def setUp(self):
options = [
option.Option(ticker='AKS',
expiry=date(2018, 1, 21),
strike=Decimal('3.5'),
option_type=option.OptionType.PUT,
underlying_type=underlying.UnderlyingType.EQUITY),
option.Option(ticker='AKS',
expiry=date(2018, 2, 21),
strike=Decimal(4),
option_type=option.OptionType.PUT,
underlying_type=underlying.UnderlyingType.EQUITY)
]
self.option_chain = option_chain.OptionChain(options)
def setUp(self):
options = [option.Option(
ticker='AKS',
expiry=date(2018, 1, 21),
strike=3.5,
option_type=option.OptionType.PUT,
underlying_type=underlying.UnderlyingType.EQUITY
)]
options.append(option.Option(
ticker='AKS',
expiry=date(2018, 2, 21),
strike=4,
option_type=option.OptionType.PUT,
underlying_type=underlying.UnderlyingType.EQUITY
))
self.option_chain = option_chain.OptionChain(options)
def test_get_all_expirations_no_duplicates(self):
self.option_chain.options.append(
option.Option(ticker='AKS',
expiry=date(2018, 2, 21),
strike=Decimal('3.5'),
option_type=option.OptionType.PUT,
underlying_type=underlying.UnderlyingType.EQUITY))
expected_result = [date(2018, 1, 21), date(2018, 2, 21)]
result = self.option_chain.get_all_expirations()
self.assertListEqual(result, expected_result)
def test_get_all_strikes_no_duplicates(self):
self.option_chain.options.append(option.Option(
ticker='AKS',
expiry=date(2018, 4, 21),
strike=3.5,
option_type=option.OptionType.PUT,
underlying_type=underlying.UnderlyingType.EQUITY
))
expected_result = [3.5, 4]
result = self.option_chain.get_all_strikes()
self.assertListEqual(result, expected_result)
def setUp(self):
self.order_details = order.OrderDetails(
type=order.OrderType.LIMIT,
price=Decimal(400),
price_effect=order.OrderPriceEffect.CREDIT,
)
self.order_details.legs = [
option.Option(ticker='AKS',
expiry=datetime.date(2018, 8, 31),
strike=Decimal('3.5'),
option_type=option.OptionType.CALL,
underlying_type=underlying.UnderlyingType.EQUITY,
quantity=1)
]
self.test_order = order.Order(self.order_details)
def build_default_order(time_in_force=order.TimeInForce.DAY):
order_details = order.OrderDetails(
type=order.OrderType.LIMIT,
price=Decimal(400),
price_effect=order.OrderPriceEffect.CREDIT,
time_in_force=time_in_force,
gtc_date=datetime.datetime(2019, 2, 12)
if time_in_force == order.TimeInForce.GTD else None)
order_details.legs = [
option.Option(ticker='AKS',
expiry=datetime.date(2018, 8, 31),
strike=Decimal('3.5'),
option_type=option.OptionType.CALL,
underlying_type=underlying.UnderlyingType.EQUITY,
quantity=1)
]
return order.Order(order_details)