def setUp(self):
TestUnitSetUpStage.setUp(self)
self.option_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="SINGLE",
contract="PUT",
side="BUY",
quantity=1,
strike=125,
price=3.93,
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put = StageLongPut(filled_orders=filled_orders, contract_right=self.contract_right)
class TestStageLongPut(TestUnitSetUpStage):
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.option_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread="SINGLE",
contract="PUT",
side="BUY",
quantity=1,
strike=125,
price=3.93,
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_put = StageLongPut(filled_orders=filled_orders, contract_right=self.contract_right)
def test_create_even_stage(self):
"""
Create even stage using filled orders data
"""
even_stage = self.long_put.create_even_stage()
self.method_test_create_stage(
stage=even_stage,
name="EVEN",
expression="{price_a} == {current_price}",
detail={
"price_a": 121.07,
"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=121.07, expect=True)
self.check_in_stage(stage_cls=even_stage, price=123, expect=False)
self.check_get_status(stage_cls=even_stage, new_price=121.07, old_price=121.07, expect="UNKNOWN")
def test_create_max_loss_stage(self):
"""
Create loss stage using filled orders data
"""
max_loss_stage = self.long_put.create_max_loss_stage()
self.method_test_create_stage(
stage=max_loss_stage,
name="MAX_LOSS",
expression="{price_a} <= {current_price}",
detail={
"price_a": 125.00,
"amount_a": -393.0,
"price_b": 0.0,
"amount_b": 0.0,
"left_status": "EASING",
"left_expression": "{price_a} <= {new_price} < {old_price}",
"right_status": "WORST",
"right_expression": "{price_a} <= {old_price} < {new_price}",
},
)
self.check_in_stage(stage_cls=max_loss_stage, price=126, expect=True)
self.check_in_stage(stage_cls=max_loss_stage, price=124.6, expect=False)
self.check_get_status(max_loss_stage, new_price=126, old_price=127, expect="EASING")
self.check_get_status(max_loss_stage, new_price=128, old_price=127, expect="WORST")
self.check_get_status(max_loss_stage, new_price=126, old_price=126, expect="UNKNOWN")
def test_create_profit_stage(self):
"""
Create profit stage using filled orders data
"""
profit_stage = self.long_put.create_profit_stage()
self.method_test_create_stage(
stage=profit_stage,
name="PROFIT",
expression="{current_price} < {price_a}",
detail={
"price_a": 121.07,
"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=120.5, expect=True)
self.check_in_stage(stage_cls=profit_stage, price=123.5, expect=False)
self.check_get_status(profit_stage, new_price=119.5, old_price=118.5, expect="DECREASING")
self.check_get_status(profit_stage, new_price=115, old_price=118, expect="PROFITING")
self.check_get_status(profit_stage, new_price=119.5, old_price=119.5, expect="UNKNOWN")
def test_create_loss_stage(self):
"""
Create loss stage using filled orders data
"""
loss_stage = self.long_put.create_loss_stage()
self.method_test_create_stage(
stage=loss_stage,
name="LOSS",
expression="{price_a} < {current_price} < {price_b}",
detail={
"price_a": 121.07,
"amount_a": 0.0,
"price_b": 125.0,
"amount_b": -393.0,
"left_status": "RECOVERING",
"left_expression": "{price_a} < {new_price} < {old_price} < {price_b}",
"right_status": "LOSING",
"right_expression": "{price_a} < {old_price} < {new_price} < {price_b}",
},
)
self.check_in_stage(stage_cls=loss_stage, price=124.3, expect=True)
self.check_in_stage(stage_cls=loss_stage, price=126.7, expect=False)
self.check_get_status(loss_stage, new_price=122.5, old_price=123, expect="RECOVERING")
self.check_get_status(loss_stage, new_price=123.5, old_price=123, expect="LOSING")
self.check_get_status(loss_stage, new_price=123, old_price=123, expect="UNKNOWN")
def test_create_stages(self):
"""
Test create stages using filled orders
"""
print "run create_stages..."
stages = self.long_put.create_stages()
self.assertEqual(type(stages), list)
for stage in stages:
print stage
self.assertEqual(type(stage), PositionStage)