def setUp(self): TestUnitSetUpStage.setUp(self) self.orders = { 'buy_put': {'contract': 'CALL', 'side': 'BUY', 'quantity': +1, 'strike': 26, 'price': 1.2, 'net_price': 0.0}, 'sell_put': {'contract': 'PUT', 'side': 'SELL', 'quantity': -1, 'strike': 25, 'price': 0.65, 'net_price': 0.55}, } self.buy_order = create_filled_order( trade_summary=self.trade_summary, underlying=self.underlying, spread='VERTICAL', contract=self.orders['buy_put']['contract'], side=self.orders['buy_put']['side'], quantity=self.orders['buy_put']['quantity'], strike=self.orders['buy_put']['strike'], price=self.orders['buy_put']['price'], net_price=self.orders['buy_put']['net_price'] ) self.sell_order = create_filled_order( trade_summary=self.trade_summary, underlying=self.underlying, spread='VERTICAL', contract=self.orders['sell_put']['contract'], side=self.orders['sell_put']['side'], quantity=self.orders['sell_put']['quantity'], strike=self.orders['sell_put']['strike'], price=self.orders['sell_put']['price'], net_price=self.orders['sell_put']['net_price'] ) filled_orders = FilledOrder.objects.filter(underlying=self.underlying).all() self.contract_right = 100 self.long_put_vertical = StageLongPutVertical( filled_orders=filled_orders, contract_right=self.contract_right )