public void ShouldReturnCorrectValuationForNonBPCurrency()
{
var company = new Company(1, "YMAB", "Ymab ltd.");
var exchange = new Exchange("NYSE");
var currency = new Currency("USD");
var symbol = "YMAB";
var suffix = "";
var listingId = 1;
var listing = new Listing(listingId, company, exchange, currency, symbol, suffix);
var listingDate = new DateTime(2020, 10, 10);
var listingVolume = new ListingVolume(1, listing, 100, listingDate);
var listingVolume2 = new ListingVolume(1, listing, 200, listingDate.AddDays(2));
var eodPrices = new List <EndOfDayPrice>
{
new EndOfDayPrice(listingId, listingVolume.Day, 1, 1, 1, 1, 1000),
new EndOfDayPrice(listingId, listingVolume2.Day, 1, 2, 1, 1, 1000)
};
var currencyRates = new List <CurrencyRate> {
new CurrencyRate {
Day = listingDate, From = "USD", To = "GBP", Id = 1, Rate = 0.50m
},
new CurrencyRate {
Day = listingDate.AddDays(1), From = "USD", To = "GBP", Id = 1, Rate = 0.50m
},
new CurrencyRate {
Day = listingDate.AddDays(2), From = "USD", To = "GBP", Id = 1, Rate = 1m
}
};
var listingVolumes = new List <ListingVolume> {
listingVolume, listingVolume2
};
var valuationCalculator = new ValuationCalculator();
var valuations = valuationCalculator.GetValuations(listingVolume2.Day, listingVolumes, eodPrices, currencyRates);
Assert.Equal(3, valuations.Count());
Assert.Equal(50m, valuations.First(v => v.Day == listingVolume.Day).TotalValueInGbp);
Assert.Equal(50m, valuations.First(v => v.Day == listingVolume.Day.AddDays(1)).TotalValueInGbp);
Assert.Equal(400m, valuations.First(v => v.Day == listingVolume.Day.AddDays(2)).TotalValueInGbp);
}
public void ShouldReturnCorrectValuationForGbpCurrency()
{
var company = new Company(1, "Abcam", "Abcam ltd.");
var exchange = new Exchange("LSE");
var currency = new Currency("GBP");
var symbol = "ABC";
var suffix = "L";
var listingId = 1;
var listing = new Listing(listingId, company, exchange, currency, symbol, suffix);
var listingDate = new DateTime(2020, 10, 10);
var listingVolume = new ListingVolume(1, listing, 100, listingDate);
var listingVolume2 = new ListingVolume(1, listing, 200, listingDate.AddDays(2));
var listingVolume3 = new ListingVolume(1, listing, 0, listingDate.AddDays(3));
var eodPrices = new List <EndOfDayPrice>
{
new EndOfDayPrice(listingId, listingVolume.Day, 1, 1, 1, 1, 1000),
new EndOfDayPrice(listingId, listingVolume2.Day, 1, 2, 1, 1, 1000),
};
var currencyRates = new List <CurrencyRate> {
};
var listingVolumes = new List <ListingVolume>
{
listingVolume,
listingVolume2,
listingVolume3
};
var valuationCalculator = new ValuationCalculator();
var valuations = valuationCalculator.GetValuations(listingVolume3.Day, listingVolumes, eodPrices, currencyRates);
Assert.Equal(3, valuations.Count());
Assert.Equal(100m, valuations.First(v => v.Day == listingVolume.Day).TotalValueInGbp);
Assert.Equal(100m, valuations.First(v => v.Day == listingVolume.Day.AddDays(1)).TotalValueInGbp);
Assert.Equal(400m, valuations.First(v => v.Day == listingVolume.Day.AddDays(2)).TotalValueInGbp);
}
