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='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)
class TestStageLongFuture(TestUnitSetUpStage):
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 test_create_even_stage(self):
"""
Create even stage using filled orders data
"""
even_stage = self.long_future.create_even_stage()
self.method_test_create_stage(
stage=even_stage,
name='EVEN',
expression='{price_a} == {current_price}',
detail={
'price_a': 480.00,
'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=480.0, expect=True)
self.check_in_stage(stage_cls=even_stage, price=490.0, expect=False)
self.check_get_status(
stage_cls=even_stage, new_price=433.0, old_price=433.0, expect='UNKNOWN'
)
def test_create_profit_stage(self):
"""
Create profit stage using filled orders data
"""
profit_stage = self.long_future.create_profit_stage()
self.method_test_create_stage(
stage=profit_stage,
name='PROFIT',
expression='{price_a} < {current_price}',
detail={
'price_a': 480.00,
'amount_a': 0.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': 'DECREASING',
'left_expression': '{price_a} < {new_price} < {old_price}',
'right_status': 'PROFITING',
'right_expression': '{price_a} < {old_price} < {new_price}',
}
)
self.check_in_stage(stage_cls=profit_stage, price=499.9, expect=True)
self.check_in_stage(stage_cls=profit_stage, price=466.6, expect=False)
self.check_get_status(profit_stage, new_price=505, old_price=510, expect='DECREASING')
self.check_get_status(profit_stage, new_price=520, old_price=510, expect='PROFITING')
self.check_get_status(profit_stage, new_price=510, old_price=510, expect='UNKNOWN')
def test_create_loss_stage(self):
"""
Create loss stage using filled orders data
"""
loss_stage = self.long_future.create_loss_stage()
self.method_test_create_stage(
stage=loss_stage,
name='LOSS',
expression='{current_price} < {price_a}',
detail={
'price_a': 480.00,
'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=477.3, expect=True)
self.check_in_stage(stage_cls=loss_stage, price=493.7, expect=False)
self.check_get_status(loss_stage, new_price=472.5, old_price=466.6, expect='RECOVERING')
self.check_get_status(loss_stage, new_price=453.8, old_price=466.6, expect='LOSING')
self.check_get_status(loss_stage, new_price=466.6, old_price=466.6, expect='UNKNOWN')
def test_create_stages(self):
"""
Test create stages using filled orders
"""
print 'run create_stages...'
stages = self.long_future.create_stages()
self.assertEqual(type(stages), list)
for stage in stages:
print stage
self.assertEqual(type(stage), PositionStage)
class TestStageLongFuture(TestUnitSetUpStage):
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 test_create_even_stage(self):
"""
Create even stage using filled orders data
"""
even_stage = self.long_future.create_even_stage()
self.method_test_create_stage(
stage=even_stage,
name='EVEN',
expression='{price_a} == {current_price}',
detail={
'price_a': 480.00,
'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=480.0, expect=True)
self.check_in_stage(stage_cls=even_stage, price=490.0, expect=False)
self.check_get_status(stage_cls=even_stage,
new_price=433.0,
old_price=433.0,
expect='UNKNOWN')
def test_create_profit_stage(self):
"""
Create profit stage using filled orders data
"""
profit_stage = self.long_future.create_profit_stage()
self.method_test_create_stage(
stage=profit_stage,
name='PROFIT',
expression='{price_a} < {current_price}',
detail={
'price_a': 480.00,
'amount_a': 0.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': 'DECREASING',
'left_expression': '{price_a} < {new_price} < {old_price}',
'right_status': 'PROFITING',
'right_expression': '{price_a} < {old_price} < {new_price}',
})
self.check_in_stage(stage_cls=profit_stage, price=499.9, expect=True)
self.check_in_stage(stage_cls=profit_stage, price=466.6, expect=False)
self.check_get_status(profit_stage,
new_price=505,
old_price=510,
expect='DECREASING')
self.check_get_status(profit_stage,
new_price=520,
old_price=510,
expect='PROFITING')
self.check_get_status(profit_stage,
new_price=510,
old_price=510,
expect='UNKNOWN')
def test_create_loss_stage(self):
"""
Create loss stage using filled orders data
"""
loss_stage = self.long_future.create_loss_stage()
self.method_test_create_stage(
stage=loss_stage,
name='LOSS',
expression='{current_price} < {price_a}',
detail={
'price_a': 480.00,
'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=477.3, expect=True)
self.check_in_stage(stage_cls=loss_stage, price=493.7, expect=False)
self.check_get_status(loss_stage,
new_price=472.5,
old_price=466.6,
expect='RECOVERING')
self.check_get_status(loss_stage,
new_price=453.8,
old_price=466.6,
expect='LOSING')
self.check_get_status(loss_stage,
new_price=466.6,
old_price=466.6,
expect='UNKNOWN')
def test_create_stages(self):
"""
Test create stages using filled orders
"""
print 'run create_stages...'
stages = self.long_future.create_stages()
self.assertEqual(type(stages), list)
for stage in stages:
print stage
self.assertEqual(type(stage), PositionStage)
