private void UpdateTradesNotFullyOffsetEachOther(PositionRowUpdater updater, MockFutureInstrument instrument,
string qty1, string price1, string qty2,
string price2)
{
//Todo: check the sign qty2 and qty1 is opposite and qty2 not equal to qty1
updater.UpdateTrade(createMockFutureTrade(instrument, qty1, price1));
updater.UpdateTrade(createMockFutureTrade(instrument, qty2, price2));
}
public void Init()
{
_futureInstrument = new MockFutureInstrument("HSI16J");
_futureInstrumentSymbol2 = new MockFutureInstrument("HSI16K");
_positionRow = new PositionRowImpl(_futureInstrument, "Account1");
_positionRowWithAccount2 = new PositionRowImpl(_futureInstrument, "Account2");
_positionRowWithSymbol2 = new PositionRowImpl(_futureInstrumentSymbol2, "Account1");
_futureMarketData = new MockFutureMarketData(_futureInstrument);
_futureMarketDataWithSymbol2 = new MockFutureMarketData(_futureInstrumentSymbol2);
_rowUpdater = new PositionRowUpdater(_positionRow, _futureMarketData);
_rowUpdaterWithAccount2 = new PositionRowUpdater(_positionRowWithAccount2, _futureMarketData);
_rowUpdaterWithSymbol2 = new PositionRowUpdater(_positionRowWithSymbol2, _futureMarketDataWithSymbol2);
}
private MockFutureTrade createMockFutureTrade(MockFutureInstrument futureInstrument, string quantity,
string price)
{
return(new MockFutureTrade(futureInstrument, Convert(quantity).Value, Convert(price).Value));
}
public void Init()
{
_calculator = new PositionMetricsCalculatorImpl();
_futureInstrument = new MockFutureInstrument("HSI16J");
}
