Beispiel #1
0
        public virtual void test_ofNet_short()
        {
            EtdOptionPosition test = EtdOptionPosition.ofNet(SECURITY, -1000);

            assertEquals(test.LongQuantity, 0d, 0d);
            assertEquals(test.ShortQuantity, 1000d, 0d);
            assertEquals(test.Security, SECURITY);
            assertEquals(test.Quantity, -1000d, 0d);
        }
Beispiel #2
0
        public virtual void test_ofNet_withInfo()
        {
            EtdOptionPosition test = EtdOptionPosition.ofNet(POSITION_INFO, SECURITY, 1000);

            assertEquals(test.LongQuantity, 1000d, 0d);
            assertEquals(test.ShortQuantity, 0d, 0d);
            assertEquals(test.Info, POSITION_INFO);
            assertEquals(test.Security, SECURITY);
            assertEquals(test.Quantity, 1000d, 0d);
        }
Beispiel #3
0
        public virtual void test()
        {
            EtdOptionSecurity test = sut();

            assertEquals(test.Variant, EtdVariant.MONTHLY);
            assertEquals(test.Type, EtdType.OPTION);
            assertEquals(test.Currency, Currency.GBP);
            assertEquals(test.UnderlyingIds, ImmutableSet.of());
            assertEquals(test.createProduct(REF_DATA), test);
            assertEquals(test.createTrade(TradeInfo.empty(), 1, 2, ReferenceData.empty()), EtdOptionTrade.of(TradeInfo.empty(), test, 1, 2));
            assertEquals(test.createPosition(PositionInfo.empty(), 1, ReferenceData.empty()), EtdOptionPosition.ofNet(PositionInfo.empty(), test, 1));
            assertEquals(test.createPosition(PositionInfo.empty(), 1, 2, ReferenceData.empty()), EtdOptionPosition.ofLongShort(PositionInfo.empty(), test, 1, 2));
        }
Beispiel #4
0
 public EtdOptionPosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
 {
     return(EtdOptionPosition.ofNet(positionInfo, this, quantity));
 }
 public EtdOptionPosition withQuantity(double quantity)
 {
     return(EtdOptionPosition.ofNet(info, security, quantity));
 }