def setUp(self):
TestUnitSetUpStage.setUp(self)
self.sell_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='CALL',
side='BUY',
quantity=1,
strike=43,
price=1.42,
net_price=0.58
)
self.buy_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='CALL',
side='SELL',
quantity=-2,
strike=46,
price=.42,
net_price=0.0
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_call_backratio = StageShortCallBackratio(
filled_orders=filled_orders, contract_right=self.contract_right
)
