def test_assign_put(self):
put = Option('put', TSLA, 500, datetime(2020, 12, 28))
port = Portfolio(70000, {TSLA: 12, put: -1})
port.collateral[TSLA] = 100
te = TradingEngine()
te.assign(port, put, -1)
self.assertEqual(70_000 - 50_000, port.cash)
self.assertEqual(112, port.securities[TSLA])
self.assertEqual(0, port.securities[put])
self.assertEqual(0, port.collateral[TSLA])
def test_assign_call(self):
call = Option('call', TSLA, 500, datetime(2020, 12, 28))
secs = {TSLA: 100, call: -1}
port = Portfolio(420, secs)
port.collateral[TSLA] = 100
te = TradingEngine()
te.assign(port, call, -1)
self.assertEqual(420 + 50000, port.cash)
self.assertEqual(0, port.securities[TSLA])
self.assertEqual(0, port.securities[call])
self.assertEqual(0, port.collateral[TSLA])