public void Test_GetNettedPNL_TowTrades_With_Opposite_Direction_Different_Value()
{
// Arrange
InputParser inputParser = new InputParser();
TradeNetterService tradeNetterService = new TradeNetterService();
Trade Trade1 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Buy"),
Quantity = 1,
Price = 100,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Oil"),
TradeID = 1
};
tradeNetterService.AddTrade(Trade1);
Trade Trade2 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Sell"),
Quantity = 4,
Price = 110,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Oil"),
TradeID = 2
};
tradeNetterService.AddTrade(Trade2);
// Act
double actual = tradeNetterService.GetNettedPNL();
// Assert
Assert.AreEqual(10, actual);
}
public void Test_GetNettedPNL_DifferentPNL()
{
// Arrange
InputParser inputParser = new InputParser();
TradeNetterService tradeNetterService = new TradeNetterService();
Trade Trade1 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Buy"),
Quantity = 1,
Price = 100,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Oil"),
TradeID = 1
};
tradeNetterService.AddTrade(Trade1);
Trade Trade2 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Sell"),
Quantity = 4,
Price = 110,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Gas"),
TradeID = 2
};
tradeNetterService.AddTrade(Trade2);
Trade Trade3 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Buy"),
Quantity = 2,
Price = 120,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Gas"),
TradeID = 3
};
tradeNetterService.AddTrade(Trade3);
Trade Trade4 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Sell"),
Quantity = 5,
Price = 115,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Oil"),
TradeID = 4
};
tradeNetterService.AddTrade(Trade4);
// Act
double actual = tradeNetterService.GetNettedPNL();
// Assert
Assert.AreEqual(-5, actual);
}
public void Test_GetNettedPNL_ThreeTrades_With_Same_Direction()
{
// Arrange
InputParser inputParser = new InputParser();
TradeNetterService tradeNetterService = new TradeNetterService();
Trade Trade1 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Buy"),
Quantity = 2,
Price = 100,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Oil"),
TradeID = 1
};
tradeNetterService.AddTrade(Trade1);
Trade Trade2 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Buy"),
Quantity = 2,
Price = 110,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Oil"),
TradeID = 2
};
tradeNetterService.AddTrade(Trade2);
Trade Trade3 = new Trade()
{
Direction = inputParser.ParseEnum <DirectionType>("Buy"),
Quantity = 3,
Price = 102,
UnderLying = inputParser.ParseEnum <UnderLyingType>("Oil"),
TradeID = 3
};
tradeNetterService.AddTrade(Trade3);
// Act
double actual = tradeNetterService.GetNettedPNL();
// Assert
Assert.AreEqual(0, actual);
}
