public void LastPriceFxDataIsInvertedWhenNecessary() { var inst = new Instrument { Symbol = "USD.CAD", ID = 1, AssetCategory = AssetClass.Cash }; var startDate = new DateTime(2000, 1, 1); var fxrSetStub = new DbSetStub <FXRate>(); fxrSetStub.Add(new FXRate { FromCurrencyID = 2, ToCurrencyID = 1, Date = startDate, Rate = 1.1m }); var currencySetStub = new DbSetStub <Currency>(); currencySetStub.Add(new Currency { ID = 2, Name = "CAD" }); _contextMock.Setup(x => x.Currencies).Returns(currencySetStub); _contextMock.Setup(x => x.FXRates).Returns(fxrSetStub); decimal fxRate; var price = _datasourcer.GetLastPrice(inst, out fxRate); Assert.AreEqual(1m / 1.1m, price); }
public void LastPriceFxDataIsInvertedWhenNecessary() { var inst = new Instrument { Symbol = "USD.CAD", ID = 1, AssetCategory = AssetClass.Cash }; var startDate = new DateTime(2000, 1, 1); _data.FXRates.Add(new FXRate { FromCurrencyID = 2, ToCurrencyID = 1, Date = startDate, Rate = 1.1m }); _data.Currencies.Add(new Currency { ID = 2, Name = "CAD" }); decimal fxRate; var price = _datasourcer.GetLastPrice(inst, out fxRate); Assert.AreEqual(1m / 1.1m, price); }