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='SELL',
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='BUY',
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 = StageLongCallBackratio(
filled_orders=filled_orders, contract_right=self.contract_right
)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.call_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="COMBO",
contract="CALL",
side="BUY",
quantity=1,
strike=211,
price=2.26,
net_price=-0.46,
)
self.put_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="COMBO",
contract="PUT",
side="SELL",
quantity=-1,
strike=204,
price=2.72,
net_price=0.0,
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_combo = StageLongCombo(filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.call_order = create_filled_order(trade_summary=self.trade_summary,
underlying=self.underlying,
spread='COMBO',
contract='CALL',
side='BUY',
quantity=1,
strike=211,
price=2.26,
net_price=-0.46)
self.put_order = create_filled_order(trade_summary=self.trade_summary,
underlying=self.underlying,
spread='COMBO',
contract='PUT',
side='SELL',
quantity=-1,
strike=204,
price=2.72,
net_price=0.0)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_combo = StageLongCombo(filled_orders=filled_orders,
contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.sell_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='PUT',
side='SELL',
quantity=-1,
strike=125,
price=6.15,
net_price=1.75
)
self.buy_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='PUT',
side='BUY',
quantity=2,
strike=120,
price=3.95,
net_price=0.0
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put_backratio = StageLongPutBackratio(
filled_orders=filled_orders, contract_right=self.contract_right
)
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='SELL',
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='BUY',
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 = StageLongCallBackratio(
filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.sell_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='PUT',
side='BUY',
quantity=1,
strike=380,
price=23.2,
net_price=0.0
)
self.buy_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='PUT',
side='SELL',
quantity=-2,
strike=355,
price=11.6,
net_price=0.0
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.short_put_backratio = StageShortPutBackratio(
filled_orders=filled_orders, contract_right=self.contract_right
)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.buy_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='PUT',
side='BUY',
quantity=1,
strike=125,
price=6.15,
net_price=-1.75
)
self.sell_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='PUT',
side='SELL',
quantity=-2,
strike=120,
price=3.95,
net_price=0.0
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.short_put_backratio = StageShortPutBackratio(
filled_orders=filled_orders, contract_right=self.contract_right
)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.sell_order = create_filled_order(trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='PUT',
side='SELL',
quantity=-1,
strike=380,
price=23.2,
net_price=0.0)
self.buy_order = create_filled_order(trade_summary=self.trade_summary,
underlying=self.underlying,
spread='BACKRATIO',
contract='PUT',
side='BUY',
quantity=2,
strike=355,
price=11.6,
net_price=0.0)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put_backratio = StageLongPutBackratio(
filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.call_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='COMBO',
contract='CALL',
side='SELL',
quantity=-1,
strike=211,
price=2.26,
net_price=0.0
)
self.put_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='COMBO',
contract='PUT',
side='BUY',
quantity=1,
strike=204,
price=2.72,
net_price=0.46
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.short_combo = StageShortCombo(
filled_orders=filled_orders, contract_right=self.contract_right
)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'buy_put': {
'contract': 'CALL',
'side': 'BUY',
'quantity': +1,
'strike': 25,
'price': 0.65,
'net_price': 0.0
},
'sell_put': {
'contract': 'PUT',
'side': 'SELL',
'quantity': -1,
'strike': 27,
'price': 1.91,
'net_price': -1.26
},
}
self.buy_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='VERTICAL',
contract=self.orders['buy_put']['contract'],
side=self.orders['buy_put']['side'],
quantity=self.orders['buy_put']['quantity'],
strike=self.orders['buy_put']['strike'],
price=self.orders['buy_put']['price'],
net_price=self.orders['buy_put']['net_price'])
self.sell_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='VERTICAL',
contract=self.orders['sell_put']['contract'],
side=self.orders['sell_put']['side'],
quantity=self.orders['sell_put']['quantity'],
strike=self.orders['sell_put']['strike'],
price=self.orders['sell_put']['price'],
net_price=self.orders['sell_put']['net_price'])
filled_orders = FilledOrder.objects.filter(
underlying=self.underlying).all()
self.contract_right = 100
self.short_put_vertical = StageShortPutVertical(
filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
"buy_put": {
"contract": "CALL",
"side": "BUY",
"quantity": +1,
"strike": 26,
"price": 1.2,
"net_price": 0.0,
},
"sell_put": {
"contract": "PUT",
"side": "SELL",
"quantity": -1,
"strike": 25,
"price": 0.65,
"net_price": 0.55,
},
}
self.buy_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="VERTICAL",
contract=self.orders["buy_put"]["contract"],
side=self.orders["buy_put"]["side"],
quantity=self.orders["buy_put"]["quantity"],
strike=self.orders["buy_put"]["strike"],
price=self.orders["buy_put"]["price"],
net_price=self.orders["buy_put"]["net_price"],
)
self.sell_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="VERTICAL",
contract=self.orders["sell_put"]["contract"],
side=self.orders["sell_put"]["side"],
quantity=self.orders["sell_put"]["quantity"],
strike=self.orders["sell_put"]["strike"],
price=self.orders["sell_put"]["price"],
net_price=self.orders["sell_put"]["net_price"],
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying).all()
self.contract_right = 100
self.long_put_vertical = StageLongPutVertical(filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
"buy_call": {
"contract": "CALL",
"side": "BUY",
"quantity": +1,
"strike": 85,
"price": 1.18,
"net_price": 2.55,
},
"buy_put": {
"contract": "PUT",
"side": "BUY",
"quantity": +1,
"strike": 80,
"price": 1.37,
"net_price": 0.0,
},
}
self.call_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="STRANGLE",
contract=self.orders["buy_call"]["contract"],
side=self.orders["buy_call"]["side"],
quantity=self.orders["buy_call"]["quantity"],
strike=self.orders["buy_call"]["strike"],
price=self.orders["buy_call"]["price"],
net_price=self.orders["buy_call"]["net_price"],
)
self.put_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="STRANGLE",
contract=self.orders["buy_put"]["contract"],
side=self.orders["buy_put"]["side"],
quantity=self.orders["buy_put"]["quantity"],
strike=self.orders["buy_put"]["strike"],
price=self.orders["buy_put"]["price"],
net_price=self.orders["buy_put"]["net_price"],
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.contract_right = 100
self.long_strangle = StageLongStrangle(filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'sell_call': {
'contract': 'CALL',
'side': 'SELL',
'quantity': -1,
'strike': 54,
'price': 0.92,
'net_price': 0.0
},
'sell_put': {
'contract': 'PUT',
'side': 'SELL',
'quantity': -1,
'strike': 54,
'price': 0.77,
'net_price': 1.69
},
}
self.call_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['sell_call']['contract'],
side=self.orders['sell_call']['side'],
quantity=self.orders['sell_call']['quantity'],
strike=self.orders['sell_call']['strike'],
price=self.orders['sell_call']['price'],
net_price=self.orders['sell_call']['net_price'])
self.put_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['sell_put']['contract'],
side=self.orders['sell_put']['side'],
quantity=self.orders['sell_put']['quantity'],
strike=self.orders['sell_put']['strike'],
price=self.orders['sell_put']['price'],
net_price=self.orders['sell_put']['net_price'])
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.contract_right = 100
self.short_strangle = StageShortStraddle(
filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'buy_call': {
'contract': 'CALL',
'side': 'BUY',
'quantity': +1,
'strike': 120,
'price': 2.49,
'net_price': 0.0
},
'buy_put': {
'contract': 'PUT',
'side': 'BUY',
'quantity': +1,
'strike': 120,
'price': 2.16,
'net_price': 4.65
},
}
self.call_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['buy_call']['contract'],
side=self.orders['buy_call']['side'],
quantity=self.orders['buy_call']['quantity'],
strike=self.orders['buy_call']['strike'],
price=self.orders['buy_call']['price'],
net_price=self.orders['buy_call']['net_price'])
self.put_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['buy_put']['contract'],
side=self.orders['buy_put']['side'],
quantity=self.orders['buy_put']['quantity'],
strike=self.orders['buy_put']['strike'],
price=self.orders['buy_put']['price'],
net_price=self.orders['buy_put']['net_price'])
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.contract_right = 100
self.long_strangle = StageLongStraddle(
filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.forex_order = create_filled_order(
trade_summary=self.trade_summary,
forex=self.forex,
spread='FOREX',
contract='FOREX',
side='SELL',
quantity=-10000,
price=120.1295)
filled_orders = FilledOrder.objects.filter(forex=self.forex)
self.long_stock = StageShortForex(filled_orders=filled_orders)
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='SELL',
quantity=-10,
price=126.03)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_stock = StageShortStock(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.future_order = create_filled_order(
trade_summary=self.trade_summary,
future=self.future,
spread='FUTURE',
contract='FUTURE',
side='BUY',
quantity=1,
price=480.00,
net_price=480.00)
filled_orders = FilledOrder.objects.filter(future=self.future).all()
self.long_future = StageLongFuture(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.future_order = create_filled_order(
trade_summary=self.trade_summary,
future=self.future,
spread='FUTURE',
contract='FUTURE',
side='SELL',
quantity=-1,
price=484.25,
net_price=484.25)
filled_orders = FilledOrder.objects.filter(future=self.future)
self.long_stock = StageShortFuture(filled_orders=filled_orders)
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 setUp(self):
TestUnitSetUpStage.setUp(self)
self.stock_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="STOCK",
contract="ETF",
side="SELL",
quantity=-10,
price=126.03,
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_stock = StageShortStock(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.forex_order = create_filled_order(
trade_summary=self.trade_summary,
forex=self.forex,
spread='FOREX',
contract='FOREX',
side='SELL',
quantity=-10000,
price=120.1295
)
filled_orders = FilledOrder.objects.filter(forex=self.forex)
self.long_stock = StageShortForex(filled_orders=filled_orders)
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)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'stock': {
'contract': 'STOCK',
'side': 'BUY',
'quantity': +100,
'strike': 0,
'price': 85.5,
'net_price': 0.0
},
'option': {
'contract': 'CALL',
'side': 'SELL',
'quantity': -1,
'strike': 85,
'price': 2.2,
'net_price': 83.3
},
}
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_call = StageCoveredCall(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.future_order = create_filled_order(
trade_summary=self.trade_summary,
future=self.future,
spread='FUTURE',
contract='FUTURE',
side='SELL',
quantity=-1,
price=484.25,
net_price=484.25
)
filled_orders = FilledOrder.objects.filter(future=self.future)
self.long_stock = StageShortFuture(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.forex_order = create_filled_order(
trade_summary=self.trade_summary,
forex=self.forex,
spread='FOREX',
contract='FOREX',
side='BUY',
quantity=10000,
price=120.1295)
self.price_range = 0.2
filled_orders = FilledOrder.objects.filter(forex=self.forex)
self.long_future = StageLongForex(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.future_order = create_filled_order(
trade_summary=self.trade_summary,
future=self.future,
spread='FUTURE',
contract='FUTURE',
side='BUY',
quantity=1,
price=480.00,
net_price=480.00
)
filled_orders = FilledOrder.objects.filter(future=self.future).all()
self.long_future = StageLongFuture(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.forex_order = create_filled_order(
trade_summary=self.trade_summary,
forex=self.forex,
spread='FOREX',
contract='FOREX',
side='BUY',
quantity=10000,
price=120.1295
)
self.price_range = 0.2
filled_orders = FilledOrder.objects.filter(forex=self.forex)
self.long_future = StageLongForex(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.option_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='SINGLE',
contract='CALL',
side='SELL',
quantity=-1,
strike=66,
price=2.95)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_call = StageNakedCall(filled_orders=filled_orders,
contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.option_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="SINGLE",
contract="PUT",
side="BUY",
quantity=1,
strike=125,
price=3.93,
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put = StageLongPut(filled_orders=filled_orders, contract_right=self.contract_right)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'sell_call': {'contract': 'CALL', 'side': 'SELL', 'quantity': -1,
'strike': 54, 'price': 0.92, 'net_price': 0.0},
'sell_put': {'contract': 'PUT', 'side': 'SELL', 'quantity': -1,
'strike': 54, 'price': 0.77, 'net_price': 1.69},
}
self.call_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['sell_call']['contract'],
side=self.orders['sell_call']['side'],
quantity=self.orders['sell_call']['quantity'],
strike=self.orders['sell_call']['strike'],
price=self.orders['sell_call']['price'],
net_price=self.orders['sell_call']['net_price']
)
self.put_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['sell_put']['contract'],
side=self.orders['sell_put']['side'],
quantity=self.orders['sell_put']['quantity'],
strike=self.orders['sell_put']['strike'],
price=self.orders['sell_put']['price'],
net_price=self.orders['sell_put']['net_price']
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.contract_right = 100
self.short_strangle = StageShortStraddle(
filled_orders=filled_orders, contract_right=self.contract_right
)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'buy_call': {'contract': 'CALL', 'side': 'BUY', 'quantity': +1,
'strike': 80, 'price': 3.15, 'net_price': 0.0},
'sell_call': {'contract': 'PUT', 'side': 'SELL', 'quantity': -1,
'strike': 85, 'price': 1.51, 'net_price': 4.66},
}
self.buy_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='VERTICAL',
contract=self.orders['buy_call']['contract'],
side=self.orders['buy_call']['side'],
quantity=self.orders['buy_call']['quantity'],
strike=self.orders['buy_call']['strike'],
price=self.orders['buy_call']['price'],
net_price=self.orders['buy_call']['net_price']
)
self.sell_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='VERTICAL',
contract=self.orders['sell_call']['contract'],
side=self.orders['sell_call']['side'],
quantity=self.orders['sell_call']['quantity'],
strike=self.orders['sell_call']['strike'],
price=self.orders['sell_call']['price'],
net_price=self.orders['sell_call']['net_price']
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying).all()
self.contract_right = 100
self.long_call_vertical = StageLongCallVertical(
filled_orders=filled_orders, contract_right=self.contract_right
)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'buy_call': {'contract': 'CALL', 'side': 'BUY', 'quantity': +1,
'strike': 120, 'price': 2.49, 'net_price': 0.0},
'buy_put': {'contract': 'PUT', 'side': 'BUY', 'quantity': +1,
'strike': 120, 'price': 2.16, 'net_price': 4.65},
}
self.call_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['buy_call']['contract'],
side=self.orders['buy_call']['side'],
quantity=self.orders['buy_call']['quantity'],
strike=self.orders['buy_call']['strike'],
price=self.orders['buy_call']['price'],
net_price=self.orders['buy_call']['net_price']
)
self.put_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['buy_put']['contract'],
side=self.orders['buy_put']['side'],
quantity=self.orders['buy_put']['quantity'],
strike=self.orders['buy_put']['strike'],
price=self.orders['buy_put']['price'],
net_price=self.orders['buy_put']['net_price']
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.contract_right = 100
self.long_strangle = StageLongStraddle(
filled_orders=filled_orders, contract_right=self.contract_right
)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.option_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='SINGLE',
contract='CALL',
side='SELL',
quantity=-1,
strike=66,
price=2.95
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_call = StageNakedCall(
filled_orders=filled_orders, contract_right=self.contract_right
)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'stock': {'contract': 'STOCK', 'side': 'BUY', 'quantity': +100,
'strike': 0, 'price': 85.5, 'net_price': 0.0},
'option': {'contract': 'CALL', 'side': 'SELL', 'quantity': -1,
'strike': 85, 'price': 2.2, 'net_price': 83.3},
}
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_call = StageCoveredCall(filled_orders=filled_orders)
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'stock': {'contract': 'STOCK', 'side': 'BUY', 'quantity': 100,
'strike': 0, 'price': 55.95, 'net_price': 0.0},
'option': {'contract': 'PUT', 'side': 'BUY', '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.protective_put = StageProtectivePut(filled_orders=filled_orders)