public void TestDailyShortPositionPerformance()
{
PositionFormulas position = new PositionFormulas(testSymbol);
Trade tradeA = CreateTransaction(-500, testSymbol, 12.5m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(-600, testSymbol, 15m, new DateTime(2020, 5, 4));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
DataFrame priceTable = CreatePriceTable();
position.CalculateDailyPerformance(priceTable);
decimal[] performances = new decimal[] { -2.931m, -10.145m, -17.358m, -24.571m, -31.784m, -38.997m, -46.210m };
PrimitiveDataFrameColumn <decimal> performance = new PrimitiveDataFrameColumn <decimal>("pct_change", performances);
Assert.Equal(performance, position.GetDailyPerformance().Columns["pct_change"]);
}
