public void ShouldCalculateFromHundredFilesCorrectly()
{
var parameters = new StringBuilder();
var correctMargins = new decimal();
for (var i = 0; i < 100; i++)
{
var inputValue = new InputValue
{
OpenPrice = 1,
ClosePrice = 2,
Volume = 3,
ContractSize = 4,
Leverage = 5,
Commission = 7,
};
correctMargins = (inputValue.Volume * inputValue.ContractSize / inputValue.Leverage);
var tmpFilePath = InputValueSaver.SaveToTmpFile(inputValue);
parameters.Append(tmpFilePath + " ");
}
var response = ResponseParser.Parse(new FileStarter().LaunchProcess("-f " + parameters));
Assert.That(response.FirstOrDefault(o =>
Math.Abs(o.Margin - correctMargins) > 0.0001M), Is.Null, "Error in group calculation (3)");
}
public void ShouldCalculateMarginCorrectly()
{
var inputValue = new InputValue
{
OpenPrice = 1,
ClosePrice = 2,
Volume = 3,
ContractSize = 4,
Leverage = 5,
Commission = 7,
};
var correctMargin = inputValue.Volume * inputValue.ContractSize / inputValue.Leverage;
var tmpFilePath = InputValueSaver.SaveToTmpFile(inputValue);
var response = ResponseParser.Parse(new FileStarter().LaunchProcess("-f " + tmpFilePath));
Assert.That(Math.Abs(response[0].Margin - correctMargin), Is.LessThan(0.0001M), "Wrong margin calculation");
}
public void ShouldCalculatePerTradeCommissionCorrectly()
{
var inputValue = new InputValue
{
OpenPrice = 1,
ClosePrice = 2,
Volume = 3,
ContractSize = 4,
Leverage = 5,
Commission = 7,
CommissionType = "PerTrade"
};
var correctCommission = inputValue.Commission * 1;
var tmpFilePath = InputValueSaver.SaveToTmpFile(inputValue);
var response = ResponseParser.Parse(new FileStarter().LaunchProcess("-f " + tmpFilePath));
Assert.That(Math.Abs(response[0].Commission - correctCommission), Is.LessThan(0.0001M), "Wrong Commission (PerTrade) calculation");
}
public void ShouldCalculateMarginCorrectlyAndRiseErrorForZeroInput()
{
var parameters = new StringBuilder();
var correctValue = new InputValue
{
OpenPrice = 1,
ClosePrice = 2,
Volume = 3,
ContractSize = 4,
Leverage = 5,
Commission = 7,
};
var correctMargin = correctValue.Volume * correctValue.ContractSize / correctValue.Leverage;
var tmpFilePath = InputValueSaver.SaveToTmpFile(correctValue);
parameters.Append(tmpFilePath + " ");
var incorrectValue = new InputValue
{
OpenPrice = 0,
ClosePrice = 9,
Volume = 9,
ContractSize = 9,
Leverage = 9,
Commission = 9,
};
tmpFilePath = InputValueSaver.SaveToTmpFile(incorrectValue);
parameters.Append(tmpFilePath + " ");
var response = ResponseParser.Parse(new FileStarter().LaunchProcess("-f " + parameters));
Assert.That(response.Count(o => o.Errors.Count == 1), Is.EqualTo(1));
Assert.That(Math.Abs(response.FirstOrDefault(o => o.Errors.Count == 0).Margin - correctMargin),
Is.LessThan(0.0001M), "Wrong margin calculation");
}
