def test_count_short_calls(self):
leg1 = option_factory.long_call(100, 5)
leg2 = option_factory.long_call(200, 2)
leg3 = option_factory.short_call(50, 1)
expected_result = 1
actual_result = option_position_analysis.count_short_calls([leg1, leg2, leg3])
self.assertAlmostEqual(expected_result, actual_result, 1)
def test_is_position_allowed(self):
# more long legs than short should always be true
leg1 = option_factory.long_call(100, 5)
leg2 = option_factory.long_call(200, 2)
leg3 = option_factory.short_call(50, 1)
self.assertTrue(option_position_analysis.is_position_allowed([leg1, leg2, leg3], True))
self.assertTrue(option_position_analysis.is_position_allowed([leg1, leg2, leg3], False))
# same number long as short should always be true
leg4 = option_factory.short_call(75, 1)
self.assertTrue(option_position_analysis.is_position_allowed([leg1, leg2, leg3, leg4], True))
self.assertTrue(option_position_analysis.is_position_allowed([leg1, leg2, leg3, leg4], False))
# extra short legs should be false when allow_uncapped_risk is false
leg5 = option_factory.short_call(150, 3)
self.assertTrue(option_position_analysis.is_position_allowed([leg1, leg2, leg3, leg4, leg5], True))
self.assertFalse(option_position_analysis.is_position_allowed([leg1, leg2, leg3, leg4, leg5], False))