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)); }
public void IPositionProperties() { IPosition pos = new Position(); pos.price = 1.25; pos.quantity = 5; Assert.That(pos.price == 1.25); Assert.That(pos.quantity == 5); }
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 TestSell() { Symbol s = new Symbol("GOOG"); Position pos = new Position(); Trade t = new Trade(); t.Status = tradeStatus.Active; t.type = tradeTypes.Buy; t.Position = pos; t.Symbol = s; t.timestamp = new DateTime(2013, 6, 1); t.price = 10; t.quantity = 5; Trade sell = t.sell(2); Assert.AreEqual(s, sell.Symbol); Assert.AreEqual(pos, sell.Position); Assert.AreEqual(tradeStatus.Closed, sell.Status); Assert.AreEqual(tradeTypes.Sell, sell.type); Assert.AreEqual(2, sell.quantity); Assert.AreNotEqual(t.timestamp, sell.timestamp); Assert.AreEqual(t, sell.RelatedTrade); }
public void IPositionOpen() { IPosition pos = new Position(); pos.status = positionStatus.Open; Assert.AreEqual(pos.status, positionStatus.Open); }
public void IPositionClosed() { IPosition pos = new Position(); pos.status = positionStatus.Closed; Assert.AreEqual(pos.status, positionStatus.Closed); }
static void Main(string[] args) { Console.WriteLine("Testing the entity framework..."); TraderContext db = new TraderContext(); Console.WriteLine("Clearing the database..."); var d_quotes = from q in db.Quotes select q; foreach (var i in d_quotes) db.Quotes.Remove(i); var d_symbol = from s in db.Symbols select s; foreach (var i in d_symbol) db.Symbols.Remove(i); var d_position = from p in db.Positions select p; foreach (var i in d_position) db.Positions.Remove(i); var d_trade = from t in db.Trades select t; foreach (var i in d_trade) db.Trades.Remove(i); Console.WriteLine("Adding records to database..."); db.Symbols.Add(new Symbol("GOOG")); db.Symbols.Add(new Symbol("LNC")); db.SaveChanges(); Quote q1 = new Quote(); q1.timestamp = DateTime.Now; q1.price = 50.47; q1.Symbol = db.Symbols.First(); db.Quotes.Add(q1); Position p1 = new Position(); p1.SymbolName = "GOOG"; p1.price = 5000; p1.quantity = 150; p1.status = positionStatus.Open; db.Positions.Add(p1); db.SaveChanges(); Trade t1 = new Trade(); t1.timestamp = DateTime.Now; t1.quantity = 40; t1.price = 10.10; t1.type = tradeTypes.Buy; t1.SymbolName = "GOOG"; db.Trades.Add(t1); var q_addtopos = from p in db.Positions.Include("Trades") where p.SymbolName == "GOOG" select p; Position goog_pos = q_addtopos.FirstOrDefault(); goog_pos.Trades.Add(t1); db.SaveChanges(); WatchList w = new WatchList(); w.ListName = "Default"; db.WatchLists.Add(w); db.SaveChanges(); WatchListItem wi1 = new WatchListItem(); wi1.ListName = "Default"; wi1.SymbolName = "GOOG"; db.WatchListItems.Add(wi1); WatchListItem wi2 = new WatchListItem(); wi2.ListName = "Default"; wi2.SymbolName = "LNC"; db.WatchListItems.Add(wi2); db.SaveChanges(); Console.WriteLine("Retrieving records from database..."); Console.WriteLine("\nSymbols"); var query = from s in db.Symbols orderby s.name select s; foreach (var i in query) { Console.WriteLine("Symbol: " + i.name); } Console.WriteLine("\nQuotes"); var q_search = from q in db.Quotes select q; foreach (var i in q_search) { Console.WriteLine("Record: " + i.QuoteId.ToString()); Console.WriteLine("Symbol: " + i.Symbol.name); Console.WriteLine("Timestamp: " + i.timestamp.ToString()); Console.WriteLine("Price: " + i.price.ToString()); } Console.WriteLine("\nPositions"); var p_search = from p in db.Positions select p; foreach (var i in p_search) { Console.WriteLine("Record: " + i.PositionId.ToString()); Console.WriteLine("Symbol: " + i.Symbol.name); Console.WriteLine("Trade count: " + i.Trades.Count.ToString()); foreach (var t in i.Trades) { Console.WriteLine("\tTrade Id: " + t.TradeId.ToString()); Console.WriteLine("\tType: " + t.type.ToString()); Console.WriteLine("\tPrice: " + t.price.ToString()); Console.WriteLine("\tQuantity: " + t.quantity.ToString()); Console.WriteLine("\tTimestamp: " + t.timestamp.ToString()); } } Console.WriteLine("\nWatchlist"); var wlist = from l in db.WatchLists.Include("Items") select l; WatchList deflist = wlist.FirstOrDefault(); foreach (var i in deflist.Items) { Console.WriteLine("\t" + i.Symbol.name); } Console.WriteLine("\nTesting complete."); Console.ReadLine(); db.Dispose(); }
// 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; }