public void MinOrderValueCutOffStrategy_AsExpected()
{
var toBuyAmount = 2070.2175m;
var(currentWeights, targetWeights, portfolioValue) = TestResources.ReadWeights();
var strategy = new MinOrderValueCutOffStrategy(new FollowTargetAdjustmentStrategy(), MIN_ORDER_VALUE / toBuyAmount);
var adjustedWeights =
strategy.AdjustWeights(currentWeights, targetWeights, portfolioValue / toBuyAmount);
Assert.IsTrue(adjustedWeights.Sum(w => w.Value).IsApproxOne());
}
public void FollowTargetAdjustmentStrategy_AsExpected()
{
var toBuyAmount = 2000m;
var(currentWeights, targetWeights, portfolioValue) = TestResources.ReadWeights();
var strategy = new FollowTargetAdjustmentStrategy();
var adjustedWeights =
strategy.AdjustWeights(currentWeights, targetWeights, portfolioValue / toBuyAmount);
Assert.IsTrue(adjustedWeights.Sum(w => w.Value).IsApproxOne());
}