public void SetLeverageTest()
{
var model = new PatternDayTradingMarginBuyingPowerModel();
// Open market
var security = CreateSecurity(Noon);
security.BuyingPowerModel = new PatternDayTradingMarginBuyingPowerModel();
model.SetLeverage(security, 10m);
Assert.AreNotEqual(10m, model.GetLeverage(security));
// Closed market
security = CreateSecurity(Midnight);
model.SetLeverage(security, 10m);
Assert.AreNotEqual(10m, model.GetLeverage(security));
security.Holdings.SetHoldings(100m, 100);
}
public void InitializationTests()
{
// No parameters initialization, used default PDT 4x leverage open market and 2x leverage otherwise
var model = new PatternDayTradingMarginBuyingPowerModel();
var leverage = model.GetLeverage(CreateSecurity(Noon));
Assert.AreEqual(4.0m, leverage);
model = new PatternDayTradingMarginBuyingPowerModel(2.0m, 5.0m);
leverage = model.GetLeverage(CreateSecurity(Noon));
Assert.AreEqual(5.0m, leverage);
}
