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 setUp(self):
TestReadyUp.setUp(self)
self.ready_all(key=3)
position = Position.objects.first()
self.pos_set = PositionSet(position)
self.leg_one_context = leg_one.LegOneContext(self.pos_set)
def setUp(self):
TestReadyUp.setUp(self)
self.ready_all(key=1)
position = Position.objects.all().first()
pos_set = PositionSet(position)
# first create spread
self.sp = spread.Spread(pos_set)
def setUp(self):
TestReadyUp.setUp(self)
self.ready_all(key=1)
position = Position.objects.first()
self.pos_set = PositionSet(position)
print 'Symbol: %s\n' % self.pos_set.stock.position.symbol
self.stock_short = stock.StockShort(self.pos_set)
def setUp(self):
TestReadyUp.setUp(self)
self.ready_all(key=2)
position = Position.objects.first()
self.pos_set = PositionSet(position)
self.hedge_context = hedge.HedgeContext(self.pos_set)
self.set_prices = [12.5, 20.7, 33.94, 8.71, 114.81]
self.set_conditions = ['>', '<', '==', '<=', '>=']
self.test_prices = [13.9, 22.67, 33.94, 7.66, 100.88]
def setUp(self):
TestReadyUp.setUp(self)
self.ready_all(key=3)
position = Position.objects.get(symbol='AAPL')
self.pos_set = PositionSet(position)
self.call_long = leg_one.CallLong(self.pos_set)
self.option_price = float(self.call_long.pos_set.option.trade_price)
self.option_strike = float(self.call_long.pos_set.option.strike_price)
self.option_quantity = float(self.call_long.pos_set.option.quantity)
self.option_right = int(self.call_long.pos_set.option.right)
def setUp(self):
TestReadyUp.setUp(self)
self.ready_all(key=3)
position = Position.objects.get(symbol='FSLR')
self.pos_set = PositionSet(position)
self.put_naked = leg_one.PutNaked(self.pos_set)
self.option_price = float(self.put_naked.pos_set.option.trade_price)
self.option_strike = float(self.put_naked.pos_set.option.strike_price)
self.option_quantity = float(self.put_naked.pos_set.option.quantity)
self.option_right = int(self.put_naked.pos_set.option.right)
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 setUp(self):
TestReadyUp.setUp(self)
self.ready_all(key=2)
position = Position.objects.get(symbol='C')
self.pos_set = PositionSet(position)
self.covered_put = hedge.CoveredPut(self.pos_set)
self.stock_price = float(self.covered_put.pos_set.stock.trade_price)
self.stock_quantity = float(self.covered_put.pos_set.stock.quantity)
self.option_price = float(self.covered_put.pos_set.option.trade_price)
self.option_strike = float(
self.covered_put.pos_set.option.strike_price)
def test_get_cls_short_stock(self):
"""
Test get class return long stock position
"""
self.ready_all(key=1)
stock = PositionStock.objects.exclude(quantity__gte=0).first()
stock_identify = StockIdentify(stock)
cls = stock_identify.get_cls()
self.assertEqual(cls, StockShort)
print 'stock quantity: %d' % stock.quantity
print 'class module: %s\n' % cls
spread = cls(PositionSet(stock.position))
print spread
def test_get_cls(self):
"""
Test get name using stock identify class
"""
self.ready_all(key=3)
for option in PositionOption.objects.exclude(quantity=0).all():
leg_one_identify = LegOneIdentify(option)
cls = leg_one_identify.get_cls()
print 'class name: %s' % cls.__name__
self.assertIn(cls, [CallLong, CallNaked, PutLong, PutNaked, None])
print cls(PositionSet(option.position))
def setUp(self):
TestReadyUp.setUp(self)
self.ready_all(key=2)
position = Position.objects.get(symbol='BAC')
self.pos_set = PositionSet(position)
self.protective_call = hedge.ProtectiveCall(self.pos_set)
self.stock_price = float(
self.protective_call.pos_set.stock.trade_price)
self.stock_quantity = float(
self.protective_call.pos_set.stock.quantity)
self.option_price = float(
self.protective_call.pos_set.option.trade_price)
self.option_strike = float(
self.protective_call.pos_set.option.strike_price)
def test_get_cls(self):
"""
Test get name using stock identify class
"""
self.ready_all(key=2)
for position in Position.objects.all():
stock = PositionStock.objects.filter(position=position).first()
""":type: PositionStock"""
option = PositionOption.objects.filter(position=position).first()
""":type: PositionOption"""
hedge_identify = HedgeIdentify(stock, option)
cls = hedge_identify.get_cls()
self.assertIn(cls, [
hedge.CoveredCall, hedge.ProtectiveCall, hedge.CoveredPut,
hedge.ProtectivePut, None
])
print cls(PositionSet(stock.position))