//------------------------------------------------------------------------- public virtual void test_summarize() { OvernightFuturePosition test = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build(); PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.OVERNIGHT_FUTURE).currencies(Currency.USD).description("OnFuture x 10").build(); assertEquals(test.summarize(), expected); }
//------------------------------------------------------------------------- public virtual void test_resolve() { OvernightFuturePosition @base = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build(); ResolvedOvernightFutureTrade expected = ResolvedOvernightFutureTrade.builder().info(POSITION_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).build(); assertEquals(@base.resolve(REF_DATA), expected); }
//------------------------------------------------------------------------- public virtual void test_withQuantity() { OvernightFuturePosition @base = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build(); double quantity = 75343d; OvernightFuturePosition computed = @base.withQuantity(quantity); OvernightFuturePosition expected = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(quantity).build(); assertEquals(computed, expected); }
//------------------------------------------------------------------------- public virtual void coverage() { OvernightFuturePosition test1 = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build(); coverImmutableBean(test1); OvernightFuturePosition test2 = OvernightFuturePosition.builder().info(POSITION_INFO2).product(PRODUCT2).longQuantity(100).shortQuantity(50).build(); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void test_builder() { OvernightFuturePosition test = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build(); assertEquals(test.Product, PRODUCT); assertEquals(test.Info, POSITION_INFO); assertEquals(test.LongQuantity, QUANTITY, 0d); assertEquals(test.ShortQuantity, 0d, 0d); assertEquals(test.Quantity, QUANTITY, 0d); assertEquals(test.withInfo(POSITION_INFO).Info, POSITION_INFO); assertEquals(test.withQuantity(129).Quantity, 129d, 0d); }
//------------------------------------------------------------------------- public virtual void test_createProduct() { OvernightFutureSecurity test = sut(); assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT); TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30)); OvernightFutureTrade expectedTrade = OvernightFutureTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(0.995).build(); assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade); PositionInfo positionInfo = PositionInfo.empty(); OvernightFuturePosition expectedPosition1 = OvernightFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build(); TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1); OvernightFuturePosition expectedPosition2 = OvernightFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build(); assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2); }
public virtual void test_serialization() { OvernightFuturePosition test = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build(); assertSerialization(test); }