def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'stock': {
'contract': 'STOCK',
'side': 'SELL',
'quantity': -100,
'strike': 0,
'price': 55.95,
'net_price': 0.0
},
'option': {
'contract': 'PUT',
'side': 'SELL',
'quantity': -1,
'strike': 55,
'price': 1.04,
'net_price': 56.99
},
}
self.stock_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='COVERED',
contract=self.orders['stock']['contract'],
side=self.orders['stock']['side'],
quantity=self.orders['stock']['quantity'],
strike=self.orders['stock']['strike'],
price=self.orders['stock']['price'],
net_price=self.orders['stock']['net_price'])
self.option_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='COVERED',
contract=self.orders['option']['contract'],
side=self.orders['option']['side'],
quantity=self.orders['option']['quantity'],
strike=self.orders['option']['strike'],
price=self.orders['option']['price'],
net_price=self.orders['option']['net_price'])
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.covered_put = StageCoveredPut(filled_orders=filled_orders)
