def setUp(self):
TestUnitSetUpStage.setUp(self)
self.stock_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STOCK',
contract='ETF',
side='BUY',
quantity=10,
price=374.24
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_stock = StageLongStock(filled_orders=filled_orders)
class TestStageLongStock(TestUnitSetUpStage):
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.stock_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STOCK',
contract='ETF',
side='BUY',
quantity=10,
price=374.24
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_stock = StageLongStock(filled_orders=filled_orders)
def test_create_even_stage(self):
"""
Create even stage using filled orders data
"""
even_stage = self.long_stock.create_even_stage()
self.method_test_create_stage(
stage=even_stage,
name='EVEN',
expression='{price_a} == {current_price}',
detail={
'price_a': 374.24,
'amount_a': 0.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': '',
'left_expression': '',
'right_status': '',
'right_expression': '',
}
)
self.check_in_stage(stage_cls=even_stage, price=374.24, expect=True)
self.check_in_stage(stage_cls=even_stage, price=375.9, expect=False)
self.check_get_status(
stage_cls=even_stage, new_price=374.24, old_price=375.9, expect='UNKNOWN'
)
def test_create_profit_stage(self):
"""
Create profit stage using filled orders data
"""
profit_stage = self.long_stock.create_profit_stage()
self.method_test_create_stage(
stage=profit_stage,
name='PROFIT',
expression='{price_a} < {current_price}',
detail={
'price_a': 374.24,
'amount_a': 0.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': 'DECREASING',
'left_expression': '{price_a} < {new_price} < {old_price}',
'right_status': 'PROFITING',
'right_expression': '{price_a} < {old_price} < {new_price}',
}
)
self.check_in_stage(stage_cls=profit_stage, price=376.11, expect=True)
self.check_in_stage(stage_cls=profit_stage, price=373.9, expect=False)
self.check_get_status(profit_stage, new_price=375.9, old_price=376.11, expect='DECREASING')
self.check_get_status(profit_stage, new_price=377.85, old_price=376.11, expect='PROFITING')
self.check_get_status(profit_stage, new_price=376.11, old_price=376.11, expect='UNKNOWN')
def test_create_loss_stage(self):
"""
Create loss stage using filled orders data
"""
loss_stage = self.long_stock.create_loss_stage()
self.method_test_create_stage(
stage=loss_stage,
name='LOSS',
expression='{current_price} < {price_a}',
detail={
'price_a': 374.24,
'amount_a': 0.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': 'RECOVERING',
'left_expression': '{old_price} < {new_price} < {price_a}',
'right_status': 'LOSING',
'right_expression': '{new_price} < {old_price} < {price_a}',
}
)
self.check_in_stage(stage_cls=loss_stage, price=366.71, expect=True)
self.check_in_stage(stage_cls=loss_stage, price=375.9, expect=False)
self.check_get_status(loss_stage, new_price=365.9, old_price=364.44, expect='RECOVERING')
self.check_get_status(loss_stage, new_price=363.11, old_price=364.44, expect='LOSING')
self.check_get_status(loss_stage, new_price=373.22, old_price=373.22, expect='UNKNOWN')
def test_create_stages(self):
"""
Test create stages using filled orders
"""
print 'run create_stages...'
stages = self.long_stock.create_stages()
self.assertEqual(type(stages), list)
for stage in stages:
print stage
self.assertEqual(type(stage), PositionStage)
