notional_value,
)
self.assertEqual(
group.option_positions[0].underlying_beta,
group2.option_positions[0].underlying_beta,
)
self.assertEqual(
group.option_positions[0].market_exposure,
group2.option_positions[0].market_exposure,
)
self.assertEqual(
group.option_positions[0].price, group2.option_positions[0].price
)
self.assertEqual(
group.option_positions[0].cost_basis, group2.option_positions[0].cost_basis
)
self.assertEqual(
group.option_positions[0].market_value,
group2.option_positions[0].market_value,
)
def test_portfolio_summary_serialization(self):
"""Test that PortfolioSummary objects can be serialized and deserialized."""
# Create ExposureBreakdown objects
long_exposure = ExposureBreakdown(
stock_exposure=15000.0,
stock_beta_adjusted=18000.0,
option_delta_exposure=10500.0,
option_beta_adjusted=12600.0,
total_exposure=25500.0,
total_beta_adjusted=30600.0,
description="Long exposure",
formula="Long stocks + Long calls + Short puts",
components={
"Long stocks": 15000.0,
"Long calls": 10500.0,
"Short puts": 0.0,
},
)
short_exposure = ExposureBreakdown(
stock_exposure=-5000.0,
stock_beta_adjusted=-6000.0,
option_delta_exposure=-3500.0,
option_beta_adjusted=-4200.0,
total_exposure=-8500.0,
total_beta_adjusted=-10200.0,
description="Short exposure",
formula="Short stocks + Short calls + Long puts",
components={
"Short stocks": -5000.0,
"Short calls": -3500.0,
"Long puts": 0.0,
},
)
options_exposure = ExposureBreakdown(
stock_exposure=0.0,
stock_beta_adjusted=0.0,
option_delta_exposure=7000.0,
option_beta_adjusted=8400.0,
total_exposure=7000.0,
total_beta_adjusted=8400.0,
description="Options exposure",
formula="Long calls + Short calls + Long puts + Short puts",
components={
"Long calls": 10500.0,
"Short calls": -3500.0,
"Long puts": 0.0,
"Short puts": 0.0,
},
)
# Create a StockPosition for cash
cash = StockPosition(
ticker="CASH",
quantity=1,
beta=0.0,
market_exposure=0.0,
beta_adjusted_exposure=0.0,
price=10000.0,
cost_basis=10000.0,
)
# Create a PortfolioSummary
summary = PortfolioSummary(
net_market_exposure=17000.0,
portfolio_beta=1.2,
long_exposure=long_exposure,
short_exposure=short_exposure,
options_exposure=options_exposure,
short_percentage=33.33,
cash_like_positions=[cash],
cash_like_value=10000.0,
cash_like_count=1,
cash_percentage=20.0,
stock_value=20000.0,
option_value=15000.0,
pending_activity_value=5000.0,
portfolio_estimate_value=50000.0,
price_updated_at="2023-12-15T12:00:00Z",
)
# Serialize to dict
summary_dict = summary.to_dict()
# Deserialize from dict
summary2 = PortfolioSummary.from_dict(summary_dict)
# Check that the deserialized object has the same attributes
self.assertEqual(summary.net_market_exposure, summary2.net_market_exposure)
self.assertEqual(summary.portfolio_beta, summary2.portfolio_beta)
self.assertEqual(summary.short_percentage, summary2.short_percentage)
self.assertEqual(summary.cash_like_value, summary2.cash_like_value)
self.assertEqual(summary.cash_like_count, summary2.cash_like_count)
self.assertEqual(summary.cash_percentage, summary2.cash_percentage)
self.assertEqual(summary.stock_value, summary2.stock_value)
self.assertEqual(summary.option_value, summary2.option_value)
self.assertEqual(
summary.pending_activity_value, summary2.pending_activity_value
)
self.assertEqual(
summary.portfolio_estimate_value, summary2.portfolio_estimate_value
)
self.assertEqual(summary.price_updated_at, summary2.price_updated_at)
# Check that the exposure breakdowns were deserialized correctly
self.assertEqual(
summary.long_exposure.stock_exposure, summary2.long_exposure.stock_exposure
)
self.assertEqual(
summary.long_exposure.stock_beta_adjusted,
summary2.long_exposure.stock_beta_adjusted,
)
self.assertEqual(
summary.long_exposure.option_delta_exposure,
summary2.long_exposure.option_delta_exposure,
)
self.assertEqual(
summary.long_exposure.option_beta_adjusted,
summary2.long_exposure.option_beta_adjusted,
)
self.assertEqual(
summary.long_exposure.total_exposure, summary2.long_exposure.total_exposure
)
self.assertEqual(
summary.long_exposure.total_beta_adjusted,
summary2.long_exposure.total_beta_adjusted,
)
def test_portfolio_summary_serialization_without_pending_activity(self):
"""Test that PortfolioSummary objects can be deserialized without pending_activity_value."""
# Create ExposureBreakdown objects
long_exposure = ExposureBreakdown(
stock_exposure=15000.0,
stock_beta_adjusted=18000.0,
option_delta_exposure=10500.0,
option_beta_adjusted=12600.0,
total_exposure=25500.0,
total_beta_adjusted=30600.0,
description="Long exposure",
formula="Long stocks + Long calls + Short puts",
components={
"Long stocks": 15000.0,
"Long calls": 10500.0,
"Short puts": 0.0,
},
)
short_exposure = ExposureBreakdown(
stock_exposure=-5000.0,
stock_beta_adjusted=-6000.0,
option_delta_exposure=-3500.0,
option_beta_adjusted=-4200.0,
total_exposure=-8500.0,
total_beta_adjusted=-10200.0,
description="Short exposure",
formula="Short stocks + Short calls + Long puts",
components={
"Short stocks": -5000.0,
"Short calls": -3500.0,
"Long puts": 0.0,
},
)
options_exposure = ExposureBreakdown(
stock_exposure=0.0,
stock_beta_adjusted=0.0,
option_delta_exposure=7000.0,
option_beta_adjusted=8400.0,
total_exposure=7000.0,
total_beta_adjusted=8400.0,
description="Options exposure",
formula="Long calls + Short calls + Long puts + Short puts",
components={
"Long calls": 10500.0,
"Short calls": -3500.0,
"Long puts": 0.0,
"Short puts": 0.0,
},
)
# Create a dict without pending_activity_value
summary_dict = {
"net_market_exposure": 17000.0,
"portfolio_beta": 1.2,
"long_exposure": long_exposure.to_dict(),
"short_exposure": short_exposure.to_dict(),
"options_exposure": options_exposure.to_dict(),
"short_percentage": 33.33,
"cash_like_positions": [],
"cash_like_value": 10000.0,
"cash_like_count": 1,
"cash_percentage": 20.0,
"stock_value": 20000.0,
"option_value": 15000.0,
"portfolio_estimate_value": 50000.0,
"help_text": {},
"price_updated_at": "2023-12-15T12:00:00Z",
}
# Deserialize from dict
summary = PortfolioSummary.from_dict(summary_dict)
# Check that pending_activity_value was set to default value
self.assertEqual(summary.pending_activity_value, 0.0)
if __name__ == "__main__":
unittest.main()
|