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)
