public void AllocationRuleYes()
{
Portfolio p = new Portfolio();
Position pos1 = new Position();
pos1.status = positionStatus.Open;
pos1.Symbol = new Symbol("SYM1");
pos1.price = 10;
pos1.quantity = 1;
Position pos2 = new Position();
pos2.status = positionStatus.Open;
pos1.Symbol = new Symbol("SYM2");
pos2.price = 10;
pos2.quantity = 1;
p.Positions = new List<Position>();
p.Positions.Add(pos1);
p.Positions.Add(pos2);
Trade t = new Trade();
t.type = tradeTypes.Buy;
t.Symbol = new Symbol("SYM2");
t.price = 1;
t.quantity = 2;
AllocationRule r = new AllocationRule(0.6);
Assert.IsTrue(r.Apply(p, t));
}
// if this transaction violates any of our portfolio rules, this method will throw an exception
public void ApplyRules(Portfolio p, Trade t)
{
foreach (PortfolioRule r in Rules)
{
r.Apply(p, t);
}
}
public void PlaceABuyTrade()
{
Portfolio port = new Portfolio();
port.Cash = 1000;
Position pos = new Position();
pos.PositionId = 3;
pos.quantity = 0;
pos.price = 0;
Trade t = new Trade();
PortfolioManager pm = new PortfolioManager(); // this test might need to initialize the rules
pm.ProcessBuyTrade(t, "GOOG", 10, 2.5, pos, port);
Assert.AreEqual("GOOG", t.SymbolName);
Assert.AreEqual(10, t.quantity);
Assert.AreEqual(2.5, t.price);
Assert.AreEqual(tradeTypes.Buy, t.type);
Assert.AreEqual(3, t.PositionId);
Assert.AreEqual(10, pos.quantity);
Assert.AreEqual(25, pos.price);
Assert.AreEqual(975, port.Cash);
}
public void EnoughFundsRuleNo()
{
Portfolio p = new Portfolio();
p.Cash = 1;
Trade t = new Trade();
t.type = tradeTypes.Buy;
t.quantity = 2;
t.price = 10.25;
EnoughFundsRule r = new EnoughFundsRule();
Assert.Throws<InsufficientFunds>(() => r.Apply(p, t));
}
public void EnoughFundsRuleYes()
{
Portfolio p = new Portfolio();
p.Cash = 5000;
Trade t = new Trade();
t.type = tradeTypes.Buy;
t.quantity = 2;
t.price = 10.25;
EnoughFundsRule r = new EnoughFundsRule();
Assert.IsTrue(r.Apply(p, t));
}
protected override void Seed(TraderContext context)
{
Portfolio portfolio = new Portfolio();
portfolio.Cash = 10000;
context.Portfolios.Add(portfolio);
context.SaveChanges();
Symbol s = new Symbol("GOOG");
context.Symbols.Add(s);
context.SaveChanges();
Position pos1 = new Position();
pos1.price = 100;
pos1.quantity = 5;
pos1.status = positionStatus.Open;
pos1.Symbol = s;
pos1.Portfolio = portfolio;
context.Positions.Add(pos1);
context.SaveChanges();
Trade t1 = new Trade();
t1.Symbol = s;
t1.Position = pos1;
t1.price = 20;
t1.quantity = 5;
t1.type = tradeTypes.Buy;
t1.TransactionId = Guid.NewGuid().ToString();
t1.timestamp = DateTime.Now;
context.Trades.Add(t1);
context.SaveChanges();
Quote q1 = new Quote();
q1.Symbol = s;
q1.timestamp = DateTime.Now;
q1.price = 20.15;
context.Quotes.Add(q1);
context.SaveChanges();
Alert a1 = new Alert();
a1.AlertId = Guid.NewGuid();
a1.Symbol = s;
a1.Timestamp = DateTime.Now;
a1.Type = tradeTypes.Buy;
a1.Quantity = 100;
a1.SentTo = "*****@*****.**";
a1.Price = 10.45;
a1.ResponseCode = responseCodes.Pending;
context.Alerts.Add(a1);
context.SaveChanges();
SystemSetting emailaddress = new SystemSetting();
emailaddress.Module = "UserAgent";
emailaddress.Name = "ALERTS_EMAIL_ADDRESS_TO";
emailaddress.Value = "*****@*****.**";
context.SystemSettings.Add(emailaddress);
context.SaveChanges();
//ThreeDuckStrategy
context.SystemSettings.Add(new SystemSetting("ThreeDuckStrategy", "FIRST_DUCK_SECONDS", "604800"));
context.SystemSettings.Add(new SystemSetting("ThreeDuckStrategy", "SECOND_DUCK_SECONDS", "86400"));
context.SystemSettings.Add(new SystemSetting("ThreeDuckStrategy", "THIRD_DUCK_SECONDS", "43200"));
context.SystemSettings.Add(new SystemSetting("ThreeDuckStrategy", "MOVING_AVERAGE_WINDOW", "10"));
context.SaveChanges();
// Adam's stuff to fill in db tables
string[] symbols = { "AAPL", "VZ", "INTC", "MSFT", "HP", "PANL", "NVDA", "QCOM", "AMD", "FB", "LNKD", "ZNGA" };
string[] watchlists = { "", "Other", "Test List", "Future Purchases" };
Random rand = new Random();
for (int i = 0; i < watchlists.Length; i++)
{
WatchList w = new WatchList(watchlists[i]);
context.WatchLists.Add(w);
}
context.SaveChanges();
for (int i = 0; i < symbols.Length; i++)
{
Symbol symbol = new Symbol(symbols[i]);
symbol.CompanyName = "Random Company Name, Inc.";
context.Symbols.Add(symbol);
WatchListItem wli = new WatchListItem(symbol, watchlists[rand.Next(0, watchlists.Length)]);
context.WatchListItems.Add(wli);
for (int k = 0; k < 10; k++)
{
Quote quote1 = new Quote();
quote1.price = Math.Round((rand.NextDouble() * (200 - 5) + 5), 2);
quote1.timestamp = DateTime.Now.AddDays(-k);
quote1.SymbolName = symbol.name;
context.Quotes.Add(quote1);
}
Alert alert1 = new Alert();
alert1.AlertId = Guid.NewGuid();
alert1.Symbol = symbol;
alert1.Timestamp = DateTime.Now.AddDays(-2);
alert1.Type = tradeTypes.Buy;
alert1.Quantity = 100;
alert1.SentTo = "*****@*****.**";
alert1.Price = 20.00;
alert1.ResponseCode = responseCodes.Pending;
context.Alerts.Add(alert1);
Alert alert2 = new Alert();
alert2.AlertId = Guid.NewGuid();
alert2.Symbol = symbol;
alert2.Timestamp = DateTime.Now;
alert2.Type = tradeTypes.Buy;
alert2.Quantity = 100;
alert2.SentTo = "*****@*****.**";
alert2.Price = 20.00;
alert2.ResponseCode = responseCodes.Pending;
context.Alerts.Add(alert2);
Alert alert3 = new Alert();
alert3.AlertId = Guid.NewGuid();
alert3.Symbol = symbol;
alert3.Timestamp = DateTime.Now.AddHours(-1);
alert3.Type = tradeTypes.Buy;
alert3.Quantity = 100;
alert3.SentTo = "*****@*****.**";
alert3.Price = 20.00;
alert3.ResponseCode = responseCodes.Pending;
context.Alerts.Add(alert3);
context.SaveChanges();
Position p = new Position();
p.status = positionStatus.Open;
p.Symbol = symbol;
p.Portfolio = portfolio;
for (int j = 0; j < new Random().Next(1, 10); j++)
{
Trade t = new Trade();
t.Symbol = symbol;
t.Position = p;
t.price = Math.Round((rand.NextDouble() * (200 - 5) + 5), 2);
t.quantity = rand.Next(1, 20);
t.type = tradeTypes.Buy;
t.TransactionId = Guid.NewGuid().ToString();
t.timestamp = DateTime.Now.AddSeconds(rand.Next(1, (60 * 60 * 24 * 60) + 1) * -1); // any time between 60 days ago
p.price += t.price;
context.Trades.Add(t);
}
p.Recalculate();
context.Positions.Add(p);
}
context.SaveChanges();
}
// builds a new Trade object to reflect the requested transaction, updates the position and portfolio
public void ProcessBuyTrade(Trade t, string symbolName, int quantity, double price, Position pos, Portfolio port)
{
t.type = tradeTypes.Buy;
t.SymbolName = symbolName;
t.quantity = quantity;
t.timestamp = DateTime.Now;
t.price = price;
ApplyRules(port, t);
t.PositionId = pos.PositionId;
pos.quantity += t.quantity;
pos.price += t.price * t.quantity;
port.Cash -= (t.price * t.quantity) - t.PaidCommission;
}