def METHOD_NAME(self):
    # Arrange
    stat = LongRatio()
    order1 = self.order_factory.market(
        ETHUSDT_PERP_BINANCE.id,
        OrderSide.BUY,
        Quantity.from_int(1),
    )
    order2 = self.order_factory.market(
        ETHUSDT_PERP_BINANCE.id,
        OrderSide.SELL,
        Quantity.from_int(1),
    )
    fill1 = TestEventStubs.order_filled(
        order1,
        instrument=ETHUSDT_PERP_BINANCE,
        position_id=PositionId("P-1"),
        strategy_id=StrategyId("S-001"),
        last_px=Price.from_int(10_000),
    )
    fill2 = TestEventStubs.order_filled(
        order2,
        instrument=ETHUSDT_PERP_BINANCE,
        position_id=PositionId("P-2"),
        strategy_id=StrategyId("S-001"),
        last_px=Price.from_int(10_000),
    )
    position1 = Position(instrument=ETHUSDT_PERP_BINANCE, fill=fill1)
    position1.apply(fill2)
    position2 = Position(instrument=ETHUSDT_PERP_BINANCE, fill=fill2)
    position2.apply(fill1)
    data = [position1, position2]
    # Act
    result = stat.calculate_from_positions(data)
    # Assert
    assert result == "0.50"