class TestGetSpread(TestUnitSetUpPrepare):
def test_get_spread(self):
"""
#Test save position using data in db
#can use production database or another database for test
"""
try:
statement = Statement.objects.get(date='2015-01-29')
except ObjectDoesNotExist:
self.skipTest("Please use 'Unittest' for testing.\n")
raise ObjectDoesNotExist()
trade_summary = TradeSummary.objects.filter(statement=statement).first()
filled_order_manager = FilledOrder.objects.filter(trade_summary=trade_summary)
underlying_symbols = filled_order_manager.values_list('underlying__symbol', flat=True).distinct()
underlying_symbols = [symbol for symbol in underlying_symbols if symbol] # drop none
print underlying_symbols
future_symbols = filled_order_manager.values_list('future__symbol', flat=True).distinct()
future_symbols = [symbol for symbol in future_symbols if symbol] # drop none
forex_symbols = filled_order_manager.values_list('forex__symbol', flat=True).distinct()
forex_symbols = [symbol for symbol in forex_symbols if symbol] # drop none
print 'Underlying...'
for underlying_symbol in underlying_symbols:
open_filled_orders = filled_order_manager.filter(
Q(underlying__symbol=underlying_symbol) & Q(pos_effect='TO OPEN')
)
if open_filled_orders.exists():
self.spread = Spread(filled_orders=open_filled_orders)
self.spread.name = self.spread.get_name()
print 'Underlying: %s' % self.spread.get_underlying()
print 'Name: %s' % self.spread.name
print 'Spread: %s' % self.spread.get_spread()
print ''
print '-' * 80 + '\n'
print 'Future...'
for future_symbol in future_symbols:
open_filled_orders = filled_order_manager.filter(
Q(future__symbol=future_symbol) & Q(pos_effect='TO OPEN')
)
if open_filled_orders.exists():
self.spread = Spread(filled_orders=open_filled_orders)
self.spread.name = self.spread.get_name()
print 'Future: %s' % self.spread.get_future()
print 'Name: %s' % self.spread.name
print 'Spread: %s' % self.spread.get_spread()
print ''
print '-' * 80 + '\n'
print 'Forex...'
for forex_symbol in forex_symbols:
print forex_symbol
open_filled_orders = filled_order_manager.filter(
Q(forex__symbol=forex_symbol) & Q(pos_effect='TO OPEN')
)
if open_filled_orders.exists():
self.spread = Spread(filled_orders=open_filled_orders)
self.spread.name = self.spread.get_name()
print 'Forex: %s' % self.spread.get_forex()
print 'Name: %s' % self.spread.name
print 'Spread: %s' % self.spread.get_spread()
print ''
