コード例 #1
0
        public virtual void test_ofLongShort()
        {
            EtdOptionPosition test = EtdOptionPosition.ofLongShort(SECURITY, 2000, 1000);

            assertEquals(test.LongQuantity, 2000d, 0d);
            assertEquals(test.ShortQuantity, 1000d, 0d);
            assertEquals(test.Security, SECURITY);
            assertEquals(test.Quantity, 1000d, 0d);
        }
コード例 #2
0
        public virtual void test_ofLongShort_withInfo()
        {
            EtdOptionPosition test = EtdOptionPosition.ofLongShort(POSITION_INFO, SECURITY, 2000, 1000);

            assertEquals(test.LongQuantity, 2000d, 0d);
            assertEquals(test.ShortQuantity, 1000d, 0d);
            assertEquals(test.Info, POSITION_INFO);
            assertEquals(test.Security, SECURITY);
            assertEquals(test.Quantity, 1000d, 0d);
        }
コード例 #3
0
        public virtual void test()
        {
            EtdOptionSecurity test = sut();

            assertEquals(test.Variant, EtdVariant.MONTHLY);
            assertEquals(test.Type, EtdType.OPTION);
            assertEquals(test.Currency, Currency.GBP);
            assertEquals(test.UnderlyingIds, ImmutableSet.of());
            assertEquals(test.createProduct(REF_DATA), test);
            assertEquals(test.createTrade(TradeInfo.empty(), 1, 2, ReferenceData.empty()), EtdOptionTrade.of(TradeInfo.empty(), test, 1, 2));
            assertEquals(test.createPosition(PositionInfo.empty(), 1, ReferenceData.empty()), EtdOptionPosition.ofNet(PositionInfo.empty(), test, 1));
            assertEquals(test.createPosition(PositionInfo.empty(), 1, 2, ReferenceData.empty()), EtdOptionPosition.ofLongShort(PositionInfo.empty(), test, 1, 2));
        }
コード例 #4
0
 public EtdOptionPosition createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
 {
     return(EtdOptionPosition.ofLongShort(positionInfo, this, longQuantity, shortQuantity));
 }