public void MapPortfolioToViewModelOnSuccessReturnsProperties()
{
//arrange
var mean = 1D;
var statistic = new Mock <IStatistic>();
statistic.Setup(s => s.Mean).Returns(mean);
var frequency = 2D;
var histogramDatum = new HistogramDatum
{
Frequency = frequency
};
IList <HistogramDatum> histogram = new[] { histogramDatum };
var successProbability = 3D;
IList <double> successProbabilities = new[] { successProbability };
var portfolio = new Mock <IPortfolio>();
portfolio.Setup(p => p.Statistics).Returns(statistic.Object);
portfolio.Setup(p => p.Histogram).Returns(histogram);
portfolio.Setup(p => p.SuccessProbabilities).Returns(successProbabilities);
var statisticsViewModel = new StatisticViewModel {
Mean = mean
};
var statisticMapper = new Mock <IStatisticMapper>();
statisticMapper.Setup(m => m.MapStatisticToViewModel(
It.Is <IStatistic>(s => s.Mean == mean)))
.Returns(statisticsViewModel);
var mapper = new PortfolioMapper(statisticMapper.Object);
//act
var result = mapper.MapPortfolioToViewModel(portfolio.Object);
//assert
Assert.AreEqual(mean, result.Statistics.Mean);
Assert.AreEqual(frequency, result.Histogram[0].Frequency);
Assert.AreEqual(successProbability, result.SuccessProbabilities[0]);
}
public void HistogramOnSuccessReturnsHistogramData()
{
//arrange
var interval = 1;
var datum = new HistogramDatum {
Interval = interval
};
var data = new[] { datum };
double price = 2;
var simulations = new[] { price };
var minimum = 3;
var maximum = 4;
var distribution = new Mock <IDistribution>();
distribution.Setup(d => d.Minimum).Returns(minimum);
distribution.Setup(d => d.Maximum).Returns(maximum);
var distributions = new[] { distribution.Object };
var histogram = new Mock <IHistogram>();
histogram.Setup(h => h.GetHistogramData(
It.Is <HistogramContext>(c => c.GlobalXMin == minimum && c.GlobalXMax == maximum && c.Simulations[0] == price),
It.IsAny <int>()))
.Returns(data);
var node = new Node(null, histogram.Object);
node.Simulations = simulations;
node.Distributions = distributions;
//act
var result = node.Histogram;
//assert
Assert.AreEqual(interval, result[0].Interval);
}
public void InitOnSuccessReturnsCorrectProbabilities()
{
//arrange
int expectedPortfolioSimulation = 10; // int avoids floating point errors
var simulation = 110D;
var simulations = new[] { simulation };
var nodeInitialInvestment = 1000D;
var nodeInitialPrice = 100D;
var node = new Mock <INode>();
node.Setup(n => n.InitialInvestment).Returns(nodeInitialInvestment);
node.Setup(n => n.InitialPrice).Returns(nodeInitialPrice);
node.Setup(n => n.Simulations).Returns(simulations);
node.Setup(n => n.PortfolioWeight).Returns(1);
var nodes = new[] { node.Object };
var cashFlowId = 1;
var cashFlow = new CashFlow {
Id = cashFlowId
};
var cashFlows = new[] { cashFlow };
var successProbability = .5D;
var successProbabilities = new[] { successProbability };
var portfolioSimulator = new Mock <IPortfolioSimulator>();
portfolioSimulator.Setup(ps => ps.CalculateSuccessProbabilities(
It.Is <IList <INode> >(n => n[0].InitialInvestment == nodeInitialInvestment),
It.Is <IList <CashFlow> >(cf => cf[0].Id == cashFlowId)))
.Returns(successProbabilities);
var statistics = new Mock <IStatistic>();
var interval = 3D;
var histogramDatum = new HistogramDatum {
Interval = interval
};
var histogramData = new[] { histogramDatum };
var histogram = new Mock <IHistogram>();
histogram.Setup(h => h.GetHistogramData(
It.Is <HistogramContext>(
ctx => (int)ctx.Simulations[0] == expectedPortfolioSimulation &&
(int)ctx.GlobalXMin == expectedPortfolioSimulation &&
(int)ctx.GlobalXMax == expectedPortfolioSimulation),
It.IsAny <int>()))
.Returns(histogramData);
var portfolio = new Portfolio(statistics.Object, histogram.Object, portfolioSimulator.Object);
//act
portfolio.Init(nodes, cashFlows);
var initialValueResult = portfolio.InitialValue;
var statisticsResult = portfolio.Statistics;
var histogramResult = portfolio.Histogram;
var successProbabilitiesResult = portfolio.SuccessProbabilities;
//assert
Assert.AreEqual(nodeInitialInvestment, initialValueResult);
Assert.AreSame(statistics.Object, statisticsResult);
statistics.Verify(s => s.Init(
It.Is <IList <double> >(sim => (int)sim[0] == expectedPortfolioSimulation)
));
Assert.AreEqual(interval, histogramResult[0].Interval);
Assert.AreEqual(successProbability, successProbabilitiesResult[0]);
}
