public static bool TryTrade(Security security, Portfolio source, Portfolio target, BigRational amount, out BigRational sourceNew, out BigRational targetNew)
{
if (amount < BigRational.Zero)
{
throw new ArgumentOutOfRangeException("Must be greater than zero (swap source and target)", "amount");
}
targetNew = target.Get(security); // so if source transaction fails targetnew isnt null
// if the source is denying the transaction then we can end the whole thing without much harm
if (!source.AttemptTransact(security, BigRational.Negate(amount), out sourceNew))
{
return(false);
}
// if the target is denying the transaction then we need to rollback the state
if (!target.AttemptTransact(security, amount, out targetNew))
{
// naive rollback
// dont bother checking if its valid, we need to force this through
sourceNew = target.ForceTransact(security, amount);
}
return(true);
}
public void big_rational_static_methods()
{
Assert.True(0.5 == BigRational.Abs(0.5d));
Assert.True(0.5 == BigRational.Abs(-0.5d));
Assert.False(0.5 == BigRational.Abs(-1));
Assert.False(0.5 == BigRational.Abs(1));
Assert.True(-0.5 == BigRational.Negate(0.5d));
Assert.True(0.5 == BigRational.Negate(-0.5d));
Assert.False(0.5 == BigRational.Negate(-1));
Assert.False(-0.5 == BigRational.Negate(1));
//Doesn't work great... testing with equals doubles fails
Assert.True(new BigRational(1, 2) == BigRational.Invert(new BigRational(2, 1)));
Assert.True(new BigRational(2, 1) == BigRational.Invert(new BigRational(1, 2)));
Assert.True(new BigRational(-1, 2) == BigRational.Invert(new BigRational(-2, 1)));
Assert.True(new BigRational(-2, 1) == BigRational.Invert(new BigRational(-1, 2)));
Assert.True(new BigRational(BigInteger.One) + new BigRational(BigInteger.One) == 2);
Assert.True(BigRational.Add(new BigRational(BigInteger.One), new BigRational(BigInteger.One)) == 2);
//Not working for me
//BigRational big1 = new BigRational(1.0);
//big1++;
//Assert.AreEqual(new BigRational(2, 1), big1);
//Not working for me
//BigRational big2 = new BigRational(1.0);
//big2--;
//Assert.True(0 == big2);
Assert.True(new BigRational(BigInteger.One) - new BigRational(BigInteger.One) == 0);
Assert.True(BigRational.Subtract(new BigRational(BigInteger.One), new BigRational(BigInteger.One)) == 0);
BigRational big3 = new BigRational(1.0);
Assert.True(-1.0 == -big3);
BigRational big4 = new BigRational(1.0);
Assert.True(1.0 == +big3);
Assert.True(new BigRational(BigInteger.One) * new BigRational(BigInteger.One) == 1);
Assert.True(BigRational.Multiply(new BigRational(BigInteger.One), new BigRational(BigInteger.One)) == 1);
Assert.True(new BigRational(BigInteger.One) * new BigRational(2.0) == 2.0);
Assert.True(BigRational.Multiply(new BigRational(BigInteger.One), new BigRational(2.0)) == 2.0);
Assert.True(new BigRational(BigInteger.One) / new BigRational(BigInteger.One) == 1);
Assert.True(BigRational.Divide(new BigRational(BigInteger.One), new BigRational(BigInteger.One)) == 1);
Assert.AreEqual(new BigRational(1, 2), new BigRational(new BigInteger(1)) / new BigRational(new BigInteger(2))); //Again, mixing consructors doesn't work well.
Assert.AreEqual(new BigRational(1, 2), BigRational.Divide(new BigRational(new BigInteger(1)), new BigRational(new BigInteger(2)))); //Again, mixing consructors doesn't work well. Testing with equals double 0.5 fails
//Assert.True(new BigRational(BigInteger.One) < new BigRational(2.0)); //Don't mix the constructors for comparison!!!
Assert.True(new BigRational(1.0) < new BigRational(2.0));
Assert.False(new BigRational(2.0) < new BigRational(1.0));
Assert.False(new BigRational(1.0) < new BigRational(1.0));
Assert.True(new BigRational(1.0) <= new BigRational(2.0));
Assert.True(new BigRational(1.0) <= new BigRational(1.0));
Assert.False(new BigRational(2.0) <= new BigRational(1.0));
Assert.True(new BigRational(1.0) == new BigRational(1.0));
Assert.True(new BigRational(1.0) != new BigRational(2.0));
Assert.False(new BigRational(1.0) > new BigRational(2.0));
Assert.True(new BigRational(2.0) > new BigRational(1.0));
Assert.False(new BigRational(BigInteger.One) > new BigRational(BigInteger.One));
Assert.False(new BigRational(1.0) >= new BigRational(2.0));
Assert.True(new BigRational(BigInteger.One) >= new BigRational(BigInteger.One));
Assert.True(new BigRational(2.0) >= new BigRational(1.0));
//Modulus doesn't seem to work well
//Assert.AreEqual(BigRational.Zero, new BigRational(2.0) % new BigRational(1.0));
//Assert.AreEqual(BigRational.One, new BigRational(3.0) % new BigRational(2.0));
//Assert.True(new BigRational(1.5) % new BigRational(1.0) == new BigRational(0.5));
//Assert.True(new BigRational(1.0) % new BigRational(2.0) == 0);
}
public bool IsTransactionPossible(Transaction transaction)
{
var targetPortfolio = transaction.Target;
var sourcePortfolio = transaction.Source;
return(sourcePortfolio.ValidateTransactionAmount(transaction.TradedSecurity, BigRational.Negate(transaction.TradedSecurityAmount)) && // check if we can withdraw the traded security
targetPortfolio.ValidateTransactionAmount(transaction.TradedSecurity, transaction.TradedSecurityAmount) && // check that we can deposit the traded security into the other account
sourcePortfolio.ValidateTransactionAmount(transaction.BackingSecurity, transaction.BackingSecurityAmount) && // check that we can deposit the backing security into the source account
targetPortfolio.ValidateTransactionAmount(transaction.BackingSecurity, BigRational.Negate(transaction.BackingSecurityAmount))); // check that there's actually enough backing security to take out
}
/// <summary>
/// Checks to make sure an amount can be successfully be transacted to or from this portfolio
/// Negative numbers for withdrawals and positive numbers for deposits
/// </summary>
/// <param name="security"></param>
/// <param name="amount"></param>
/// <returns></returns>
public bool Validate(Security security, BigRational amount)
{
return(BigRational.Negate(amount) <= Get(security));
}
internal static void ForceTrade(Security security, Portfolio source, Portfolio target, BigRational amount)
{
source.ForceTransact(security, BigRational.Negate(amount));
target.ForceTransact(security, amount);
}
