public void PositionAccountTest()
{
ForexSecurity ts = new ForexSecurity(s);
IAccount account = new SimAccount("ME");
account.Securities.AddSecurity(ts);
TradeImpl t = new TradeImpl("TST", 100, 100);
t.Account = account;
t.Security = ts;
TradeImpl t2 = new TradeImpl("TST", 200, 200);
Assert.True(t.IsValid);
Assert.True(t2.IsValid);
t2.AccountName = "HIM";
PositionImpl p = new PositionImpl(t);
p.Adjust(t);
bool failed = false;
try
{
p.Adjust(t2);
}
catch (Exception) { failed = true; }
Assert.True(failed);
}
public void Basics()
{
PositionImpl p = new PositionImpl(s);
Assert.AreEqual(0, p.Size);
Assert.That(p.symbol != "", "hassymbol");
Assert.AreEqual(0, p.AvgPrice);
Assert.That(p.isFlat, "isflat");
Assert.That(p.isValid, "isvalid");
PositionImpl p2 = new PositionImpl(s, 10, 100, 0);
PositionImpl p2copy = new PositionImpl(p2);
Assert.AreEqual(p2.AvgPrice, p2copy.AvgPrice);
Assert.AreEqual(p2.Size, p2copy.Size);
Assert.AreEqual(p2.ClosedPL, p2copy.ClosedPL);
Assert.AreEqual(p2.symbol, p2copy.symbol);
p.Adjust(p2);
Assert.That(p.Size == 100);
Assert.IsTrue(p.symbol != "", "hassymbol");
Assert.That(p.AvgPrice == 10);
Assert.IsFalse(p.isFlat);
Assert.IsTrue(p.isLong);
Assert.IsTrue(p.isValid);
bool invalidexcept = false;
PositionImpl p3 = null;
try
{
p3 = new PositionImpl(s, 0, 100, 0);
}
catch
{
invalidexcept = true;
}
Assert.That(invalidexcept);
p3 = new PositionImpl(s, 12, 100, 0);
p.Adjust(p3);
Assert.AreEqual(11, p.AvgPrice);
Assert.That(p.isLong);
Assert.That(p.isValid);
Assert.That(!p.isFlat);
Assert.That(p.Size == 200);
p.Adjust(new TradeImpl(s, 13, -100, dt));
Assert.That(p.AvgPrice == 11);
Assert.That(p.isLong);
Assert.That(p.isValid);
Assert.That(!p.isFlat);
Assert.That(p.Size == 100);
TradeImpl lasttrade = new TradeImpl(s, 12, -100, dt);
decimal profitFromP2toLASTTRADE = Calc.ClosePL(p2, lasttrade);
Assert.That(profitFromP2toLASTTRADE == (lasttrade.xprice - p2.AvgPrice) * Math.Abs(lasttrade.xsize));
}
public void UsingTrades()
{
// long
string s = "IBM";
ForexSecurity ts = new ForexSecurity(s);
ts.LotSize = 1;
ts.PipValue = 1;
ts.PipSize = 1;
PortfolioManager portfolio = new TradingPortfolio();
IAccount account = new SimAccount("TEST");
portfolio.SetAccount(account);
portfolio.Securities.AddSecurity(ts);
TradeImpl t1 = new TradeImpl(s, 80, 100, dt);
t1.Account = account;
t1.Security = ts;
PositionImpl p = new PositionImpl(t1);
Assert.True(p.IsLong);
Assert.True(p.Size == 100);
TradeImpl t2 = new TradeImpl(s, 84, -100, dt);
t2.Account = account;
t2.Security = ts;
decimal pl = p.Adjust(t2);
Assert.True(p.IsFlat);
Assert.Equal((84 - 80) * 100, pl);
// short
TradeImpl t3 = new TradeImpl(s, 84, -100, dt);
t3.Account = account;
t3.Security = ts;
p = new PositionImpl(t3);
Assert.True(!p.IsLong);
Assert.True(p.Size == -100);
TradeImpl t4 = new TradeImpl(s, 80, 100, dt);
t4.Account = account;
t4.Security = ts;
pl = p.Adjust(new TradeImpl(t4));
Assert.True(pl == (84 - 80) * 100);
Assert.True(p.IsFlat);
}
public void PositionAccountTest()
{
TradeImpl t = new TradeImpl("TST", 100, 100);
t.Account = "ME";
TradeImpl t2 = new TradeImpl("TST", 200, 200);
Assert.That(t.isValid);
Assert.That(t2.isValid);
t2.Account = "HIM";
PositionImpl p = new PositionImpl(t);
p.Adjust(t);
bool failed = false; try
{
p.Adjust(t2);
}
catch (Exception) { failed = true; }
Assert.IsTrue(failed);
}
public void FlipSideInOneTrade()
{
// this is illegal on the exchanges, but supported by certain
// retail brokers so we're going to allow tradelink to support it
// BE CAREFUL WITH THIS FEATURE. make sure you won't be fined for doing this, before you do it.
string s = "IBM";
// long position
PositionImpl p = new PositionImpl(s, 100m, 200);
// sell more than we've got to change sides
TradeImpl flip = new TradeImpl(s, 99, -400);
decimal cpl = p.Adjust(flip);
// make sure we captured close of trade
Assert.AreEqual(-200, cpl);
// make sure we captured new side and price
Assert.AreEqual(-200, p.Size);
Assert.AreEqual(99, p.AvgPrice);
}
/// <summary>
/// Gets the open position for the specified account.
/// </summary>
/// <param name="symbol">The symbol to get a position for.</param>
/// <param name="a">the account.</param>
/// <returns>current position</returns>
public Position GetOpenPosition(ISecurity symbol, SimAccount a)
{
PositionImpl pos = new PositionImpl(symbol);
if (!MasterTrades.ContainsKey(a.Id))
{
return(pos);
}
List <Trade> trades = MasterTrades[a.Id];
for (int i = 0; i < trades.Count; i++)
{
if (trades[i].Symbol == symbol.Name)
{
pos.Adjust(trades[i]);
}
}
return(pos);
}
public void UsingTrades()
{
// long
PositionImpl p = new PositionImpl(new TradeImpl(s, 80, 100, dt));
Assert.That(p.isLong);
Assert.That(p.Size == 100);
decimal pl = p.Adjust(new TradeImpl(s, 84, -100, dt));
Assert.That(p.isFlat);
Assert.AreEqual((84 - 80) * 100, pl);
// short
pl = 0;
p = new PositionImpl(new TradeImpl(s, 84, -100, dt));
Assert.That(!p.isLong);
Assert.That(p.Size == -100);
pl = p.Adjust(new TradeImpl(s, 80, 100, dt));
Assert.That(pl == (84 - 80) * 100);
Assert.That(p.isFlat);
}
public void Basics()
{
PositionImpl p = new PositionImpl(ls, 0, 0, 0, new SimAccount("TST"));
//Set security options
ls.LotSize = 100;
ls.PipValue = 2;
ls.PipSize = 1;
Assert.Equal(0, p.Size);
Assert.True(p.Security.Name != "", "hassymbol");
Assert.Equal(0, p.AvgPrice);
Assert.True(p.IsFlat, "isflat");
Assert.True(p.IsValid, "isvalid");
PositionImpl p2 = new PositionImpl(ls, 10, 100, 0);
PositionImpl p2copy = new PositionImpl(p2);
Assert.Equal(p2.AvgPrice, p2copy.AvgPrice);
Assert.Equal(p2.Size, p2copy.Size);
Assert.Equal(p2.GrossPnL, p2copy.GrossPnL);
Assert.Equal(p2.Security, p2copy.Security);
p.Adjust(p2);
Assert.True(p.Size == 100);
Assert.True(p.Security.Name != "", "hassymbol");
Assert.True(p.AvgPrice == 10);
Assert.False(p.IsFlat);
Assert.True(p.IsLong);
Assert.True(p.IsValid);
bool invalidexcept = false;
PositionImpl p3 = null;
try
{
p3 = new PositionImpl(ls, 0, 100, 0);
}
catch
{
invalidexcept = true;
}
Assert.True(invalidexcept);
p3 = new PositionImpl(ls, 12, 100, 0);
p.Adjust(p3);
Assert.Equal(11, p.AvgPrice);
Assert.True(p.IsLong);
Assert.True(p.IsValid);
Assert.True(!p.IsFlat);
Assert.True(p.Size == 200);
p.Adjust(new TradeImpl(s, 13, -100, dt)
{
Security = ls, Account = p.Account
});
Assert.True(p.AvgPrice == 11);
Assert.True(p.IsLong);
Assert.True(p.IsValid);
Assert.True(!p.IsFlat);
Assert.True(p.Size == 100);
TradeImpl lasttrade = new TradeImpl(s, 12, -100, dt);
decimal profitFromP2toLASTTRADE = Calc.ClosePL(p2, lasttrade);
Assert.True(profitFromP2toLASTTRADE == (lasttrade.Xprice - p2.AvgPrice) * Math.Abs(lasttrade.Xsize / ls.LotSize) * ls.PipValue);
}
