public void CheapifiedPortfolioProvidesFullDependencyCover()
{
var portfolioName = "EMRATES";
var cobDate = DateTime.Parse("23 Jul 2017");
var portfolio = _portfolioProvider.GetPortfolio(portfolioName, cobDate);
IPortfolioMinifier cheapifier = new Cheapifier();
var cheapifiedPortfolio = cheapifier.Minify(portfolio, _portfolioCostProvider.GetPortfolioCosts(portfolioName, cobDate));
portfolio.MarketDependencies.Intersect(cheapifiedPortfolio.MarketDependencies).Count().Should().Be(portfolio.MarketDependencies.Count());
}
public void CheapifiedPortfolioHasOneTradeAtLeastPerTradeType()
{
var portfolioName = "EMRATES";
var cobDate = DateTime.Parse("23 Jul 2017");
var portfolio = _portfolioProvider.GetPortfolio(portfolioName, cobDate);
IPortfolioMinifier cheapifier = new Cheapifier();
var cheapifiedPortfolio = cheapifier.Minify(portfolio, _portfolioCostProvider.GetPortfolioCosts(portfolioName, cobDate));
var tradeTypeUniverse = portfolio.Trades.Select(t => t.TradeType).Distinct();
var cheapifiedPortfolioTradeTypeUniverse = cheapifiedPortfolio.Trades.Select(t => t.TradeType).Distinct();
tradeTypeUniverse.Intersect(cheapifiedPortfolioTradeTypeUniverse).Count().Should().Be(tradeTypeUniverse.Count());
}
