public void SetLeverageTest() { var model = new PatternDayTradingMarginBuyingPowerModel(); // Open market var security = CreateSecurity(Noon); security.BuyingPowerModel = new PatternDayTradingMarginBuyingPowerModel(); model.SetLeverage(security, 10m); Assert.AreNotEqual(10m, model.GetLeverage(security)); // Closed market security = CreateSecurity(Midnight); model.SetLeverage(security, 10m); Assert.AreNotEqual(10m, model.GetLeverage(security)); security.Holdings.SetHoldings(100m, 100); }
public void InitializationTests() { // No parameters initialization, used default PDT 4x leverage open market and 2x leverage otherwise var model = new PatternDayTradingMarginBuyingPowerModel(); var leverage = model.GetLeverage(CreateSecurity(Noon)); Assert.AreEqual(4.0m, leverage); model = new PatternDayTradingMarginBuyingPowerModel(2.0m, 5.0m); leverage = model.GetLeverage(CreateSecurity(Noon)); Assert.AreEqual(5.0m, leverage); }