public async Task Is_Swaps_Correct()
{
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "EURUSD", Bid = 1.02M, Ask = 1.04M
}));
_accountAssetsRepository.AddOrReplaceAsync(new AccountAssetPair
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
BaseAssetId = "USD",
Instrument = "EURUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100
}).Wait();
await _accountAssetsManager.UpdateAccountAssetsCache();
var dayOrder = new Order
{
AccountAssetId = "USD",
Instrument = "EURUSD",
Volume = 20,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
CloseDate = new DateTime(2017, 01, 02, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 20
}
}),
SwapCommission = 100
};
var swapsForDay = _swapService.GetSwaps(dayOrder);
var twoDayOrder = new Order
{
AccountAssetId = "USD",
Instrument = "EURUSD",
Volume = 20,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
CloseDate = new DateTime(2017, 01, 03, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder>()
{
new MatchedOrder()
{
Volume = 20
}
}),
SwapCommission = 100
};
var swapsFor2Days = _swapService.GetSwaps(twoDayOrder);
Assert.AreEqual(5.69863014m, swapsForDay);
Assert.AreEqual(11.39726027m, swapsFor2Days);
}
public async Task Is_Swaps_Correct()
{
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "EURUSD", Bid = 1.02M, Ask = 1.04M
}));
var instrumentContract = new TradingInstrumentContract
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
Instrument = "EURUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100
};
Mock.Get(_tradingInstruments).Setup(s => s.List(It.IsAny <string>()))
.ReturnsAsync(new List <TradingInstrumentContract> {
instrumentContract
});
await _accountAssetsManager.UpdateTradingInstrumentsCacheAsync();
var dayPosition = new Position(Guid.NewGuid().ToString("N"), 0, "EURUSD", 20, Accounts[0].Id,
MarginTradingTestsUtils.TradingConditionId, Accounts[0].BaseAssetId, null, MatchingEngineConstants.DefaultMm,
new DateTime(2017, 01, 01, 20, 50, 0), "OpenTrade", OrderType.Market, 20, 1, 1, "USD", 1,
new List <RelatedOrderInfo>(), "LYKKETEST", OriginatorType.Investor, "", "EURUSD", FxToAssetPairDirection.Straight, "");
dayPosition.SetCommissionRates(100, 0, 0, 1);
dayPosition.StartClosing(new DateTime(2017, 01, 02, 20, 50, 0), PositionCloseReason.Close,
OriginatorType.Investor, "");
dayPosition.Close(new DateTime(2017, 01, 02, 20, 50, 0), MatchingEngineConstants.DefaultMm, 2, 1, 1, OriginatorType.Investor,
PositionCloseReason.Close, "", "CloseTrade");
var swapsForDay = _swapService.GetSwaps(dayPosition);
var twoDayPosition = new Position(Guid.NewGuid().ToString("N"), 0, "EURUSD", 20, Accounts[0].Id,
MarginTradingTestsUtils.TradingConditionId, Accounts[0].BaseAssetId, null, MatchingEngineConstants.DefaultMm,
new DateTime(2017, 01, 01, 20, 50, 0), "OpenTrade", OrderType.Market, 20, 1, 1, "USD", 1,
new List <RelatedOrderInfo>(), "LYKKETEST", OriginatorType.Investor, "", "EURUSD", FxToAssetPairDirection.Straight, "");
twoDayPosition.SetCommissionRates(100, 0, 0, 1);
twoDayPosition.StartClosing(new DateTime(2017, 01, 03, 20, 50, 0), PositionCloseReason.Close,
OriginatorType.Investor, "");
twoDayPosition.Close(new DateTime(2017, 01, 03, 20, 50, 0), MatchingEngineConstants.DefaultMm, 2, 1, 1, OriginatorType.Investor,
PositionCloseReason.Close, "", "CloseTrade");
var swapsFor2Days = _swapService.GetSwaps(twoDayPosition);
Assert.AreEqual(5.69863014m, swapsForDay);
Assert.AreEqual(11.39726027m, swapsFor2Days);
}