public void TestLongPositionToShortPosition()
{
/* the user executes a buy trade.
* the user then executes a sell trade to make the overall position negative.
* the user then executes another buy trade to make the overall position positive
*/
Position position = new Position(testSymbol);
Trade tradeA = CreateTransaction(300, testSymbol, 25m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(-500, testSymbol, 10m, new DateTime(2020, 5, 5));
Trade tradeC = CreateTransaction(600, testSymbol, 15m, new DateTime(2020, 5, 6));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
position.AddTransaction(tradeC);
Assert.Equal(400, position.NetQuantity);
Assert.Equal(15m, position.AverageCost);
// expected breakdown
List <PositionSnapshot> breakdown = new List <PositionSnapshot>
{
new PositionSnapshot(new DateTime(2020, 5, 4), 300, 25m),
new PositionSnapshot(new DateTime(2020, 5, 5), -200, 10m),
new PositionSnapshot(new DateTime(2020, 5, 6), 400, 15m),
};
Assert.Equal(breakdown, position.GetBreakdown());
}
public void TestMismatchedTradeSymbol()
{
// if for some reason code is written that tries to add a trade from a different security into a position it should throw an exception
Position position = new Position(testSymbol);
Trade tradeA = CreateTransaction(300, "AAPL", 25m, new DateTime(2020, 5, 4));
Assert.Throws <InvalidOperationException>(() => position.AddTransaction(tradeA));
}
public void TestTwoShortTradesSameDay()
{
// the user executes 2 sell trades on the same day
Position position = new Position(testSymbol);
Trade tradeA = CreateTransaction(-450, testSymbol, 15.1m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(-157, testSymbol, 10.22m, new DateTime(2020, 5, 4));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
Assert.Equal(-607, position.NetQuantity);
Assert.Equal(13.83779242m, Math.Round(position.AverageCost, 8));
// expected breakdown
List <PositionSnapshot> breakdown = new List <PositionSnapshot>
{
new PositionSnapshot(new DateTime(2020, 5, 4), -607, 13.837792421746293245469522241m)
};
Assert.Equal(breakdown, position.GetBreakdown());
}
public void TestOneShortTradeThenLong()
{
// the user executes a sell trade and then a buy trade
Position position = new Position(testSymbol);
Trade tradeA = CreateTransaction(-300, testSymbol, 15m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(100, testSymbol, 10m, new DateTime(2020, 5, 5));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
Assert.Equal(-200, position.NetQuantity);
Assert.Equal(15m, position.AverageCost);
// expected breakdown
List <PositionSnapshot> breakdown = new List <PositionSnapshot>
{
new PositionSnapshot(new DateTime(2020, 5, 4), -300, 15m),
new PositionSnapshot(new DateTime(2020, 5, 5), -200, 15m)
};
Assert.Equal(breakdown, position.GetBreakdown());
}
public void TestTwoLongTrades()
{
// The user executes 2 buy trades
Position position = new Position(testSymbol);
Trade tradeA = CreateTransaction(500, testSymbol, 12.5m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(300, testSymbol, 17.6m, new DateTime(2020, 5, 5));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
Assert.Equal(800, position.NetQuantity);
Assert.Equal(14.4125m, position.AverageCost);
// expected breakdown
List <PositionSnapshot> breakdown = new List <PositionSnapshot>
{
new PositionSnapshot(new DateTime(2020, 5, 4), 500, 12.5m),
new PositionSnapshot(new DateTime(2020, 5, 5), 800, 14.4125m)
};
Assert.Equal(breakdown, position.GetBreakdown());
}
public void TestTradeToFlattenPosition()
{
// the user executes a buy trade then a sell trade to flatten the position
Position position = new Position(testSymbol);
Trade tradeA = CreateTransaction(300, testSymbol, 25m, new DateTime(2020, 5, 4));
Trade tradeB = CreateTransaction(-300, testSymbol, 10m, new DateTime(2020, 5, 5));
position.AddTransaction(tradeA);
position.AddTransaction(tradeB);
Assert.Equal(0, position.NetQuantity);
Assert.Equal(0, position.AverageCost);
// expected breakdown
List <PositionSnapshot> breakdown = new List <PositionSnapshot>
{
new PositionSnapshot(new DateTime(2020, 5, 4), 300, 25m),
new PositionSnapshot(new DateTime(2020, 5, 5), 0, 0m)
};
Assert.Equal(breakdown, position.GetBreakdown());
}
