public void TestPositionAssignment()
{
var dataFile = new DataFile("C:\\Users\\petere\\Documents\\Visual Studio 2013\\Projects\\ConsoleApplication1\\PositionCalculator\\test_data.csv");
var shortPositionTotalQty = dataFile.ShortPositions.Sum(r => r.Qty); //1500;
var longPositionTotalQty = dataFile.LongPositions.Sum(r => r.Qty); //4600
if (shortPositionTotalQty != -1500 || longPositionTotalQty != 4600)
{
throw new InvalidOperationException("DataFile Contructor failed");
}
}
public void TestBoxedPosition()
{
var dataFile = new DataFile();
dataFile.ShortPositions.Add(new TraderPosition("aTrader,aBroker2,aSymbol,-520,200"));
dataFile.LongPositions.Add(new TraderPosition("aTrader,aBroker1,aSymbol,520,500"));
dataFile.ShortPositions.Add(new TraderPosition("aTrader,aBroker1,aSymbol,-120,500"));
dataFile.ShortPositions.Add(new TraderPosition("aTrader,aBroker2,aSymbol1,-220,500"));
dataFile.ShortPositions.Add(new TraderPosition("aTrader,aBroker2,aSymbol1,-220,500"));
var boxPositionAsString = dataFile.GetBoxedPosition();
var boxPositions = boxPositionAsString.Split(new string[] { Environment.NewLine }, StringSplitOptions.RemoveEmptyEntries).Skip(1).ToList();
if (boxPositions[0] != "aTrader,aSymbol,520")
{
throw new InvalidOperationException("Boxed Position failed");
}
}
public void TestNetPosition()
{
var dataFile = new DataFile();
dataFile.LongPositions.Add(new TraderPosition("aTrader,aBroker2,aSymbol,-520,200"));
dataFile.LongPositions.Add(new TraderPosition("aTrader,aBroker1,aSymbol,520,500"));
dataFile.ShortPositions.Add(new TraderPosition("aTrader,aBroker1,aSymbol,-120,500"));
dataFile.ShortPositions.Add(new TraderPosition("aTrader,aBroker2,aSymbol1,-220,500"));
dataFile.ShortPositions.Add(new TraderPosition("aTrader,aBroker2,aSymbol1,-220,500"));
dataFile.TraderPositions.AddRange(dataFile.LongPositions.Union(dataFile.ShortPositions));
var netPositionAsString = dataFile.GetNetPosition();
var netPositions = netPositionAsString.Split(new string[] { Environment.NewLine }, StringSplitOptions.RemoveEmptyEntries).Skip(1).ToList();
if (!netPositions.Contains("aTrader,aSymbol,-120") || !netPositions.Contains("aTrader,aSymbol1,-440"))
{
throw new InvalidOperationException("Net Position failed");
}
}
