public void FundsAreSettledInAccountCurrency()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(null, securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
var model = new AccountCurrencyImmediateSettlementModel();
portfolio.SetCash(1000);
portfolio.SetCash("EUR", 0, 1.1m);
var config = CreateTradeBarConfig(Symbols.DE30EUR);
var security = new Security(
SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours(),
config,
portfolio.CashBook["EUR"],
SymbolProperties.GetDefault("EUR"),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null,
new SecurityCache()
);
Assert.AreEqual(1000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
var timeUtc = Noon.ConvertToUtc(TimeZones.NewYork);
model.ApplyFunds(portfolio, security, timeUtc, "EUR", 1000);
// 1000 + 1000 * 1.1 = 2100
Assert.AreEqual(2100, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, "EUR", -500);
// 2100 - 500 * 1.1 = 1550
Assert.AreEqual(1550, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, "EUR", 1000);
// 1550 + 1000 * 1.1 = 2650
Assert.AreEqual(2650, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
public void FundsAreSettledImmediately()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(null, securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
var model = new AccountCurrencyImmediateSettlementModel();
var config = CreateTradeBarConfig(Symbols.SPY);
var security = new Security(
SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours(),
config,
new Cash(Currencies.USD, 0, 1m),
SymbolProperties.GetDefault(Currencies.USD),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null,
new SecurityCache()
);
portfolio.SetCash(1000);
Assert.AreEqual(1000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
var timeUtc = Noon.ConvertToUtc(TimeZones.NewYork);
model.ApplyFunds(portfolio, security, timeUtc, Currencies.USD, 1000);
Assert.AreEqual(2000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, Currencies.USD, -500);
Assert.AreEqual(1500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, Currencies.USD, 1000);
Assert.AreEqual(2500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
