Esempio n. 1
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        public void TestShortClose()
        {
            var inventory = new InventoryGroupDefault(symbol);

            inventory.Change(10, -1000);
            Assert.AreEqual(inventory.BreakEven, 10);
            inventory.Change(11, -666);
            Assert.AreEqual(10.4, Math.Round(inventory.BreakEven, 2));
            inventory.Change(12, -555);
            Assert.AreEqual(10.8, Math.Round(inventory.BreakEven, 2));
            double price = 15D;

            price = inventory.PriceToClose();
            var howManyToClose = inventory.Size;

            Assert.AreEqual(10.6, Round(price));
            Assert.AreEqual(-2221, howManyToClose);
        }
Esempio n. 2
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        public void TestLongClose()
        {
            var inventory = new InventoryGroupDefault(symbol);

            inventory.Change(10, 1000);
            Assert.AreEqual(inventory.BreakEven, 10);
            inventory.Change(9, 666);
            Assert.AreEqual(9.6, Math.Round(inventory.BreakEven, 2), "break even 1");
            inventory.Change(8, 555);
            Assert.AreEqual(9.2, Math.Round(inventory.BreakEven, 2), "break even 2");
            var price = 6D;

            inventory.CalculateBidOffer(price, price);
            price = inventory.PriceToClose();
            int howManyToClose = inventory.Size;

            Assert.AreEqual(Math.Round(9.4, 2), Math.Round(price, 2), "close price");
            Assert.AreEqual(2221, howManyToClose, "close size");
        }