trad: added options tracking and calculator

1 files changed, 85 insertions, 0 deletions

diff --git a/app/trading/models.py b/app/trading/models.py
index 75476fd..551a4de 100644
--- a/app/trading/models.py
+++ b/app/trading/models.py
@@ -127,6 +127,10 @@ class LuxTrade(models.Model):
     is_wanderer = models.BooleanField(default=True)
     pl = models.FloatField(null=True)
     
+    class Meta:
+        ordering = ('-open_date',)
+        get_latest_by = 'open_date'
+
     def __str__(self):
         return str(self.symbol)
 
@@ -179,6 +183,87 @@ class LuxTrade(models.Model):
             self.pl = round((self.close_price*self.shares)-(self.entry_price*self.shares), 2)
         super(LuxTrade, self).save()
 
+    
+class LuxOptionsTrade(models.Model):
+    symbol = models.CharField(max_length=256)
+    date = models.DateTimeField(auto_now_add=True)
+    close_date = models.DateTimeField(null=True, blank=True)
+    open_date = models.DateTimeField(null=True, blank=True)
+    entry_price = models.FloatField()
+    stop_price = models.FloatField()
+    target_price = models.FloatField()
+    strike_price = models.FloatField()
+    CALL_PUT = (
+        (0, 'Call'),
+        (1, 'Put'),
+    )
+    call_put = models.IntegerField(choices=CALL_PUT, default=2)
+    contract_price = models.FloatField()
+    number_contracts = models.FloatField()
+    delta = models.FloatField()
+    expiration_date = models.DateField()
+
+    fees = models.FloatField(blank=True)
+    STATUS = (
+        (0, 'Open'),
+        (1, 'Closed'),
+        (2, 'Watching'),
+    )
+    status = models.IntegerField(choices=STATUS, default=2)
+    notes = models.TextField(null=True, blank=True)
+    pl = models.FloatField(null=True)
+
+    class Meta:
+        ordering = ('-open_date',)
+        get_latest_by = 'open_date'
+
+    def __str__(self):
+        return str(self.symbol)
+
+    def get_absolute_url(self):
+        return reverse('luxtrade:optiondetail', kwargs={"pk": self.pk})
+
+    @property
+    def risk_per_contract(self):
+        return round(((self.entry_price-self.stop_price)*self.delta/self.contract_price)*self.contract_price*100, 2)
+    
+    @property
+    def risk_total(self):
+        return round(self.risk_per_contract*self.number_contracts, 2)
+
+    @property
+    def risk_reward(self):
+        return round((self.target_price-self.entry_price)/(self.entry_price-self.stop_price), 2);
+
+    @property
+    def amount_invested(self):
+        return round(((self.contract_price * self.number_contracts)*100)+self.fees, 2)
+    
+    @property
+    def profit_goal(self):
+        if self.call_put == 0:
+            return round((((self.target_price-(self.strike_price+self.contract_price))*100)*self.number_contracts)-self.fees, 3)
+    
+    @property
+    def days_until_expiration(self):
+        td = self.expiration_date - datetime.date.today()
+        return td.days
+
+    def save(self, *args, **kwargs):
+        if self.status == 0 and not self.open_date:
+            self.open_date = timezone.now()
+        if self.number_contracts < 10:
+            self.fees = self.number_contracts + (.14*self.number_contracts)
+        else:
+            self.fees = 10 + (.14*self.number_contracts)
+        if self.status == 1 and not self.close_date:
+            self.close_date = timezone.now()
+        if self.status == 1 and not self.pl:
+            self.pl = 0 #round((self.close_price*self.shares)-(self.entry_price*self.shares), 2)
+        super(LuxOptionsTrade, self).save()
+
+
+
 
 class TradeJrnl(models.Model):
     date = models.DateTimeField(auto_now_add=True)