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
