public void ShouldNotAddLiquidityMandateAsAdditionalMandateinPositionVM()
{
IFundsProcessor fundsProcessor = new FundProcessor();
PositionVM inputPosition = new PositionVM
{
Code = "Pos1",
Name = "Position1",
Value = 12345,
Mandates = null
};
PositionVM outputPosition = new PositionVM
{
Code = "Pos1",
Name = "Position1",
Value = 12345,
Mandates = new List <MandateVM>
{
new MandateVM {
Allocation = .105m, name = "Mandate1", Value = 1296
},
new MandateVM {
Allocation = .205m, name = "Mandate2", Value = 2531
},
new MandateVM {
Allocation = .305m, name = "Mandate3", Value = 3765
},
new MandateVM {
Allocation = .109m, name = "Mandate4", Value = 1346
}
}
};
FundOfMandates fundOfMandates = new FundOfMandates
{
InstrumentCode = "Pos1",
InstrumentName = "FundOfMandates1",
LiquidityAllocation = 0,
Mandates = new Mandate[]
{
new Mandate {
Allocation = 10.5m, MandateId = "Mandate1", MandateName = "Mandate1"
},
new Mandate {
Allocation = 20.5m, MandateId = "Mandate2", MandateName = "Mandate2"
},
new Mandate {
Allocation = 30.5m, MandateId = "Mandate3", MandateName = "Mandate3"
},
new Mandate {
Allocation = 10.9m, MandateId = "Mandate4", MandateName = "Mandate4"
}
}
};
fundsProcessor.GetCalculatedMandates(inputPosition, fundOfMandates).Should().NotBeNull().And.BeOfType <PositionVM>().And.BeEquivalentTo(outputPosition);
}
public void ValidateFundOfMandatesReturnsPositionVM()
{
IFundProcessor fundsProcessor = new FundProcessor();
string filePath = "..\\..\\..\\TestData\\FundsOfMandatesData.xml";
List <FundOfMandates> Result = fundsProcessor.ReadFundOfMandateFile(filePath);
PortfolioVM portfolioVM = fundsProcessor.GetPortfolio();
PositionVM positionVM = null;
positionVM = fundsProcessor.GetCalculatedMandates(portfolioVM.Positions.ElementAt(1), Result.ElementAt(1));
positionVM.Should().NotBeNull().And.BeOfType <PositionVM>();
}
public void ShouldNotMakeAnyChangesToPositionVMSinceInstrumentCodeDoNotMatch()
{
IFundsProcessor fundsProcessor = new FundProcessor();
PositionVM inputPosition = new PositionVM
{
Code = "Pos1",
Name = "Position1",
Value = 12345,
Mandates = null
};
PositionVM outputPosition = new PositionVM
{
Code = "Pos1",
Name = "Position1",
Value = 12345,
Mandates = null
};
FundOfMandates fundOfMandates = new FundOfMandates
{
InstrumentCode = "Pos2",
InstrumentName = "FundOfMandates1",
LiquidityAllocation = 0,
Mandates = new Mandate[]
{
new Mandate {
Allocation = 10.5m, MandateId = "Mandate1", MandateName = "Mandate1"
},
new Mandate {
Allocation = 20.5m, MandateId = "Mandate2", MandateName = "Mandate2"
},
new Mandate {
Allocation = 30.5m, MandateId = "Mandate3", MandateName = "Mandate3"
},
new Mandate {
Allocation = 10.9m, MandateId = "Mandate4", MandateName = "Mandate4"
}
}
};
fundsProcessor.GetCalculatedMandates(inputPosition, fundOfMandates).Should().NotBeNull().And.BeOfType <PositionVM>().And.BeEquivalentTo(outputPosition);
}
public void ShouldAddLiquidityMandateAsAdditionalMandateinPositionVM()
{
IFundsProcessor fundsProcessor = new FundProcessor();
PositionVM inputPosition = new PositionVM
{
Code = "Pos1",
Name = "Position1",
Value = 12345,
Mandates = null
};
PositionVM outputPosition = new PositionVM
{
Code = "Pos1",
Name = "Position1",
Value = 12345,
Mandates = new List <MandateVM>
{
new MandateVM {
Allocation = .105m, name = "Mandate1", Value = 1296
},
new MandateVM {
Allocation = .205m, name = "Mandate2", Value = 2531
},
new MandateVM {
Allocation = .305m, name = "Mandate3", Value = 3765
},
new MandateVM {
Allocation = .109m, name = "Mandate4", Value = 1346
},
new MandateVM {
Allocation = .025m, name = "Liquidity", Value = 309
}
}
};
FundOfMandates fundOfMandates = new FundOfMandates
{
InstrumentCode = "Pos1",
InstrumentName = "FundOfMandates1",
LiquidityAllocation = 2.5m,
Mandates = new Mandate[]
{
new Mandate {
Allocation = 10.5m, MandateId = "Mandate1", MandateName = "Mandate1"
},
new Mandate {
Allocation = 20.5m, MandateId = "Mandate2", MandateName = "Mandate2"
},
new Mandate {
Allocation = 30.5m, MandateId = "Mandate3", MandateName = "Mandate3"
},
new Mandate {
Allocation = 10.9m, MandateId = "Mandate4", MandateName = "Mandate4"
}
}
};
var outputPos = fundsProcessor.GetCalculatedMandates(inputPosition, fundOfMandates);
outputPos.Should().NotBeNull().And.BeOfType <PositionVM>().And.BeEquivalentTo(outputPosition);
outputPos.Mandates.Should().HaveCount(5, "Because Liquidity should get added since we pass Liquidity allocation more than 0");
}