//-------------------------------------------------------------------------
public virtual void test_summary_position()
{
StandardId id = StandardId.of("X", "Y");
SecurityPosition position = SecurityPosition.builder().securityId(SecurityId.of("A", "B")).longQuantity(123).info(PositionInfo.of(id)).build();
string description = "desc";
PortfolioItemSummary expected = PortfolioItemSummary.of(id, PortfolioItemType.POSITION, ProductType.SECURITY, ImmutableSet.of(GBP), description);
assertEquals(SummarizerUtils.summary(position, ProductType.SECURITY, description, GBP), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summary_trade()
{
StandardId id = StandardId.of("X", "Y");
Trade trade = new TradeAnonymousInnerClass(this, id);
string description = "desc";
PortfolioItemSummary expected = PortfolioItemSummary.of(id, PortfolioItemType.TRADE, ProductType.FRA, ImmutableSet.of(GBP), description);
assertEquals(SummarizerUtils.summary(trade, ProductType.FRA, description, GBP), expected);
}
//-------------------------------------------------------------------------
public virtual void test_percent()
{
assertEquals(SummarizerUtils.percent(0.12), "12%");
assertEquals(SummarizerUtils.percent(0.123), "12.3%");
assertEquals(SummarizerUtils.percent(0.1234), "12.34%");
assertEquals(SummarizerUtils.percent(0.12345), "12.345%");
assertEquals(SummarizerUtils.percent(0.123456), "12.3456%");
assertEquals(SummarizerUtils.percent(0.1234564), "12.3456%");
assertEquals(SummarizerUtils.percent(0.1234567), "12.3457%");
}
//-------------------------------------------------------------------------
public virtual void test_amount()
{
assertEquals(SummarizerUtils.amount(amount(GBP, 12.34)), "GBP 12.34");
assertEquals(SummarizerUtils.amount(GBP, 12.34), "GBP 12.34");
assertEquals(SummarizerUtils.amount(GBP, 123), "GBP 123");
assertEquals(SummarizerUtils.amount(GBP, 1230), "GBP 1,230");
assertEquals(SummarizerUtils.amount(GBP, 12300), "GBP 12,300");
assertEquals(SummarizerUtils.amount(GBP, 123000), "GBP 123k");
assertEquals(SummarizerUtils.amount(GBP, 1230000), "GBP 1.23mm");
}
/// <summary>
/// Converts an FX exchange to a string.
/// </summary>
/// <param name="base"> the base currency amount </param>
/// <param name="counter"> the counter currency amount </param>
/// <returns> the string form </returns>
public static string fx(CurrencyAmount @base, CurrencyAmount counter)
{
decimal rateDec = decimal.valueOf(counter.Amount / @base.Amount).setScale(@base.Currency.MinorUnitDigits + 2, RoundingMode.HALF_UP).abs();
FxRate rate = FxRate.of(@base.Currency, counter.Currency, rateDec.doubleValue());
decimal baseDec = decimal.valueOf(@base.Amount).stripTrailingZeros();
decimal counterDec = decimal.valueOf(counter.Amount).stripTrailingZeros();
bool roundBase = baseDec.scale() < counterDec.scale();
CurrencyAmount round = roundBase ? @base : counter;
return((round.Amount < 0 ? "Pay " : "Rec ") + SummarizerUtils.amount(round.mapAmount(a => Math.Abs(a))) + " " + "@ " + rate);
}
//-------------------------------------------------------------------------
public virtual void test_fx()
{
assertEquals(SummarizerUtils.fx(amount(GBP, 100), amount(USD, -121)), "Rec GBP 100 @ GBP/USD 1.21");
assertEquals(SummarizerUtils.fx(amount(GBP, -80), amount(USD, -100)), "Pay USD 100 @ GBP/USD 1.25");
assertEquals(SummarizerUtils.fx(amount(GBP, -2000), amount(JPY, -302640)), "Pay GBP 2k @ GBP/JPY 151.32");
}
//-------------------------------------------------------------------------
public virtual void test_payReceive()
{
assertEquals(SummarizerUtils.payReceive(PayReceive.PAY), "Pay");
assertEquals(SummarizerUtils.payReceive(PayReceive.RECEIVE), "Rec");
}
public virtual void test_under1MonthPeriod()
{
assertEquals(SummarizerUtils.datePeriod(LocalDate.of(2014, 8, 6), LocalDate.of(2014, 8, 24)), "18D");
}
public virtual void test_datePeriod()
{
assertEquals(SummarizerUtils.datePeriod(LocalDate.of(2017, 10, 12), LocalDate.of(2019, 10, 12)), "2Y");
assertEquals(SummarizerUtils.datePeriod(LocalDate.of(2017, 10, 12), LocalDate.of(2019, 12, 12)), "2Y2M");
}
public virtual void test_dateRange()
{
assertEquals(SummarizerUtils.dateRange(LocalDate.of(2017, 10, 12), LocalDate.of(2019, 12, 12)), "12Oct17-12Dec19");
}
public virtual void test_date()
{
assertEquals(SummarizerUtils.date(LocalDate.of(2017, 10, 12)), "12Oct17");
assertEquals(SummarizerUtils.date(LocalDate.of(2017, 4, 3)), "3Apr17");
}
