public void Check_Calculations_As_In_Excel_Document()
{
Accounts[0].Balance = 50000;
_accountsCacheService.UpdateBalance(Accounts[0]);
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "EURUSD", Ask = 1.061M, Bid = 1.06M
}));
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "BTCEUR", Ask = 1092M, Bid = 1091M
}));
var orders = new List <Order>
{
new Order
{
CreateDate = DateTime.UtcNow,
Id = Guid.NewGuid().ToString("N"),
AccountId = Accounts[0].Id,
ClientId = Accounts[0].ClientId,
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
AccountAssetId = Accounts[0].BaseAssetId,
AssetAccuracy = 5,
Instrument = "EURUSD",
Volume = 100000,
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder {
MatchedDate = DateTime.UtcNow, Volume = 100000
}
}), //need for GetMatchedVolume()
OpenPrice = 1.05M,
FillType = OrderFillType.FillOrKill
},
new Order
{
CreateDate = DateTime.UtcNow,
Id = Guid.NewGuid().ToString("N"),
AccountId = Accounts[0].Id,
ClientId = Accounts[0].ClientId,
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
AccountAssetId = Accounts[0].BaseAssetId,
AssetAccuracy = 5,
Instrument = "EURUSD",
Volume = -200000,
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder {
MatchedDate = DateTime.UtcNow, Volume = 200000
}
}), //need for GetMatchedVolume()
OpenPrice = 1.04M,
FillType = OrderFillType.FillOrKill
},
new Order
{
CreateDate = DateTime.UtcNow,
Id = Guid.NewGuid().ToString("N"),
AccountId = Accounts[0].Id,
ClientId = Accounts[0].ClientId,
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
AccountAssetId = Accounts[0].BaseAssetId,
AssetAccuracy = 5,
Instrument = "EURUSD",
Volume = 50000,
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder {
MatchedDate = DateTime.UtcNow, Volume = 50000
}
}), //need for GetMatchedVolume()
OpenPrice = 1.061M,
FillType = OrderFillType.FillOrKill
},
new Order
{
CreateDate = DateTime.UtcNow,
Id = Guid.NewGuid().ToString("N"),
AccountId = Accounts[0].Id,
ClientId = Accounts[0].ClientId,
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
AccountAssetId = Accounts[0].BaseAssetId,
AssetAccuracy = 3,
Instrument = "BTCEUR",
Volume = 100,
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder {
MatchedDate = DateTime.UtcNow, Volume = 100
}
}), //need for GetMatchedVolume()
OpenPrice = 1120,
FillType = OrderFillType.FillOrKill
}
};
foreach (var order in orders)
{
_ordersCache.ActiveOrders.Add(order);
}
orders[0].UpdateClosePrice(1.06M);
orders[1].UpdateClosePrice(1.061M);
orders[2].UpdateClosePrice(1.06M);
orders[3].UpdateClosePrice(1091M);
var account = Accounts[0];
Assert.AreEqual(50000, account.Balance);
Assert.AreEqual(43676, Math.Round(account.GetTotalCapital(), 5));
Assert.AreEqual(33491.6, Math.Round(account.GetFreeMargin(), 1));
Assert.AreEqual(28399.4, Math.Round(account.GetMarginAvailable(), 1));
Assert.AreEqual(-6324, Math.Round(account.GetPnl(), 5));
Assert.AreEqual(10184.4, Math.Round(account.GetUsedMargin(), 1));
Assert.AreEqual(15276.6, Math.Round(account.GetMarginInit(), 1));
}
