def setUp(self):
TestSetUpDB.setUp(self)
self.pos_files = glob(test_pos_path + '/*.csv')
self.pos_files = self.pos_files + [
os.path.join(test_path, '2014-11-25', '2014-11-25-PositionStatement.csv'),
os.path.join(real_path, '2015-02-27', '2015-02-28-PositionStatement.csv')
]
pos_file = self.pos_files[0]
self.date = os.path.basename(pos_file)[0:10]
self.pos_data = open(pos_file).read()
self.statement = models.Statement(
date=self.date,
account_statement='None',
position_statement=self.pos_data,
trade_activity='None',
)
self.statement.save()
self.save_pos = models.SavePositionStatement(
date=self.date,
statement=self.statement,
file_data=self.pos_data,
)
def setUp(self):
TestSetUpDB.setUp(self)
self.ta_files = glob(test_ta_path + '/*.csv')
self.ta_files = [
os.path.join(real_path, '2015-02-27', '2015-02-28-TradeActivity.csv')
]
def setUp(self):
TestSetUpDB.setUp(self)
self.underlying = Underlying(
symbol='SPX',
company='S&P 500 Index'
)
def setUp(self):
TestSetUpDB.setUp(self)
underlying = Underlying(
symbol='AAPL',
company='Apple Inc.'
)
underlying.save()
self.position_set = PositionSet(
name='EQUITY',
spread='LONG_STOCK',
status='OPEN',
underlying=underlying,
start_date='2015-04-13'
)
self.position_set.save()
self.stage = PositionStage()
self.stage.stage_name = 'PROFIT'
self.stage.stage_expression = '{price_a} < {current_price}'
self.stage.price_a = 127.85
self.stage.amount_a = 0.0
self.stage.left_status = 'decreasing'
self.stage.left_expression = '{price_a} < {new_price} < {old_price}'
self.stage.right_status = 'profiting'
self.stage.right_expression = '{price_a} < {old_price} < {new_price}'
self.stage.position_set = self.position_set
def setUp(self):
TestSetUpDB.setUp(self)
underlying = Underlying(symbol='AAPL', company='Apple Inc.')
underlying.save()
self.position_set = PositionSet(name='EQUITY',
spread='LONG_STOCK',
status='OPEN',
underlying=underlying,
start_date='2015-04-13')
self.position_set.save()
self.stage = PositionStage()
self.stage.stage_name = 'PROFIT'
self.stage.stage_expression = '{price_a} < {current_price}'
self.stage.price_a = 127.85
self.stage.amount_a = 0.0
self.stage.left_status = 'decreasing'
self.stage.left_expression = '{price_a} < {new_price} < {old_price}'
self.stage.right_status = 'profiting'
self.stage.right_expression = '{price_a} < {old_price} < {new_price}'
self.stage.position_set = self.position_set
def setUp(self):
TestSetUpDB.setUp(self)
underlying = Underlying(symbol='AAPL', company='Apple Inc.')
underlying.save()
self.position_set = PositionSet(name='EQUITY',
spread='LONG_STOCK',
status='OPEN',
underlying=underlying,
start_date='2015-04-13')
self.position_set.save()
self.opinion = PositionOpinion()
self.opinion.position_set = self.position_set
#self.opinion.date = '2015-04-19' # auto set day +1 BDay
self.opinion.direction = 'BULL'
self.opinion.decision = 'HOLD'
self.expected_keys = [
'position_set',
'direction',
'direction_result',
'decision_result',
'analysis',
'description',
]
def setUp(self):
TestSetUpDB.setUp(self)
# set date
self.date = '2015-04-28'
# create underlying
self.underlying = Underlying(symbol='AAPL', company='APPLE INC')
# create position set
self.position_set = PositionSet()
self.position_set.underlying = self.underlying
self.position_set.name = 'EQUITY'
self.position_set.spread = 'LONG_STOCK'
self.position_set.start_date = datetime.strptime(
'2015-04-13', '%Y-%m-%d').date()
self.position_set.stop_date = datetime.strptime(
'2015-04-28', '%Y-%m-%d').date()
self.position_set.save()
# create position opinion
self.position_opinion = self.create_opinion(
date=Profiler.move_bday(self.date, 1),
position_set=self.position_set,
direction='BULL')
# create profiler now
self.profiler = Profiler(position_set=self.position_set,
date=self.date)
def setUp(self):
TestSetUpDB.setUp(self)
self.date = '2014-11-14'
self.account_statement = SimpleUploadedFile(
'2014-11-15-AccountStatement.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-AccountStatement.csv')).read())
self.position_statement = SimpleUploadedFile(
'2014-11-15-PositionStatement.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-PositionStatement.csv')).read())
self.trade_activity = SimpleUploadedFile(
'2014-11-15-TradeActivity.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-PositionStatement.csv')).read())
self.value_data = dict(date=self.date)
self.file_data = dict(account_statement=self.account_statement,
position_statement=self.position_statement,
trade_activity=self.trade_activity)
def setUp(self):
TestSetUpDB.setUp(self)
self.forex = Forex(
symbol='GBP/JPY',
description='GBPound/Japanese Yen Spot',
)
def setUp(self):
TestSetUpDB.setUp(self)
self.forex = Forex(
symbol='GBP/JPY',
description='GBPound/Japanese Yen Spot',
)
def setUp(self):
TestSetUpDB.setUp(self)
# set date
self.date = "2015-04-28"
# create underlying
self.underlying = Underlying(symbol="AAPL", company="APPLE INC")
# create position set
self.position_set = PositionSet()
self.position_set.underlying = self.underlying
self.position_set.name = "EQUITY"
self.position_set.spread = "LONG_STOCK"
self.position_set.start_date = datetime.strptime("2015-04-13", "%Y-%m-%d").date()
self.position_set.stop_date = datetime.strptime("2015-04-28", "%Y-%m-%d").date()
self.position_set.save()
# create position opinion
self.position_opinion = self.create_opinion(
date=Profiler.move_bday(self.date, 1), position_set=self.position_set, direction="BULL"
)
# create profiler now
self.profiler = Profiler(position_set=self.position_set, date=self.date)
def setUp(self):
TestSetUpDB.setUp(self)
self.date = '2014-07-24'
self.items = {
'commissions_ytd': 1575.08,
'futures_commissions_ytd': 0.0,
'net_liquid_value': 3693.94,
'option_buying_power': 2206.94,
'stock_buying_power': 5063.58
}
self.statement = models.Statement(
date=self.date,
account_statement='All raw file data keep here...',
position_statement='None',
trade_activity='None',
)
self.statement.save()
self.account_summary = models.AccountSummary(
statement=self.statement,
date=self.date,
**self.items
)
self.cls_var = self.account_summary
self.expect_keys = (
'futures_commissions_ytd',
'stock_buying_power',
'commissions_ytd',
'date',
'net_liquid_value',
'option_buying_power'
)
def setUp(self):
TestSetUpDB.setUp(self)
self.date = '2014-11-14'
self.account_statement = SimpleUploadedFile(
'2014-11-15-AccountStatement.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-AccountStatement.csv')).read())
self.position_statement = SimpleUploadedFile(
'2014-11-15-PositionStatement.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-PositionStatement.csv')).read())
self.trade_activity = SimpleUploadedFile(
'2014-11-15-TradeActivity.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-PositionStatement.csv')).read())
self.value_data = dict(date=self.date)
self.file_data = dict(
account_statement=self.account_statement,
position_statement=self.position_statement,
trade_activity=self.trade_activity)
def setUp(self):
TestSetUpDB.setUp(self)
underlying = Underlying(
symbol='AAPL',
company='Apple Inc.'
)
underlying.save()
self.position_set = PositionSet(
name='EQUITY',
spread='LONG_STOCK',
status='OPEN',
underlying=underlying,
start_date='2015-04-13'
)
self.position_set.save()
self.opinion = PositionOpinion()
self.opinion.position_set = self.position_set
#self.opinion.date = '2015-04-19' # auto set day +1 BDay
self.opinion.direction = 'BULL'
self.opinion.decision = 'HOLD'
self.expected_keys = [
'position_set', 'direction',
'direction_result', 'decision_result',
'analysis', 'description',
]
def setUp(self):
TestSetUpDB.setUp(self)
# create user
User.objects.create_superuser(username='******',
email='*****@*****.**',
password='******')
def setUp(self):
"""
open three file and save it into table then get data
"""
TestSetUpDB.setUp(self)
self.ready_file2(real_date='2014-11-17', file_date='2014-11-18')
self.ready_file2(real_date='2014-11-18', file_date='2014-11-19')
self.ready_file2(real_date='2014-11-24', file_date='2014-11-25')
self.assertGreaterEqual(Statement.objects.count(), 1)
self.statement = Statement.objects.last()
# create instance now
self.save_day_stat = SaveStatDay(statement=self.statement)
self.expected_keys = [
'name',
'total_order_count',
'working_order_count',
'filled_order_count',
'cancelled_order_count',
'total_holding_count',
'profit_holding_count',
'loss_holding_count',
'pl_open_sum',
'profit_open_sum',
'loss_open_sum',
'pl_day_sum',
'profit_day_sum',
'loss_day_sum',
'bp_effect_sum'
]
def setUp(self):
TestSetUpDB.setUp(self)
self.symbol = 'AAPL'
self.date = '2015-01-29'
self.strike = 120
self.expire_date = 'MAR 15'
self.contract = 'CALL'
self.option_code = 'AAPL150320C120'
# save option contract
self.option_contract = OptionContract()
self.option_contract.symbol = self.symbol
self.option_contract.data = {
'ex_month': 'MAR', 'ex_year': 15, 'option_code': self.option_code,
'right': 100, 'contract': self.contract, 'special': 'Weeklys', 'strike': '120', 'others': ''
}
self.option_contract.save()
# save option
self.option = Option()
self.option.data = {'mark': 14.75, 'last': 14.85, 'ask': 14.9, 'bid': 14.55, 'date': '2015-04-02',
'delta': 0.97, 'dte': 0, 'extrinsic': 0.085, 'gamma': 0.01, 'impl_vol': 159.66,
'intrinsic': 14.64, 'open_int': 0.0, 'prob_itm': 96.86, 'prob_otm': 3.14,
'prob_touch': 6.18, 'theo_price': 0.0, 'theta': -0.25, 'vega': 0.0,
'volume': 0.0}
self.option.option_contract = self.option_contract
self.option.date = '2015-01-29'
self.option.save()
def setUp(self):
TestSetUpDB.setUp(self)
self.ta_files = glob(test_ta_path + '/*.csv')
self.ta_files = [
os.path.join(real_path, '2015-02-27',
'2015-02-28-TradeActivity.csv')
]
def setUp(self):
TestSetUpDB.setUp(self)
self.statement = Statement(
date='2014-11-14',
account_statement='account statement data',
position_statement='position statement data',
trade_activity='trade activity data')
def setUp(self):
TestSetUpDB.setUp(self)
self.save_app_model = SaveAppModel(
date='2014-11-14',
statement=None,
file_data=''
)
def setUp(self):
TestSetUpDB.setUp(self)
self.statement = Statement(
date='2014-11-14',
account_statement='account statement data',
position_statement='position statement data',
trade_activity='trade activity data')
def setUp(self):
TestSetUpDB.setUp(self)
self.future = Future(lookup='ES',
symbol='SPX',
description='E-mini S&P 500 Index Futures',
session='ETH',
expire_date='DEC 14',
spc='1/50')
def setUp(self):
TestSetUpDB.setUp(self)
# create user
User.objects.create_superuser(
username='******',
email='*****@*****.**',
password='******'
)
def setUp(self):
TestSetUpDB.setUp(self)
self.future = Future(
lookup='ES',
symbol='SPX',
description='E-mini S&P 500 Index Futures',
session='ETH',
expire_date='DEC 14',
spc='1/50')
def setUp(self):
TestSetUpDB.setUp(self)
self.acc_files = glob(os.path.join(test_acc_path, '*.csv'))
self.acc_files = self.acc_files + [
os.path.join(test_path, '2014-11-19', '2014-11-19-AccountStatement.csv'),
os.path.join(test_path, '2014-11-25', '2014-11-25-AccountStatement.csv'),
os.path.join(real_path, '2015-02-27', '2015-02-28-AccountStatement.csv')
]
self.save_acc = None
def setUp(self):
TestSetUpDB.setUp(self)
self.symbol = 'AAPL'
self.date = '2015-01-29'
self.strike = 120
self.expire_date = 'MAR 15'
self.contract = 'CALL'
self.option_code = 'AAPL150320C120'
# save option contract
self.option_contract = OptionContract()
self.option_contract.symbol = self.symbol
self.option_contract.data = {
'ex_month': 'MAR',
'ex_year': 15,
'option_code': self.option_code,
'right': 100,
'contract': self.contract,
'special': 'Weeklys',
'strike': '120',
'others': ''
}
self.option_contract.save()
# save option
self.option = Option()
self.option.data = {
'mark': 14.75,
'last': 14.85,
'ask': 14.9,
'bid': 14.55,
'date': '2015-04-02',
'delta': 0.97,
'dte': 0,
'extrinsic': 0.085,
'gamma': 0.01,
'impl_vol': 159.66,
'intrinsic': 14.64,
'open_int': 0.0,
'prob_itm': 96.86,
'prob_otm': 3.14,
'prob_touch': 6.18,
'theo_price': 0.0,
'theta': -0.25,
'vega': 0.0,
'volume': 0.0
}
self.option.option_contract = self.option_contract
self.option.date = '2015-01-29'
self.option.save()
def setUp(self):
TestSetUpDB.setUp(self)
self.symbol = 'IBM'
self.date = '2015-04-02'
self.source = 'tos_thinkback'
self.items = {'high': 99.99, 'last': 99.64, 'volume': 6097146.0, 'low': 98.89,
'date': self.date, 'open': 99.44, 'net_change': 0.49}
self.stock = Stock()
self.stock.symbol = self.symbol
self.stock.source = self.source
self.stock.data = self.items
self.stock.save()
print Stock.objects.count()
def setUp(self):
TestSetUpDB.setUp(self)
self.user = User.objects.create_superuser(
username='******', email='*****@*****.**', password='******')
self.date = '2014-11-14'
self.account_statement = SimpleUploadedFile(
'2014-11-15-AccountStatement.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-AccountStatement.csv')).read())
self.position_statement = SimpleUploadedFile(
'2014-11-15-PositionStatement.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-PositionStatement.csv')).read())
self.trade_activity = SimpleUploadedFile(
'2014-11-15-TradeActivity.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-TradeActivity.csv')).read())
def setUp(self):
"""
open three file and save it into table then get data
"""
TestSetUpDB.setUp(self)
self.ready_file2(real_date='2014-11-17', file_date='2014-11-18')
self.ready_file2(real_date='2014-11-18', file_date='2014-11-19')
self.ready_file2(real_date='2014-11-24', file_date='2014-11-25')
self.assertGreaterEqual(Statement.objects.count(), 1)
self.statement = Statement.objects.last()
# create instance now
self.save_day_stat = SaveStatDay(statement=self.statement)
self.expected_keys = [
'name', 'total_order_count', 'working_order_count',
'filled_order_count', 'cancelled_order_count',
'total_holding_count', 'profit_holding_count',
'loss_holding_count', 'pl_open_sum', 'profit_open_sum',
'loss_open_sum', 'pl_day_sum', 'profit_day_sum', 'loss_day_sum',
'bp_effect_sum'
]
def setUp(self):
TestSetUpDB.setUp(self)
self.user = User.objects.create_superuser(username='******',
email='*****@*****.**',
password='******')
self.date = '2014-11-14'
self.account_statement = SimpleUploadedFile(
'2014-11-15-AccountStatement.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-AccountStatement.csv')).read())
self.position_statement = SimpleUploadedFile(
'2014-11-15-PositionStatement.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-PositionStatement.csv')).read())
self.trade_activity = SimpleUploadedFile(
'2014-11-15-TradeActivity.csv',
open(
os.path.join(test_path, '2014-11-15',
'2014-11-15-TradeActivity.csv')).read())
def setUp(self):
TestSetUpDB.setUp(self)
self.symbol = 'IBM'
self.date = '2015-04-02'
self.source = 'tos_thinkback'
self.items = {
'high': 99.99,
'last': 99.64,
'volume': 6097146.0,
'low': 98.89,
'date': self.date,
'open': 99.44,
'net_change': 0.49
}
self.stock = Stock()
self.stock.symbol = self.symbol
self.stock.source = self.source
self.stock.data = self.items
self.stock.save()
print Stock.objects.count()
def setUp(self):
TestSetUpDB.setUp(self)
self.items = {}
self.test_cls = None
self.expect_keys = None
def tearDown(self):
TestSetUpDB.tearDown(self)
# remove user
User.objects.filter(username='******').delete()
def tearDown(self):
TestSetUpDB.tearDown(self)
# remove user
User.objects.filter(username='******').delete()
def setUp(self):
TestSetUpDB.setUp(self)
self.save_app_model = SaveAppModel(date='2014-11-14',
statement=None,
file_data='')
def setUp(self):
TestSetUpDB.setUp(self)
self.underlying = Underlying(symbol='SPX', company='S&P 500 Index')
def setUp(self):
TestSetUpDB.setUp(self)
self.items = {}
self.test_cls = None
self.expect_keys = None
