public void GetCustomDataLeverageTest()
{
var dummy = new Security(
SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork),
new SubscriptionDataConfig(
typeof(TradeBar),
QuantConnect.Symbol.Create("DUMMY", SecurityType.Base, Market.Bitfinex),
Resolution.Minute,
TimeZones.NewYork,
TimeZones.NewYork,
false,
false,
false
),
new Cash(Currencies.USD, 0, 1m),
SymbolProperties.GetDefault(Currencies.USD),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null,
new SecurityCache()
);
var model = new BitfinexBrokerageModel();
Assert.AreEqual(1M, model.GetLeverage(dummy));
}
public void GetEquityLeverage_ThrowsArgumentException_Test()
{
var equity = new Security(
SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork),
new SubscriptionDataConfig(
typeof(TradeBar),
Symbols.SPY,
Resolution.Minute,
TimeZones.NewYork,
TimeZones.NewYork,
false,
false,
false
),
new Cash(Currencies.USD, 0, 1m),
SymbolProperties.GetDefault(Currencies.USD),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null,
new SecurityCache()
);
var model = new BitfinexBrokerageModel();
Assert.Throws <ArgumentException>(() => model.GetLeverage(equity));
}
public void GetCashBuyingPowerModelTest()
{
BitfinexBrokerageModel model = new BitfinexBrokerageModel(AccountType.Cash);
Assert.IsInstanceOf <CashBuyingPowerModel>(model.GetBuyingPowerModel(Security));
Assert.AreEqual(1, model.GetLeverage(Security));
}
public void GetSecurityMarginModelTest()
{
BitfinexBrokerageModel model = new BitfinexBrokerageModel(AccountType.Margin);
Assert.IsInstanceOf <SecurityMarginModel>(model.GetBuyingPowerModel(Security));
Assert.AreEqual(3.3M, model.GetLeverage(Security));
}
public void GetFeeModelTest()
{
BitfinexBrokerageModel model = new BitfinexBrokerageModel();
Assert.IsInstanceOf <BitfinexFeeModel>(model.GetFeeModel(Security));
}
