public void LastPriceFxDataIsInvertedWhenNecessary()
{
var inst = new Instrument {
Symbol = "USD.CAD", ID = 1, AssetCategory = AssetClass.Cash
};
var startDate = new DateTime(2000, 1, 1);
var fxrSetStub = new DbSetStub <FXRate>();
fxrSetStub.Add(new FXRate {
FromCurrencyID = 2, ToCurrencyID = 1, Date = startDate, Rate = 1.1m
});
var currencySetStub = new DbSetStub <Currency>();
currencySetStub.Add(new Currency {
ID = 2, Name = "CAD"
});
_contextMock.Setup(x => x.Currencies).Returns(currencySetStub);
_contextMock.Setup(x => x.FXRates).Returns(fxrSetStub);
decimal fxRate;
var price = _datasourcer.GetLastPrice(inst, out fxRate);
Assert.AreEqual(1m / 1.1m, price);
}
public void LastPriceFxDataIsInvertedWhenNecessary()
{
var inst = new Instrument {
Symbol = "USD.CAD", ID = 1, AssetCategory = AssetClass.Cash
};
var startDate = new DateTime(2000, 1, 1);
_data.FXRates.Add(new FXRate {
FromCurrencyID = 2, ToCurrencyID = 1, Date = startDate, Rate = 1.1m
});
_data.Currencies.Add(new Currency {
ID = 2, Name = "CAD"
});
decimal fxRate;
var price = _datasourcer.GetLastPrice(inst, out fxRate);
Assert.AreEqual(1m / 1.1m, price);
}