def setUp(self): TestUnitSetUpStage.setUp(self) self.sell_order = create_filled_order( trade_summary=self.trade_summary, underlying=self.underlying, spread='BACKRATIO', contract='CALL', side='BUY', quantity=1, strike=43, price=1.42, net_price=0.58 ) self.buy_order = create_filled_order( trade_summary=self.trade_summary, underlying=self.underlying, spread='BACKRATIO', contract='CALL', side='SELL', quantity=-2, strike=46, price=.42, net_price=0.0 ) self.contract_right = 100 filled_orders = FilledOrder.objects.filter(underlying=self.underlying) self.long_call_backratio = StageShortCallBackratio( filled_orders=filled_orders, contract_right=self.contract_right )