def setUp(self):
TestUnitSetUpStage.setUp(self)
self.option_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='SINGLE',
contract='CALL',
side='BUY',
quantity=2,
strike=58,
price=0.95
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_call = StageLongCall(
filled_orders=filled_orders, contract_right=self.contract_right
)
class TestStageLongCall(TestUnitSetUpStage):
def setUp(self):
TestUnitSetUpStage.setUp(self)
self.option_order = create_filled_order(
trade_summary=self.trade_summary,
underlying=self.underlying,
spread='SINGLE',
contract='CALL',
side='BUY',
quantity=2,
strike=58,
price=0.95
)
self.contract_right = 100
filled_orders = FilledOrder.objects.filter(underlying=self.underlying)
self.long_call = StageLongCall(
filled_orders=filled_orders, contract_right=self.contract_right
)
def test_create_even_stage(self):
"""
Create even stage using filled orders data
"""
even_stage = self.long_call.create_even_stage()
self.method_test_create_stage(
stage=even_stage,
name='EVEN',
expression='{price_a} == {current_price}',
detail={
'price_a': 58.95,
'amount_a': 0.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': '',
'left_expression': '',
'right_status': '',
'right_expression': '',
}
)
self.check_in_stage(stage_cls=even_stage, price=58.95, expect=True)
self.check_in_stage(stage_cls=even_stage, price=60.1, expect=False)
self.check_get_status(
stage_cls=even_stage, new_price=58.95, old_price=58.95, expect='UNKNOWN'
)
def test_create_max_loss_stage(self):
"""
Create loss stage using filled orders data
"""
max_loss_stage = self.long_call.create_max_loss_stage()
self.method_test_create_stage(
stage=max_loss_stage,
name='MAX_LOSS',
expression='{current_price} <= {price_a}',
detail={
'price_a': 58.00,
'amount_a': -190.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': 'EASING',
'left_expression': '{old_price} < {new_price} <= {price_a}',
'right_status': 'WORST',
'right_expression': '{new_price} < {old_price} <= {price_a}',
}
)
self.check_in_stage(stage_cls=max_loss_stage, price=55.3, expect=True)
self.check_in_stage(stage_cls=max_loss_stage, price=58.95, expect=False)
self.check_get_status(max_loss_stage, new_price=54, old_price=53, expect='EASING')
self.check_get_status(max_loss_stage, new_price=52.5, old_price=53.5, expect='WORST')
self.check_get_status(max_loss_stage, new_price=52.2, old_price=52.2, expect='UNKNOWN')
def test_create_profit_stage(self):
"""
Create profit stage using filled orders data
"""
profit_stage = self.long_call.create_profit_stage()
self.method_test_create_stage(
stage=profit_stage,
name='PROFIT',
expression='{price_a} < {current_price}',
detail={
'price_a': 58.95,
'amount_a': 0.0,
'price_b': 0.0,
'amount_b': 0.0,
'left_status': 'DECREASING',
'left_expression': '{price_a} < {new_price} < {old_price}',
'right_status': 'PROFITING',
'right_expression': '{price_a} < {old_price} < {new_price}',
}
)
self.check_in_stage(stage_cls=profit_stage, price=62.54, expect=True)
self.check_in_stage(stage_cls=profit_stage, price=58.95, expect=False)
self.check_get_status(profit_stage, new_price=61.44, old_price=63.1, expect='DECREASING')
self.check_get_status(profit_stage, new_price=63.9, old_price=61, expect='PROFITING')
self.check_get_status(profit_stage, new_price=62.2, old_price=62.2, expect='UNKNOWN')
def test_create_loss_stage(self):
"""
Create loss stage using filled orders data
"""
loss_stage = self.long_call.create_loss_stage()
self.method_test_create_stage(
stage=loss_stage,
name='LOSS',
expression='{price_a} < {current_price} < {price_b}',
detail={
'price_a': 58.00,
'amount_a': -190.00,
'price_b': 58.95,
'amount_b': 0.0,
'left_status': 'RECOVERING',
'left_expression': '{price_a} < {old_price} < {new_price} < {price_b}',
'right_status': 'LOSING',
'right_expression': '{price_a} < {new_price} < {old_price} < {price_b}',
}
)
self.check_in_stage(stage_cls=loss_stage, price=58.94, expect=True)
self.check_in_stage(stage_cls=loss_stage, price=62.3, expect=False)
self.check_get_status(loss_stage, new_price=58.5, old_price=58.4, expect='RECOVERING')
self.check_get_status(loss_stage, new_price=58.5, old_price=58.6, expect='LOSING')
self.check_get_status(loss_stage, new_price=58.5, old_price=58.5, expect='UNKNOWN')
def test_create_stages(self):
"""
Test create stages using filled orders
"""
print 'run create_stages...'
stages = self.long_call.create_stages()
self.assertEqual(type(stages), list)
for stage in stages:
print stage
self.assertEqual(type(stage), PositionStage)