def setUp(self): TestUnitSetUpStage.setUp(self) self.stock_order = create_filled_order( trade_summary=self.trade_summary, underlying=self.underlying, spread='STOCK', contract='ETF', side='BUY', quantity=10, price=374.24 ) filled_orders = FilledOrder.objects.filter(underlying=self.underlying) self.long_stock = StageLongStock(filled_orders=filled_orders)
class TestStageLongStock(TestUnitSetUpStage): def setUp(self): TestUnitSetUpStage.setUp(self) self.stock_order = create_filled_order( trade_summary=self.trade_summary, underlying=self.underlying, spread='STOCK', contract='ETF', side='BUY', quantity=10, price=374.24 ) filled_orders = FilledOrder.objects.filter(underlying=self.underlying) self.long_stock = StageLongStock(filled_orders=filled_orders) def test_create_even_stage(self): """ Create even stage using filled orders data """ even_stage = self.long_stock.create_even_stage() self.method_test_create_stage( stage=even_stage, name='EVEN', expression='{price_a} == {current_price}', detail={ 'price_a': 374.24, '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=374.24, expect=True) self.check_in_stage(stage_cls=even_stage, price=375.9, expect=False) self.check_get_status( stage_cls=even_stage, new_price=374.24, old_price=375.9, expect='UNKNOWN' ) def test_create_profit_stage(self): """ Create profit stage using filled orders data """ profit_stage = self.long_stock.create_profit_stage() self.method_test_create_stage( stage=profit_stage, name='PROFIT', expression='{price_a} < {current_price}', detail={ 'price_a': 374.24, '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=376.11, expect=True) self.check_in_stage(stage_cls=profit_stage, price=373.9, expect=False) self.check_get_status(profit_stage, new_price=375.9, old_price=376.11, expect='DECREASING') self.check_get_status(profit_stage, new_price=377.85, old_price=376.11, expect='PROFITING') self.check_get_status(profit_stage, new_price=376.11, old_price=376.11, expect='UNKNOWN') def test_create_loss_stage(self): """ Create loss stage using filled orders data """ loss_stage = self.long_stock.create_loss_stage() self.method_test_create_stage( stage=loss_stage, name='LOSS', expression='{current_price} < {price_a}', detail={ 'price_a': 374.24, '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=366.71, expect=True) self.check_in_stage(stage_cls=loss_stage, price=375.9, expect=False) self.check_get_status(loss_stage, new_price=365.9, old_price=364.44, expect='RECOVERING') self.check_get_status(loss_stage, new_price=363.11, old_price=364.44, expect='LOSING') self.check_get_status(loss_stage, new_price=373.22, old_price=373.22, expect='UNKNOWN') def test_create_stages(self): """ Test create stages using filled orders """ print 'run create_stages...' stages = self.long_stock.create_stages() self.assertEqual(type(stages), list) for stage in stages: print stage self.assertEqual(type(stage), PositionStage)