/// <summary>Serves as the default hash function. </summary>
/// <returns>A hash code for the current object.</returns>
public override int GetHashCode()
{
unchecked
{
return((BuyingPowerModel.GetHashCode() * 397) ^ UnitQuantities.GetListHashCode());
}
}
[TestCase(-40.5, 12.5, 1508, .5, 161)] // -506.25
public void OrderCalculation(decimal currentHoldings, decimal perUnitMargin, decimal targetMargin, decimal lotSize, decimal expectedOrderSize)
{
var currentHoldingsMargin = currentHoldings * perUnitMargin;
// Determine the order size to get us to our target margin
var orderSize = BuyingPowerModel.GetAmountToOrder(currentHoldingsMargin, targetMargin, perUnitMargin, lotSize);
Assert.AreEqual(expectedOrderSize, orderSize);
// Determine the final margin and assert we have met our target condition
var resultMargin = currentHoldingsMargin + (orderSize * perUnitMargin);
Assert.IsTrue(Math.Abs(resultMargin) <= Math.Abs(targetMargin));
}
/// <summary>Indicates whether the current object is equal to another object of the same type.</summary>
/// <param name="other">An object to compare with this object.</param>
/// <returns>true if the current object is equal to the <paramref name="other" /> parameter; otherwise, false.</returns>
public bool Equals(PositionGroupKey other)
{
if (ReferenceEquals(null, other))
{
return(false);
}
if (ReferenceEquals(this, other))
{
return(true);
}
return(BuyingPowerModel.Equals(other.BuyingPowerModel) &&
UnitQuantities.ListEquals(other.UnitQuantities));
}
[TestCase(-40.5, 12.5, 1508, .5, 120.5)] // -506.25
public void OrderAdjustmentCalculation(decimal currentOrderSize, decimal perUnitMargin, decimal targetMargin, decimal lotSize, decimal expectedOrderSize)
{
var currentOrderMargin = currentOrderSize * perUnitMargin;
// Determine the adjustment to get us to our target margin and apply it
// Use our GetAmountToOrder for determining adjustment to reach the end goal
var orderAdjustment =
BuyingPowerModel.GetAmountToOrder(currentOrderMargin, targetMargin, perUnitMargin, lotSize);
// Apply the change in margin
var resultMargin = currentOrderMargin + (orderAdjustment * perUnitMargin);
// Assert after our adjustment we have met our target condition
Assert.IsTrue(Math.Abs(resultMargin) <= Math.Abs(targetMargin));
// Verify our adjustment meets our expected order size
var adjustOrderSize = currentOrderSize + orderAdjustment;
Assert.AreEqual(expectedOrderSize, adjustOrderSize);
}
public void Setup()
{
_model = new BuyingPowerModel();
}