public void Configuration_ArbitrageLegFactory_three_portfolios_test() { string prefix = "SSTR_RightLeg"; IGenericFactory <IEnumerable <StrategyHeader> > factory = new ArbitrageLegSettingsFactory(prefix); IEnumerable <StrategyHeader> leftLeg = factory.Make(); Assert.AreEqual(3, leftLeg.Count()); Assert.AreEqual(91, leftLeg.ElementAt(0).Id); Assert.AreEqual(92, leftLeg.ElementAt(1).Id); Assert.AreEqual(93, leftLeg.ElementAt(2).Id); Assert.AreEqual("BP12345-RF-01", leftLeg.ElementAt(0).Portfolio); Assert.AreEqual("BP12345-RF-02", leftLeg.ElementAt(1).Portfolio); Assert.AreEqual("BP12345-RF-03", leftLeg.ElementAt(2).Portfolio); Assert.AreEqual("Si-12.13_FT", leftLeg.ElementAt(0).Symbol); Assert.AreEqual("Eu-12.13_FT", leftLeg.ElementAt(1).Symbol); Assert.AreEqual("VTBR-12.13_FT", leftLeg.ElementAt(2).Symbol); Assert.AreEqual("Arbitrage spread right leg", leftLeg.ElementAt(0).Description); Assert.AreEqual("Arbitrage spread right leg", leftLeg.ElementAt(1).Description); Assert.AreEqual("Arbitrage spread right leg", leftLeg.ElementAt(2).Description); Assert.AreEqual(25, leftLeg.ElementAt(0).Amount); Assert.AreEqual(20, leftLeg.ElementAt(1).Amount); Assert.AreEqual(50, leftLeg.ElementAt(2).Amount); }
public void Configuration_ArbitrageLegFactory_test() { string prefix = "SSTR_LeftLeg"; IGenericFactory <IEnumerable <StrategyHeader> > factory = new ArbitrageLegSettingsFactory(prefix); IEnumerable <StrategyHeader> leftLeg = factory.Make(); Assert.AreEqual(3, leftLeg.Count()); Assert.AreEqual(81, leftLeg.ElementAt(0).Id); Assert.AreEqual(82, leftLeg.ElementAt(1).Id); Assert.AreEqual(83, leftLeg.ElementAt(2).Id); Assert.AreEqual("BP12345-RF-01", leftLeg.ElementAt(0).Portfolio); Assert.AreEqual("BP12345-RF-01", leftLeg.ElementAt(1).Portfolio); Assert.AreEqual("BP12345-RF-01", leftLeg.ElementAt(2).Portfolio); Assert.AreEqual("RTS-12.13_FT", leftLeg.ElementAt(0).Symbol); Assert.AreEqual("MIX-12.13_FT", leftLeg.ElementAt(1).Symbol); Assert.AreEqual("GOLD-12.13_FT", leftLeg.ElementAt(2).Symbol); Assert.AreEqual("Arbitrage spread left leg", leftLeg.ElementAt(0).Description); Assert.AreEqual("Arbitrage spread left leg", leftLeg.ElementAt(1).Description); Assert.AreEqual("Arbitrage spread left leg", leftLeg.ElementAt(2).Description); Assert.AreEqual(5, leftLeg.ElementAt(0).Amount); Assert.AreEqual(3, leftLeg.ElementAt(1).Amount); Assert.AreEqual(8, leftLeg.ElementAt(2).Amount); }
public void Configuration_ArbitrageLegFactory_returns_empty_collection_for_nonexistent_prefix_test() { string prefix = "SSTB_RightLeg"; IGenericFactory <IEnumerable <StrategyHeader> > factory = new ArbitrageLegSettingsFactory(prefix); IEnumerable <StrategyHeader> leftLeg = factory.Make(); Assert.AreEqual(0, leftLeg.Count()); }