def setUp(self):
TestTradeActivity.setUp(self)
self.trade_summary.save()
use_dt = datetime(2014, 9, 28, 16, 16, 42, 462000, tzinfo=utc)
self.items = {
'pos_effect': 'AUTO',
'exec_time': use_dt,
'net_price': 1.05,
'symbol': 'GOOG',
'contract': 'PUT',
'side': 'BUY',
'price': 10.8,
'spread': 'VERTICAL',
'expire_date': 'SEP 14',
'strike': 582.5,
'order': 'MKT',
'quantity': 1
}
self.underlying = models.Underlying(symbol=self.items['symbol'],
company='')
self.underlying.save()
self.filled_order = models.FilledOrder(
trade_summary=self.trade_summary, underlying=self.underlying)
self.filled_order.set_dict(self.items)
self.cls_var = self.filled_order
self.expect_keys = [
'pos_effect', 'exec_time', 'price', 'date', 'net_price',
'contract', 'side', 'spread', 'expire_date', 'strike', 'order',
'symbol', 'quantity'
]
def setUp(self):
TestTradeActivity.setUp(self)
self.trade_summary.save()
use_dt = datetime(2014, 9, 28, 16, 16, 42, 462000, tzinfo=utc)
self.items = {
'status': 'CANCELED',
'pos_effect': 'AUTO',
'time_cancelled': use_dt,
'price': 82.0,
'contract': 'STOCK',
'side': 'SELL',
'symbol': 'FB',
'spread': 'STOCK',
'expire_date': '',
'strike': 0.0,
'tif': 'DAY',
'order': 'LMT',
'quantity': -100
}
self.underlying = models.Underlying(symbol=self.items['symbol'],
company='')
self.underlying.save()
self.cancelled_order = models.CancelledOrder(
trade_summary=self.trade_summary, underlying=self.underlying)
self.cancelled_order.set_dict(self.items)
self.cls_var = self.cancelled_order
self.expect_keys = [
'status', 'pos_effect', 'price', 'date', 'time_cancelled',
'contract', 'side', 'spread', 'expire_date', 'strike', 'tif',
'order', 'symbol', 'quantity'
]
def setUp(self):
TestSetUp.setUp(self)
self.ta_model = models.TaModel()
self.underlying = models.Underlying(
symbol='TSLA',
company='TESLA MOTORS INC COM',
)
self.underlying.save()
self.future = models.Future(lookup='ES',
symbol='/ESZ4',
description='E-mini S&P 500 Index Futures',
expire_date='DEC 14',
session='ETH',
spc='1/50')
self.future.save()
self.future_without_symbol = models.Future(
lookup='ES',
symbol='',
description='E-mini S&P 500 Index Futures',
expire_date='DEC 14',
session='ETH',
spc='1/50')
self.future_without_symbol.save()
self.forex = models.Forex(
symbol='AUD/USD',
description='AusDollar/US Dollar Spot',
)
self.forex.save()
def insert_db(self, no, trade_activity, test_model, data_list):
"""
Save related data into model with pos statement
:param no: int
:param trade_activity: TradeActivity
:param test_model: any models.class
:param data_list: list of dict
"""
ids = list()
for data in data_list:
# if symbol key exists in data_list
if 'symbol' in data.keys():
test_cls = test_model(trade_summary=trade_activity)
underlying_obj = models.Underlying.objects.filter(
symbol=data['symbol'])
if underlying_obj.count():
underlying = underlying_obj.first()
else:
company = ''
if 'description' in data.keys():
company = data['description']
underlying = models.Underlying(symbol=data['symbol'],
company=company)
underlying.save()
test_cls.underlying = underlying
test_cls.set_dict(data)
test_cls.save()
else:
test_cls = test_model(trade_summary=trade_activity)
test_cls.set_dict(data)
test_cls.save()
ids.append(test_cls.id)
print '%d. save %s... ids: %s' % (no, test_model.__name__, ids)
for saved_cls in test_model.objects.all():
print saved_cls.id, saved_cls, saved_cls.json()
def setUp(self):
TestTradeActivity.setUp(self)
self.trade_summary.save()
self.items = {
'status': 'WAIT TRG',
'right': 100,
'strike': 77.5,
'days_begin': 2.0,
'new_expire_date': 'NOV4 14',
'symbol': 'FB',
'ex_month': 'NOV',
'call_by': 'Strike +1 ATM',
'contract': 'CALL',
'order_price': 'AUTO',
'ex_year': 14,
'move_to_market_time_start': '11:00:00',
'active_time_start': '08:45:00',
'active_time_end': '09:00:00',
'side': -1,
'move_to_market_time_end': '14:45:00'
}
self.underlying = models.Underlying(symbol=self.items['symbol'],
company='')
self.underlying.save()
self.rolling_strategy = models.RollingStrategy(
trade_summary=self.trade_summary, underlying=self.underlying)
self.rolling_strategy.set_dict(self.items)
self.cls_var = self.rolling_strategy
self.expect_keys = [
'ex_month', 'days_begin', 'right', 'strike_price',
'move_to_market_time_end', 'new_expire_date', 'symbol', 'contract',
'strategy', 'call_by', 'status', 'order_price', 'ex_year', 'date',
'move_to_market_time_start', 'active_time_start', 'side',
'active_time_end'
]