def ready_position_set(self, symbol, investment, date='2015-01-29'):
"""
get filled orders from db
:param symbol: str
:param investment: str
"""
query = Q()
if investment == 'underlying':
query = Q(underlying__symbol=symbol)
elif investment == 'future':
query = Q(future__symbol=symbol)
elif investment == 'forex':
query = Q(forex__symbol=symbol)
filled_orders = FilledOrder.objects.filter(
Q(trade_summary__date=date) & query)
if filled_orders.exists():
self.filled_orders = filled_orders.all()
self.position_set = PositionSet()
self.manager = PositionSetManager(self.position_set)
else:
self.skipTest(
"Use 'Unittest' for testing existing db testing (Empty PositionSet).\n"
)
raise ObjectDoesNotExist()
def setUp(self):
TestSetUpDB.setUp(self)
# set date
self.date = '2015-04-28'
# create underlying
self.underlying = Underlying(symbol='AAPL', company='APPLE INC')
# create position set
self.position_set = PositionSet()
self.position_set.underlying = self.underlying
self.position_set.name = 'EQUITY'
self.position_set.spread = 'LONG_STOCK'
self.position_set.start_date = datetime.strptime(
'2015-04-13', '%Y-%m-%d').date()
self.position_set.stop_date = datetime.strptime(
'2015-04-28', '%Y-%m-%d').date()
self.position_set.save()
# create position opinion
self.position_opinion = self.create_opinion(
date=Profiler.move_bday(self.date, 1),
position_set=self.position_set,
direction='BULL')
# create profiler now
self.profiler = Profiler(position_set=self.position_set,
date=self.date)
class TestPositionSetCls(TestUnitSetUp):
def ready_position_set(self, symbol, investment, date='2015-01-29'):
"""
get filled orders from db
:param symbol: str
:param investment: str
"""
query = Q()
if investment == 'underlying':
query = Q(underlying__symbol=symbol)
elif investment == 'future':
query = Q(future__symbol=symbol)
elif investment == 'forex':
query = Q(forex__symbol=symbol)
filled_orders = FilledOrder.objects.filter(
Q(trade_summary__date=date) & query)
if filled_orders.exists():
self.filled_orders = filled_orders.all()
self.position_set = PositionSet()
self.manager = PositionSetManager(self.position_set)
else:
self.skipTest(
"Use 'Unittest' for testing existing db testing (Empty PositionSet).\n"
)
raise ObjectDoesNotExist()
def setUp(self):
TestUnitSetUp.setUp(self)
self.filled_orders = None
self.position_set = None
# foreign keys
self.position_instruments = list()
self.profits_losses = list()
self.position_forexs = list()
self.position_forexs = list()
def tearDown(self):
"""
Clean up database...
"""
TestUnitSetUp.tearDown(self)
if self.position_set is not None:
self.position_set = self.position_set
""":type: PositionSet"""
self.position_set.filledorder_set.update(position_set=None)
self.position_set.positioninstrument_set.update(position_set=None)
self.position_set.positionfuture_set.update(position_set=None)
self.position_set.positionforex_set.update(position_set=None)
self.position_set.profitloss_set.update(position_set=None)
if self.position_set.id:
self.position_set.delete()
class TestPositionSetCls(TestUnitSetUp):
def ready_position_set(self, symbol, investment, date='2015-01-29'):
"""
get filled orders from db
:param symbol: str
:param investment: str
"""
query = Q()
if investment == 'underlying':
query = Q(underlying__symbol=symbol)
elif investment == 'future':
query = Q(future__symbol=symbol)
elif investment == 'forex':
query = Q(forex__symbol=symbol)
filled_orders = FilledOrder.objects.filter(
Q(trade_summary__date=date) & query
)
if filled_orders.exists():
self.filled_orders = filled_orders.all()
self.position_set = PositionSet()
self.manager = PositionSetManager(self.position_set)
else:
self.skipTest("Use 'Unittest' for testing existing db testing (Empty PositionSet).\n")
raise ObjectDoesNotExist()
def setUp(self):
TestUnitSetUp.setUp(self)
self.filled_orders = None
self.position_set = None
# foreign keys
self.position_instruments = list()
self.profits_losses = list()
self.position_forexs = list()
self.position_forexs = list()
def tearDown(self):
"""
Clean up database...
"""
TestUnitSetUp.tearDown(self)
if self.position_set is not None:
self.position_set = self.position_set
""":type: PositionSet"""
self.position_set.filledorder_set.update(position_set=None)
self.position_set.positioninstrument_set.update(position_set=None)
self.position_set.positionfuture_set.update(position_set=None)
self.position_set.positionforex_set.update(position_set=None)
self.position_set.profitloss_set.update(position_set=None)
if self.position_set.id:
self.position_set.delete()
def ready_position_set(self, symbol, investment, date='2015-01-29'):
"""
get filled orders from db
:param symbol: str
:param investment: str
"""
query = Q()
if investment == 'underlying':
query = Q(underlying__symbol=symbol)
elif investment == 'future':
query = Q(future__symbol=symbol)
elif investment == 'forex':
query = Q(forex__symbol=symbol)
filled_orders = FilledOrder.objects.filter(
Q(trade_summary__date=date) & query
)
if filled_orders.exists():
self.filled_orders = filled_orders.all()
self.position_set = PositionSet()
self.manager = PositionSetManager(self.position_set)
else:
self.skipTest("Use 'Unittest' for testing existing db testing (Empty PositionSet).\n")
raise ObjectDoesNotExist()
def setUp(self):
TestSetUpDB.setUp(self)
# set date
self.date = "2015-04-28"
# create underlying
self.underlying = Underlying(symbol="AAPL", company="APPLE INC")
# create position set
self.position_set = PositionSet()
self.position_set.underlying = self.underlying
self.position_set.name = "EQUITY"
self.position_set.spread = "LONG_STOCK"
self.position_set.start_date = datetime.strptime("2015-04-13", "%Y-%m-%d").date()
self.position_set.stop_date = datetime.strptime("2015-04-28", "%Y-%m-%d").date()
self.position_set.save()
# create position opinion
self.position_opinion = self.create_opinion(
date=Profiler.move_bday(self.date, 1), position_set=self.position_set, direction="BULL"
)
# create profiler now
self.profiler = Profiler(position_set=self.position_set, date=self.date)
def create_position_sets(self, date=""):
"""
Take a list of open orders and make a list of position sets
group open filled orders by using underlying or future or forex
:return: list of PositionSet
"""
for query in self.queries:
filled_orders = self.open_orders.filter(query)
# save filled order into position set and all foreign keys
if filled_orders.exists():
position_set = PositionSet()
position_set.manager.filled_orders = filled_orders
position_set.save()
position_set.manager.update_foreign_keys(date=date)
self.open_sets.append(position_set)
return self.open_sets
def create_position_sets(self, date=''):
"""
Take a list of open orders and make a list of position sets
group open filled orders by using underlying or future or forex
:return: list of PositionSet
"""
for query in self.queries:
filled_orders = self.open_orders.filter(query)
# save filled order into position set and all foreign keys
if filled_orders.exists():
position_set = PositionSet()
position_set.manager.filled_orders = filled_orders
position_set.save()
position_set.manager.update_foreign_keys(date=date)
self.open_sets.append(position_set)
return self.open_sets
class TestProfilerLongStock(TestSetUpDB):
def create_opinion(self, date, position_set, direction, decision='HOLD'):
"""
Create position opinion
:param date: str or datetime
:param direction: str
:param decision: str
:return: PositionOpinion
"""
position_opinion = PositionOpinion()
position_opinion.position_set = position_set
position_opinion.date = date
position_opinion.direction = direction
position_opinion.decision = decision
position_opinion.save()
return position_opinion
def setUp(self):
TestSetUpDB.setUp(self)
# set date
self.date = '2015-04-28'
# create underlying
self.underlying = Underlying(symbol='AAPL', company='APPLE INC')
# create position set
self.position_set = PositionSet()
self.position_set.underlying = self.underlying
self.position_set.name = 'EQUITY'
self.position_set.spread = 'LONG_STOCK'
self.position_set.start_date = datetime.strptime(
'2015-04-13', '%Y-%m-%d').date()
self.position_set.stop_date = datetime.strptime(
'2015-04-28', '%Y-%m-%d').date()
self.position_set.save()
# create position opinion
self.position_opinion = self.create_opinion(
date=Profiler.move_bday(self.date, 1),
position_set=self.position_set,
direction='BULL')
# create profiler now
self.profiler = Profiler(position_set=self.position_set,
date=self.date)
def test_move_bday(self):
"""
Test next bday that skip holidays and offdays
"""
print 'using date: %s' % self.date
for day in [1, -1]:
print 'run next_bday...'
next_bday = self.profiler.move_bday(self.date, day)
""":type: datetime"""
print 'get result: %s' % next_bday
self.assertEqual(type(next_bday), datetime)
self.assertNotEqual(self.date, next_bday)
self.assertFalse(is_holiday(next_bday))
self.assertFalse(is_offdays(next_bday))
print '.' * 60
def test_create_opinion_button(self):
"""
Test create opinion button
"""
print 'run create_opinion_button...'
opinion_button = self.profiler.create_opinion_button()
print 'opinion_button:'
print opinion_button
self.assertEqual(type(opinion_button), dict)
self.assertTrue(opinion_button['saved'])
self.assertEqual(opinion_button['object'].id, self.position_opinion.id)
print '\n' + '.' * 60 + '\n'
print 'test false...'
print '\n' + '.' * 60 + '\n'
print 'run create_opinion_button...'
self.profiler = Profiler(self.position_set, date='2015-04-09')
opinion_button = self.profiler.create_opinion_button()
self.assertEqual(type(opinion_button), dict)
self.assertFalse(opinion_button['saved'])
print 'opinion_button:'
print opinion_button
def test_create_position_opinions(self):
"""
Create position opinions for profiler view
"""
# create position opinion
self.position_opinion0 = self.create_opinion(
date='2015-04-08',
position_set=self.position_set,
direction='BULL')
self.position_opinion1 = self.create_opinion(
date='2015-04-09',
position_set=self.position_set,
direction='BEAR')
position_opinions = self.profiler.create_position_opinions()
for position_opinion in position_opinions:
print 'opinion: %s' % position_opinion
print 'bull: %s' % position_opinion.bull
print 'bear: %s' % position_opinion.bear
print '.' * 60
self.assertEqual(type(position_opinion.bull['count']), int)
self.assertGreaterEqual(position_opinion.bull['count'], 0)
self.assertEqual(type(position_opinion.bull['correct']), int)
self.assertGreaterEqual(position_opinion.bull['correct'], 0)
self.assertEqual(type(position_opinion.bull['correct_pct']), float)
self.assertGreaterEqual(position_opinion.bull['correct_pct'], 0)
self.assertEqual(type(position_opinion.bull['wrong']), int)
self.assertGreaterEqual(position_opinion.bull['wrong'], 0)
self.assertEqual(type(position_opinion.bull['wrong_pct']), float)
self.assertGreaterEqual(position_opinion.bull['wrong_pct'], 0)
self.assertEqual(type(position_opinion.bear['count']), int)
self.assertGreaterEqual(position_opinion.bear['count'], 0)
self.assertEqual(type(position_opinion.bear['correct']), int)
self.assertGreaterEqual(position_opinion.bear['correct'], 0)
self.assertEqual(type(position_opinion.bear['correct_pct']), float)
self.assertGreaterEqual(position_opinion.bear['correct_pct'], 0)
self.assertEqual(type(position_opinion.bear['wrong']), int)
self.assertGreaterEqual(position_opinion.bear['wrong'], 0)
self.assertEqual(type(position_opinion.bear['wrong_pct']), float)
self.assertGreaterEqual(position_opinion.bear['wrong_pct'], 0)
def test_create_position_dates(self):
"""
Test create position dates
"""
position_dates = self.profiler.create_position_dates()
print 'position_dates:'
pprint(position_dates)
self.assertEqual(type(position_dates), dict)
self.assertFalse(position_dates['dte'])
self.assertFalse(position_dates['expire_date'])
self.assertEqual(position_dates['pass_bdays'], 12)
self.assertEqual(position_dates['pass_days'], 16)
self.assertEqual(position_dates['start_date'],
datetime.strptime('2015-04-13', '%Y-%m-%d').date())
self.assertEqual(position_dates['stop_date'],
datetime.strptime('2015-04-28', '%Y-%m-%d').date())
class TestProfilerLongStock(TestSetUpDB):
def create_opinion(self, date, position_set, direction, decision="HOLD"):
"""
Create position opinion
:param date: str or datetime
:param direction: str
:param decision: str
:return: PositionOpinion
"""
position_opinion = PositionOpinion()
position_opinion.position_set = position_set
position_opinion.date = date
position_opinion.direction = direction
position_opinion.decision = decision
position_opinion.save()
return position_opinion
def setUp(self):
TestSetUpDB.setUp(self)
# set date
self.date = "2015-04-28"
# create underlying
self.underlying = Underlying(symbol="AAPL", company="APPLE INC")
# create position set
self.position_set = PositionSet()
self.position_set.underlying = self.underlying
self.position_set.name = "EQUITY"
self.position_set.spread = "LONG_STOCK"
self.position_set.start_date = datetime.strptime("2015-04-13", "%Y-%m-%d").date()
self.position_set.stop_date = datetime.strptime("2015-04-28", "%Y-%m-%d").date()
self.position_set.save()
# create position opinion
self.position_opinion = self.create_opinion(
date=Profiler.move_bday(self.date, 1), position_set=self.position_set, direction="BULL"
)
# create profiler now
self.profiler = Profiler(position_set=self.position_set, date=self.date)
def test_move_bday(self):
"""
Test next bday that skip holidays and offdays
"""
print "using date: %s" % self.date
for day in [1, -1]:
print "run next_bday..."
next_bday = self.profiler.move_bday(self.date, day)
""":type: datetime"""
print "get result: %s" % next_bday
self.assertEqual(type(next_bday), datetime)
self.assertNotEqual(self.date, next_bday)
self.assertFalse(is_holiday(next_bday))
self.assertFalse(is_offdays(next_bday))
print "." * 60
def test_create_opinion_button(self):
"""
Test create opinion button
"""
print "run create_opinion_button..."
opinion_button = self.profiler.create_opinion_button()
print "opinion_button:"
print opinion_button
self.assertEqual(type(opinion_button), dict)
self.assertTrue(opinion_button["saved"])
self.assertEqual(opinion_button["object"].id, self.position_opinion.id)
print "\n" + "." * 60 + "\n"
print "test false..."
print "\n" + "." * 60 + "\n"
print "run create_opinion_button..."
self.profiler = Profiler(self.position_set, date="2015-04-09")
opinion_button = self.profiler.create_opinion_button()
self.assertEqual(type(opinion_button), dict)
self.assertFalse(opinion_button["saved"])
print "opinion_button:"
print opinion_button
def test_create_position_opinions(self):
"""
Create position opinions for profiler view
"""
# create position opinion
self.position_opinion0 = self.create_opinion(
date="2015-04-08", position_set=self.position_set, direction="BULL"
)
self.position_opinion1 = self.create_opinion(
date="2015-04-09", position_set=self.position_set, direction="BEAR"
)
position_opinions = self.profiler.create_position_opinions()
for position_opinion in position_opinions:
print "opinion: %s" % position_opinion
print "bull: %s" % position_opinion.bull
print "bear: %s" % position_opinion.bear
print "." * 60
self.assertEqual(type(position_opinion.bull["count"]), int)
self.assertGreaterEqual(position_opinion.bull["count"], 0)
self.assertEqual(type(position_opinion.bull["correct"]), int)
self.assertGreaterEqual(position_opinion.bull["correct"], 0)
self.assertEqual(type(position_opinion.bull["correct_pct"]), float)
self.assertGreaterEqual(position_opinion.bull["correct_pct"], 0)
self.assertEqual(type(position_opinion.bull["wrong"]), int)
self.assertGreaterEqual(position_opinion.bull["wrong"], 0)
self.assertEqual(type(position_opinion.bull["wrong_pct"]), float)
self.assertGreaterEqual(position_opinion.bull["wrong_pct"], 0)
self.assertEqual(type(position_opinion.bear["count"]), int)
self.assertGreaterEqual(position_opinion.bear["count"], 0)
self.assertEqual(type(position_opinion.bear["correct"]), int)
self.assertGreaterEqual(position_opinion.bear["correct"], 0)
self.assertEqual(type(position_opinion.bear["correct_pct"]), float)
self.assertGreaterEqual(position_opinion.bear["correct_pct"], 0)
self.assertEqual(type(position_opinion.bear["wrong"]), int)
self.assertGreaterEqual(position_opinion.bear["wrong"], 0)
self.assertEqual(type(position_opinion.bear["wrong_pct"]), float)
self.assertGreaterEqual(position_opinion.bear["wrong_pct"], 0)
def test_create_position_dates(self):
"""
Test create position dates
"""
position_dates = self.profiler.create_position_dates()
print "position_dates:"
pprint(position_dates)
self.assertEqual(type(position_dates), dict)
self.assertFalse(position_dates["dte"])
self.assertFalse(position_dates["expire_date"])
self.assertEqual(position_dates["pass_bdays"], 12)
self.assertEqual(position_dates["pass_days"], 16)
self.assertEqual(position_dates["start_date"], datetime.strptime("2015-04-13", "%Y-%m-%d").date())
self.assertEqual(position_dates["stop_date"], datetime.strptime("2015-04-28", "%Y-%m-%d").date())
