public async Task GetCumulativePnl_RegionWithTwoStrategies_ReturnsCorrectResults()
{
var strategy1 = new Strategy {
Name = "TestStrategy1"
};
var strategy2 = new Strategy {
Name = "TestStrategy2"
};
IList <ProfitAndLoss> repositoryResults = new List <ProfitAndLoss>
{
new ProfitAndLoss {
Date = new DateTime(2016, 1, 5), Value = 100, Strategy = strategy1
},
new ProfitAndLoss {
Date = new DateTime(2016, 2, 21), Value = 200, Strategy = strategy1
},
new ProfitAndLoss {
Date = new DateTime(2016, 2, 22), Value = -50, Strategy = strategy1
},
new ProfitAndLoss {
Date = new DateTime(2016, 4, 7), Value = 300, Strategy = strategy1
},
new ProfitAndLoss {
Date = new DateTime(2016, 1, 16), Value = 200, Strategy = strategy2
},
new ProfitAndLoss {
Date = new DateTime(2016, 3, 6), Value = -20, Strategy = strategy2
},
new ProfitAndLoss {
Date = new DateTime(2016, 4, 7), Value = 100, Strategy = strategy2
},
new ProfitAndLoss {
Date = new DateTime(2016, 4, 29), Value = -90, Strategy = strategy2
}
}.OrderBy(x => x.Date).ToList();
var mockRepository = new Mock <IQueryRepository>();
mockRepository.Setup(x => x.GetProfitAndLossForRegion(It.IsAny <string>(), It.IsAny <DateTime>())).Returns(Task.FromResult(repositoryResults));
var calculator = new CumulativePnlCalculator(mockRepository.Object);
var result = await calculator.GetCumulativePnl("TestRegion", new DateTime(2016, 1, 3));
Assert.IsNull(result.ErrorMessage);
Assert.IsNotNull(result.Results);
var results = result.Results.ToList();
Assert.IsTrue(results.Select(x => x.Date).ToList().IsDailyTimeSeries());
Assert.IsTrue(results.First().Date == new DateTime(2016, 1, 3));
Assert.IsTrue(results.Last().Date == new DateTime(2016, 4, 29));
Assert.IsTrue(results.FirstOrDefault(x => x.Date == new DateTime(2016, 2, 21)).CumulativePnl == 500);
Assert.IsTrue(results.FirstOrDefault(x => x.Date == new DateTime(2016, 2, 22)).CumulativePnl == 450);
Assert.IsTrue(results.FirstOrDefault(x => x.Date == new DateTime(2016, 2, 23)).CumulativePnl == 450);
Assert.IsTrue(results.FirstOrDefault(x => x.Date == new DateTime(2016, 4, 29)).CumulativePnl == 740);
}
public async Task GetCumulativePnl_NonExistentRegion_ReturnsError()
{
IList <ProfitAndLoss> emptyRepositoryResults = new List <ProfitAndLoss>();
var mockRepository = new Mock <IQueryRepository>();
mockRepository.Setup(x => x.GetProfitAndLossForRegion(It.IsAny <string>(), null)).Returns(Task.FromResult(emptyRepositoryResults));
var calculator = new CumulativePnlCalculator(mockRepository.Object);
var result = await calculator.GetCumulativePnl("NonExistentRegion");
Assert.IsNull(result.Results);
Assert.IsTrue(result.ErrorMessage == "No profit & loss data available for region NonExistentRegion");
}
