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='SELL', quantity=-10, price=126.03) filled_orders = FilledOrder.objects.filter(underlying=self.underlying) self.long_stock = StageShortStock(filled_orders=filled_orders)
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="SELL", quantity=-10, price=126.03, ) filled_orders = FilledOrder.objects.filter(underlying=self.underlying) self.long_stock = StageShortStock(filled_orders=filled_orders)
class TestStageShortStock(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='SELL', quantity=-10, price=126.03) filled_orders = FilledOrder.objects.filter(underlying=self.underlying) self.long_stock = StageShortStock(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': 126.03, '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=126.03, expect=True) self.check_in_stage(stage_cls=even_stage, price=120, expect=False) self.check_get_status(stage_cls=even_stage, new_price=133.33, old_price=133.33, 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='{current_price} < {price_a}', detail={ 'price_a': 126.03, 'amount_a': 0.0, 'price_b': 0.0, 'amount_b': 0.0, 'left_status': 'DECREASING', 'left_expression': '{old_price} < {new_price} < {price_a}', 'right_status': 'PROFITING', 'right_expression': '{new_price} < {old_price} < {price_a}', }) self.check_in_stage(stage_cls=profit_stage, price=124.5, expect=True) self.check_in_stage(stage_cls=profit_stage, price=127.84, expect=False) self.check_get_status(profit_stage, new_price=124.21, old_price=122.76, expect='DECREASING') self.check_get_status(profit_stage, new_price=121.63, old_price=122.76, expect='PROFITING') self.check_get_status(profit_stage, new_price=120.8, old_price=120.8, 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='{price_a} < {current_price}', detail={ 'price_a': 126.03, 'amount_a': 0.0, 'price_b': 0.0, 'amount_b': 0.0, 'left_status': 'RECOVERING', 'left_expression': '{price_a} < {new_price} < {old_price}', 'right_status': 'LOSING', 'right_expression': '{price_a} < {old_price} < {new_price}', }) self.check_in_stage(stage_cls=loss_stage, price=131.9, expect=True) self.check_in_stage(stage_cls=loss_stage, price=120.8, expect=False) self.check_get_status(loss_stage, new_price=131.7, old_price=133.85, expect='RECOVERING') self.check_get_status(loss_stage, new_price=140, old_price=133.85, expect='LOSING') self.check_get_status(loss_stage, new_price=132.4, old_price=132.4, 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)
class TestStageShortStock(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="SELL", quantity=-10, price=126.03, ) filled_orders = FilledOrder.objects.filter(underlying=self.underlying) self.long_stock = StageShortStock(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": 126.03, "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=126.03, expect=True) self.check_in_stage(stage_cls=even_stage, price=120, expect=False) self.check_get_status(stage_cls=even_stage, new_price=133.33, old_price=133.33, 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="{current_price} < {price_a}", detail={ "price_a": 126.03, "amount_a": 0.0, "price_b": 0.0, "amount_b": 0.0, "left_status": "DECREASING", "left_expression": "{old_price} < {new_price} < {price_a}", "right_status": "PROFITING", "right_expression": "{new_price} < {old_price} < {price_a}", }, ) self.check_in_stage(stage_cls=profit_stage, price=124.5, expect=True) self.check_in_stage(stage_cls=profit_stage, price=127.84, expect=False) self.check_get_status(profit_stage, new_price=124.21, old_price=122.76, expect="DECREASING") self.check_get_status(profit_stage, new_price=121.63, old_price=122.76, expect="PROFITING") self.check_get_status(profit_stage, new_price=120.8, old_price=120.8, 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="{price_a} < {current_price}", detail={ "price_a": 126.03, "amount_a": 0.0, "price_b": 0.0, "amount_b": 0.0, "left_status": "RECOVERING", "left_expression": "{price_a} < {new_price} < {old_price}", "right_status": "LOSING", "right_expression": "{price_a} < {old_price} < {new_price}", }, ) self.check_in_stage(stage_cls=loss_stage, price=131.9, expect=True) self.check_in_stage(stage_cls=loss_stage, price=120.8, expect=False) self.check_get_status(loss_stage, new_price=131.7, old_price=133.85, expect="RECOVERING") self.check_get_status(loss_stage, new_price=140, old_price=133.85, expect="LOSING") self.check_get_status(loss_stage, new_price=132.4, old_price=132.4, 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)