def spreads_json(request, date, context=None):
"""
Get positions for that date then
make each position into spreads
return it using json data format
:param request: dict
:param date: str
:param context: str
:return: render
"""
spreads = None
if date and context:
# get all date position
positions = models.Position.objects.filter(date=date)
spreads = list()
for position in positions:
spread = Identify(position=position).spread
""" :type: Spread """
if spread and spread.context == context:
spreads.append('%s' % spread.json())
# todo: until here, convert into json format
# todo: go into each spread, do json output
return HttpResponse(
'[' + ','.join(spreads) + ']',
content_type='application/json'
)
def is_methods(self, key, attr, expect):
"""
Use for each test is_strategy
:param key: int
:param attr: str
:param expect: bool
"""
self.ready_all(key)
for position in Position.objects.all():
pos_set = PositionSet(position)
self.identify = Identify(pos_set)
method = getattr(self.identify, attr)
result = method()
print 'symbol: %s, stock qty: %d, options len: %d, result: %s' \
% (position.symbol, self.identify.pos_set.stock.quantity,
self.identify.pos_set.options.count(), result)
self.assertEqual(result, expect)
Position.objects.all().delete()
print '\n' + '-' * 100 + '\n'
def spreads_json(request, date, context=None):
"""
Get positions for that date then
make each position into spreads
return it using json data format
:param request: dict
:param date: str
:param context: str
:return: render
"""
spreads = None
if date and context:
# get all date position
positions = models.Position.objects.filter(date=date)
spreads = list()
for position in positions:
spread = Identify(position=position).spread
""" :type: Spread """
if spread and spread.context == context:
spreads.append('%s' % spread.json())
# todo: until here, convert into json format
# todo: go into each spread, do json output
return HttpResponse('[' + ','.join(spreads) + ']',
content_type='application/json')
def test_identify(self):
"""
Test core method identify
"""
self.ready_all()
for position in Position.objects.all():
pos_set = PositionSet(position)
self.identify = Identify(pos_set)
self.identify.identify()
print self.identify.spread
def symbols_json(request, date):
"""
Return a list of symbols with fields
[state, status, symbol, pl_open]
:param request: dict
:param date: str
:return: render json
"""
symbols = []
if date:
positions = models.Position.objects.filter(date=date)
if positions.exists():
for position in positions:
spread = Identify(position).spread
""" :type: Spread """
symbols.append({
'symbol': position.symbol,
'spread': spread.__name,
#'status': spread.current_status(),
#'pl_open': pl_open,
#'state': symbol_state(status, instrument.pl_open)
})
# todo: later
return HttpResponse(symbols, content_type='application/json')
class TestIdentify(TestReadyUp):
def is_methods(self, key, attr, expect):
"""
Use for each test is_strategy
:param key: int
:param attr: str
:param expect: bool
"""
self.ready_all(key)
for position in Position.objects.all():
pos_set = PositionSet(position)
self.identify = Identify(pos_set)
method = getattr(self.identify, attr)
result = method()
print 'symbol: %s, stock qty: %d, options len: %d, result: %s' \
% (position.symbol, self.identify.pos_set.stock.quantity,
self.identify.pos_set.options.count(), result)
self.assertEqual(result, expect)
Position.objects.all().delete()
print '\n' + '-' * 100 + '\n'
def test_is_closed(self):
"""
Test identity with closed only positions
"""
self.is_methods(key=0, attr='is_closed', expect=True)
self.is_methods(key=1, attr='is_closed', expect=False)
def test_is_stock(self):
"""
Test identity with stock only positions
"""
self.is_methods(key=1, attr='is_stock', expect=True)
self.is_methods(key=0, attr='is_stock', expect=False)
def test_is_hedge(self):
"""
Test identity with hedge (stock + options) positions
"""
self.is_methods(key=2, attr='is_hedge', expect=True)
self.is_methods(key=0, attr='is_hedge', expect=False)
def test_is_one_leg(self):
"""
Test identity with one leg option positions
"""
self.is_methods(key=3, attr='is_one_leg', expect=True)
self.is_methods(key=0, attr='is_one_leg', expect=False)
def test_is_two_legs(self):
"""
Test identity with two leg options positions
"""
self.is_methods(key=4, attr='is_two_legs', expect=True)
self.is_methods(key=0, attr='is_two_legs', expect=False)
def test_is_three_legs(self):
"""
Test identity with three leg options positions
"""
self.is_methods(key=5, attr='is_three_legs', expect=True)
self.is_methods(key=0, attr='is_three_legs', expect=False)
def test_is_four_legs(self):
"""
Test identity with four leg options positions
"""
self.is_methods(key=6, attr='is_four_legs', expect=True)
self.is_methods(key=0, attr='is_four_legs', expect=False)
def test_identify(self):
"""
Test core method identify
"""
self.ready_all()
for position in Position.objects.all():
pos_set = PositionSet(position)
self.identify = Identify(pos_set)
self.identify.identify()
print self.identify.spread