public void AllocationRuleNo()
{
Portfolio p = new Portfolio();
Position pos1 = new Position();
pos1.status = positionStatus.Open;
pos1.Symbol = new Symbol("SYM1");
pos1.price = 10;
pos1.quantity = 1;
Position pos2 = new Position();
pos2.status = positionStatus.Open;
pos1.Symbol = new Symbol("SYM2");
pos2.price = 10;
pos2.quantity = 1;
p.Positions = new List <Position>();
p.Positions.Add(pos1);
p.Positions.Add(pos2);
Trade t = new Trade();
t.type = tradeTypes.Buy;
t.Symbol = new Symbol("SYM2");
t.price = 1;
t.quantity = 2;
AllocationRule r = new AllocationRule(0.5);
Assert.Throws <AllocationViolation>(() => r.Apply(p, t));
}
public void LoadSettingsFromDb()
{
PortfolioManager pm = new PortfolioManager();
pm.LoadSettings();
PortfolioRule r = pm.Rules.FirstOrDefault <PortfolioRule>(x => typeof(AllocationRule).IsInstanceOfType(x));
Assert.IsNotNull(r);
AllocationRule a = (AllocationRule)r;
Assert.AreEqual(0.9, a.MaxAllocation);
}
public void CreateWithSettings()
{
Dictionary <string, string> settings = new Dictionary <string, string>();
settings.Add("MAX_POSITION_RATIO", "0.9");
PortfolioManager pm = new PortfolioManager(settings);
PortfolioRule r = pm.Rules.FirstOrDefault <PortfolioRule>(x => typeof(AllocationRule).IsInstanceOfType(x));
Assert.IsNotNull(r);
AllocationRule a = (AllocationRule)r;
Assert.AreEqual(0.9, a.MaxAllocation);
}
public static AllocationRule CreateAllocationRule(string dataAreaId,
string rule,
global::System.DateTimeOffset dateLastRun,
global::System.DateTimeOffset expirationDate,
global::System.DateTimeOffset effectiveDate,
decimal amount,
decimal fixedValue)
{
AllocationRule allocationRule = new AllocationRule();
allocationRule.dataAreaId = dataAreaId;
allocationRule.Rule = rule;
allocationRule.DateLastRun = dateLastRun;
allocationRule.ExpirationDate = expirationDate;
allocationRule.EffectiveDate = effectiveDate;
allocationRule.Amount = amount;
allocationRule.FixedValue = fixedValue;
return(allocationRule);
}
