Example #1
0
        //-------------------------------------------------------------------------
        public virtual void test_resolveTarget()
        {
            SecurityPosition        position         = sut();
            GenericSecurity         resolvedSecurity = GenericSecurity.of(SecurityInfo.of(SECURITY_ID, 1, CurrencyAmount.of(USD, 0.01)));
            ImmutableReferenceData  refData          = ImmutableReferenceData.of(SECURITY_ID, resolvedSecurity);
            GenericSecurityPosition expected         = GenericSecurityPosition.ofLongShort(POSITION_INFO, resolvedSecurity, LONG_QUANTITY, SHORT_QUANTITY);

            assertEquals(position.resolveTarget(refData), expected);
        }
Example #2
0
        //-------------------------------------------------------------------------
        public virtual void test_of()
        {
            GenericSecurity test = sut();

            assertEquals(test.Info, INFO);
            assertEquals(test.SecurityId, INFO.Id);
            assertEquals(test.Currency, INFO.PriceInfo.Currency);
            assertEquals(test.UnderlyingIds, ImmutableSet.of());
            assertEquals(test, GenericSecurity.of(INFO));
            assertEquals(test.createProduct(ReferenceData.empty()), test);
            assertEquals(test.createTrade(TradeInfo.empty(), 1, 2, ReferenceData.empty()), GenericSecurityTrade.of(TradeInfo.empty(), GenericSecurity.of(INFO), 1, 2));
            assertEquals(test.createPosition(PositionInfo.empty(), 1, ReferenceData.empty()), GenericSecurityPosition.ofNet(PositionInfo.empty(), GenericSecurity.of(INFO), 1));
            assertEquals(test.createPosition(PositionInfo.empty(), 1, 2, ReferenceData.empty()), GenericSecurityPosition.ofLongShort(PositionInfo.empty(), GenericSecurity.of(INFO), 1, 2));
        }
Example #3
0
 internal static GenericSecurity sut2()
 {
     return(GenericSecurity.of(INFO2));
 }