ó
îiVc           @   s!   d  d l  Td d d „  ƒ  YZ d S(   iÿÿÿÿ(   t   *t   Positionc           B   sS   e  Z d  d  d d d d d d d d d d d d d d d	 „ Z d
 „  Z d „  Z RS(   R   t   callt   buyg      ð?g†ÉTÁ¨¤)@g      Y@g333333Ó?im  g        c         C   s	  d |  _  d |  _ | |  _ t | ƒ |  _ t | ƒ |  _ | |  _ | t j k ro d |  _	 d |  _
 d |  _ n- t | ƒ |  _	 t | ƒ |  _
 t |	 ƒ |  _ t |
 ƒ |  _ t | ƒ |  _ t | ƒ |  _ t | ƒ |  _ t | ƒ |  _ t | ƒ |  _ t | ƒ |  _ d  S(   NR   g        i    (   t   codet
   entityTypet	   buyOrSellt   floatt   quantityt   premiumt   callOrPutOrStockt   ConstantValuet   STOCKt   striket
   volatilityt
   expiryDayst   costt   valuet   deltat   gammat   vegat   thetat   rho(   t   selfR   R   R
   R   R   R	   R   R   R   R   R   R   R   R   R   R   (    (    s>   /var/www/OptionsCentralService/app/entity/strategy/Position.pyt   __init__   s(    						c         C   s   |  j  |  j S(   N(   R   R   (   R   (    (    s>   /var/www/OptionsCentralService/app/entity/strategy/Position.pyt   getPL&   s    c         C   s±   i |  j  d 6|  j d 6|  j d 6|  j d 6|  j d 6|  j d 6|  j d 6|  j d 6|  j d	 6|  j	 d
 6|  j
 d 6|  j ƒ  d 6|  j d 6|  j d 6|  j d 6|  j d 6|  j d 6S(   NR   R   R   R   R	   R
   R   R   R   t   CostR   t   PLR   R   R   R   R   (   R   R   R   R   R	   R
   R   R   R   R   R   R   R   R   R   R   R   (   R   (    (    s>   /var/www/OptionsCentralService/app/entity/strategy/Position.pyt	   serialize)   s$    

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(   t   __name__t
   __module__R   R   R   (    (    (    s>   /var/www/OptionsCentralService/app/entity/strategy/Position.pyR      s   	N(    (   t   app.entity.ConstantValueR   (    (    (    s>   /var/www/OptionsCentralService/app/entity/strategy/Position.pyt   <module>   s   
