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"""Test Exercise operations. |
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Exercise operations calls the exercise() method of its |
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assets to get the underlying operations of the exercise. |
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""" |
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from __future__ import absolute_import |
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import unittest |
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import copy |
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from fixtures.operations import ( |
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EXERCISE_OPERATION5, EXERCISE_OPERATION6 |
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) |
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class TestExercise(unittest.TestCase): |
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length = 0 |
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option_quantity = 0 |
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option_price = 0 |
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asset_quantity = 0 |
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asset_price = 0 |
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exercise = None |
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def setUp(self): |
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super(TestExercise, self).setUp() |
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if self.exercise: |
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self.exercise = copy.deepcopy(self.exercise) |
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self.operations = self.exercise.fetch_operations() |
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def test_operations_len(self): |
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"""Check the len of the operations in the exercise.""" |
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if self.exercise: |
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self.assertEqual(len(self.exercise.operations), self.length) |
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def test_option_quantity(self): |
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"""Check the quantity of the operation consuming the option.""" |
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if self.exercise: |
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self.assertEqual( |
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self.exercise.operations[0].quantity, |
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self.option_quantity |
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) |
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def test_option_price(self): |
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"""Check the price of the operation consuming the option.""" |
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if self.exercise: |
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self.assertEqual( |
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self.exercise.operations[0].price, |
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self.option_price |
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) |
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def test_asset_quantity(self): |
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"""Check the quantity of the operation buying the asset.""" |
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if self.exercise: |
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self.assertEqual( |
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self.exercise.operations[1].quantity, |
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self.asset_quantity |
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) |
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def test_asset_price(self): |
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"""Check the price of the operation buying the asset.""" |
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if self.exercise: |
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self.assertEqual( |
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self.exercise.operations[1].price, |
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self.asset_price |
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) |
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class TestExerciseCase00(TestExercise): |
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"""Exercising a call.""" |
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length = 2 |
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option_quantity = -100 |
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option_price = 0 |
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asset_quantity = 100 |
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asset_price = 10 |
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exercise = EXERCISE_OPERATION5 |
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class TestExerciseCase01(TestExercise): |
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"""Being exercised on a call.""" |
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length = 2 |
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option_quantity = -100 |
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option_price = 0 |
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asset_quantity = -100 |
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asset_price = 10 |
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exercise = EXERCISE_OPERATION6 |
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rochars /
trade
