public void Test_StocksVolumeWeightedStockPrice()
{
string stock = "GIN";
double lastDividend = 0;
double stockPrice = 25;
CommonStock testStock = new CommonStock(stock, lastDividend, stockPrice);
//Add 10 trades
testStock.addTrade(DateTime.Now.AddMinutes(-3), 100, true, 250); //Sell 100 shares now at 250
testStock.addTrade(DateTime.Now.AddMinutes(-1), 300, false, 260); //Buy 300 shares now at 260
testStock.addTrade(DateTime.Now.AddMinutes(-6), 10, true, 240); //Sell 10 shares now at 240
testStock.addTrade(DateTime.Now, 400, true, 230); //Sell 400 shares now at 230
testStock.addTrade(DateTime.Now.AddMinutes(-8), 1000, false, 235); //Sell 1000 shares now at 235
testStock.addTrade(DateTime.Now.AddMinutes(-30), 100, true, 250); //Sell 100 shares now at 250
testStock.addTrade(DateTime.Now.AddMinutes(-16), 300, false, 260); //Buy 300 shares now at 260
testStock.addTrade(DateTime.Now.AddMinutes(-5), 10, true, 240); //Sell 10 shares now at 240
testStock.addTrade(DateTime.Now.AddMinutes(-2), 400, true, 230); //Sell 400 shares now at 230
testStock.addTrade(DateTime.Now.AddMinutes(-7), 1000, false, 235); //Sell 1000 shares now at 235
double expectedResult = (100 * 250.0 + 300 * 260 + 10 * 240 + 400 * 230 + 1000 * 235 + 10 * 240 + 400 * 230 + 1000 * 235) / (100 + 300 + 10 + 400 + 1000 + 10 + 400 + 1000);
double vwsp = testStock.volumeWeightedStockPrice();
Assert.AreEqual(expectedResult, vwsp);
}
public void TestGeometricMeanOfVWSP()
{
CommonStock commonStock1 = new CommonStock("Test", 8, 100);
CommonStock commonStock2 = new CommonStock("Second Test", 10, 60);
var now = DateTime.Now;
var oneMinsBeforeNow = now.AddMinutes(-1);
var twoMinsBeforeNow = now.AddMinutes(-2);
var threeMinsBeforeNow = now.AddMinutes(-3);
var fourMinsBeforeNow = now.AddMinutes(-4);
var firstTrade = new Trade(1, TradeIndicator.Buy, 10, oneMinsBeforeNow);
var secondTrade = new Trade(2, TradeIndicator.Buy, 10, twoMinsBeforeNow);
var thirdTrade = new Trade(3, TradeIndicator.Buy, 10, threeMinsBeforeNow);
var fourthTrade = new Trade(4, TradeIndicator.Buy, 10, fourMinsBeforeNow);
var fifthTrade = new Trade(6, TradeIndicator.Buy, 20, fourMinsBeforeNow);
commonStock1.AddNewTrade(firstTrade);
commonStock1.AddNewTrade(secondTrade);
commonStock1.AddNewTrade(thirdTrade);
commonStock2.AddNewTrade(fourthTrade);
commonStock2.AddNewTrade(fifthTrade);
StockMarket market = new StockMarket(new List <CommonStock> {
commonStock1, commonStock2
});
Assert.AreEqual(market.CalculateGBCEWeightedStockPrice(), Math.Sqrt(160), 0.001);
}
public void TestCommonShareDividendYieldCalculation(double lastdividend, int parValue, double price,
double expectedValue)
{
CommonStock commonStock = new CommonStock("Test", lastdividend, parValue);
Assert.AreEqual(commonStock.CalculateDividendYield(price), expectedValue);
}
public void TestPERatioCalculation(double lastdividend, int parValue, double price,
double expectedValue)
{
CommonStock commonStock = new CommonStock("Test", lastdividend, parValue);
Assert.AreEqual(commonStock.CalculatePriceEarningsRatio(price), expectedValue);
}
public void CalculateVolumeWeightedStockPriceTest()
{
var stock = new CommonStock {
symbol = "TEA", lastDividend = 10, parValue = 100
};
var trade1 = new Trade {
stockSymbol = "TEA", timestamp = DateTime.Now.AddMinutes(-60), price = 5, direction = TradeDirection.BUY, quantity = 50
};
exchangeStock.RecordTrade(trade1);
var trade2 = new Trade {
stockSymbol = "TEA", timestamp = DateTime.Now, price = 10, direction = TradeDirection.BUY, quantity = 100
};
exchangeStock.RecordTrade(trade2);
var trade3 = new Trade {
stockSymbol = "TEA", timestamp = DateTime.Now, price = 100, direction = TradeDirection.BUY, quantity = 3
};
exchangeStock.RecordTrade(trade3);
var currentStockPrice = exchangeStock.CalculateVolumeWeightedStockPrice("TEA", 15);
var expectedStockPrice = 1300d / 103d;
Assert.AreEqual(expectedStockPrice, currentStockPrice);
}
public void TestInvalidPriceInYieldCalcThrowsException(double price)
{
CommonStock commonStock = new CommonStock("Test", 8, 100);
CommonStock preferedStock = new PreferredStock("Test", 8, 100, 0.02);
Assert.Throws <ArgumentOutOfRangeException>(() => commonStock.CalculateDividendYield(price));
Assert.Throws <ArgumentOutOfRangeException>(() => preferedStock.CalculateDividendYield(price));
}
public void AddCommonStockTest()
{
var stockCommon = new CommonStock {
symbol = "POP", lastDividend = 8, parValue = 100
};
exchangeStock.AddStock(stockCommon);
Assert.AreEqual(stockCommon, exchangeStock.GetStockBySymbol("POP"));
}
public void CalculatPriceEarningsRatioForComonStockTest()
{
var stockCommon = new CommonStock {
symbol = "TEA", lastDividend = 10, parValue = 100
};
var currentPeRatio = exchangeStock.CalculatePriceEarningsRatio(stockCommon, 100);
var expectedPeRatio = 1000;
Assert.AreEqual(expectedPeRatio, currentPeRatio);
}
public void CalculateDividendYieldForCommonStockTest()
{
var stockCommon = new CommonStock {
symbol = "TEA", lastDividend = 10, parValue = 100
};
var currentDividendCommon = exchangeStock.CalculateDividendYield(stockCommon, 100);
var expectedDividendYield = 0.1;
Assert.AreEqual(expectedDividendYield, currentDividendCommon);
}
public void GetTrades_ForACertainStock_ReturnsTheCorrectTradesForThatStock()
{
// Arrange
var dateTimeProvider = new Mock <IDateTimeProvider>();
var tradeRepository = new Mock <TradeRepository>(dateTimeProvider.Object);
var teaStock = new CommonStock {
StockSymbol = "TEA"
};
var popStock = new CommonStock {
StockSymbol = "POP"
};
var aleStock = new CommonStock {
StockSymbol = "ALE"
};
tradeRepository.Protected().Setup <List <Trade> >("Trades").Returns(
new List <Trade>
{
new Trade {
Stock = teaStock, Quantity = 1
},
new Trade {
Stock = popStock, Quantity = 2
},
new Trade {
Stock = aleStock, Quantity = 3
},
new Trade {
Stock = aleStock, Quantity = 4
},
new Trade {
Stock = teaStock, Quantity = 5
},
new Trade {
Stock = teaStock, Quantity = 6
},
new Trade {
Stock = aleStock, Quantity = 7
}
});
// Act
var trades = tradeRepository.Object.GetTrades(new CommonStock {
StockSymbol = "TEA"
});
// Assert
Assert.AreEqual(3, trades.Count);
var quantities = trades.Select(x => x.Quantity).ToList();
Assert.That(quantities, Contains.Item(1));
Assert.That(quantities, Contains.Item(5));
Assert.That(quantities, Contains.Item(6));
}
public void Equals_IfStockSymbolIsNull_ReturnsFalse()
{
// Arrange
var stock1 = new CommonStock();
var stock2 = new PreferredStock();
// Act
var areEquals = stock1.Equals(stock2);
// Assert
Assert.False(areEquals);
}
public void Test_StocksCommonYieldException()
{
string stock = "POP";
double lastDividend = 8;
double stockPrice = 25;
double price = 0;
CommonStock testStock = new CommonStock(stock, lastDividend, stockPrice);
double dividendYield = testStock.DividendYield(price);
}
public void Equals_WithOneObjectNotAStock_ReturnsFalse()
{
// Arrange
var stock1 = new CommonStock {
StockSymbol = "TEA"
};
var trade = new Trade();
// Act
var areEquals = stock1.Equals(trade);
// Assert
Assert.False(areEquals);
}
public void CalculateDividendYield_WithZeroPrice_ThrowsArgumentException()
{
// Arrange
var stock = new CommonStock
{
LastDividend = 20
};
// Act
var testDelegate = new TestDelegate(() => stock.CalculateDividendYield(0));
// Assert
Assert.That(testDelegate, Throws.ArgumentException);
}
public decimal CalculateDividendYield_WithNonZeroPriceAndPositiveDividend_CorrectlyCalculates(decimal price)
{
// Arrange
var stock = new CommonStock
{
LastDividend = 10
};
// Act
var result = stock.CalculateDividendYield(price);
// Assert
return(result);
}
public void Test_StocksCommonYield()
{
string stock = "POP";
double lastDividend = 8;
double stockPrice = 25;
double price = 64;
double expected = lastDividend / price;
CommonStock testStock = new CommonStock(stock, lastDividend, stockPrice);
double dividendYield = testStock.DividendYield(price);
Assert.AreEqual(expected, dividendYield);
}
public void Equals_WithTwoStocksWithDifferentSymbol_ReturnsFalse()
{
// Arrange
var stock1 = new CommonStock {
StockSymbol = "TEA"
};
var stock2 = new CommonStock {
StockSymbol = "TEB"
};
// Act
var areEquals = stock1.Equals(stock2);
// Assert
Assert.False(areEquals);
}
public void Equals_WithTwoStocksWithSameSymbolOfDifferentSubtypes_ReturnsTrue()
{
// Arrange
var stock1 = new CommonStock {
StockSymbol = "TEA"
};
var stock2 = new PreferredStock {
StockSymbol = "TEA"
};
// Act
var areEquals = stock1.Equals(stock2);
// Assert
Assert.True(areEquals);
}
public void SellTradeRecordTest()
{
var stockCommon = new CommonStock {
symbol = "POP", lastDividend = 8, parValue = 100
};
exchangeStock.AddStock(stockCommon);
exchangeStock.BuyStock(stockCommon.symbol, 10, 3);
exchangeStock.SellStock(stockCommon.symbol, 5, 5);
exchangeStock.BuyStock(stockCommon.symbol, 5, 2);
var currentBuyTrades = exchangeStock.tradeList.Where(trade => trade.direction.Equals(TradeDirection.SELL)).ToList().Count;
var expectedBuyTrades = 1;
Assert.AreEqual(expectedBuyTrades, currentBuyTrades);
}
public void TestCommonStockYield()
{
// Test Common Stock
CommonStock stock;
stock = new CommonStock("TST", 0, 100);
float yield;
// Test 0/50 => 0
yield = stock.GetDividendYield(50);
Assert.AreEqual(0, yield, float.Epsilon);
// Test 10/10 => 1
stock.LastDividend = 10;
yield = stock.GetDividendYield(10);
Assert.AreEqual(1, yield, float.Epsilon);
// Test 10/0 => NaN
yield = stock.GetDividendYield(0);
Assert.AreEqual(float.NaN, yield);
// LastPrice
stock = new CommonStock("TST", 0, 100);
// Test 0/50 => 0
stock.LastPrice = 50;
yield = stock.GetDividendYield();
Assert.AreEqual(0, yield, float.Epsilon);
// Test 10/10 => 1
stock.LastPrice = 10;
stock.LastDividend = 10;
yield = stock.GetDividendYield();
Assert.AreEqual(1, yield, float.Epsilon);
// Test 10/0 => NaN
stock.LastPrice = 0;
yield = stock.GetDividendYield();
Assert.AreEqual(float.NaN, yield);
}
public void Setup()
{
tradeRepositoryMock = new Mock <ITradeRepository>();
var now = new DateTime(2017, 2, 17, 22, 22, 34);
var dateTimeProvider = new Mock <IDateTimeProvider>();
dateTimeProvider.Setup(x => x.Now).Returns(now);
tradeCalculator = new TradeCalculator(tradeRepositoryMock.Object, dateTimeProvider.Object);
teaStock = new CommonStock {
StockSymbol = "TEA"
};
ginStock = new CommonStock {
StockSymbol = "GIN"
};
aleStock = new CommonStock {
StockSymbol = "ALE"
};
}
public void TestStockCollectionGeometricMean()
{
StockCollection stocks = new StockCollection();
GenericStock stock1 = new CommonStock("TS1", 5, 100);
GenericStock stock2 = new CommonStock("TS2", 10, 100);
GenericStock stock3 = new CommonStock("TS3", 15, 100);
stocks.Add(stock1);
stocks.Add(stock2);
stocks.Add(stock3);
float gm;
// If no any prices => no result
gm = stocks.GetGeometricMean();
Assert.AreEqual(float.NaN, gm);
float price1 = 110;
float price2 = 50;
float price3 = 10;
stock1.LastPrice = price1;
stock2.LastPrice = price2;
// If there is at least one stock w/o price => no result
gm = stocks.GetGeometricMean();
Assert.AreEqual(float.NaN, gm);
stock3.LastPrice = price3;
// result is the 3-sq of price1*price2*price3
gm = stocks.GetGeometricMean();
float mul = 1.0f;
mul *= price1;
mul *= price2;
mul *= price3;
float nsq = 1f / 3;
Assert.AreEqual(Math.Pow(mul, nsq), gm, 0.0001f);
}
public void Test_StocksAddTrades()
{
string stock = "GIN";
double lastDividend = 0;
double stockPrice = 25;
CommonStock testStock = new CommonStock(stock, lastDividend, stockPrice);
//Add 5 trades
testStock.addTrade(DateTime.Now.AddMinutes(-3), 100, true, 250); //Sell 100 shares now at 250
testStock.addTrade(DateTime.Now.AddMinutes(-1), 300, false, 260); //Buy 300 shares now at 260
testStock.addTrade(DateTime.Now.AddMinutes(-6), 10, true, 240); //Sell 10 shares now at 240
testStock.addTrade(DateTime.Now, 400, true, 230); //Sell 400 shares now at 230
testStock.addTrade(DateTime.Now.AddMinutes(-8), 1000, false, 235); //Sell 1000 shares now at 235
Assert.AreEqual(5, testStock.stockTrades.Count); //Check there are 5 trades
Assert.AreEqual(230, testStock.stockTrades.Values[0].tradePrice); //Check the first trade in the list has a price of 235 - i.e. the most recent trade
}
public void TestVWSPNoTradesInLastFiveMinutes()
{
CommonStock commonStock = new CommonStock("Test", 8, 100);
var now = DateTime.Now;
var sixMinsFromNow = now.AddMinutes(6);
var sevenMinsFromNow = now.AddMinutes(7);
var sixMinsBeforeNow = now.AddMinutes(-6);
var firstTrade = new Trade(1, TradeIndicator.Buy, 10, sixMinsFromNow);
var secondTrade = new Trade(1, TradeIndicator.Buy, 10, sevenMinsFromNow);
var thirdTrade = new Trade(1, TradeIndicator.Buy, 10, sixMinsBeforeNow);
commonStock.AddNewTrade(firstTrade);
commonStock.AddNewTrade(secondTrade);
commonStock.AddNewTrade(thirdTrade);
Assert.AreEqual(commonStock.CalculateVolumeWeightedStockPrice(), 0);
}
public void TestVolumeWeightedStockPrice()
{
CommonStock commonStock = new CommonStock("Test", 8, 100);
var now = DateTime.Now;
var oneMinsBeforeNow = now.AddMinutes(-1);
var twoMinsBeforeNow = now.AddMinutes(-2);
var threeMinsBeforeNow = now.AddMinutes(-3);
var firstTrade = new Trade(1, TradeIndicator.Buy, 10, oneMinsBeforeNow);
var secondTrade = new Trade(2, TradeIndicator.Buy, 10, twoMinsBeforeNow);
var thirdTrade = new Trade(3, TradeIndicator.Buy, 10, threeMinsBeforeNow);
commonStock.AddNewTrade(firstTrade);
commonStock.AddNewTrade(secondTrade);
commonStock.AddNewTrade(thirdTrade);
Assert.AreEqual(commonStock.CalculateVolumeWeightedStockPrice(), 10);
}
public void TestCommonStockPERatio()
{
CommonStock stock;
stock = new CommonStock("TST", 10, 100);
float pe;
// Test 0/10 => 0
pe = stock.GetPERatio(0);
Assert.AreEqual(0, pe, float.Epsilon);
// Test 10/10 => 1
pe = stock.GetPERatio(10);
Assert.AreEqual(1, pe, float.Epsilon);
// Test 10/0 => NaN
stock.LastDividend = 0;
pe = stock.GetPERatio(10);
Assert.AreEqual(float.NaN, pe);
// LastPrice
stock = new CommonStock("TST", 10, 100);
// Test 0/10 => 0
stock.LastPrice = 0;
pe = stock.GetPERatio();
Assert.AreEqual(0, pe, float.Epsilon);
// Test 10/10 => 1
stock.LastPrice = 10;
pe = stock.GetPERatio();
Assert.AreEqual(1, pe, float.Epsilon);
// Test 10/0 => NaN
stock.LastPrice = 10;
stock.LastDividend = 0;
pe = stock.GetPERatio();
Assert.AreEqual(float.NaN, pe);
}
public void AddTrade_WithDetails_SuccessfullyAddsTradeToList()
{
// Arrange
var dateTimeProvider = new Mock <IDateTimeProvider>();
var localTimestamp = new DateTime(2017, 2, 17, 22, 14, 44);
dateTimeProvider.Setup(x => x.Now).Returns(localTimestamp);
var tradeRepository = new TradeRepository(dateTimeProvider.Object);
var teaStock = new CommonStock {
StockSymbol = "TEA"
};
// Act
var trade = tradeRepository.AddTrade(teaStock, 100, TransactionType.Buy, 1.23M);
// Assert
Assert.AreEqual(1, tradeRepository.TradeCount);
Assert.AreEqual(100, trade.Quantity);
Assert.AreEqual(TransactionType.Buy, trade.TransactionType);
Assert.AreEqual(1.23, trade.TradePrice);
Assert.AreEqual(localTimestamp, trade.LocalTimestamp);
Assert.AreEqual(teaStock, trade.Stock);
}
public void Test_StocksVolumeWeightedStockPriceException()
{
string stock = "GIN";
double lastDividend = 0;
double stockPrice = 25;
CommonStock testStock = new CommonStock(stock, lastDividend, stockPrice);
//Add 10 trades
testStock.addTrade(DateTime.Now.AddMinutes(-23), 100, true, 250); //Sell 100 shares now at 250
testStock.addTrade(DateTime.Now.AddMinutes(-21), 300, false, 260); //Buy 300 shares now at 260
testStock.addTrade(DateTime.Now.AddMinutes(-26), 10, true, 240); //Sell 10 shares now at 240
testStock.addTrade(DateTime.Now.AddMinutes(-22), 400, true, 230); //Sell 400 shares now at 230
testStock.addTrade(DateTime.Now.AddMinutes(-28), 1000, false, 235); //Sell 1000 shares now at 235
testStock.addTrade(DateTime.Now.AddMinutes(-30), 100, true, 250); //Sell 100 shares now at 250
testStock.addTrade(DateTime.Now.AddMinutes(-16), 300, false, 260); //Buy 300 shares now at 260
testStock.addTrade(DateTime.Now.AddMinutes(-25), 10, true, 240); //Sell 10 shares now at 240
testStock.addTrade(DateTime.Now.AddMinutes(-42), 400, true, 230); //Sell 400 shares now at 230
testStock.addTrade(DateTime.Now.AddMinutes(-17), 1000, false, 235); //Sell 1000 shares now at 235
double vwsp = testStock.volumeWeightedStockPrice();
}
