def test_putcallpair_has_repr(self):
pair = PutCallPair()
pair.addoption(self.option_contract_put)
opt_contract_dict_call = {
'_id': '577a573e4b01f47f84d0cbd5',
'callorput': 'c',
'cqgsymbol': 'P.US.EPH1427750',
'expirationdate': datetime(2014, 3, 21, 0, 0),
'idcontract': 4736,
'idinstrument': 11,
'idoption': 11558454,
'optionmonth': 'H',
'optionmonthint': 3,
'optionname': 'P.US.EPH1427750',
'optionyear': 2014,
'strikeprice': 2775.0
}
option_contract_call = OptionContract(opt_contract_dict_call,
self.fut_contract)
pair.addoption(option_contract_call)
self.assertEqual(
pair.__repr__(),
"{0} {1} / {2}".format(pair.strike, pair.call.name, pair.put.name))
def test_putcallpair_addoption_call_error_onduplicate(self):
pair = PutCallPair()
pair.addoption(self.option_contract_put)
opt_contract_dict_call = {
'_id': '577a573e4b01f47f84d0cbd5',
'callorput': 'c',
'cqgsymbol': 'P.US.EPH1427750',
'expirationdate': datetime(2014, 3, 21, 0, 0),
'idcontract': 4736,
'idinstrument': 11,
'idoption': 11558454,
'optionmonth': 'H',
'optionmonthint': 3,
'optionname': 'P.US.EPH1427750',
'optionyear': 2014,
'strikeprice': 2775.0
}
option_contract_call = OptionContract(opt_contract_dict_call,
self.fut_contract)
pair.addoption(option_contract_call)
self.assertEqual(pair._put, self.option_contract_put)
self.assertEqual(pair._call, option_contract_call)
self.assertRaises(ValueError, pair.addoption, option_contract_call)
def test_putcallpair_has_underlying(self):
pair = PutCallPair()
self.assertEqual(None, pair.underlying)
pair.addoption(self.option_contract_put)
self.assertEqual(self.fut_contract, pair.underlying)
opt_contract_dict_call = {
'_id': '577a573e4b01f47f84d0cbd5',
'callorput': 'c',
'cqgsymbol': 'P.US.EPH1427750',
'expirationdate': datetime(2014, 3, 21, 0, 0),
'idcontract': 4736,
'idinstrument': 11,
'idoption': 11558454,
'optionmonth': 'H',
'optionmonthint': 3,
'optionname': 'P.US.EPH1427750',
'optionyear': 2014,
'strikeprice': 2775.0
}
option_contract_call = OptionContract(opt_contract_dict_call,
self.fut_contract)
pair = PutCallPair()
pair.addoption(option_contract_call)
self.assertEqual(self.fut_contract, pair.underlying)
def test_putcallpair_has_p(self):
pair = PutCallPair()
self.assertEqual(None, pair.P)
self.assertEqual(None, pair.p)
pair.addoption(self.option_contract_put)
self.assertEqual(self.option_contract_put, pair.P)
self.assertEqual(self.option_contract_put, pair.p)
self.assertEqual(self.option_contract_put, pair.put)
def test_putcallpair_addoption_error_on_duclicate(self):
pair = PutCallPair()
pair.addoption(self.option_contract_put)
self.assertRaises(ValueError, pair.addoption, self.option_contract_put)
def test_putcallpair_addoption(self):
pair = PutCallPair()
pair.addoption(self.option_contract_put)
self.assertEqual(pair._put, self.option_contract_put)
self.assertEqual(pair._call, None)
def test_putcallpair_addoption_expiration_set(self):
pair = PutCallPair()
self.assertEqual(None, pair._expiration)
self.assertEqual(None, pair.expiration)
pair.addoption(self.option_contract_put)
self.assertEqual(pair.expiration, datetime(2014, 3, 21, 0, 0))
def test_putcallpair_has_expiration(self):
pair = PutCallPair()
self.assertEqual(None, pair._expiration)
self.assertEqual(None, pair.expiration)
pair.addoption(self.option_contract_put)
def test_putcallpair_has_strike(self):
pair = PutCallPair()
pair.addoption(self.option_contract_put)
self.assertEqual(pair._put, self.option_contract_put)
self.assertEqual(pair._call, None)
self.assertEqual(pair.strike, 2775.0)