Example #1
0
    def setUp(self):
        TestSaveModel.setUp(self)

        option_contract = {'ex_month': 'APR1', 'ex_year': 15, 'option_code': 'JNJ150402C92',
                           'right': 100, 'contract': 'CALL', 'special': 'Weeklys', 'strike': '92'}

        self.option_contract = OptionContract(
            symbol='IBM',
            source='tos_thinkback',
            **option_contract
        )
        self.option_contract.save()

        self.items = {'ask': 7.9, 'bid': 7.55, 'date': '2015-04-02', 'delta': 0.96, 'dte': 0,
                      'extrinsic': 0.085, 'gamma': 0.02, 'impl_vol': 90.16, 'intrinsic': 7.64,
                      'open_int': 20.0, 'prob_itm': 95.23, 'prob_otm': 4.77, 'prob_touch': 9.45,
                      'theo_price': 0.0, 'theta': -0.22, 'vega': 0.0, 'volume': 0.0}

        self.test_cls = Option(
            option_contract=self.option_contract,
            **self.items
        )

        self.expect_keys = [
            'date', 'dte',
            'bid', 'ask', 'delta', 'gamma', 'theta', 'vega',
            'theo_price', 'impl_vol', 'prob_itm', 'prob_otm', 'prob_touch', 'volume',
            'open_int', 'intrinsic', 'extrinsic'
        ]
Example #2
0
    def setUp(self):
        TestSaveModel.setUp(self)

        self.items = {'ex_month': 'APR1', 'ex_year': 15, 'option_code': 'JNJ150402C85',
                      'right': 100, 'contract': 'CALL', 'special': 'Weeklys', 'strike': '85'}

        self.test_cls = OptionContract(
            symbol='IBM',
            source='tos_thinkback',
            **self.items
        )

        self.expect_keys = [
            'ex_month', 'ex_year', 'right', 'special', 'strike', 'contract', 'option_code'
        ]
Example #3
0
    def setUp(self):
        TestSaveModel.setUp(self)

        self.symbol = 'IBM'

        self.items = {'high': 99.99, 'last': 99.64, 'volume': 6097146.0, 'low': 98.89,
                      'date': '2015-04-02', 'open': 99.44, 'net_change': 0.49}

        self.test_cls = Stock()
        self.test_cls.symbol = self.symbol
        self.test_cls.source = 'tos_thinkback'

        self.test_cls.data = self.items

        self.expect_keys = ['date', 'volume', 'open', 'high', 'low']
Example #4
0
    def setUp(self):
        TestSaveModel.setUp(self)

        option_contract = {
            'ex_month': 'APR1',
            'ex_year': 15,
            'option_code': 'JNJ150402C92',
            'right': 100,
            'contract': 'CALL',
            'special': 'Weeklys',
            'strike': '92'
        }

        self.option_contract = OptionContract(symbol='IBM',
                                              source='tos_thinkback',
                                              **option_contract)
        self.option_contract.save()

        self.items = {
            'ask': 7.9,
            'bid': 7.55,
            'date': '2015-04-02',
            'delta': 0.96,
            'dte': 0,
            'extrinsic': 0.085,
            'gamma': 0.02,
            'impl_vol': 90.16,
            'intrinsic': 7.64,
            'open_int': 20.0,
            'prob_itm': 95.23,
            'prob_otm': 4.77,
            'prob_touch': 9.45,
            'theo_price': 0.0,
            'theta': -0.22,
            'vega': 0.0,
            'volume': 0.0
        }

        self.test_cls = Option(option_contract=self.option_contract,
                               **self.items)

        self.expect_keys = [
            'date', 'dte', 'bid', 'ask', 'delta', 'gamma', 'theta', 'vega',
            'theo_price', 'impl_vol', 'prob_itm', 'prob_otm', 'prob_touch',
            'volume', 'open_int', 'intrinsic', 'extrinsic'
        ]
Example #5
0
    def setUp(self):
        TestSaveModel.setUp(self)

        self.items = {
            'ex_month': 'APR1',
            'ex_year': 15,
            'option_code': 'JNJ150402C85',
            'right': 100,
            'contract': 'CALL',
            'special': 'Weeklys',
            'strike': '85'
        }

        self.test_cls = OptionContract(symbol='IBM',
                                       source='tos_thinkback',
                                       **self.items)

        self.expect_keys = [
            'ex_month', 'ex_year', 'right', 'special', 'strike', 'contract',
            'option_code'
        ]
Example #6
0
    def setUp(self):
        TestSaveModel.setUp(self)

        self.symbol = 'IBM'

        self.items = {
            'high': 99.99,
            'last': 99.64,
            'volume': 6097146.0,
            'low': 98.89,
            'date': '2015-04-02',
            'open': 99.44,
            'net_change': 0.49
        }

        self.test_cls = Stock()
        self.test_cls.symbol = self.symbol
        self.test_cls.source = 'tos_thinkback'

        self.test_cls.data = self.items

        self.expect_keys = ['date', 'volume', 'open', 'high', 'low']
Example #7
0
    def tearDown(self):
        TestSaveModel.tearDown(self)

        OptionContract.objects.all().delete()
Example #8
0
    def tearDown(self):
        TestSaveModel.tearDown(self)

        OptionContract.objects.all().delete()