diff --git a/.gitignore b/.gitignore
index b716404..cda9190 100644
--- a/.gitignore
+++ b/.gitignore
@@ -35,4 +35,5 @@ MANIFEST
 /tests/.pytest_cache/
 /strategies/data/
 /strategies/results/
+/strategies/private/
 
diff --git a/optopsy/backtest.py b/optopsy/backtest.py
index 5c58ebd..6627ef1 100644
--- a/optopsy/backtest.py
+++ b/optopsy/backtest.py
@@ -60,7 +60,7 @@
     "exit_opt_price",
     "entry_price",
     "exit_price",
-    "profit",
+    "cost",
 ]
 
 
@@ -83,8 +83,36 @@ def _filter_data(data, filters):
     return pd.concat(_apply_filters(data, filters))
 
 
-def create_spread(data, leg_structs, filters):
+def _do_dedupe(spread, groupby, col, mode):
+    # dedupe delta dist ties
+    if groupby is None:
+        groupby = [
+            "quote_date",
+            "expiration",
+            "underlying_symbol",
+            "ratio",
+            "option_type",
+        ]
+
+    on = groupby + [col]
+
+    if mode == "min":
+        return spread.groupby(groupby)[col].min().to_frame().merge(spread, on=on)
+    else:
+        return spread.groupby(groupby)[col].max().to_frame().merge(spread, on=on)
+
+
+def _dedup_rows_by_cols(spreads, cols, groupby=None, mode="max"):
+    return reduce(lambda i, c: _do_dedupe(spreads, groupby, c, mode), cols, spreads)
+
+
+def create_spread(data, leg_structs, filters, sort_by, ascending):
     legs = [_create_legs(data, leg) for leg in leg_structs]
+    sort_by = (
+        ["quote_date", "expiration", "underlying_symbol", "strike"]
+        if sort_by is None
+        else sort_by
+    )
 
     # merge and apply leg filters to create spread
     filters = {**default_entry_filters, **filters}
@@ -97,7 +125,12 @@ def create_spread(data, leg_structs, filters):
 
     # apply spread level filters to spread
     spread_filters = {f: filters[f] for f in filters if f.startswith("entry_spread")}
-    return _filter_data(spread, spread_filters)
+    return (
+        _filter_data(spread, spread_filters)
+        .pipe(_dedup_rows_by_cols, ["delta", "strike"])
+        .sort_values(sort_by, ascending=ascending)
+        .pipe(assign_trade_num, ["quote_date", "expiration", "underlying_symbol"])
+    )
 
 
 # this is the main function that runs the backtest engine
@@ -113,7 +146,7 @@ def run(data, trades, filters, init_balance=10000, mode="midpoint"):
         .pipe(calc_pnl)
         .rename(columns=output_cols)
         .sort_values(["entry_date", "expiration", "underlying_symbol", "strike"])
-        .pipe(assign_trade_num)
+        .pipe(assign_trade_num, ["entry_date", "expiration", "underlying_symbol"])
     )
 
     return calc_total_profit(res), res[output_format]
diff --git a/optopsy/checks.py b/optopsy/checks.py
new file mode 100644
index 0000000..554ffa2
--- /dev/null
+++ b/optopsy/checks.py
@@ -0,0 +1,80 @@
+import datetime
+
+filters = {
+    "start_date": datetime.date,
+    "end_date": datetime.date,
+    "std_expr": bool,
+    "contract_size": int,
+    "entry_dte": (int, tuple),
+    "entry_days": int,
+    "leg1_delta": (int, float, tuple),
+    "leg2_delta": (int, float, tuple),
+    "leg3_delta": (int, float, tuple),
+    "leg4_delta": (int, float, tuple),
+    "leg1_strike_pct": (int, float, tuple),
+    "leg2_strike_pct": (int, float, tuple),
+    "leg3_strike_pct": (int, float, tuple),
+    "leg4_strike_pct": (int, float, tuple),
+    "entry_spread_price": (int, float, tuple),
+    "entry_spread_delta": (int, float, tuple),
+    "entry_spread_yield": (int, float, tuple),
+    "exit_dte": int,
+    "exit_hold_days": int,
+    "exit_leg_1_delta": (int, float, tuple),
+    "exit_leg_1_otm_pct": (int, float, tuple),
+    "exit_profit_loss_pct": (int, float, tuple),
+    "exit_spread_delta": (int, float, tuple),
+    "exit_spread_price": (int, float, tuple),
+    "exit_strike_diff_pct": (int, float, tuple),
+}
+
+
+def _type_check(filter):
+    return all([isinstance(filter[f], filters[f]) for f in filter])
+
+
+def singles_checks(filter):
+    return "leg1_delta" in filter and _type_check(filter)
+
+
+def _sanitize(filters, f):
+    return filters[f][1] if isinstance(filters[f], tuple) else filters[f]
+
+
+def call_spread_checks(f):
+    return (
+        "leg1_delta" in f
+        and "leg2_delta" in f
+        and _type_check(f)
+        and (_sanitize(f, "leg1_delta") > _sanitize(f, "leg2_delta"))
+    )
+
+
+def put_spread_checks(f):
+    return (
+        "leg1_delta" in f
+        and "leg2_delta" in f
+        and _type_check(f)
+        and (_sanitize(f, "leg1_delta") < _sanitize(f, "leg2_delta"))
+    )
+
+
+def iron_condor_checks(f):
+    return (
+        "leg1_delta" in f
+        and "leg2_delta" in f
+        and "leg3_delta" in f
+        and "leg4_delta" in f
+        and _type_check(f)
+        and (_sanitize(f, "leg1_delta") < _sanitize(f, "leg2_delta"))
+        and (_sanitize(f, "leg3_delta") > _sanitize(f, "leg4_delta"))
+    )
+
+
+def iron_condor_spread_check(ic):
+    return (
+        ic.assign(d_strike=lambda r: ic.duplicated(subset="strike", keep=False))
+        .groupby(ic.index)
+        .filter(lambda r: (r.d_strike == False).all())
+        .drop(columns="d_strike")
+    )
diff --git a/optopsy/option_strategies.py b/optopsy/option_strategies.py
index a457ed9..bbf0c13 100644
--- a/optopsy/option_strategies.py
+++ b/optopsy/option_strategies.py
@@ -16,76 +16,92 @@
 
 from .enums import OptionType, OrderAction
 from .backtest import create_spread
+from .checks import (
+    singles_checks,
+    call_spread_checks,
+    put_spread_checks,
+    iron_condor_checks,
+    iron_condor_spread_check,
+)
 from datetime import datetime
 
 
-def _add_date_range(s, e, f):
-    f["start_date"] = s
-    f["end_date"] = e
-    return f
-
-
-def _dedup_legs(spreads):
-    sort_by = ["quote_date", "expiration", "underlying_symbol", "strike"]
-    groupby = ["quote_date", "expiration", "underlying_symbol", "ratio", "option_type"]
-    on = groupby + ["delta"]
-
-    return (
-        spreads.groupby(groupby)["delta"]
-        .max()
-        .to_frame()
-        .merge(spreads, on=on)
-        .sort_values(sort_by)
-    )
+def _process_legs(data, legs, filters, check_func, sort_by=None, asc=True):
+    if _filter_checks(filters, check_func):
+        return create_spread(data, legs, filters, sort_by=sort_by, ascending=asc)
+    else:
+        raise ValueError(
+            "Invalid filter values provided, please check the filters and try again."
+        )
 
 
-def _filter_check(filters):
-    return True
+def _filter_checks(filter, func=None):
+    return True if func is None else func(filter)
 
 
-def _date_checks(start, end):
-    return isinstance(start, datetime) and isinstance(end, datetime)
+def _merge(filters, start, end):
+    return {**filters, **{"start_date": start, "end_date": end}}
 
 
-def _process_legs(data, start, end, legs, filters):
-    filters = _add_date_range(start, end, filters)
-    if _filter_check(filters) and _date_checks(start, end):
-        return _dedup_legs(create_spread(data, legs, filters))
-    else:
-        raise ValueError("Invalid filters, or date types provided!")
+def long_call(data, start, end, filters):
+    legs = [(OptionType.CALL, 1)]
+    return _process_legs(data, legs, _merge(filters, start, end), singles_checks)
 
 
-def long_call(data, start_date, end_date, filters):
-    return _process_legs(data, start_date, end_date, [(OptionType.CALL, 1)], filters)
+def short_call(data, start, end, filters):
+    legs = [(OptionType.CALL, -1)]
+    return _process_legs(data, legs, _merge(filters, start, end), singles_checks)
 
 
-def short_call(data, start_date, end_date, filters):
-    return _process_legs(data, start_date, end_date, [(OptionType.CALL, -1)], filters)
+def long_put(data, start, end, filters):
+    legs = [(OptionType.PUT, 1)]
+    return _process_legs(data, legs, _merge(filters, start, end), singles_checks)
 
 
-def long_put(data, start_date, end_date, filters):
-    return _process_legs(data, start_date, end_date, [(OptionType.PUT, 1)], filters)
+def short_put(data, start, end, filters):
+    legs = [(OptionType.PUT, -1)]
+    return _process_legs(data, legs, _merge(filters, start, end), singles_checks)
 
 
-def short_put(data, start_date, end_date, filters):
-    return _process_legs(data, start_date, end_date, [(OptionType.PUT, -1)], filters)
+def long_call_spread(data, start, end, filters):
+    legs = [(OptionType.CALL, 1), (OptionType.CALL, -1)]
+    return _process_legs(data, legs, _merge(filters, start, end), call_spread_checks)
 
 
-def long_call_spread(data, start_date, end_date, filters):
+def short_call_spread(data, start, end, filters):
     legs = [(OptionType.CALL, -1), (OptionType.CALL, 1)]
-    return _process_legs(data, start_date, end_date, legs, filters)
-
-
-def short_call_spread(data, start_date, end_date, filters):
-    legs = [(OptionType.CALL, 1), (OptionType.CALL, -1)]
-    return _process_legs(data, start_date, end_date, legs, filters)
+    return _process_legs(data, legs, _merge(filters, start, end), call_spread_checks)
 
 
-def long_put_spread(data, start_date, end_date, filters):
+def long_put_spread(data, start, end, filters):
     legs = [(OptionType.PUT, -1), (OptionType.PUT, 1)]
-    return _process_legs(data, start_date, end_date, legs, filters)
+    return _process_legs(data, legs, _merge(filters, start, end), put_spread_checks)
 
 
-def short_put_spread(data, start_date, end_date, filters):
+def short_put_spread(data, start, end, filters):
     legs = [(OptionType.PUT, 1), (OptionType.PUT, -1)]
-    return _process_legs(data, start_date, end_date, legs, filters)
+    return _process_legs(data, legs, _merge(filters, start, end), put_spread_checks)
+
+
+def long_iron_condor(data, start, end, filters):
+    legs = [
+        (OptionType.PUT, 1),
+        (OptionType.PUT, -1),
+        (OptionType.CALL, -1),
+        (OptionType.CALL, 1),
+    ]
+    return _process_legs(
+        data, legs, _merge(filters, start, end), iron_condor_checks
+    ).pipe(iron_condor_spread_check)
+
+
+def short_iron_condor(data, start, end, filters):
+    legs = [
+        (OptionType.PUT, -1),
+        (OptionType.PUT, 1),
+        (OptionType.CALL, 1),
+        (OptionType.CALL, -1),
+    ]
+    return _process_legs(
+        data, legs, _merge(filters, start, end), iron_condor_checks
+    ).pipe(iron_condor_spread_check)
diff --git a/optopsy/statistics.py b/optopsy/statistics.py
index 312e377..481c519 100644
--- a/optopsy/statistics.py
+++ b/optopsy/statistics.py
@@ -14,37 +14,54 @@
 #     You should have received a copy of the GNU General Public License
 #     along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
+import numpy as np
+
+
+def _calc_opt_px(data, action):
+    ask = f"ask_{action}"
+    bid = f"bid_{action}"
+
+    if action == "entry":
+        return np.where(data["ratio"] > 0, data[ask], data[bid])
+    elif action == "exit":
+        return np.where(data["ratio"] > 0, data[bid], data[ask])
+    return data
+
 
 def _assign_opt_px(data, mode, action):
     if mode == "midpoint":
-        data[f"{action}_opt_price"] = data[[f"bid_{action}", f"ask_{action}"]].mean(axis=1)
+        bid_ask = [f"bid_{action}", f"ask_{action}"]
+        data[f"{action}_opt_price"] = data[bid_ask].mean(axis=1)
     elif mode == "market":
-        data[f"{action}_opt_price"] = data[f"ask_{action}"]
+        data[f"{action}_opt_price"] = _calc_opt_px(data, action)
     return data
 
 
-def assign_trade_num(data):
-    groupby = ["entry_date", "expiration", "underlying_symbol"]
+def assign_trade_num(data, groupby):
     data["trade_num"] = data.groupby(groupby).ngroup()
     data.set_index("trade_num", inplace=True)
     return data
-    
+
 
 def calc_entry_px(data, mode="midpoint"):
-    return _assign_opt_px(data, mode,'entry')
+    return _assign_opt_px(data, mode, "entry")
 
 
 def calc_exit_px(data, mode="midpoint"):
-    return _assign_opt_px(data, mode, 'exit')
+    return _assign_opt_px(data, mode, "exit")
 
 
 def calc_pnl(data):
     # calculate the p/l for the trades
-    data["entry_price"] = data["entry_opt_price"] * data["ratio"] * data["contracts"]
-    data["exit_price"] = data["exit_opt_price"] * data["ratio"] * data["contracts"]
-    data["profit"] = data["exit_price"] - data["entry_price"]
-    return data
+    data["entry_price"] = (
+        data["entry_opt_price"] * data["ratio"] * data["contracts"] * 100
+    )
+    data["exit_price"] = (
+        data["exit_opt_price"] * data["ratio"] * -1 * data["contracts"] * 100
+    )
+    data["cost"] = data["exit_price"] + data["entry_price"]
+    return data.round(2)
 
 
 def calc_total_profit(data):
-    return data["profit"].sum().round(2)
+    return data["cost"].sum().round(2)
diff --git a/requirements.txt b/requirements.txt
index 4475484..5d02d7f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -3,4 +3,5 @@ pandas>=0.23.1
 enum34; python_version <= '2.7'
 pathlib2; python_version <= '2.7'
 pytest>=3.10.0
+numpy>=1.14.3
 pyprind>=2.11.2
\ No newline at end of file
diff --git a/setup.py b/setup.py
index 0a5f3c5..6fb3a5d 100644
--- a/setup.py
+++ b/setup.py
@@ -1,18 +1,19 @@
 from setuptools import setup
 
-setup(name='optopsy',
-      description='Python Backtesting library for options trading strategies',
-      long_description=open("README.md").read(),
-      long_description_content_type='text/markdown',
-      version='1.0.1',
-      url='https://github.com/michaelchu/optopsy',
-      author='Michael Chu',
-      author_email='mchchu88@gmail.com',
-      license='GPL-3.0-or-later',
-      classifiers=[
-          "Operating System :: OS Independent",
-          'License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)',
-          'Programming Language :: Python :: 3.6'
-      ],
-      packages=['optopsy']
-      )
+setup(
+    name="optopsy",
+    description="Python Backtesting library for options trading strategies",
+    long_description=open("README.md").read(),
+    long_description_content_type="text/markdown",
+    version="1.0.3",
+    url="https://github.com/michaelchu/optopsy",
+    author="Michael Chu",
+    author_email="mchchu88@gmail.com",
+    license="GPL-3.0-or-later",
+    classifiers=[
+        "Operating System :: OS Independent",
+        "License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)",
+        "Programming Language :: Python :: 3.6",
+    ],
+    packages=["optopsy"],
+)
diff --git a/strategies/sample_spx_strategy.py b/strategies/sample_spx_strategy.py
new file mode 100755
index 0000000..402a8c0
--- /dev/null
+++ b/strategies/sample_spx_strategy.py
@@ -0,0 +1,80 @@
+import optopsy as op
+import os
+from datetime import datetime
+import pandas as pd
+
+
+def run_strategy(input_data):
+    # define the entry and exit filters to use for this strategy, full list of
+    # filters will be listed in the documentation (WIP).
+    filters = {
+        "entry_dte": (27, 30, 31),
+        "leg1_delta": 0.50,
+        "leg2_delta": 0.30,
+        "contract_size": 10,
+    }
+
+    # set the start and end dates for the backtest, the dates are inclusive
+    # start and end dates are python datetime objects
+    start = datetime(2016, 1, 1)
+    end = datetime(2016, 12, 31)
+
+    # create the option spread that matches the entry filters
+    trades = op.strategies.short_call_spread(input_data, start, end, filters)
+
+    # call the run method with our data, option spreads and filters to run the backtest
+    # backtest will return a tuple with the profit amount and a dataframe
+    # containing the backtest results(the return format may be subject to change)
+    return op.run(input_data, trades, filters)
+
+
+def store_and_get_data(file_name):
+    # absolute file path to our input file
+    curr_file = os.path.abspath(os.path.dirname(__file__))
+    file = os.path.join(curr_file, "data", f"{file_name}.pkl")
+
+    # check if we have a pickle store
+    if os.path.isfile(file):
+        print("pickle file found, retrieving...")
+        return pd.read_pickle(file)
+    else:
+        print("no picked file found, retrieving csv data...")
+
+        csv_file = os.path.join(curr_file, "data", f"{file_name}.csv")
+        data = op.get(csv_file, SPX_FILE_STRUCT, prompt=False)
+
+        print("storing to pickle file...")
+        pd.to_pickle(data, file)
+        return data
+
+
+if __name__ == "__main__":
+    # Here we define the struct to match the format of our csv file
+    # the struct indices are 0-indexed where first column of the csv file
+    # is mapped to 0
+    SPX_FILE_STRUCT = (
+        ("underlying_symbol", 0),
+        ("underlying_price", 1),
+        ("option_symbol", 3),
+        ("option_type", 5),
+        ("expiration", 6),
+        ("quote_date", 7),
+        ("strike", 8),
+        ("bid", 10),
+        ("ask", 11),
+        ("delta", 15),
+        ("gamma", 16),
+        ("theta", 17),
+        ("vega", 18),
+    )
+
+    # retrieve the data from pickle file if available,
+    # otherwise read in the csv file
+    filename = "SPX_2016"
+    results = store_and_get_data(filename).pipe(run_strategy)
+    print("Trades: \n %s" % results[1])
+    print("Total Profit: %s" % results[0])
+
+
+
+
diff --git a/strategies/sample_strategy.py b/strategies/sample_strategy.py
deleted file mode 100755
index 4c6e7b3..0000000
--- a/strategies/sample_strategy.py
+++ /dev/null
@@ -1,61 +0,0 @@
-import optopsy as op
-import os
-from datetime import datetime
-
-# absolute file path to our input file
-CURRENT_FILE = os.path.abspath(os.path.dirname(__file__))
-FILE = os.path.join(CURRENT_FILE, "data", "SPX_2016.csv")
-
-# Here we define the struct to match the format of our csv file
-# the struct indices are 0-indexed where first column of the csv file
-# is mapped to 0
-SPX_FILE_STRUCT = (
-    ("underlying_symbol", 0),
-    ("underlying_price", 1),
-    ("option_symbol", 3),
-    ("option_type", 5),
-    ("expiration", 6),
-    ("quote_date", 7),
-    ("strike", 8),
-    ("bid", 10),
-    ("ask", 11),
-    ("delta", 15),
-    ("gamma", 16),
-    ("theta", 17),
-    ("vega", 18),
-)
-
-
-def run_strategy():
-
-    # provide the absolute file path and data struct to be used.
-    data = op.get(FILE, SPX_FILE_STRUCT, prompt=False)
-
-    # define the entry and exit filters to use for this strategy, full list of
-    # filters will be listed in the documentation (WIP).
-    filters = {
-        "entry_dte": (27, 30, 31),
-        "leg1_delta": 0.30,
-        "leg2_delta": 0.50,
-        "contract_size": 10,
-    }
-
-    # set the start and end dates for the backtest, the dates are inclusive
-    # start and end dates are python datetime objects
-    start = datetime(2016, 1, 1)
-    end = datetime(2016, 12, 31)
-
-    # create the option spread that matches the entry filters
-    trades = op.strategies.short_call_spread(data, start, end, filters)
-
-    # call the run method with our data, option spreads and filters to run the backtest
-    backtest = op.run(data, trades, filters)
-
-    # backtest will return a tuple with the profit amount and a dataframe
-    # containing the backtest results(the return format may be subject to change)
-    backtest[1].to_csv("./strategies/results/results.csv")
-    print("Total Profit: %s" % backtest[0])
-
-
-if __name__ == "__main__":
-    run_strategy()
diff --git a/tests/integration/test_integration_iron_condors.py b/tests/integration/test_integration_iron_condors.py
new file mode 100644
index 0000000..05e412d
--- /dev/null
+++ b/tests/integration/test_integration_iron_condors.py
@@ -0,0 +1,239 @@
+from optopsy.backtest import run
+from optopsy.option_strategies import long_iron_condor, short_iron_condor
+from optopsy.data import get
+from datetime import datetime
+import os
+import pytest
+
+CURRENT_FILE = os.path.abspath(os.path.dirname(__file__))
+TEST_FILE_PATH_FULL = os.path.join(
+    CURRENT_FILE, "../test_data/test_options_data_full.csv"
+)
+
+
+def test_long_iron_condor_integration(hod_struct):
+    data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
+
+    filters = {
+        "leg1_delta": (0.05, 0.10, 0.15),
+        "leg2_delta": (0.25, 0.30, 0.45),
+        "leg3_delta": (0.25, 0.30, 0.45),
+        "leg4_delta": (0.05, 0.10, 0.15),
+        "entry_dte": 31,
+        "exit_dte": 7,
+    }
+
+    start = datetime(2018, 1, 1)
+    end = datetime(2018, 2, 28)
+
+    trades = long_iron_condor(data, start, end, filters)
+    backtest = run(data, trades, filters)
+    print(backtest[1])
+    assert backtest[0] == 53225
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 9] == -0.10
+        and backtest[1].iat[0, 8] == 2580
+        and backtest[1].iat[0, 16] == 4550.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == -1
+        and backtest[1].iat[1, 9] == -0.30
+        and backtest[1].iat[1, 8] == 2665
+        and backtest[1].iat[1, 16] == -12550.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == -1
+        and backtest[1].iat[2, 9] == 0.31
+        and backtest[1].iat[2, 8] == 2720
+        and backtest[1].iat[2, 16] == 110550.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == 1
+        and backtest[1].iat[3, 9] == 0.10
+        and backtest[1].iat[3, 8] == 2750
+        and backtest[1].iat[3, 16] == -87925.0
+    )
+    assert (
+        backtest[1].iat[4, 5] == 1
+        and backtest[1].iat[4, 9] == -0.10
+        and backtest[1].iat[4, 8] == 2675
+        and backtest[1].iat[4, 16] == -10500.0
+    )
+    assert (
+        backtest[1].iat[5, 5] == -1
+        and backtest[1].iat[5, 9] == -0.30
+        and backtest[1].iat[5, 8] == 2775
+        and backtest[1].iat[5, 16] == 60200.0
+    )
+    assert (
+        backtest[1].iat[6, 5] == -1
+        and backtest[1].iat[6, 9] == 0.30
+        and backtest[1].iat[6, 8] == 2865
+        and backtest[1].iat[6, 16] == -14250.0
+    )
+    assert (
+        backtest[1].iat[7, 5] == 1
+        and backtest[1].iat[7, 9] == 0.10
+        and backtest[1].iat[7, 8] == 2920
+        and backtest[1].iat[7, 16] == 3150.0
+    )
+
+
+def test_long_iron_condor_market_integration(hod_struct):
+    data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
+
+    filters = {
+        "leg1_delta": (0.05, 0.10, 0.15),
+        "leg2_delta": (0.25, 0.30, 0.45),
+        "leg3_delta": (0.25, 0.30, 0.45),
+        "leg4_delta": (0.05, 0.10, 0.15),
+        "entry_dte": 31,
+        "exit_dte": 7,
+    }
+
+    start = datetime(2018, 1, 1)
+    end = datetime(2018, 2, 28)
+
+    trades = long_iron_condor(data, start, end, filters)
+    backtest = run(data, trades, filters, mode="market")
+    print(backtest[1])
+    assert backtest[0] == 61350.0
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 9] == -0.10
+        and backtest[1].iat[0, 8] == 2580
+        and backtest[1].iat[0, 16] == 4700.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == -1
+        and backtest[1].iat[1, 9] == -0.30
+        and backtest[1].iat[1, 8] == 2665
+        and backtest[1].iat[1, 16] == -12300.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == -1
+        and backtest[1].iat[2, 9] == 0.31
+        and backtest[1].iat[2, 8] == 2720
+        and backtest[1].iat[2, 16] == 113300.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == 1
+        and backtest[1].iat[3, 9] == 0.10
+        and backtest[1].iat[3, 8] == 2750
+        and backtest[1].iat[3, 16] == -86650.0
+    )
+    assert (
+        backtest[1].iat[4, 5] == 1
+        and backtest[1].iat[4, 9] == -0.10
+        and backtest[1].iat[4, 8] == 2675
+        and backtest[1].iat[4, 16] == -9900.0
+    )
+    assert (
+        backtest[1].iat[5, 5] == -1
+        and backtest[1].iat[5, 9] == -0.30
+        and backtest[1].iat[5, 8] == 2775
+        and backtest[1].iat[5, 16] == 62900.0
+    )
+    assert (
+        backtest[1].iat[6, 5] == -1
+        and backtest[1].iat[6, 9] == 0.30
+        and backtest[1].iat[6, 8] == 2865
+        and backtest[1].iat[6, 16] == -14000.0
+    )
+    assert (
+        backtest[1].iat[7, 5] == 1
+        and backtest[1].iat[7, 9] == 0.10
+        and backtest[1].iat[7, 8] == 2920
+        and backtest[1].iat[7, 16] == 3300.0
+    )
+
+
+def test_long_iron_condor_butterfly_integration(hod_struct):
+    data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
+
+    filters = {
+        "leg1_delta": (0.25, 0.30, 0.45),
+        "leg2_delta": (0.45, 0.50, 0.55),
+        "leg3_delta": (0.45, 0.50, 0.55),
+        "leg4_delta": (0.25, 0.30, 0.45),
+        "entry_dte": (18, 18, 18),
+        "exit_dte": 7,
+    }
+
+    start = datetime(2018, 1, 1)
+    end = datetime(2018, 2, 28)
+
+    trades = long_iron_condor(data, start, end, filters)
+    backtest = run(data, trades, filters)
+    print(backtest[1])
+    assert backtest[1].empty
+
+
+def test_short_iron_condor_integration(hod_struct):
+    data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
+
+    filters = {
+        "leg1_delta": (0.05, 0.10, 0.15),
+        "leg2_delta": (0.25, 0.30, 0.45),
+        "leg3_delta": (0.25, 0.30, 0.45),
+        "leg4_delta": (0.05, 0.10, 0.15),
+        "entry_dte": 31,
+        "exit_dte": 7,
+    }
+
+    start = datetime(2018, 1, 1)
+    end = datetime(2018, 2, 28)
+
+    trades = short_iron_condor(data, start, end, filters)
+    backtest = run(data, trades, filters)
+    print(backtest[1])
+    assert backtest[0] == -53225
+    assert (
+        backtest[1].iat[0, 5] == -1
+        and backtest[1].iat[0, 9] == -0.10
+        and backtest[1].iat[0, 8] == 2580
+        and backtest[1].iat[0, 16] == -4550.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == 1
+        and backtest[1].iat[1, 9] == -0.30
+        and backtest[1].iat[1, 8] == 2665
+        and backtest[1].iat[1, 16] == 12550.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == 1
+        and backtest[1].iat[2, 9] == 0.31
+        and backtest[1].iat[2, 8] == 2720
+        and backtest[1].iat[2, 16] == -110550.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == -1
+        and backtest[1].iat[3, 9] == 0.10
+        and backtest[1].iat[3, 8] == 2750
+        and backtest[1].iat[3, 16] == 87925.0
+    )
+    assert (
+        backtest[1].iat[4, 5] == -1
+        and backtest[1].iat[4, 9] == -0.10
+        and backtest[1].iat[4, 8] == 2675
+        and backtest[1].iat[4, 16] == 10500.0
+    )
+    assert (
+        backtest[1].iat[5, 5] == 1
+        and backtest[1].iat[5, 9] == -0.30
+        and backtest[1].iat[5, 8] == 2775
+        and backtest[1].iat[5, 16] == -60200.0
+    )
+    assert (
+        backtest[1].iat[6, 5] == 1
+        and backtest[1].iat[6, 9] == 0.30
+        and backtest[1].iat[6, 8] == 2865
+        and backtest[1].iat[6, 16] == 14250.0
+    )
+    assert (
+        backtest[1].iat[7, 5] == -1
+        and backtest[1].iat[7, 9] == 0.10
+        and backtest[1].iat[7, 8] == 2920
+        and backtest[1].iat[7, 16] == -3150.0
+    )
diff --git a/tests/integration/test_integration_singles.py b/tests/integration/test_integration_singles.py
index 7efa5ef..0e42096 100644
--- a/tests/integration/test_integration_singles.py
+++ b/tests/integration/test_integration_singles.py
@@ -21,7 +21,46 @@ def test_long_call_integration(hod_struct):
 
     trades = long_call(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == 963.0
+    print(backtest[1])
+    assert backtest[0] == -96300.0
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 9] == 0.31
+        and backtest[1].iat[0, 8] == 2720
+        and backtest[1].iat[0, 16] == -110550.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == 1
+        and backtest[1].iat[1, 9] == 0.30
+        and backtest[1].iat[1, 8] == 2865
+        and backtest[1].iat[1, 16] == 14250.0
+    )
+
+
+def test_long_call_market_integration(hod_struct):
+    data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
+
+    filters = {"entry_dte": 31, "leg1_delta": 0.30, "exit_dte": 7}
+
+    start = datetime(2018, 1, 1)
+    end = datetime(2018, 2, 28)
+
+    trades = long_call(data, start, end, filters)
+    backtest = run(data, trades, filters, mode="market")
+    print(backtest[1])
+    assert backtest[0] == -93300.0
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 9] == 0.31
+        and backtest[1].iat[0, 8] == 2720
+        and backtest[1].iat[0, 16] == -107800.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == 1
+        and backtest[1].iat[1, 9] == 0.30
+        and backtest[1].iat[1, 8] == 2865
+        and backtest[1].iat[1, 16] == 14500.0
+    )
 
 
 def test_long_call_no_exit_dte_integration(hod_struct):
@@ -34,7 +73,18 @@ def test_long_call_no_exit_dte_integration(hod_struct):
 
     trades = long_call(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == 818.75
+    print(backtest[1])
+    assert backtest[0] == -81875
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 9] == 0.31
+        and backtest[1].iat[0, 16] == -96200.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == 1
+        and backtest[1].iat[1, 9] == 0.30
+        and backtest[1].iat[1, 16] == 14325.0
+    )
 
 
 def test_short_call_integration(hod_struct):
@@ -47,10 +97,20 @@ def test_short_call_integration(hod_struct):
 
     trades = short_call(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == -963.0
-
-
-def test_long_put_spread_integration(hod_struct):
+    assert backtest[0] == 96300.0
+    assert (
+        backtest[1].iat[0, 5] == -1
+        and backtest[1].iat[0, 9] == 0.31
+        and backtest[1].iat[0, 16] == 110550.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == -1
+        and backtest[1].iat[1, 9] == 0.30
+        and backtest[1].iat[1, 16] == -14250.0
+    )
+
+
+def test_long_put_integration(hod_struct):
     data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
 
     filters = {"entry_dte": 31, "leg1_delta": 0.30, "exit_dte": 7}
@@ -60,10 +120,21 @@ def test_long_put_spread_integration(hod_struct):
 
     trades = long_put(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == 476.5
-
-
-def test_short_put_spread_integration(hod_struct):
+    print(backtest[1])
+    assert backtest[0] == -47650
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 9] == -0.3
+        and backtest[1].iat[0, 16] == 12550.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == 1
+        and backtest[1].iat[1, 9] == -0.3
+        and backtest[1].iat[1, 16] == -60200.0
+    )
+
+
+def test_short_put_integration(hod_struct):
     data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
 
     filters = {"entry_dte": 31, "leg1_delta": 0.30, "exit_dte": 7}
@@ -73,4 +144,14 @@ def test_short_put_spread_integration(hod_struct):
 
     trades = short_put(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == -476.5
+    assert backtest[0] == 47650
+    assert (
+        backtest[1].iat[0, 5] == -1
+        and backtest[1].iat[0, 9] == -0.3
+        and backtest[1].iat[0, 16] == -12550.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == -1
+        and backtest[1].iat[1, 9] == -0.3
+        and backtest[1].iat[1, 16] == 60200.0
+    )
diff --git a/tests/integration/test_integration_verticals.py b/tests/integration/test_integration_verticals.py
index 83e36c8..1b33e79 100644
--- a/tests/integration/test_integration_verticals.py
+++ b/tests/integration/test_integration_verticals.py
@@ -19,52 +19,153 @@
 def test_long_call_spread_integration(hod_struct):
     data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
 
-    filters = {"entry_dte": 31, "leg1_delta": 0.30, "leg2_delta": 0.50, "exit_dte": 7}
+    filters = {"entry_dte": 31, "leg1_delta": 0.50, "leg2_delta": 0.30, "exit_dte": 7}
 
     start = datetime(2018, 1, 1)
     end = datetime(2018, 2, 28)
 
     trades = long_call_spread(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == -80.25
-    assert backtest[1].iat[0, 5] == 1
-    assert backtest[1].iat[1, 5] == -1
-    assert backtest[1].iat[2, 5] == 1
-    assert backtest[1].iat[3, 5] == -1
+    print(backtest[1])
+    assert backtest[0] == 8025
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 8] == 2700
+        and backtest[1].iat[0, 9] == 0.49
+        and backtest[1].iat[0, 16] == -121000.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == -1
+        and backtest[1].iat[1, 8] == 2720
+        and backtest[1].iat[1, 9] == 0.31
+        and backtest[1].iat[1, 16] == 110550.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == 1
+        and backtest[1].iat[2, 8] == 2825
+        and backtest[1].iat[2, 9] == 0.51
+        and backtest[1].iat[2, 16] == 32725.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == -1
+        and backtest[1].iat[3, 8] == 2865
+        and backtest[1].iat[3, 9] == 0.30
+        and backtest[1].iat[3, 16] == -14250.0
+    )
+
+
+def test_long_call_spread_market_integration(hod_struct):
+    data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
+
+    filters = {"entry_dte": 31, "leg1_delta": 0.50, "leg2_delta": 0.30, "exit_dte": 7}
+
+    start = datetime(2018, 1, 1)
+    end = datetime(2018, 2, 28)
+
+    trades = long_call_spread(data, start, end, filters)
+    backtest = run(data, trades, filters, mode="market")
+    print(backtest[1])
+    assert backtest[0] == 14250.0
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 8] == 2700
+        and backtest[1].iat[0, 9] == 0.49
+        and backtest[1].iat[0, 16] == -118100.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == -1
+        and backtest[1].iat[1, 8] == 2720
+        and backtest[1].iat[1, 9] == 0.31
+        and backtest[1].iat[1, 16] == 113300.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == 1
+        and backtest[1].iat[2, 8] == 2825
+        and backtest[1].iat[2, 9] == 0.51
+        and backtest[1].iat[2, 16] == 33050.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == -1
+        and backtest[1].iat[3, 8] == 2865
+        and backtest[1].iat[3, 9] == 0.30
+        and backtest[1].iat[3, 16] == -14000.0
+    )
 
 
 def test_long_call_spread_no_exit_dte_integration(hod_struct):
     data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
 
-    filters = {"entry_dte": 31, "leg1_delta": 0.30, "leg2_delta": 0.50}
+    filters = {"entry_dte": 31, "leg1_delta": 0.50, "leg2_delta": 0.30}
 
     start = datetime(2018, 1, 1)
     end = datetime(2018, 2, 28)
 
     trades = long_call_spread(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == -72.00
-    assert backtest[1].iat[0, 5] == 1
-    assert backtest[1].iat[1, 5] == -1
-    assert backtest[1].iat[2, 5] == 1
-    assert backtest[1].iat[3, 5] == -1
+    print(backtest[1])
+    assert backtest[0] == 7200.00
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 8] == 2700
+        and backtest[1].iat[0, 9] == 0.49
+        and backtest[1].iat[0, 16] == -107600.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == -1
+        and backtest[1].iat[1, 8] == 2720
+        and backtest[1].iat[1, 9] == 0.31
+        and backtest[1].iat[1, 16] == 96200.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == 1
+        and backtest[1].iat[2, 8] == 2825
+        and backtest[1].iat[2, 9] == 0.51
+        and backtest[1].iat[2, 16] == 32925.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == -1
+        and backtest[1].iat[3, 8] == 2865
+        and backtest[1].iat[3, 9] == 0.30
+        and backtest[1].iat[3, 16] == -14325.0
+    )
 
 
 def test_short_call_spread_integration(hod_struct):
     data = get(TEST_FILE_PATH_FULL, hod_struct, prompt=False)
 
-    filters = {"entry_dte": 31, "leg1_delta": 0.30, "leg2_delta": 0.50, "exit_dte": 7}
+    filters = {"entry_dte": 31, "leg1_delta": 0.50, "leg2_delta": 0.30, "exit_dte": 7}
 
     start = datetime(2018, 1, 1)
     end = datetime(2018, 2, 28)
 
     trades = short_call_spread(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == 80.25
-    assert backtest[1].iat[0, 5] == -1
-    assert backtest[1].iat[1, 5] == 1
-    assert backtest[1].iat[2, 5] == -1
-    assert backtest[1].iat[3, 5] == 1
+    print(backtest[1])
+    assert backtest[0] == -8025
+    assert (
+        backtest[1].iat[0, 5] == -1
+        and backtest[1].iat[0, 8] == 2700
+        and backtest[1].iat[0, 9] == 0.49
+        and backtest[1].iat[0, 16] == 121000.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == 1
+        and backtest[1].iat[1, 8] == 2720
+        and backtest[1].iat[1, 9] == 0.31
+        and backtest[1].iat[1, 16] == -110550.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == -1
+        and backtest[1].iat[2, 8] == 2825
+        and backtest[1].iat[2, 9] == 0.51
+        and backtest[1].iat[2, 16] == -32725.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == 1
+        and backtest[1].iat[3, 8] == 2865
+        and backtest[1].iat[3, 9] == 0.30
+        and backtest[1].iat[3, 16] == 14250.0
+    )
 
 
 def test_long_put_spread_integration(hod_struct):
@@ -77,11 +178,32 @@ def test_long_put_spread_integration(hod_struct):
 
     trades = long_put_spread(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == 227.50
-    assert backtest[1].iat[0, 5] == -1
-    assert backtest[1].iat[1, 5] == 1
-    assert backtest[1].iat[2, 5] == -1
-    assert backtest[1].iat[3, 5] == 1
+    print(backtest[1])
+    assert backtest[0] == -25650
+    assert (
+        backtest[1].iat[0, 5] == -1
+        and backtest[1].iat[0, 8] == 2665
+        and backtest[1].iat[0, 9] == -0.30
+        and backtest[1].iat[0, 16] == -12550.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == 1
+        and backtest[1].iat[1, 8] == 2700
+        and backtest[1].iat[1, 9] == -0.51
+        and backtest[1].iat[1, 16] == 22400.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == -1
+        and backtest[1].iat[2, 8] == 2775
+        and backtest[1].iat[2, 9] == -0.30
+        and backtest[1].iat[2, 16] == 60200.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == 1
+        and backtest[1].iat[3, 8] == 2830
+        and backtest[1].iat[3, 9] == -0.51
+        and backtest[1].iat[3, 16] == -95700.0
+    )
 
 
 def test_short_put_spread_integration(hod_struct):
@@ -94,8 +216,29 @@ def test_short_put_spread_integration(hod_struct):
 
     trades = short_put_spread(data, start, end, filters)
     backtest = run(data, trades, filters)
-    assert backtest[0] == -227.50
-    assert backtest[1].iat[0, 5] == 1
-    assert backtest[1].iat[1, 5] == -1
-    assert backtest[1].iat[2, 5] == 1
-    assert backtest[1].iat[3, 5] == -1
+    print(backtest[1])
+    assert backtest[0] == 25650
+    assert (
+        backtest[1].iat[0, 5] == 1
+        and backtest[1].iat[0, 8] == 2665
+        and backtest[1].iat[0, 9] == -0.30
+        and backtest[1].iat[0, 16] == 12550.0
+    )
+    assert (
+        backtest[1].iat[1, 5] == -1
+        and backtest[1].iat[1, 8] == 2700
+        and backtest[1].iat[1, 9] == -0.51
+        and backtest[1].iat[1, 16] == -22400.0
+    )
+    assert (
+        backtest[1].iat[2, 5] == 1
+        and backtest[1].iat[2, 8] == 2775
+        and backtest[1].iat[2, 9] == -0.30
+        and backtest[1].iat[2, 16] == -60200.0
+    )
+    assert (
+        backtest[1].iat[3, 5] == -1
+        and backtest[1].iat[3, 8] == 2830
+        and backtest[1].iat[3, 9] == -0.51
+        and backtest[1].iat[3, 16] == 95700.0
+    )
diff --git a/tests/test_iron_condor_strategy.py b/tests/test_iron_condor_strategy.py
new file mode 100644
index 0000000..ca50167
--- /dev/null
+++ b/tests/test_iron_condor_strategy.py
@@ -0,0 +1,182 @@
+from optopsy.enums import OrderAction
+from optopsy.option_strategies import long_iron_condor, short_iron_condor
+from datetime import datetime
+import pytest
+
+
+start = datetime(1990, 1, 20)
+end = datetime(1990, 1, 20)
+
+
+params_butterfly = {
+    "leg1_delta": (0.25, 0.30, 0.45),
+    "leg2_delta": (0.45, 0.50, 0.55),
+    "leg3_delta": (0.45, 0.50, 0.55),
+    "leg4_delta": (0.25, 0.30, 0.45),
+    "entry_dte": (18, 18, 18),
+}
+
+params = {
+    "leg1_delta": (0.05, 0.10, 0.15),
+    "leg2_delta": (0.25, 0.30, 0.45),
+    "leg3_delta": (0.25, 0.30, 0.45),
+    "leg4_delta": (0.05, 0.10, 0.15),
+    "entry_dte": (18, 18, 18),
+}
+
+params_float = {
+    "leg1_delta": 0.10,
+    "leg2_delta": 0.30,
+    "leg3_delta": 0.30,
+    "leg4_delta": 0.10,
+    "entry_dte": 18,
+}
+
+invalid_params = {
+    "leg1_delta": (0.05, 0.30, 0.15),
+    "leg2_delta": (0.25, 0.10, 0.45),
+    "leg3_delta": (0.25, 0.10, 0.45),
+    "leg4_delta": (0.05, 0.30, 0.15),
+    "entry_dte": (18, 18, 18),
+}
+
+invalid_params_2 = {
+    "leg1_delta": (0.05, 0.10, 0.15),
+    "leg2_delta": (0.25, 0.30, 0.45),
+    "leg3_delta": (0.25, 0.10, 0.45),
+    "leg4_delta": (0.05, 0.30, 0.15),
+    "entry_dte": (18, 18, 18),
+}
+
+invalid_params_3 = {
+    "leg1_delta": (0.05, 0.30, 0.15),
+    "leg2_delta": (0.25, 0.10, 0.45),
+    "leg3_delta": (0.25, 0.30, 0.45),
+    "leg4_delta": (0.05, 0.10, 0.15),
+    "entry_dte": (18, 18, 18),
+}
+
+invalid_params_4 = {
+    "leg1_delta": datetime(2016, 1, 31),
+    "leg2_delta": (0.25, 0.10, 0.45),
+    "leg3_delta": (0.25, 0.30, 0.45),
+    "leg4_delta": (0.05, 0.10, 0.15),
+    "entry_dte": "(18, 18, 18)",
+}
+
+
+def test_long_iron_condor_spread(options_data):
+    actual_spread = long_iron_condor(options_data, start, end, params)
+    print(actual_spread)
+    assert (
+        actual_spread.iat[0, 3] == 1
+        and actual_spread.iat[0, 5] == 340
+        and actual_spread.iat[0, 9] == -0.09
+        and actual_spread.iat[0, 4] == "p"
+    )
+    assert (
+        actual_spread.iat[1, 3] == -1
+        and actual_spread.iat[1, 5] == 355
+        and actual_spread.iat[1, 9] == -0.31
+        and actual_spread.iat[1, 4] == "p"
+    )
+    assert (
+        actual_spread.iat[2, 3] == -1
+        and actual_spread.iat[2, 5] == 365
+        and actual_spread.iat[2, 9] == 0.35
+        and actual_spread.iat[2, 4] == "c"
+    )
+    assert (
+        actual_spread.iat[3, 3] == 1
+        and actual_spread.iat[3, 5] == 375
+        and actual_spread.iat[3, 9] == 0.10
+        and actual_spread.iat[3, 4] == "c"
+    )
+
+
+def test_short_iron_condor_spread(options_data):
+    actual_spread = short_iron_condor(options_data, start, end, params)
+    print(actual_spread)
+    assert (
+        actual_spread.iat[0, 3] == -1
+        and actual_spread.iat[0, 5] == 340
+        and actual_spread.iat[0, 9] == -0.09
+        and actual_spread.iat[0, 4] == "p"
+    )
+    assert (
+        actual_spread.iat[1, 3] == 1
+        and actual_spread.iat[1, 5] == 355
+        and actual_spread.iat[1, 9] == -0.31
+        and actual_spread.iat[1, 4] == "p"
+    )
+    assert (
+        actual_spread.iat[2, 3] == 1
+        and actual_spread.iat[2, 5] == 365
+        and actual_spread.iat[2, 9] == 0.35
+        and actual_spread.iat[2, 4] == "c"
+    )
+    assert (
+        actual_spread.iat[3, 3] == -1
+        and actual_spread.iat[3, 5] == 375
+        and actual_spread.iat[3, 9] == 0.10
+        and actual_spread.iat[3, 4] == "c"
+    )
+
+
+def test_same_middle_strikes(options_data):
+    actual_spread = long_iron_condor(options_data, start, end, params_butterfly)
+    print(actual_spread)
+    assert actual_spread.empty == True
+
+
+def test_float_params(options_data):
+    actual_spread = long_iron_condor(options_data, start, end, params_float)
+    print(actual_spread)
+    assert (
+        actual_spread.iat[0, 3] == 1
+        and actual_spread.iat[0, 5] == 340
+        and actual_spread.iat[0, 9] == -0.09
+        and actual_spread.iat[0, 4] == "p"
+    )
+    assert (
+        actual_spread.iat[1, 3] == -1
+        and actual_spread.iat[1, 5] == 355
+        and actual_spread.iat[1, 9] == -0.31
+        and actual_spread.iat[1, 4] == "p"
+    )
+    assert (
+        actual_spread.iat[2, 3] == -1
+        and actual_spread.iat[2, 5] == 365
+        and actual_spread.iat[2, 9] == 0.35
+        and actual_spread.iat[2, 4] == "c"
+    )
+    assert (
+        actual_spread.iat[3, 3] == 1
+        and actual_spread.iat[3, 5] == 375
+        and actual_spread.iat[3, 9] == 0.10
+        and actual_spread.iat[3, 4] == "c"
+    )
+
+
+def test_invalid_deltas(options_data):
+    with pytest.raises(ValueError):
+        actual_spread = long_iron_condor(options_data, start, end, invalid_params)
+        print(actual_spread)
+
+
+def test_invalid_deltas_2(options_data):
+    with pytest.raises(ValueError):
+        actual_spread = long_iron_condor(options_data, start, end, invalid_params_2)
+        print(actual_spread)
+
+
+def test_invalid_deltas_3(options_data):
+    with pytest.raises(ValueError):
+        actual_spread = long_iron_condor(options_data, start, end, invalid_params_3)
+        print(actual_spread)
+
+
+def test_invalid_deltas_4(options_data):
+    with pytest.raises(ValueError):
+        actual_spread = long_iron_condor(options_data, start, end, invalid_params_4)
+        print(actual_spread)
diff --git a/tests/test_single_strategy.py b/tests/test_single_strategy.py
index 5ecddb1..b7206ea 100644
--- a/tests/test_single_strategy.py
+++ b/tests/test_single_strategy.py
@@ -17,6 +17,7 @@ def test_long_call(options_data):
         {"leg1_delta": (0.45, 0.50, 0.55), "entry_dte": (18, 18, 18)},
     )
     results = actual_spread
+    print(results)
     assert all(results["option_type"] == "c")
     assert all(v in [0.55, 0.51] for v in results["delta"].unique().tolist())
     assert results.shape == (1, 15)
diff --git a/tests/test_vertical_strategy.py b/tests/test_vertical_strategy.py
index 9d79f17..a920d35 100644
--- a/tests/test_vertical_strategy.py
+++ b/tests/test_vertical_strategy.py
@@ -6,45 +6,105 @@
     short_put_spread,
 )
 from datetime import datetime
+import pytest
 
 
 start = datetime(1990, 1, 20)
 end = datetime(1990, 1, 20)
 
-params = {
+
+call_params = {
+    "leg1_delta": (0.45, 0.50, 0.55),
+    "leg2_delta": (0.25, 0.30, 0.45),
+    "entry_dte": (18, 18, 18),
+}
+
+put_params = {
     "leg1_delta": (0.25, 0.30, 0.45),
     "leg2_delta": (0.45, 0.50, 0.55),
     "entry_dte": (18, 18, 18),
 }
 
 
-def _test_call_results(result):
-    assert all(result["option_type"] == "c")
-    assert all(v in [0.35, 0.55] for v in result["delta"].unique().tolist())
-    assert result.shape == (2, 15)
+def test_long_call_spread(options_data):
+    actual_spread = long_call_spread(options_data, start, end, call_params)
+    print(actual_spread)
+    assert all(actual_spread["option_type"] == "c")
+    assert (
+        actual_spread.iat[0, 3] == 1
+        and actual_spread.iat[0, 5] == 360
+        and actual_spread.iat[0, 9] == 0.55
+    )
+    assert (
+        actual_spread.iat[1, 3] == -1
+        and actual_spread.iat[0, 5] == 360
+        and actual_spread.iat[1, 9] == 0.35
+    )
 
 
-def _test_put_results(result):
-    assert all(result["option_type"] == "p")
-    assert all(v in [-0.31, -0.46] for v in result["delta"].unique().tolist())
-    assert result.shape == (2, 15)
+def test_invalid_long_call_spread(options_data):
+    with pytest.raises(ValueError):
+        long_call_spread(options_data, start, end, put_params)
 
 
-def test_long_call_spread(options_data):
-    actual_spread = long_call_spread(options_data, start, end, params)
-    _test_call_results(actual_spread)
+def test_short_call_spread(options_data):
+    actual_spread = short_call_spread(options_data, start, end, call_params)
+    print(actual_spread)
+    assert all(actual_spread["option_type"] == "c")
+    assert (
+        actual_spread.iat[0, 3] == -1
+        and actual_spread.iat[0, 5] == 360
+        and actual_spread.iat[0, 9] == 0.55
+    )
+    assert (
+        actual_spread.iat[1, 3] == 1
+        and actual_spread.iat[1, 5] == 365
+        and actual_spread.iat[1, 9] == 0.35
+    )
 
 
-def test_short_call_spread(options_data):
-    actual_spread = short_call_spread(options_data, start, end, params)
-    _test_call_results(actual_spread)
+def test_invalid_short_call_spread(options_data):
+    with pytest.raises(ValueError):
+        short_call_spread(options_data, start, end, put_params)
 
 
 def test_long_put_spread(options_data):
-    actual_spread = long_put_spread(options_data, start, end, params)
-    _test_put_results(actual_spread)
+    actual_spread = long_put_spread(options_data, start, end, put_params)
+    print(actual_spread)
+    assert all(actual_spread["option_type"] == "p")
+    assert (
+        actual_spread.iat[0, 3] == -1
+        and actual_spread.iat[0, 5] == 355
+        and actual_spread.iat[0, 9] == -0.31
+    )
+    assert (
+        actual_spread.iat[1, 3] == 1
+        and actual_spread.iat[1, 5] == 360
+        and actual_spread.iat[1, 9] == -0.46
+    )
+
+
+def test_invalid_long_put_spread(options_data):
+    with pytest.raises(ValueError):
+        long_put_spread(options_data, start, end, call_params)
 
 
 def test_short_put_spread(options_data):
-    actual_spread = short_put_spread(options_data, start, end, params)
-    _test_put_results(actual_spread)
+    actual_spread = short_put_spread(options_data, start, end, put_params)
+    print(actual_spread)
+    assert all(actual_spread["option_type"] == "p")
+    assert (
+        actual_spread.iat[0, 3] == 1
+        and actual_spread.iat[0, 5] == 355
+        and actual_spread.iat[0, 9] == -0.31
+    )
+    assert (
+        actual_spread.iat[1, 3] == -1
+        and actual_spread.iat[1, 5] == 360
+        and actual_spread.iat[1, 9] == -0.46
+    )
+
+
+def test_invalid_short_put_spread(options_data):
+    with pytest.raises(ValueError):
+        short_put_spread(options_data, start, end, call_params)