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='SELL',
quantity=-1,
strike=40,
price=0.74)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put = StageNakedPut(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='SELL',
quantity=-1,
strike=40,
price=0.74
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put = StageNakedPut(
filled_orders=filled_orders, contract_right=self.contract_right
)
class TestStageNakedPut(TestUnitSetUpStage):
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='SELL',
quantity=-1,
strike=40,
price=0.74
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put = StageNakedPut(
filled_orders=filled_orders, contract_right=self.contract_right
)
def test_create_even_stage(self):
"""
Create even stage using filled orders data
"""
even_stage = self.long_put.create_even_stage()
self.method_test_create_stage(
stage=even_stage,
name='EVEN',
expression='{price_a} == {current_price}',
detail={
'price_a': 39.26,
'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=39.26, expect=True)
self.check_in_stage(stage_cls=even_stage, price=40, expect=False)
self.check_get_status(
stage_cls=even_stage, new_price=39.26, old_price=39.26, expect='UNKNOWN'
)
def test_create_max_profit_stage(self):
"""
Create max profit stage using filled orders data
"""
max_profit_stage = self.long_put.create_max_profit_stage()
self.method_test_create_stage(
stage=max_profit_stage,
name='MAX_PROFIT',
expression='{price_a} <= {current_price}',
detail={
'price_a': 40.0,
'amount_a': 74.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': 'VANISHING',
'left_expression': '{price_a} <= {new_price} < {old_price}',
'right_status': 'GUARANTEEING',
'right_expression': '{price_a} <= {old_price} < {new_price}',
}
)
self.check_in_stage(stage_cls=max_profit_stage, price=41, expect=True)
self.check_in_stage(stage_cls=max_profit_stage, price=39, expect=False)
self.check_get_status(max_profit_stage, new_price=40.5, old_price=41, expect='VANISHING')
self.check_get_status(max_profit_stage, new_price=43.66, old_price=41, expect='GUARANTEEING')
self.check_get_status(max_profit_stage, new_price=42, old_price=42, expect='UNKNOWN')
def test_create_profit_stage(self):
"""
Create profit stage using filled orders data
"""
profit_stage = self.long_put.create_profit_stage()
self.method_test_create_stage(
stage=profit_stage,
name='PROFIT',
expression='{price_a} < {current_price} < {price_b}',
detail={
'price_a': 39.26,
'amount_a': 0.0,
'price_b': 40.00,
'amount_b': 74.0,
'left_status': 'DECREASING',
'left_expression': '{price_a} < {new_price} < {old_price} < {price_b}',
'right_status': 'PROFITING',
'right_expression': '{price_a} < {old_price} < {new_price} < {price_b}',
}
)
self.check_in_stage(stage_cls=profit_stage, price=39.5, expect=True)
self.check_in_stage(stage_cls=profit_stage, price=38.5, expect=False)
self.check_get_status(profit_stage, new_price=39.3, old_price=39.5, expect='DECREASING')
self.check_get_status(profit_stage, new_price=39.6, old_price=39.5, expect='PROFITING')
self.check_get_status(profit_stage, new_price=39.5, old_price=39.5, expect='UNKNOWN')
def test_create_loss_stage(self):
"""
Create loss stage using filled orders data
"""
loss_stage = self.long_put.create_loss_stage()
self.method_test_create_stage(
stage=loss_stage,
name='LOSS',
expression='{current_price} < {price_a}',
detail={
'price_a': 39.26,
'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=41, expect=False)
self.check_in_stage(stage_cls=loss_stage, price=39, expect=True)
self.check_get_status(loss_stage, new_price=38.9, old_price=37.2, expect='RECOVERING')
self.check_get_status(loss_stage, new_price=36.8, old_price=37.2, expect='LOSING')
self.check_get_status(loss_stage, new_price=38, old_price=38, expect='UNKNOWN')
def test_create_stages(self):
"""
Test create stages using filled orders
"""
print 'run create_stages...'
stages = self.long_put.create_stages()
self.assertEqual(type(stages), list)
for stage in stages:
print stage
self.assertEqual(type(stage), PositionStage)
class TestStageNakedPut(TestUnitSetUpStage):
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='SELL',
quantity=-1,
strike=40,
price=0.74)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put = StageNakedPut(filled_orders=filled_orders,
contract_right=self.contract_right)
def test_create_even_stage(self):
"""
Create even stage using filled orders data
"""
even_stage = self.long_put.create_even_stage()
self.method_test_create_stage(
stage=even_stage,
name='EVEN',
expression='{price_a} == {current_price}',
detail={
'price_a': 39.26,
'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=39.26, expect=True)
self.check_in_stage(stage_cls=even_stage, price=40, expect=False)
self.check_get_status(stage_cls=even_stage,
new_price=39.26,
old_price=39.26,
expect='UNKNOWN')
def test_create_max_profit_stage(self):
"""
Create max profit stage using filled orders data
"""
max_profit_stage = self.long_put.create_max_profit_stage()
self.method_test_create_stage(
stage=max_profit_stage,
name='MAX_PROFIT',
expression='{price_a} <= {current_price}',
detail={
'price_a': 40.0,
'amount_a': 74.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': 'VANISHING',
'left_expression': '{price_a} <= {new_price} < {old_price}',
'right_status': 'GUARANTEEING',
'right_expression': '{price_a} <= {old_price} < {new_price}',
})
self.check_in_stage(stage_cls=max_profit_stage, price=41, expect=True)
self.check_in_stage(stage_cls=max_profit_stage, price=39, expect=False)
self.check_get_status(max_profit_stage,
new_price=40.5,
old_price=41,
expect='VANISHING')
self.check_get_status(max_profit_stage,
new_price=43.66,
old_price=41,
expect='GUARANTEEING')
self.check_get_status(max_profit_stage,
new_price=42,
old_price=42,
expect='UNKNOWN')
def test_create_profit_stage(self):
"""
Create profit stage using filled orders data
"""
profit_stage = self.long_put.create_profit_stage()
self.method_test_create_stage(
stage=profit_stage,
name='PROFIT',
expression='{price_a} < {current_price} < {price_b}',
detail={
'price_a':
39.26,
'amount_a':
0.0,
'price_b':
40.00,
'amount_b':
74.0,
'left_status':
'DECREASING',
'left_expression':
'{price_a} < {new_price} < {old_price} < {price_b}',
'right_status':
'PROFITING',
'right_expression':
'{price_a} < {old_price} < {new_price} < {price_b}',
})
self.check_in_stage(stage_cls=profit_stage, price=39.5, expect=True)
self.check_in_stage(stage_cls=profit_stage, price=38.5, expect=False)
self.check_get_status(profit_stage,
new_price=39.3,
old_price=39.5,
expect='DECREASING')
self.check_get_status(profit_stage,
new_price=39.6,
old_price=39.5,
expect='PROFITING')
self.check_get_status(profit_stage,
new_price=39.5,
old_price=39.5,
expect='UNKNOWN')
def test_create_loss_stage(self):
"""
Create loss stage using filled orders data
"""
loss_stage = self.long_put.create_loss_stage()
self.method_test_create_stage(
stage=loss_stage,
name='LOSS',
expression='{current_price} < {price_a}',
detail={
'price_a': 39.26,
'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=41, expect=False)
self.check_in_stage(stage_cls=loss_stage, price=39, expect=True)
self.check_get_status(loss_stage,
new_price=38.9,
old_price=37.2,
expect='RECOVERING')
self.check_get_status(loss_stage,
new_price=36.8,
old_price=37.2,
expect='LOSING')
self.check_get_status(loss_stage,
new_price=38,
old_price=38,
expect='UNKNOWN')
def test_create_stages(self):
"""
Test create stages using filled orders
"""
print 'run create_stages...'
stages = self.long_put.create_stages()
self.assertEqual(type(stages), list)
for stage in stages:
print stage
self.assertEqual(type(stage), PositionStage)
