Example #1
0
 /// <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());
     }
 }
Example #2
0
        [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));
        }
Example #3
0
        /// <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));
        }
Example #4
0
        [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();
 }