def test_price_yahoo(self):
s = wallstreet.Call('GOOG',
d=16,
m=6,
y=2017,
strike=800,
source='yahoo')
self.assertEqual(s.price, 40.39)
def test_underlying_price_yahoo(self):
s = wallstreet.Call('GOOG',
d=16,
m=6,
y=2017,
strike=800,
source='yahoo')
self.assertEqual(s.underlying.price, 833.65)
def test_bs_called_with(self):
s = wallstreet.Call('GOOG', d=16, m=6, y=2017)
s.T = 0.2328767123287671
s.set_strike(800)
self.assertEqual(s.BandS.K, 800)
self.assertEqual(s.BandS.T, 0.2328767123287671)
self.assertEqual(s.BandS.S, 834.34)
self.assertEqual(s.BandS.opt_price, 40.39)
self.assertEqual(s.BandS.r, 0.007689726027397261)
def test_underlying_price(self):
s = wallstreet.Call('GOOG', d=16, m=6, y=2017, strike=800)
self.assertEqual(s.underlying.price, 834.34)
def test_strike_yahoo(self):
s = wallstreet.Call('GOOG', d=16, m=6, y=2017, source='yahoo')
s.set_strike(800)
def test_price(self):
s = wallstreet.Call('GOOG', d=16, m=6, y=2017, strike=800)
self.assertEqual(s.price, 40.39)
def test_strike(self):
s = wallstreet.Call('GOOG', d=16, m=6, y=2017)
s.set_strike(800)
def test_closest_strike(self):
s = wallstreet.Call('GOOG', d=16, m=6, y=2017, strike=798)
self.assertEqual(s.strike, 800)
def test_closest_date(self):
s = wallstreet.Call('GOOG', d=15, m=6, y=2017)
self.assertEqual(s.expiration, '16-06-2017')
def test_creation_yahoo(self):
s = wallstreet.Call('GOOG', d=16, m=6, y=2017, source='yahoo')
def test_creation(self):
s = wallstreet.Call('GOOG', d=16, m=6, y=2017)