public void Configuration_ArbitrageLegFactory_three_portfolios_test()
{
string prefix = "SSTR_RightLeg";
IGenericFactory <IEnumerable <StrategyHeader> > factory =
new ArbitrageLegSettingsFactory(prefix);
IEnumerable <StrategyHeader> leftLeg = factory.Make();
Assert.AreEqual(3, leftLeg.Count());
Assert.AreEqual(91, leftLeg.ElementAt(0).Id);
Assert.AreEqual(92, leftLeg.ElementAt(1).Id);
Assert.AreEqual(93, leftLeg.ElementAt(2).Id);
Assert.AreEqual("BP12345-RF-01", leftLeg.ElementAt(0).Portfolio);
Assert.AreEqual("BP12345-RF-02", leftLeg.ElementAt(1).Portfolio);
Assert.AreEqual("BP12345-RF-03", leftLeg.ElementAt(2).Portfolio);
Assert.AreEqual("Si-12.13_FT", leftLeg.ElementAt(0).Symbol);
Assert.AreEqual("Eu-12.13_FT", leftLeg.ElementAt(1).Symbol);
Assert.AreEqual("VTBR-12.13_FT", leftLeg.ElementAt(2).Symbol);
Assert.AreEqual("Arbitrage spread right leg", leftLeg.ElementAt(0).Description);
Assert.AreEqual("Arbitrage spread right leg", leftLeg.ElementAt(1).Description);
Assert.AreEqual("Arbitrage spread right leg", leftLeg.ElementAt(2).Description);
Assert.AreEqual(25, leftLeg.ElementAt(0).Amount);
Assert.AreEqual(20, leftLeg.ElementAt(1).Amount);
Assert.AreEqual(50, leftLeg.ElementAt(2).Amount);
}
public void Configuration_ArbitrageLegFactory_test()
{
string prefix = "SSTR_LeftLeg";
IGenericFactory <IEnumerable <StrategyHeader> > factory =
new ArbitrageLegSettingsFactory(prefix);
IEnumerable <StrategyHeader> leftLeg = factory.Make();
Assert.AreEqual(3, leftLeg.Count());
Assert.AreEqual(81, leftLeg.ElementAt(0).Id);
Assert.AreEqual(82, leftLeg.ElementAt(1).Id);
Assert.AreEqual(83, leftLeg.ElementAt(2).Id);
Assert.AreEqual("BP12345-RF-01", leftLeg.ElementAt(0).Portfolio);
Assert.AreEqual("BP12345-RF-01", leftLeg.ElementAt(1).Portfolio);
Assert.AreEqual("BP12345-RF-01", leftLeg.ElementAt(2).Portfolio);
Assert.AreEqual("RTS-12.13_FT", leftLeg.ElementAt(0).Symbol);
Assert.AreEqual("MIX-12.13_FT", leftLeg.ElementAt(1).Symbol);
Assert.AreEqual("GOLD-12.13_FT", leftLeg.ElementAt(2).Symbol);
Assert.AreEqual("Arbitrage spread left leg", leftLeg.ElementAt(0).Description);
Assert.AreEqual("Arbitrage spread left leg", leftLeg.ElementAt(1).Description);
Assert.AreEqual("Arbitrage spread left leg", leftLeg.ElementAt(2).Description);
Assert.AreEqual(5, leftLeg.ElementAt(0).Amount);
Assert.AreEqual(3, leftLeg.ElementAt(1).Amount);
Assert.AreEqual(8, leftLeg.ElementAt(2).Amount);
}
public void Configuration_ArbitrageLegFactory_returns_empty_collection_for_nonexistent_prefix_test()
{
string prefix = "SSTB_RightLeg";
IGenericFactory <IEnumerable <StrategyHeader> > factory =
new ArbitrageLegSettingsFactory(prefix);
IEnumerable <StrategyHeader> leftLeg = factory.Make();
Assert.AreEqual(0, leftLeg.Count());
}
