How to use the qstrader.price_parser.PriceParser function in qstrader

def test_price_from_float(self):
        parsed = PriceParser.parse(self.float)
        self.assertEqual(parsed, 101234567)
        self.assertIsInstance(parsed, int)

def test_unparsed_display(self):
        displayed = PriceParser.display(self.float)
        self.assertEqual(displayed, 10.12)

self.assertEqual(self.position.action, "BOT")
        self.assertEqual(self.position.ticker, "XOM")
        self.assertEqual(self.position.quantity, 0)

        self.assertEqual(self.position.buys, 450)
        self.assertEqual(self.position.sells, 450)
        self.assertEqual(self.position.net, 0)
        self.assertEqual(
            PriceParser.display(self.position.avg_bot, 5), 74.65778
        )
        self.assertEqual(
            PriceParser.display(self.position.avg_sld, 5), 74.95778
        )
        self.assertEqual(PriceParser.display(self.position.total_bot), 33596.00)
        self.assertEqual(PriceParser.display(self.position.total_sld), 33731.00)
        self.assertEqual(PriceParser.display(self.position.net_total), 135.00)
        self.assertEqual(PriceParser.display(self.position.total_commission), 5.50)
        self.assertEqual(PriceParser.display(self.position.net_incl_comm), 129.50)

        self.assertEqual(
            PriceParser.display(self.position.avg_price, 3), 74.665
        )
        self.assertEqual(PriceParser.display(self.position.cost_basis), 0.00)
        self.assertEqual(PriceParser.display(self.position.market_value), 0.00)
        self.assertEqual(PriceParser.display(self.position.unrealised_pnl), 0.00)
        self.assertEqual(PriceParser.display(self.position.realised_pnl), 129.50)

)
        # Finally, sell the remaining GOOG 100 shares
        self.portfolio.transact_position(
            "SLD", "GOOG", 100,
            PriceParser.parse(704.78), PriceParser.parse(1.00)
        )

        # The figures below are derived from Interactive Brokers
        # demo account using the above trades with prices provided
        # by their demo feed.
        self.assertEqual(len(self.portfolio.positions), 0)
        self.assertEqual(len(self.portfolio.closed_positions), 2)
        self.assertEqual(PriceParser.display(self.portfolio.cur_cash), 499100.50)
        self.assertEqual(PriceParser.display(self.portfolio.equity), 499100.50)
        self.assertEqual(PriceParser.display(self.portfolio.unrealised_pnl), 0.00)
        self.assertEqual(PriceParser.display(self.portfolio.realised_pnl), -899.50)

def setUp(self):
        """
        Set up the Position object that will store the PnL.
        """
        self.position = Position(
            "BOT", "XOM", 100,
            PriceParser.parse(74.78), PriceParser.parse(1.00),
            PriceParser.parse(74.78), PriceParser.parse(74.80)
        )

def x(p):
            return PriceParser.display(p)

def calculate_signals(self, event):
        if event.type in [EventType.TICK, EventType.BAR]:
            # Format the event for human display
            if event.type == EventType.BAR:
                event.open_price = PriceParser.display(event.open_price)
                event.high_price = PriceParser.display(event.high_price)
                event.low_price = PriceParser.display(event.low_price)
                event.close_price = PriceParser.display(event.close_price)
                event.adj_close_price = PriceParser.display(event.adj_close_price)
            else:  # event.type == EventType.TICK
                event.bid = PriceParser.display(event.bid)
                event.ask = PriceParser.display(event.ask)

            if self.i % self.n == 0 and self.i != 0:
                print(s_speed(event, self.i, self.t0))
                print("")
            if self.i % self.n in range(self.n_window):
                print("%d %s" % (self.i, event))
            self.i += 1

def display(x):  # flake8: noqa
        return round(x / PriceParser.PRICE_MULTIPLIER, 2)

def _create_event(self, index, period, ticker, row):
        """
        Obtain all elements of the bar from a row of dataframe
        and return a BarEvent
        """
        open_price = PriceParser.parse(row["Open"])
        high_price = PriceParser.parse(row["High"])
        low_price = PriceParser.parse(row["Low"])
        close_price = PriceParser.parse(row["Close"])
        adj_close_price = PriceParser.parse(row["Adj Close"])
        volume = int(row["Volume"])
        bev = BarEvent(
            ticker, index, period, open_price,
            high_price, low_price, close_price,
            volume, adj_close_price
        )
        return bev

def calculate_signals(self, event):
        if event.type in [EventType.TICK, EventType.BAR]:
            # Format the event for human display
            if event.type == EventType.BAR:
                event.open_price = PriceParser.display(event.open_price)
                event.high_price = PriceParser.display(event.high_price)
                event.low_price = PriceParser.display(event.low_price)
                event.close_price = PriceParser.display(event.close_price)
                event.adj_close_price = PriceParser.display(event.adj_close_price)
            else:  # event.type == EventType.TICK
                event.bid = PriceParser.display(event.bid)
                event.ask = PriceParser.display(event.ask)

            if self.i % self.n == 0 and self.i != 0:
                print(s_speed(event, self.i, self.t0))
                print("")
            if self.i % self.n in range(self.n_window):
                print("%d %s" % (self.i, event))
            self.i += 1