public INettingWeightResult GetUnnettingResult(INettingTarget primary, IEnumerable <INettingSource> unnetted)
{
var result = new NettingWeightResult(primary);
unnetted.ForEach(transfer => result.Unnet(transfer));
return(result);
}
public NettingWeightResult(INettingTarget primary)
{
_primary = primary;
_primaryDirection = primary.Type.IsExternalBuy() ? 1 : -1;
ResultWeight = OriginalWeight = _primaryDirection * primary.AccountingWeight;
ResultImbalance = OriginalImbalance = primary.ImbalanceWeight;
}
public void TestFixtureSetup()
{
_calculator = new NettingWeightCalculator();
var unit = new Unit {
Name = "ozt"
};
var primaryBuyMock = new Mock <INettingTarget>();
primaryBuyMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferBuyType1);
primaryBuyMock.Setup(transfer => transfer.AccountingWeight).Returns(1000m);
primaryBuyMock.Setup(transfer => transfer.ImbalanceWeight).Returns(-100m);
primaryBuyMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
primaryBuyMock.Setup(transfer => transfer.AccountingUnit).Returns(unit);
_primaryBuy = primaryBuyMock.Object;
var primarySellMock = new Mock <INettingTarget>();
primarySellMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferSellType1);
primarySellMock.Setup(transfer => transfer.AccountingWeight).Returns(1000m);
primarySellMock.Setup(transfer => transfer.ImbalanceWeight).Returns(-100m);
primarySellMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
primarySellMock.Setup(transfer => transfer.AccountingUnit).Returns(unit);
_primarySell = primarySellMock.Object;
var qpBuyMock = new Mock <INettingSource>();
qpBuyMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferBuyType1);
qpBuyMock.Setup(transfer => transfer.AccountingWeight).Returns(100m);
qpBuyMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
_secondaryBuy = qpBuyMock.Object;
var qpBuyDirectionChangingMock = new Mock <INettingSource>();
qpBuyDirectionChangingMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferBuyType1);
qpBuyDirectionChangingMock.Setup(transfer => transfer.AccountingWeight).Returns(1500m);
qpBuyDirectionChangingMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
_secondaryBuyDirectionChanging = qpBuyDirectionChangingMock.Object;
var qpSellMock = new Mock <INettingSource>();
qpSellMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferSellType1);
qpSellMock.Setup(transfer => transfer.AccountingWeight).Returns(100m);
qpSellMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
_secondarySell = qpSellMock.Object;
var qpSellDirectionChangingMock = new Mock <INettingSource>();
qpSellDirectionChangingMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferSellType1);
qpSellDirectionChangingMock.Setup(transfer => transfer.AccountingWeight).Returns(1500m);
qpSellDirectionChangingMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
_secondarySellDirectionChanging = qpSellDirectionChangingMock.Object;
var qpAdjustmentMock = new Mock <INettingSource>();
qpAdjustmentMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferAdjustmentType);
qpAdjustmentMock.Setup(transfer => transfer.AccountingWeight).Returns(0m);
qpAdjustmentMock.Setup(transfer => transfer.AdjustmentWeight).Returns(100m);
_adjustment = qpAdjustmentMock.Object;
}
public INettingWeightResult GetInitialResult(INettingTarget primary)
{
return(new NettingWeightResult(primary));
}