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)
