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annotate tests/test_helpers.py @ 6:0f196da9af68

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fix import typo
author Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com>
date Tue, 16 Nov 2021 17:50:59 +0100
parents ccffaf75d240
children f213aa4891fc
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1 from unittest import TestCase
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2 from fbs.helpers import Option
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5 class TestOption(TestCase):
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6 option = Option(
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7 spot_price=20.00,
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8 exercise_price=21.00,
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9 risk_free_rate=0.05,
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10 std=0.25,
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11 expiration=0.5 # 6 month (half year)
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12 )
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14 def test_compute_eu_call_price(self):
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15 price = self.option.compute_eu_call_price()
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16 price = round(price, 2)
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18 self.assertEqual(price, 1.20, 'EU call price is not equal to 1.20')
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20 def test_compute_d1(self):
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21 d1 = self.option.compute_d1()
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22 d1 = round(d1, 2)
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24 self.assertEqual(d1, -0.05, 'D1 coefficient is not equal to -0.05')
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26 def test_compute_d2(self):
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27 d2 = self.option.compute_d2()
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28 d2 = round(d2, 2)
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30 self.assertEqual(d2, -0.22, 'D2 coefficient is now equal to -0.22')