def setUp(self):
TestUnitSetUpStage.setUp(self)
self.orders = {
'buy_call': {'contract': 'CALL', 'side': 'BUY', 'quantity': +1,
'strike': 85, 'price': 1.18, 'net_price': 2.55},
'buy_put': {'contract': 'PUT', 'side': 'BUY', 'quantity': +1,
'strike': 80, 'price': 1.37, 'net_price': 0.0},
}
self.call_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['buy_call']['contract'],
side=self.orders['buy_call']['side'],
quantity=self.orders['buy_call']['quantity'],
strike=self.orders['buy_call']['strike'],
price=self.orders['buy_call']['price'],
net_price=self.orders['buy_call']['net_price']
)
self.put_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='STRANGLE',
contract=self.orders['buy_put']['contract'],
side=self.orders['buy_put']['side'],
quantity=self.orders['buy_put']['quantity'],
strike=self.orders['buy_put']['strike'],
price=self.orders['buy_put']['price'],
net_price=self.orders['buy_put']['net_price']
)
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.contract_right = 100
self.long_strangle = StageLongStrangle(
filled_orders=filled_orders, contract_right=self.contract_right
)
