def test_option_expiration(self):
call = Option('call', TSLA, 500, datetime(2020, 12, 28))
port = Portfolio(0, {TSLA: 100})
te = TradingEngine([port])
te.sell_contract(port, call, 10)
te.eval({TSLA: 400}, datetime(2020, 12, 28))
self.assertFalse(port.contracts())
self.assertEqual(0, port.collateral[TSLA])
def test_exercise_put(self):
put = Option('put', TSLA, 500, datetime(2020, 12, 28))
port = Portfolio(2000, {TSLA: 100})
te = TradingEngine([port])
te.buy_contract(port, put, 10)
self.assertEqual(2000 - 1000, port.cash)
self.assertEqual(1, port.contracts()[put])
te.eval({TSLA: 400}, datetime(2020, 12, 28))
self.assertEqual(2000 - 1000 + 50000, port.cash)
self.assertEqual(0, port.securities.get(TSLA, 0))
self.assertEqual(0, port.securities[put])
def test_exercise_call(self):
call = Option('call', TSLA, 500, datetime(2020, 12, 28))
port = Portfolio(51000, {})
te = TradingEngine([port])
te.buy_contract(port, call, 10)
self.assertEqual(51000 - 1000, port.cash)
self.assertEqual(1, port.contracts()[call])
te.eval({TSLA: 600}, datetime(2020, 12, 28))
self.assertEqual(0, port.cash)
self.assertEqual(100, port.securities[TSLA])
self.assertEqual(0, port.securities[call])
def test_expire_and_assign(self):
call = Option('call', TSLA, 500, datetime(2020, 12, 28))
port = Portfolio(0, {TSLA: 100})
te = TradingEngine([port])
te.sell_contract(port, call, 10)
te.eval({TSLA: 400}, datetime(2020, 12, 28))
call = Option('call', TSLA, 500, datetime(2021, 1, 15))
te.sell_contract(port, call, 5)
te.eval({TSLA: 600}, datetime(2021, 1, 15))
self.assertEqual(1000 + 500 + 50000, port.cash)
self.assertEqual(0, port.securities[TSLA])
self.assertEqual(0, port.contracts()[call])
def test_contracts(self):
call = Option('call', TSLA, 500, datetime(2020, 12, 28))
p = Portfolio(0, {call: 1})
self.assertEqual(1, p.contracts()[call])