//-------------------------------------------------------------------------
        public virtual void test_summarize()
        {
            BondFuturePosition   tes      = sut();
            PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.BOND_FUTURE).currencies(Currency.USD).description("BondFuture x 10").build();

            assertEquals(tes.summarize(), expected);
        }
        //-------------------------------------------------------------------------
        public virtual void test_withQuantity()
        {
            BondFuturePosition @base    = sut();
            double             quantity = 75343d;
            BondFuturePosition computed = @base.withQuantity(quantity);
            BondFuturePosition expected = BondFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(quantity).build();

            assertEquals(computed, expected);
        }
        //-------------------------------------------------------------------------
        public virtual void test_builder_resolved()
        {
            BondFuturePosition test = sut();

            assertEquals(test.Product, PRODUCT);
            assertEquals(test.Info, POSITION_INFO);
            assertEquals(test.LongQuantity, QUANTITY, 0d);
            assertEquals(test.ShortQuantity, 0d, 0d);
            assertEquals(test.Quantity, QUANTITY, 0d);
            assertEquals(test.withInfo(POSITION_INFO).Info, POSITION_INFO);
            assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
        }
Beispiel #4
0
 public override bool Equals(object obj)
 {
     if (obj == this)
     {
         return(true);
     }
     if (obj != null && obj.GetType() == this.GetType())
     {
         BondFuturePosition other = (BondFuturePosition)obj;
         return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(longQuantity, other.longQuantity) && JodaBeanUtils.equal(shortQuantity, other.shortQuantity));
     }
     return(false);
 }
Beispiel #5
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        //-------------------------------------------------------------------------
        public virtual void test_createProduct()
        {
            BondFutureSecurity test = sut();
            ImmutableList <FixedCouponBond> basket   = PRODUCT.DeliveryBasket;
            FixedCouponBondSecurity         bondSec0 = FixedCouponBondSecurityTest.createSecurity(PRODUCT.DeliveryBasket.get(0));
            FixedCouponBondSecurity         bondSec1 = FixedCouponBondSecurityTest.createSecurity(PRODUCT.DeliveryBasket.get(1));
            ReferenceData refData = ImmutableReferenceData.of(ImmutableMap.of(basket.get(0).SecurityId, bondSec0, basket.get(1).SecurityId, bondSec1));
            BondFuture    product = test.createProduct(refData);

            assertEquals(product.DeliveryBasket.get(0), PRODUCT.DeliveryBasket.get(0));
            assertEquals(product.DeliveryBasket.get(1), PRODUCT.DeliveryBasket.get(1));
            TradeInfo       tradeInfo     = TradeInfo.of(date(2016, 6, 30));
            BondFutureTrade expectedTrade = BondFutureTrade.builder().info(tradeInfo).product(product).quantity(100).price(123.50).build();

            assertEquals(test.createTrade(tradeInfo, 100, 123.50, refData), expectedTrade);

            PositionInfo       positionInfo      = PositionInfo.empty();
            BondFuturePosition expectedPosition1 = BondFuturePosition.builder().info(positionInfo).product(product).longQuantity(100).build();

            TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, refData), expectedPosition1);
            BondFuturePosition expectedPosition2 = BondFuturePosition.builder().info(positionInfo).product(product).longQuantity(100).shortQuantity(50).build();

            assertEquals(test.createPosition(positionInfo, 100, 50, refData), expectedPosition2);
        }
Beispiel #6
0
 public BondFuturePosition withQuantity(double quantity)
 {
     return(BondFuturePosition.ofNet(info, product, quantity));
 }
 internal static BondFuturePosition sut2()
 {
     return(BondFuturePosition.builder().info(POSITION_INFO2).product(PRODUCT2).longQuantity(100).shortQuantity(50).build());
 }
 //-------------------------------------------------------------------------
 internal static BondFuturePosition sut()
 {
     return(BondFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build());
 }