// if this transaction violates any of our portfolio rules, this method will throw an exception
public void ApplyRules(Portfolio p, Trade t)
{
foreach (PortfolioRule r in Rules)
{
r.Apply(p, t);
}
}
public void AllocationRuleYes()
{
Portfolio p = new Portfolio();
Position pos1 = new Position();
pos1.status = positionStatus.Open;
pos1.Symbol = new Symbol("SYM1");
pos1.price = 10;
pos1.quantity = 1;
Position pos2 = new Position();
pos2.status = positionStatus.Open;
pos1.Symbol = new Symbol("SYM2");
pos2.price = 10;
pos2.quantity = 1;
p.Positions = new List<Position>();
p.Positions.Add(pos1);
p.Positions.Add(pos2);
Trade t = new Trade();
t.type = tradeTypes.Buy;
t.Symbol = new Symbol("SYM2");
t.price = 1;
t.quantity = 2;
AllocationRule r = new AllocationRule(0.6);
Assert.IsTrue(r.Apply(p, t));
}
public void TestSellQuantityTooLarge()
{
Trade t = new Trade();
t.Status = tradeStatus.Active;
t.type = tradeTypes.Buy;
t.quantity = 5;
Assert.Throws<ArgumentException>(() => t.sell(10));
}
public void PlaceABuyTrade()
{
Portfolio port = new Portfolio();
port.Cash = 1000;
Position pos = new Position();
pos.PositionId = 3;
pos.quantity = 0;
pos.price = 0;
Trade t = new Trade();
PortfolioManager pm = new PortfolioManager(); // this test might need to initialize the rules
pm.ProcessBuyTrade(t, "GOOG", 10, 2.5, pos, port);
Assert.AreEqual("GOOG", t.SymbolName);
Assert.AreEqual(10, t.quantity);
Assert.AreEqual(2.5, t.price);
Assert.AreEqual(tradeTypes.Buy, t.type);
Assert.AreEqual(3, t.PositionId);
Assert.AreEqual(10, pos.quantity);
Assert.AreEqual(25, pos.price);
Assert.AreEqual(975, port.Cash);
}
public void TestSell()
{
Symbol s = new Symbol("GOOG");
Position pos = new Position();
Trade t = new Trade();
t.Status = tradeStatus.Active;
t.type = tradeTypes.Buy;
t.Position = pos;
t.Symbol = s;
t.timestamp = new DateTime(2013, 6, 1);
t.price = 10;
t.quantity = 5;
Trade sell = t.sell(2);
Assert.AreEqual(s, sell.Symbol);
Assert.AreEqual(pos, sell.Position);
Assert.AreEqual(tradeStatus.Closed, sell.Status);
Assert.AreEqual(tradeTypes.Sell, sell.type);
Assert.AreEqual(2, sell.quantity);
Assert.AreNotEqual(t.timestamp, sell.timestamp);
Assert.AreEqual(t, sell.RelatedTrade);
}
public Trade sell(int sellQuantity)
{
if (sellQuantity < 1 || sellQuantity > this.quantity) throw new ArgumentException("sellQuantity");
//if (this.type == tradeTypes.Sell) throw new NotImplementedException();
//if (this.Status == tradeStatus.Closed) throw new NotImplementedException();
Trade t = new Trade();
t.Symbol = Symbol;
t.RelatedTrade = this;
t.Position = Position;
t.type = tradeTypes.Sell;
t.Status = tradeStatus.Closed;
t.timestamp = DateTime.Now;
t.quantity = sellQuantity;
this.quantity -= sellQuantity;
if (this.quantity == 0) this.Status = tradeStatus.Closed;
return t;
}
public void EnoughFundsRuleNo()
{
Portfolio p = new Portfolio();
p.Cash = 1;
Trade t = new Trade();
t.type = tradeTypes.Buy;
t.quantity = 2;
t.price = 10.25;
EnoughFundsRule r = new EnoughFundsRule();
Assert.Throws<InsufficientFunds>(() => r.Apply(p, t));
}
public void EnoughFundsRuleYes()
{
Portfolio p = new Portfolio();
p.Cash = 5000;
Trade t = new Trade();
t.type = tradeTypes.Buy;
t.quantity = 2;
t.price = 10.25;
EnoughFundsRule r = new EnoughFundsRule();
Assert.IsTrue(r.Apply(p, t));
}
static void Main(string[] args)
{
Console.WriteLine("Testing the entity framework...");
TraderContext db = new TraderContext();
Console.WriteLine("Clearing the database...");
var d_quotes = from q in db.Quotes select q;
foreach (var i in d_quotes) db.Quotes.Remove(i);
var d_symbol = from s in db.Symbols select s;
foreach (var i in d_symbol) db.Symbols.Remove(i);
var d_position = from p in db.Positions select p;
foreach (var i in d_position) db.Positions.Remove(i);
var d_trade = from t in db.Trades select t;
foreach (var i in d_trade) db.Trades.Remove(i);
Console.WriteLine("Adding records to database...");
db.Symbols.Add(new Symbol("GOOG"));
db.Symbols.Add(new Symbol("LNC"));
db.SaveChanges();
Quote q1 = new Quote();
q1.timestamp = DateTime.Now;
q1.price = 50.47;
q1.Symbol = db.Symbols.First();
db.Quotes.Add(q1);
Position p1 = new Position();
p1.SymbolName = "GOOG";
p1.price = 5000;
p1.quantity = 150;
p1.status = positionStatus.Open;
db.Positions.Add(p1);
db.SaveChanges();
Trade t1 = new Trade();
t1.timestamp = DateTime.Now;
t1.quantity = 40;
t1.price = 10.10;
t1.type = tradeTypes.Buy;
t1.SymbolName = "GOOG";
db.Trades.Add(t1);
var q_addtopos = from p in db.Positions.Include("Trades") where p.SymbolName == "GOOG" select p;
Position goog_pos = q_addtopos.FirstOrDefault();
goog_pos.Trades.Add(t1);
db.SaveChanges();
WatchList w = new WatchList();
w.ListName = "Default";
db.WatchLists.Add(w);
db.SaveChanges();
WatchListItem wi1 = new WatchListItem();
wi1.ListName = "Default";
wi1.SymbolName = "GOOG";
db.WatchListItems.Add(wi1);
WatchListItem wi2 = new WatchListItem();
wi2.ListName = "Default";
wi2.SymbolName = "LNC";
db.WatchListItems.Add(wi2);
db.SaveChanges();
Console.WriteLine("Retrieving records from database...");
Console.WriteLine("\nSymbols");
var query = from s in db.Symbols orderby s.name select s;
foreach (var i in query)
{
Console.WriteLine("Symbol: " + i.name);
}
Console.WriteLine("\nQuotes");
var q_search = from q in db.Quotes select q;
foreach (var i in q_search)
{
Console.WriteLine("Record: " + i.QuoteId.ToString());
Console.WriteLine("Symbol: " + i.Symbol.name);
Console.WriteLine("Timestamp: " + i.timestamp.ToString());
Console.WriteLine("Price: " + i.price.ToString());
}
Console.WriteLine("\nPositions");
var p_search = from p in db.Positions select p;
foreach (var i in p_search)
{
Console.WriteLine("Record: " + i.PositionId.ToString());
Console.WriteLine("Symbol: " + i.Symbol.name);
Console.WriteLine("Trade count: " + i.Trades.Count.ToString());
foreach (var t in i.Trades)
{
Console.WriteLine("\tTrade Id: " + t.TradeId.ToString());
Console.WriteLine("\tType: " + t.type.ToString());
Console.WriteLine("\tPrice: " + t.price.ToString());
Console.WriteLine("\tQuantity: " + t.quantity.ToString());
Console.WriteLine("\tTimestamp: " + t.timestamp.ToString());
}
}
Console.WriteLine("\nWatchlist");
var wlist = from l in db.WatchLists.Include("Items") select l;
WatchList deflist = wlist.FirstOrDefault();
foreach (var i in deflist.Items)
{
Console.WriteLine("\t" + i.Symbol.name);
}
Console.WriteLine("\nTesting complete.");
Console.ReadLine();
db.Dispose();
}
// builds a new Trade object to reflect the requested transaction, updates the position and portfolio
public void ProcessBuyTrade(Trade t, string symbolName, int quantity, double price, Position pos, Portfolio port)
{
t.type = tradeTypes.Buy;
t.SymbolName = symbolName;
t.quantity = quantity;
t.timestamp = DateTime.Now;
t.price = price;
ApplyRules(port, t);
t.PositionId = pos.PositionId;
pos.quantity += t.quantity;
pos.price += t.price * t.quantity;
port.Cash -= (t.price * t.quantity) - t.PaidCommission;
}