public void TestBuyThenCloseTradeWithTransactionFee()
{
var runner = new StrategyRunner(_fakeBrokersCandlesService, _broker, 10000M);
var strategy = new StrategyBuyThenClose();
var trades = runner.Run(strategy);
Assert.AreEqual(1, trades.Count);
Assert.AreEqual(3030M, trades[0].EntryPrice);
Assert.AreEqual(5020M, trades[0].ClosePrice);
//total = amount + (amount * fee)
// = amount * (1 + fee)
var bought = trades[0].EntryQuantity.Value * trades[0].EntryPrice.Value;
var buyFee = bought * 0.01m;
Assert.AreEqual(10000M, bought + buyFee);
var sold = trades[0].ClosePrice.Value * trades[0].EntryQuantity.Value;
var sellFee = sold * 0.01m;
Assert.AreEqual(sold - bought - buyFee - sellFee, trades[0].NetProfitLoss);
Assert.AreEqual(runner.Balance, 10000M + trades[0].NetProfitLoss);
Assert.IsFalse(strategy.Trades.AnyOpen);
Assert.IsFalse(strategy.Trades.AnyOrders);
Assert.AreEqual(1, strategy.Trades.ClosedTrades.Count());
}
public void TestBuyThenCloseTrade()
{
var runner = new StrategyRunner(_fakeBrokersCandlesService, _broker, 10000M);
var strategy = new StrategyBuyThenClose();
var trades = runner.Run(strategy);
Assert.AreEqual(1, trades.Count);
Assert.AreEqual(3030M, trades[0].EntryPrice);
Assert.AreEqual(5020M, trades[0].ClosePrice);
Assert.AreEqual(((5020M * 10000M) / 3030M) - 10000M, trades[0].NetProfitLoss);
Assert.IsFalse(strategy.Trades.AnyOpen);
Assert.IsFalse(strategy.Trades.AnyOrders);
Assert.AreEqual(1, strategy.Trades.ClosedTrades.Count());
}
