public virtual void test_ofTradeUnitValue()
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(USD, 2000);
double value = priceInfo.calculateMonetaryValue(3, 2);
assertEquals(value, 12_000d);
}
public virtual void test_ofCurrencyMinorUnit_JPY()
{
SecurityPriceInfo test = SecurityPriceInfo.ofCurrencyMinorUnit(JPY);
assertEquals(test.TickSize, 1d);
assertEquals(test.TickValue, CurrencyAmount.of(JPY, 1));
assertEquals(test.ContractSize, 1d);
assertEquals(test.Currency, JPY);
}
public virtual void test_ofCurrencyMinorUnit_GBP()
{
SecurityPriceInfo test = SecurityPriceInfo.ofCurrencyMinorUnit(GBP);
assertEquals(test.TickSize, 0.01);
assertEquals(test.TickValue, CurrencyAmount.of(GBP, 0.01));
assertEquals(test.ContractSize, 1d);
assertEquals(test.Currency, GBP);
}
public virtual void test_of_withContractSize()
{
SecurityPriceInfo test = SecurityPriceInfo.of(0.01, CurrencyAmount.of(GBP, 0.01), 20);
assertEquals(test.TickSize, 0.01);
assertEquals(test.TickValue, CurrencyAmount.of(GBP, 0.01));
assertEquals(test.ContractSize, 20d);
assertEquals(test.Currency, GBP);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
SecurityPriceInfo test = SecurityPriceInfo.of(0.01, CurrencyAmount.of(GBP, 0.01));
coverImmutableBean(test);
SecurityPriceInfo test2 = SecurityPriceInfo.of(0.02, CurrencyAmount.of(GBP, 1), 20);
coverBeanEquals(test, test2);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
SecurityPriceInfo other = (SecurityPriceInfo)obj;
return(JodaBeanUtils.equal(tickSize, other.tickSize) && JodaBeanUtils.equal(tickValue, other.tickValue) && JodaBeanUtils.equal(contractSize, other.contractSize));
}
return(false);
}
public virtual void test_calculateMonetaryValue()
{
// CME-ED, 1bp = $25
SecurityPriceInfo test = SecurityPriceInfo.of(0.005, CurrencyAmount.of(USD, 12.50), 1);
assertEquals(test.calculateMonetaryValue(1, 98), 245_000d);
assertEquals(test.calculateMonetaryValue(1, 98.02), 245_050d);
// quantity is simple multiplier
assertEquals(test.calculateMonetaryValue(2, 98), 2 * 245_000d);
assertEquals(test.calculateMonetaryValue(3, 98), 3 * 245_000d);
// contract size is simple multiplier
SecurityPriceInfo test2 = SecurityPriceInfo.of(0.005, CurrencyAmount.of(USD, 12.50), 2);
assertEquals(test2.calculateMonetaryValue(1, 98), 2 * 245_000d);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance from the identifier, tick size and tick value.
/// <para>
/// This creates an instance, building the <seealso cref="SecurityPriceInfo"/> from
/// the tick size and tick value, setting the contract size to 1.
/// </para>
/// <para>
/// A {@code SecurityInfo} also contains a hash map of additional information,
/// keyed by <seealso cref="AttributeType"/>. This hash map may contain anything
/// of interest, and is populated using <seealso cref="#withAttribute(AttributeType, Object)"/>.
///
/// </para>
/// </summary>
/// <param name="id"> the security identifier </param>
/// <param name="tickSize"> the size of each tick, not negative or zero </param>
/// <param name="tickValue"> the value of each tick </param>
/// <returns> the security information </returns>
public static SecurityInfo of(SecurityId id, double tickSize, CurrencyAmount tickValue)
{
return(new SecurityInfo(id, SecurityPriceInfo.of(tickSize, tickValue), ImmutableMap.of()));
}
/// <summary>
/// Obtains an instance from the identifier and pricing info.
/// <para>
/// A {@code SecurityInfo} also contains a hash map of additional information,
/// keyed by <seealso cref="AttributeType"/>. This hash map may contain anything
/// of interest, and is populated using <seealso cref="#withAttribute(AttributeType, Object)"/>.
///
/// </para>
/// </summary>
/// <param name="id"> the security identifier </param>
/// <param name="priceInfo"> the information about the price </param>
/// <returns> the security information </returns>
public static SecurityInfo of(SecurityId id, SecurityPriceInfo priceInfo)
{
return(new SecurityInfo(id, priceInfo, ImmutableMap.of()));
}
public virtual void test_serialization()
{
SecurityPriceInfo test = SecurityPriceInfo.of(0.01, CurrencyAmount.of(GBP, 0.01));
assertSerialization(test);
}
public virtual void test_getTradeUnitValue()
{
SecurityPriceInfo test = SecurityPriceInfo.of(0.005, CurrencyAmount.of(USD, 12.50), 2);
assertEquals(test.TradeUnitValue, 5000d);
}
