public virtual void test_parseFiltering()
{
PositionCsvLoader test = PositionCsvLoader.standard();
assertEquals(test.parse(ImmutableList.of(FILE.CharSource)).Value.Count, 3); // 7 errors
assertEquals(test.parse(ImmutableList.of(FILE.CharSource), typeof(SecurityPosition)).Value.Count, 10);
assertEquals(test.parse(ImmutableList.of(FILE.CharSource), typeof(ResolvableSecurityPosition)).Value.Count, 3);
assertEquals(test.parse(ImmutableList.of(FILE.CharSource), typeof(GenericSecurityPosition)).Value.Count, 1);
}
public virtual void test_load_invalidUnknownType()
{
PositionCsvLoader test = PositionCsvLoader.standard();
ValueWithFailures <IList <Position> > trades = test.parse(ImmutableList.of(CharSource.wrap("Strata Position Type\nFoo")));
assertEquals(trades.Failures.size(), 1);
FailureItem failure = trades.Failures.get(0);
assertEquals(failure.Reason, FailureReason.PARSING);
assertEquals(failure.Message, "CSV file position type 'Foo' is not known at line 2");
}
public virtual void test_load_invalidNoType()
{
PositionCsvLoader test = PositionCsvLoader.standard();
ValueWithFailures <IList <Position> > trades = test.parse(ImmutableList.of(CharSource.wrap("Id")));
assertEquals(trades.Failures.size(), 1);
FailureItem failure = trades.Failures.get(0);
assertEquals(failure.Reason, FailureReason.PARSING);
assertEquals(failure.Message.Contains("CSV file does not contain 'Strata Position Type' header"), true);
}
public virtual void test_load_genericSecurity()
{
PositionCsvLoader test = PositionCsvLoader.standard();
ValueWithFailures <IList <Position> > trades = test.load(FILE);
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
IList <GenericSecurityPosition> filtered = trades.Value.Where(typeof(GenericSecurityPosition).isInstance).Select(typeof(GenericSecurityPosition).cast).collect(toImmutableList());
assertEquals(filtered.Count, 1);
assertBeanEquals(SECURITY3FULL, filtered[0]);
}
//-------------------------------------------------------------------------
public virtual void test_parseLightweight()
{
PositionCsvLoader test = PositionCsvLoader.standard();
ValueWithFailures <IList <SecurityPosition> > trades = test.parseLightweight(ImmutableList.of(FILE.CharSource));
IList <SecurityPosition> filtered = trades.Value;
assertEquals(filtered.Count, 10);
assertBeanEquals(SECURITY1, filtered[0]);
assertBeanEquals(SECURITY2, filtered[1]);
assertBeanEquals(SECURITY3, filtered[2]);
SecurityPosition expected3 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123421")).build()).securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofMonthly())).longQuantity(15d).shortQuantity(2d).build();
assertBeanEquals(expected3, filtered[3]);
SecurityPosition expected4 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123422")).build()).securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofFlexFuture(13, EtdSettlementType.CASH))).longQuantity(0d).shortQuantity(13d).build();
assertBeanEquals(expected4, filtered[4]);
SecurityPosition expected5 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123423")).build()).securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2))).longQuantity(0d).shortQuantity(20d).build();
assertBeanEquals(expected5, filtered[5]);
SecurityPosition expected6 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123424")).build()).securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofDaily(3))).longQuantity(30d).shortQuantity(0d).build();
assertBeanEquals(expected6, filtered[6]);
SecurityPosition expected7 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123431")).build()).securityId(EtdIdUtils.optionId(ExchangeIds.ECAG, OGBL, YearMonth.of(2017, 6), EtdVariant.ofMonthly(), 0, PutCall.PUT, 3d, YearMonth.of(2017, 9))).longQuantity(15d).shortQuantity(2d).build();
assertBeanEquals(expected7, filtered[7]);
SecurityPosition expected8 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123432")).build()).securityId(EtdIdUtils.optionId(ExchangeIds.ECAG, OGBL, YearMonth.of(2017, 6), EtdVariant.ofFlexOption(13, EtdSettlementType.CASH, EtdOptionType.AMERICAN), 0, PutCall.CALL, 4d)).longQuantity(0d).shortQuantity(13d).build();
assertBeanEquals(expected8, filtered[8]);
SecurityPosition expected9 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123433")).build()).securityId(EtdIdUtils.optionId(ExchangeIds.ECAG, OGBL, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2), 0, PutCall.PUT, 5.1d)).longQuantity(0d).shortQuantity(20d).build();
assertBeanEquals(expected9, filtered[9]);
}
//-------------------------------------------------------------------------
public virtual void test_isKnownFormat()
{
PositionCsvLoader test = PositionCsvLoader.standard();
assertEquals(test.isKnownFormat(FILE.CharSource), true);
}