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 )