public void MultipleBuySells()
{
var owned = new OwnedOption(
new Ticker("SFIX"),
23.5m,
OptionType.CALL,
DateTimeOffset.Parse("2020-08-07"),
Guid.NewGuid());
owned.Buy(1, 100, DateTimeOffset.Parse("2020-07-16"), null);
owned.Sell(1, 50, DateTimeOffset.Parse("2020-07-17"), null);
owned.Buy(1, 100, DateTimeOffset.Parse("2020-07-16"), null);
owned.Sell(1, 50, DateTimeOffset.Parse("2020-07-17"), null);
var pl = owned.State.Transactions.Where(tx => tx.IsPL);
var profit = pl.Sum(t => t.Profit);
Assert.Equal(-100, profit);
}
public void ExportOptionsHeader()
{
var option = new OwnedOption(
"tlsa",
2.5m,
OptionType.CALL,
DateTimeOffset.UtcNow.AddDays(1),
Guid.NewGuid());
option.Sell(1, 20, DateTimeOffset.UtcNow, "some note");
var report = CSVExport.Generate(new[] { option });
Assert.Contains(CSVExport.OPTION_HEADER, report);
Assert.Contains("TLSA", report);
Assert.Contains("CALL", report);
Assert.Contains("2.5", report);
}
public FakePortfolioStorage CreateStorageWithSoldOption()
{
var storage = new FakePortfolioStorage();
var cmd = CreateSellCommand();
var opt = new OwnedOption(
cmd.Ticker,
cmd.StrikePrice,
(OptionType)Enum.Parse(typeof(OptionType), cmd.OptionType),
cmd.ExpirationDate.Value,
cmd.UserId);
opt.Sell(1, 20, DateTimeOffset.UtcNow, "some note");
storage.Register(opt);
return(storage);
}
public void AssignedCallBug()
{
var date = new DateTimeOffset(2020, 3, 13, 0, 0, 0, 0, TimeSpan.FromHours(0));
var user = Guid.NewGuid();
var option = new OwnedOption(new Ticker("SFIX"), 17.5m, OptionType.CALL, date, user);
option.Sell(3, 100, date.AddDays(-20), null);
option.Buy(2, 10, date.AddDays(-10), null);
option.Expire(true);
Assert.True(option.State.IsExpired);
Assert.True(option.State.Assigned);
Assert.False(option.State.Active);
Assert.True(option.State.SoldToOpen);
var pl = option.State.Transactions.Where(t => t.IsPL);
Assert.Single(pl);
}
public (IPortfolioStorage, OwnedOption) CreateStorageWithSoldOption()
{
var cmd = CreateSellCommand();
var opt = new OwnedOption(
cmd.Ticker,
cmd.StrikePrice,
(OptionType)Enum.Parse(typeof(OptionType), cmd.OptionType),
cmd.ExpirationDate.Value,
cmd.UserId);
opt.Sell(1, 20, DateTimeOffset.UtcNow, "some note");
var mock = new Mock <IPortfolioStorage>();
mock.Setup(s => s.GetOwnedOptions(User.Id))
.ReturnsAsync(new[] { opt });
mock.Setup(s => s.GetOwnedOption(opt.Id, User.Id))
.ReturnsAsync(opt);
return(mock.Object, opt);
}
