def _get_current_underlying_price(self, p: Position):
oc = p.opra_code()
if p.is_option():
price = self._chain.get_current_underlying_price(oc)
return price
return 0.0 # OR throw an exception here
def test_opra_codes():
valid_opras = [
('TEAM180615C00055000',
'98,TEAM180615C00055000,704622,TEAM,66.67,*,,call,2018-06-15,2018-06-05,55.0,11.35,'
'11.7,12.0,19,789,0.5017,0.9928,0.0037,-3.3675,0.2135,TEAM180615C00055000,1.0'
),
('TEAM190315C00095000',
'15998,TEAM190315C00095000,751040,TEAM,80.7,*,,call,2019-03-15,2018-11-28,95.0,3.3,'
'3.3,3.8,1,173,0.4661,0.3093,0.0174,-12.7395,15.3477,TEAM190315C00095000,'
'0.267553073795217'),
('TEAM190524C00102000',
'31998,TEAM190524C00102000,745368,TEAM,126.08,*,,call,2019-05-24,2019-05-15,102.0,'
'15.2,22.8,25.6,0,1,0.4082,0.9997,0.0001,-2.7994,0.018000000000000002,'
'TEAM190524C00102000,1.0'),
('TEAM190621P00105000',
'47998,TEAM190621P00105000,727266,TEAM,104.12,*,,put,2019-06-21,2019-02-20,105.0,9.4,'
'9.0,9.6,1,46,0.3891,-0.4564,0.017,-12.6315,23.6733,TEAM190621P00105000,1.0'
),
('TEAM191220C00150000',
'59998,TEAM191220C00150000,747370,TEAM,117.17,*,,call,2019-12-20,2019-05-08,150.0,'
'0.0,4.5,6.5,0,0,0.3986,0.2806,0.0092,-10.7242,31.0223,TEAM191220C00150000,'
'0.3143846634076346'),
('TEAM210115P00195000',
'78449,TEAM210115P00195000,771091,TEAM,125.88,*,,put,2021-01-15,2019-05-31,195.0,0.0,'
'74.6,77.0,0,0,0.4766,-0.6351,0.0048,-5.0587,59.6021,TEAM210115P00195000,1.0'
),
('TLT180928P00121500',
'54998,TLT180928P00121500,752147,TLT,116.8,*,,put,2018-09-28,2018-09-24,121.5,4.77,'
'4.6,4.8,0,22,0.1356,-0.9987,0.0027,2.4747,0.0464,TLT180928P00121500,1.0'
),
('TLT181221P00104000',
'109998,TLT181221P00104000,715831,TLT,119.71,*,,put,2018-12-21,2018-06-05,104.0,0.55,'
'0.26,0.33,0,351,0.135,-0.0558,0.0094,-1.0705,9.9295,TLT181221P00104000,'
'0.03413479945010925'),
('TLT190222P00128500',
'164998,TLT190222P00128500,773729,TLT,120.48,*,,put,2019-02-22,2019-01-14,128.5,0.0,'
'7.9,8.65,0,0,0.1433,-0.912,0.0277,-4.2808,6.0546,TLT190222P00128500,1.0'
),
('TLT190503C00130500',
'219998,TLT190503C00130500,749744,TLT,123.9,*,,call,2019-05-03,2019-05-01,130.5,0.07,'
'0.0,0.02,0,341,0.1314,0.0,0.0,0.0,0.0,TLT190503C00130500,4.759169835999444e-08'
),
('TLT190920C00092000',
'274998,TLT190920C00092000,775484,TLT,125.99,*,,call,2019-09-20,2019-05-17,92.0,0.0,'
'33.85,34.45,0,0,0.0469,1.0,0.0,-2.3606,0.0,TLT190920C00092000,1.0'),
('TLT210115P00126000',
'329998,TLT210115P00126000,731196,TLT,124.37,*,,put,2021-01-15,2019-04-01,126.0,8.34,'
'8.25,8.85,0,3,0.1102,-0.5069,0.0204,-2.1069999999999998,62.3853,TLT210115P00126000,'
'1.0'),
('TLT210115P00170000',
'333285,TLT210115P00170000,783649,TLT,131.83,*,,put,2021-01-15,2019-05-31,170.0,43.0,'
'37.5,42.0,0,12,0.1869,-0.7959,0.0074,-1.8645,38.9568,TLT210115P00170000,1.0'
),
('MS180601C00040000',
'3,MS180601C00046000,500705,MS,51.21,*,,call,2018-06-01,2018-06-01,46.0,0.0,5.0,5.4,0,'
'0,0.3,1.0,0.0,0.0,0.0,MS180601C00046000,0.0'),
('MS180706P00044000',
'4998,MS180706P00044000,478308,MS,51.32,*,,put,2018-07-06,2018-06-12,44.0,0.0,0.0,0.06,'
'0,0,0.2845,-0.0142,0.0098,-1.0256,0.4675,MS180706P00044000,0.015044175245536497'
),
('MS181207C00044000',
'49998,MS181207C00044000,515836,MS,45.82,*,,call,2018-12-07,2018-11-05,44.0,1.42,2.73,'
'2.8,0,35,0.3123,0.6952,0.0835,-9.2342,4.7009,MS181207C00044000,1.0'),
('MS190418P00045000',
'99998,MS190418P00045000,484663,MS,48.71,*,,put,2019-04-18,2018-09-04,45.0,2.03,1.95,'
'2.05,1200,19,0.2505,-0.2958,0.0359,-2.4936,13.1578,MS190418P00045000,'
'0.3497343971075503'),
('MS200117C00055000',
'149998,MS200117C00055000,507564,MS,42.71,*,,call,2020-01-17,2019-05-23,55.0,0.4,0.32,'
'0.4,10,9376,0.2191,0.1067,0.0243,-1.1736,6.3476,MS200117C00055000,0.29802925221883325'
),
('MS210115P00070000',
'165457,MS210115P00070000,512453,MS,40.69,*,,put,2021-01-15,2019-05-31,70.0,22.85,'
'28.95,29.95,0,173,0.4015,-0.7599,0.0139,-0.7399,15.075999999999999,MS210115P00070000,'
'1.0')
]
for oc, row in valid_opras:
symbol, expiration, strike, option_type = decompose_opra(oc)
p = Position(100, symbol, option_type, strike, expiration)
assert oc == p.opra_code()
def _get_current_position_price(self, p: Position):
if p.is_option():
price = self._chain.get_current_price(p.opra_code(), p.quantity)
else:
price = self._quote.get_current_price()
return price
def test_position():
exp = dt.datetime(2018, 6, 15)
p = Position(100, 'XYZ', 'S')
assert not p.is_option()
assert not p.is_call()
assert not p.is_put()
assert p.opra_code() == 'XYZ'
assert p.current_pl() == 0.0
p = Position(100, 'XYZ', 'S', entry_price=99.0)
assert not p.is_option()
assert not p.is_call()
assert not p.is_put()
assert p.opra_code() == 'XYZ'
assert p.current_pl() == 0.0
p = Position(100, 'XYZ', 'S', entry_price=99.0, current_price=98.0)
assert not p.is_option()
assert not p.is_call()
assert not p.is_put()
assert p.opra_code() == 'XYZ'
assert p.current_pl() == approx(-100.0)
p = Position(10, 'XYZ', 'C', 99.0, exp)
assert p.is_option()
assert p.is_call()
assert not p.is_put()
assert p.opra_code() == 'XYZ180615C00099000'
assert p.current_pl() == 0.0
p = Position(10, 'XYZ', 'C', 99.0, exp, 0.22)
assert p.is_option()
assert p.is_call()
assert not p.is_put()
assert p.opra_code() == 'XYZ180615C00099000'
assert p.current_pl() == 0.0
p = Position(10, 'XYZ', 'C', 99.0, exp, 0.22, 0.33)
assert p.is_option()
assert p.is_call()
assert not p.is_put()
assert p.opra_code() == 'XYZ180615C00099000'
assert p.current_pl() == approx(110.0)
p = Position(10, 'XYZ', 'P', 99.0, exp)
assert p.is_option()
assert not p.is_call()
assert p.is_put()
assert p.opra_code() == 'XYZ180615P00099000'
assert p.current_pl() == 0.0
p = Position(10, 'XYZ', 'P', 99.0, exp, 0.22)
assert p.is_option()
assert not p.is_call()
assert p.is_put()
assert p.opra_code() == 'XYZ180615P00099000'
assert p.current_pl() == 0.0
p = Position(10, 'XYZ', 'P', 99.0, exp, 0.22, 0.33)
assert p.is_option()
assert not p.is_call()
assert p.is_put()
assert p.opra_code() == 'XYZ180615P00099000'
assert p.current_pl() == approx(110.0)
p = Position(-2, 'XYZ', 'C', 99.0, exp, 0.22, 0.33)
assert p.current_pl() == approx(-22.0)
p = Position(-2, 'XYZ', 'C', 99.0, exp, 0.33, 0.22)
assert p.current_pl() == approx(22.0)