def test_get_cls(self):
"""
Test get name using stock identify class
"""
self.ready_all(key=2)
for position in Position.objects.all():
stock = PositionStock.objects.filter(position=position).first()
""":type: PositionStock"""
option = PositionOption.objects.filter(position=position).first()
""":type: PositionOption"""
hedge_identify = HedgeIdentify(stock, option)
cls = hedge_identify.get_cls()
self.assertIn(
cls,
[hedge.CoveredCall, hedge.ProtectiveCall,
hedge.CoveredPut, hedge.ProtectivePut,
None]
)
print cls(PositionSet(stock.position))
def test_is_balance(self):
"""
Test both stock and option are in balance quantity
"""
samples = [(100, 1), (100, 2), (200, 2), (300, 1)]
expect_results = [True, False, True, False]
for (stock_qty, option_qty), expect in zip(samples, expect_results):
self.stock.quantity = stock_qty
self.option.quantity = option_qty
hedge_identify = HedgeIdentify(self.stock, self.option)
result = hedge_identify.is_balance()
self.assertEqual(result, expect)
print 'stock quantity: %d' % stock_qty
print 'option quantity: %d' % option_qty
print 'result: %s\n' % result
def test_is_balance(self):
"""
Test both stock and option are in balance quantity
"""
samples = [(100, 1), (100, 2), (200, 2), (300, 1)]
expect_results = [True, False, True, False]
for (stock_qty, option_qty), expect in zip(samples, expect_results):
self.stock.quantity = stock_qty
self.option.quantity = option_qty
hedge_identify = HedgeIdentify(self.stock, self.option)
result = hedge_identify.is_balance()
self.assertEqual(result, expect)
print 'stock quantity: %d' % stock_qty
print 'option quantity: %d' % option_qty
print 'result: %s\n' % result
def stock_cond_method(self, attr, expected):
"""
For test condition methods
"""
for qty, expect in zip([1, -1], expected):
self.stock.quantity = qty
hedge_identify = HedgeIdentify(self.stock, self.option)
result = getattr(hedge_identify, attr)()
self.assertEqual(result, expect)
print 'stock quantity: %d' % qty
print 'result: %s\n' % result
def test_get_cls(self):
"""
Test get name using stock identify class
"""
self.ready_all(key=2)
for position in Position.objects.all():
stock = PositionStock.objects.filter(position=position).first()
""":type: PositionStock"""
option = PositionOption.objects.filter(position=position).first()
""":type: PositionOption"""
hedge_identify = HedgeIdentify(stock, option)
cls = hedge_identify.get_cls()
self.assertIn(cls, [
hedge.CoveredCall, hedge.ProtectiveCall, hedge.CoveredPut,
hedge.ProtectivePut, None
])
print cls(PositionSet(stock.position))
def option_conditions(self, attr, expect_results):
"""
Test is buy call condition
"""
options = [(c, q) for c in ['CALL', 'PUT'] for q in [1, -1]]
print options
for (contract, quantity), expect in zip(options, expect_results):
self.option.contract = contract
self.option.quantity = quantity
hedge_identify = HedgeIdentify(self.stock, self.option)
result = getattr(hedge_identify, attr)()
self.assertEqual(result, expect)
print 'quantity: %d, contract: %s' % (quantity, contract)
print 'result: %s\n' % result
