public void ValidateInvalidPowerTrades()
{
var powerTrades = new PowerTrades {
Day = SummerDay, Trades = new[] { PowerTrade.Create(SummerDay.DateTime, 24), PowerTrade.Create(SummerDay.DateTime, 23) }
};
Assert.Throws <ArgumentException>(() => PositionReport.ValidateTrades(powerTrades));
}
public void BuildPositionOnePowerTrade()
{
var powerTrade = PowerTrade.Create(SummerDay.DateTime, 24);
var trades = new PowerTrades {
Day = SummerDay, Trades = new[] { powerTrade }
};
var actual = PositionReport.BuildPosition(trades);
var expectedPeriods = powerTrade.Periods;
Assert.That(actual.Day, Is.EqualTo(trades.Day));
CollectionAssert.AreEqual(expectedPeriods, actual.Periods, new PowerPeriodComparer(0.0001));
}
public void ValidateValidPowerTrades()
{
var powerTrades = new PowerTrades {
Day = SummerDay, Trades = Enumerable.Range(1, 2).Select(i => PowerTrade.Create(SummerDay.DateTime, 24)).ToArray()
};
var actual = PositionReport.ValidateTrades(powerTrades);
Assert.That(actual.Day, Is.EqualTo(powerTrades.Day));
for (var i = 0; i < powerTrades.Trades.Count(); i++)
{
CollectionAssert.AreEqual(actual.Trades[i].Periods, powerTrades.Trades[i].Periods, new PowerPeriodComparer(0.0001));
}
}
public void BuildPositionMultiplePowerTrades()
{
var powerTrade = CreatePowerTrade(SummerDay, 24);
var trades = new PowerTrades {
Day = SummerDay, Trades = new[] { powerTrade, powerTrade, powerTrade }
};
var actual = PositionReport.BuildPosition(trades);
var expectedPeriods = powerTrade.Periods.Select(p => new PowerPeriod {
Period = p.Period, Volume = p.Volume * 3.0
}).ToArray();
Assert.That(actual.Day, Is.EqualTo(trades.Day));
CollectionAssert.AreEqual(expectedPeriods, actual.Periods, new PowerPeriodComparer(0.0001));
}
