public void ClosePL()
{
decimal pl = .98m;
Assert.That(BoxMath.ClosePT(lp, lc) == pl);
Assert.That(BoxMath.ClosePT(sp, sc) == -pl);
Assert.That(BoxMath.ClosePL(lp, lc) == pl * (lsize / 2)); // matches closing size
Assert.That(BoxMath.ClosePL(sp, sc) == pl * ssize);
}
public void Basics()
{
Position p = new Position(s);
Assert.That(p.Size == 0);
Assert.That(p.hasSymbol);
Assert.That(p.AvgPrice == 0);
Assert.That(p.Flat);
Assert.That(p.isValid);
Position p2 = new Position(s, 10, 100);
p.Adjust(p2);
Assert.That(p.Size == 100);
Assert.That(p.hasSymbol);
Assert.That(p.AvgPrice == 10);
Assert.That(!p.Flat);
Assert.That(p.Side);
Assert.That(p.isValid);
Position p3 = new Position(s, 0, 100);
Assert.That(!p3.isValid);
p3 = new Position(s, 10, 0);
Assert.That(!p3.isValid);
p3 = new Position(s, 12, 100);
p.Adjust(p3);
Assert.That(p.AvgPrice == 11);
Assert.That(p.Side);
Assert.That(p.isValid);
Assert.That(!p.Flat);
Assert.That(p.Size == 200);
p.Adjust(new Trade(s, 13, -100, dt));
Assert.That(p.AvgPrice == 11);
Assert.That(p.Side);
Assert.That(p.isValid);
Assert.That(!p.Flat);
Assert.That(p.Size == 100);
Trade lasttrade = new Trade(s, 12, -100, dt);
decimal profitFromP2toLASTTRADE = BoxMath.ClosePL(p2, lasttrade);
Assert.That(profitFromP2toLASTTRADE == (lasttrade.xprice - p2.AvgPrice) * Math.Abs(lasttrade.xsize));
}
