public void GetInvestmentCandidates_MultipleFilters_ExecutesAlLFilters()
{
var stocks = new Stock[]
{
new Stock { Id = "STK.1" },
new Stock { Id = "STK.2" },
};
var filter1 = new Mock<IStockFilter>();
filter1.Setup(x => x.GetInvestmentCandidates(stocks)).Returns(stocks);
var filter2 = new Mock<IStockFilter>();
filter2.Setup(x => x.GetInvestmentCandidates(stocks)).Returns(stocks);
var filter3 = new Mock<IStockFilter>();
filter3.Setup(x => x.GetInvestmentCandidates(stocks)).Returns(stocks);
var compositeFilter = new CompositeStockFilter(filter1.Object, filter2.Object, filter3.Object);
var result = compositeFilter.GetInvestmentCandidates(stocks);
filter1.Verify(x => x.GetInvestmentCandidates(stocks), Times.Once());
filter2.Verify(x => x.GetInvestmentCandidates(stocks), Times.Once());
filter3.Verify(x => x.GetInvestmentCandidates(stocks), Times.Once());
Assert.AreEqual(2, stocks.Count());
Assert.IsTrue(stocks.Any(x => x.Id.Equals("STK.1")));
Assert.IsTrue(stocks.Any(x => x.Id.Equals("STK.2")));
}
public void GetInvestmentCandidates_RateOfGrowthInsufficient_ReturnsNothing()
{
var stock = new Stock
{
Id = "STK.PLC",
Name = "STOCK PLC",
Description = "The Test Stock Price"
};
var history = new StockPriceHistory
{
Stock = stock,
Prices = new Dictionary<Period, Price>()
};
var currentDate = DateTime.UtcNow.AddMinutes(10);
var lastPeriodEnd = DateTime.Parse(currentDate.ToString("dd MMMM yyyy HH:00:00"));
history.Prices.Add(new Period { Id = 1, To = lastPeriodEnd.AddHours(-6) }, new Price { Mid = 25.23m });
history.Prices.Add(new Period { Id = 2, To = lastPeriodEnd.AddHours(-5) }, new Price { Mid = 26.23m });
history.Prices.Add(new Period { Id = 3, To = lastPeriodEnd.AddHours(-4) }, new Price { Mid = 28.23m });
history.Prices.Add(new Period { Id = 4, To = lastPeriodEnd.AddHours(-3) }, new Price { Mid = 30.23m });
history.Prices.Add(new Period { Id = 5, To = lastPeriodEnd.AddHours(-2) }, new Price { Mid = 30.25m });
history.Prices.Add(new Period { Id = 6, To = lastPeriodEnd.AddHours(-1) }, new Price { Mid = 31.50m });
history.Prices.Add(new Period { Id = 7, To = lastPeriodEnd.AddHours(0) }, new Price { Mid = 35.40m });
var stockPriceProvider = new Mock<IStockHistoryDataProvider>();
stockPriceProvider.Setup(x => x.GetStockHistory(stock, 5)).Returns(history);
var filter = new MinimumRateOfChangeStockFilter(stockPriceProvider.Object, 5, 35m, 35m);
var results = filter.GetInvestmentCandidates(new Stock[] { stock });
Assert.AreEqual(0, results.Count());
}
public void GetInvestmentCandidates_StockNotAlreadyInvested_ReturnsStock()
{
var stock = new Stock
{
Id = "STK.PLC",
Name = "STOCK PLC",
Description = "The Test Stock Price"
};
var stocks = new Stock[] { stock };
var bet = new Bet
{
Stock = new Stock
{
Id = "NSH.PLC",
Name="NOTHING-TO-SEE-HERE PLC",
Description = "The Test Stock Price"
}
};
var portfolioProvider = new Mock<IPortfolioDataProvider>();
portfolioProvider.Setup(x => x.GetExistingBets()).Returns(new Bet[] { bet });
var filter = new ExistingStockRemovalFilter(portfolioProvider.Object);
var retVal = filter.GetInvestmentCandidates(stocks);
Assert.AreEqual(1, retVal.Count());
Assert.IsTrue(retVal.Any(x => x.Id.Equals("STK.PLC")));
portfolioProvider.Verify(x => x.GetExistingBets(), Times.Once());
}
public void GetInvestmentCandidates_NotEnoughtPeriods_ReturnsNothing()
{
var stock = new Stock
{
Id = "STK.PLC",
Name = "STOCK PLC",
Description = "The Test Stock Price"
};
var history = new StockPriceHistory
{
Stock = stock,
Prices = new Dictionary<Period, Price>()
};
var currentDate = DateTime.UtcNow.AddMinutes(10);
var lastPeriodEnd = DateTime.Parse(currentDate.ToString("dd MMMM yyyy HH:00:00"));
history.Prices.Add(new Period { Id = 5, To = lastPeriodEnd.AddHours(-2) }, new Price { Mid = 27.25m });
history.Prices.Add(new Period { Id = 6, To = lastPeriodEnd.AddHours(-1) }, new Price { Mid = 18.50m });
history.Prices.Add(new Period { Id = 7, To = lastPeriodEnd.AddHours(0) }, new Price { Mid = 13.40m });
var stockPriceProvider = new Mock<IStockHistoryDataProvider>();
stockPriceProvider.Setup(x => x.GetStockHistory(stock, 5)).Returns(history);
var filter = new ConsistentChangeStockFilter(stockPriceProvider.Object, 5);
var results = filter.GetInvestmentCandidates(new Stock[] { stock });
Assert.AreEqual(0, results.Count());
}