public virtual void equalsBad()
{
FxMatrix test = FxMatrix.builder().addRate(USD, GBP, 1.4).build();
assertThat(test.Equals(ANOTHER_TYPE)).False;
assertThat(test.Equals(null)).False;
}
public virtual void singleRateMatrixCannotDoConversionForUnknownCurrency()
{
FxMatrix matrix = FxMatrix.builder().addRate(GBP, USD, 1.6).build();
assertThat(matrix.Currencies).containsOnly(GBP, USD);
assertThrowsIllegalArg(() => matrix.fxRate(USD, EUR));
}
public virtual void emptyMatrixCannotDoConversion()
{
FxMatrix matrix = FxMatrix.builder().build();
assertThat(matrix.Currencies).Empty;
assertThrowsIllegalArg(() => matrix.fxRate(USD, EUR));
}
public virtual void addMultipleRates()
{
// Use linked map to force the order of evaluation
// want to see that builder recovers when
// encountering a currency pair for 2 unknown
// currencies but which will appear later
LinkedHashMap <CurrencyPair, double> rates = new LinkedHashMap <CurrencyPair, double>();
rates.put(CurrencyPair.of(GBP, USD), 1.6);
rates.put(CurrencyPair.of(EUR, USD), 1.4);
rates.put(CurrencyPair.of(CHF, AUD), 1.2); // Neither currency seen before
rates.put(CurrencyPair.of(SEK, AUD), 0.16); // AUD seen before but not added yet
rates.put(CurrencyPair.of(JPY, CAD), 0.01); // Neither currency seen before
rates.put(CurrencyPair.of(EUR, CHF), 1.2);
rates.put(CurrencyPair.of(JPY, USD), 0.0084);
FxMatrix matrix = FxMatrix.builder().addRates(rates).build();
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix.fxRate(USD, GBP)).isEqualTo(1 / 1.6);
assertThat(matrix.fxRate(EUR, USD)).isEqualTo(1.4);
assertThat(matrix.fxRate(USD, EUR)).isEqualTo(1 / 1.4);
assertThat(matrix.fxRate(EUR, GBP)).isEqualTo(1.4 / 1.6, TOL);
assertThat(matrix.fxRate(GBP, EUR)).isEqualTo(1.6 / 1.4, TOL);
assertThat(matrix.fxRate(EUR, CHF)).isEqualTo(1.2);
}
public virtual void canAddRateUsingCurrencyPair()
{
FxMatrix matrix = FxMatrix.builder().addRate(CurrencyPair.of(GBP, USD), 1.6).build();
assertThat(matrix.Currencies).containsOnly(GBP, USD);
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix.fxRate(USD, GBP)).isEqualTo(0.625);
}
public virtual void singleRateMatrixByOfCurrenciesFactory()
{
FxMatrix matrix = FxMatrix.of(GBP, USD, 1.6);
assertThat(matrix.Currencies).containsOnly(GBP, USD);
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix.fxRate(USD, GBP)).isEqualTo(0.625);
}
public virtual void singleRateMatrixByBuilder()
{
FxMatrix matrix = FxMatrix.builder().addRate(GBP, USD, 1.6).build();
assertThat(matrix.Currencies).containsOnly(GBP, USD);
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix.fxRate(USD, GBP)).isEqualTo(0.625);
}
public virtual void cannotMergeDisjointMatrices()
{
FxMatrix matrix1 = FxMatrix.builder().addRate(GBP, USD, 1.6).addRate(EUR, USD, 1.4).build();
FxMatrix matrix2 = FxMatrix.builder().addRate(CHF, AUD, 1.2).addRate(SEK, AUD, 0.16).build();
assertThrowsIllegalArg(() => matrix1.merge(matrix2));
}
public virtual void emptyMatrixCanHandleTrivialRate()
{
FxMatrix matrix = FxMatrix.empty();
assertThat(matrix.Currencies).Empty;
assertThat(matrix.fxRate(USD, USD)).isEqualTo(1.0);
assertThat(matrix.ToString()).isEqualTo("FxMatrix[ : ]");
}
public virtual void test_convertedTo()
{
FxMatrix fxMatrix = FxMatrix.builder().addRate(GBP, CAD, 2).addRate(USD, CAD, 1.3).addRate(EUR, CAD, 1.4).build();
CurrencyAmountArray convertedArray = VALUES_ARRAY.convertedTo(Currency.CAD, fxMatrix);
DoubleArray expected = DoubleArray.of(20 * 2 + 30 * 1.3 + 40 * 1.4, 21 * 2 + 32 * 1.3 + 43 * 1.4, 22 * 2 + 33 * 1.3 + 44 * 1.4);
assertThat(convertedArray.Values).isEqualTo(expected);
}
public virtual void hashCodeCoverage()
{
FxMatrix m1 = FxMatrix.builder().addRate(GBP, USD, 1.4).build();
FxMatrix m2 = FxMatrix.builder().addRate(GBP, USD, 1.39).build();
FxMatrix m3 = FxMatrix.builder().addRate(GBP, USD, 1.39).build();
assertThat(m1.GetHashCode()).isNotEqualTo(m2.GetHashCode());
assertThat(m2.GetHashCode()).isEqualTo(m3.GetHashCode());
}
public virtual void singleRateMatrixByOfCurrencyPairFactory()
{
FxMatrix matrix = FxMatrix.of(CurrencyPair.of(GBP, USD), 1.6);
assertThat(matrix.Currencies).containsOnly(GBP, USD);
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix.fxRate(USD, GBP)).isEqualTo(0.625);
assertThat(matrix.ToString()).isEqualTo("FxMatrix[GBP, USD : [1.0, 1.6],[0.625, 1.0]]");
}
public virtual void mergeIgnoresDuplicateCurrencies()
{
FxMatrix matrix1 = FxMatrix.builder().addRate(GBP, USD, 1.6).addRate(EUR, USD, 1.4).addRate(EUR, CHF, 1.2).build();
FxMatrix matrix2 = FxMatrix.builder().addRate(GBP, USD, 1.7).addRate(EUR, USD, 1.5).addRate(EUR, CHF, 1.3).build();
FxMatrix result = matrix1.merge(matrix2);
assertThat(result).isEqualTo(matrix1);
}
public virtual void addMultipleRatesContainingEntryWithNoCommonCurrency()
{
LinkedHashMap <CurrencyPair, double> rates = new LinkedHashMap <CurrencyPair, double>();
rates.put(CurrencyPair.of(GBP, USD), 1.6);
rates.put(CurrencyPair.of(EUR, USD), 1.4);
rates.put(CurrencyPair.of(JPY, CAD), 0.01); // Neither currency linked to one of the others
assertThrows(() => FxMatrix.builder().addRates(rates).build(), typeof(System.InvalidOperationException));
}
public virtual void updatingRateIsNotSymmetric()
{
/*
* Expected data as produced from old analytics FxMatrix
*
* [USD, GBP, EUR] - {
* USD {1.0 ,0.666, 0.714283},
* GBP {1.5, 1.0, 1.071428},
* EUR {1.4, 0.933, 1.0}}
*
* [USD, GBP, EUR] - {
* {1.0, 0.625, 0.66964},
* {1.6, 1.0, 1.071428},
* {1.49333, 0.9333, 1.0}}
*
* [USD, GBP, EUR] - {
* {1.0, 0.625, 0.71428},
* {1.6, 1.0, 1.14285},
* {1.4, 0.875, 1.0}}
*/
FxMatrix matrix1 = FxMatrix.builder().addRate(GBP, USD, 1.5).addRate(EUR, USD, 1.4).build();
FxMatrix matrix2 = matrix1.toBuilder().addRate(GBP, USD, 1.6).build();
// Switching the currency order for the update gives a
// different matrix and has a different effect on the
// the rates
FxMatrix matrix3 = matrix1.toBuilder().addRate(USD, GBP, 1 / 1.6).build();
assertThat(matrix2).isNotEqualTo(matrix3);
assertThat(matrix1.Currencies).hasSize(3);
assertThat(matrix1.fxRate(GBP, USD)).isEqualTo(1.5);
assertThat(matrix1.fxRate(EUR, USD)).isEqualTo(1.4);
assertThat(matrix1.fxRate(EUR, GBP)).isEqualTo(1.4 / 1.5, TOL);
// The rate we updated
assertThat(matrix2.fxRate(GBP, USD)).isEqualTo(1.6);
// Matrix2 update was restating USD wrt GBP so
// EUR/USD is affected
assertThat(matrix2.fxRate(EUR, USD)).isEqualTo(1.4 * (1.6 / 1.5), TOL); // = 1.49333
// but EUR/GBP is not
assertThat(matrix2.fxRate(EUR, GBP)).isEqualTo(1.4 / 1.5, TOL); // = 0.9333
// The rate we updated
assertThat(matrix3.fxRate(GBP, USD)).isEqualTo(1.6);
// As matrix3 update was restating GBP wrt USD, there is
// no effect on EUR/USD
assertThat(matrix3.fxRate(EUR, USD)).isEqualTo(1.4);
// but there is an effect on EUR/GBP
assertThat(matrix3.fxRate(EUR, GBP)).isEqualTo((1.4 / 1.5) * (1.5 / 1.6), TOL); // = 0.875
}
public virtual void streamEntriesToMatrix()
{
// If we obtain a stream of rates we can collect to an fx matrix
IDictionary <CurrencyPair, double> rates = ImmutableMap.builder <CurrencyPair, double>().put(CurrencyPair.of(GBP, USD), 1.6).put(CurrencyPair.of(EUR, USD), 1.4).put(CurrencyPair.of(CHF, AUD), 1.2).put(CurrencyPair.of(SEK, AUD), 0.1).put(CurrencyPair.of(JPY, CAD), 0.0).put(CurrencyPair.of(EUR, CHF), 1.2).put(CurrencyPair.of(JPY, USD), 0.008).build();
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
FxMatrix matrix = rates.SetOfKeyValuePairs().collect(entriesToFxMatrix());
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix.fxRate(EUR, USD)).isEqualTo(1.4);
}
public virtual void convertMultipleCurrencyAmountWithMultipleEntries()
{
FxMatrix matrix = FxMatrix.builder().addRate(GBP, EUR, 1.4).addRate(GBP, USD, 1.6).build();
MultiCurrencyAmount amount = MultiCurrencyAmount.of(CurrencyAmount.of(GBP, 1600), CurrencyAmount.of(EUR, 1200), CurrencyAmount.of(USD, 1500));
assertThat(matrix.convert(amount, GBP)).hasCurrency(GBP).hasAmount(1600d + (1200 / 1.4) + (1500 / 1.6), TOL);
assertThat(matrix.convert(amount, USD)).hasCurrency(USD).hasAmount((1600d * 1.6) + ((1200 / 1.4) * 1.6) + 1500);
assertThat(matrix.convert(amount, EUR)).hasCurrency(EUR).hasAmount((1600d * 1.4) + 1200 + ((1500 / 1.6) * 1.4));
}
public virtual void convertMultipleCurrencyAmountWithSingleEntry()
{
FxMatrix matrix = FxMatrix.builder().addRate(GBP, EUR, 1.4).addRate(GBP, USD, 1.6).build();
MultiCurrencyAmount amount = MultiCurrencyAmount.of(CurrencyAmount.of(GBP, 1600));
assertThat(matrix.convert(amount, GBP)).hasCurrency(GBP).hasAmount(1600);
assertThat(matrix.convert(amount, USD)).hasCurrency(USD).hasAmount(2560);
assertThat(matrix.convert(amount, EUR)).hasCurrency(EUR).hasAmount(2240);
}
public virtual void convertCurrencyAmount()
{
FxMatrix matrix = FxMatrix.builder().addRate(GBP, EUR, 1.4).addRate(GBP, USD, 1.6).build();
CurrencyAmount amount = CurrencyAmount.of(GBP, 1600);
assertThat(matrix.convert(amount, GBP)).isEqualTo(amount);
assertThat(matrix.convert(amount, USD)).hasCurrency(USD).hasAmount(2560);
assertThat(matrix.convert(amount, EUR)).hasCurrency(EUR).hasAmount(2240);
}
// By adding more than 8 currencies we force a resizing
// operation - ensure it causes no issues
public virtual void addMultipleRatesSingle()
{
FxMatrix matrix = FxMatrix.builder().addRate(GBP, USD, 1.6).addRate(EUR, USD, 1.4).addRate(EUR, CHF, 1.2).addRate(EUR, CHF, 1.2).addRate(CHF, AUD, 1.2).addRate(SEK, AUD, 0.16).addRate(JPY, USD, 0.0084).addRate(JPY, CAD, 0.01).addRate(USD, NZD, 1.3).build();
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix.fxRate(USD, GBP)).isEqualTo(1 / 1.6);
assertThat(matrix.fxRate(EUR, USD)).isEqualTo(1.4, TOL);
assertThat(matrix.fxRate(USD, EUR)).isEqualTo(1 / 1.4, TOL);
assertThat(matrix.fxRate(EUR, GBP)).isEqualTo(1.4 / 1.6, TOL);
assertThat(matrix.fxRate(GBP, EUR)).isEqualTo(1.6 / 1.4, TOL);
assertThat(matrix.fxRate(EUR, CHF)).isEqualTo(1.2);
}
public virtual void rateCanBeUpdatedWithDirectionSwitched()
{
FxMatrix matrix1 = FxMatrix.builder().addRate(GBP, USD, 1.6).build();
assertThat(matrix1.Currencies).hasSize(2);
assertThat(matrix1.fxRate(GBP, USD)).isEqualTo(1.6);
FxMatrix matrix2 = matrix1.toBuilder().addRate(USD, GBP, 0.625).build();
assertThat(matrix2.Currencies).hasSize(2);
assertThat(matrix2.fxRate(GBP, USD)).isEqualTo(1.6);
}
public virtual void convertMultipleCurrencyAmountWithNoEntries()
{
FxMatrix matrix = FxMatrix.builder().addRate(GBP, EUR, 1.4).addRate(GBP, USD, 1.6).build();
MultiCurrencyAmount amount = MultiCurrencyAmount.of();
assertThat(matrix.convert(amount, GBP)).hasCurrency(GBP).hasAmount(0);
assertThat(matrix.convert(amount, USD)).hasCurrency(USD).hasAmount(0);
assertThat(matrix.convert(amount, EUR)).hasCurrency(EUR).hasAmount(0);
}
public virtual void testSerializeDeserialize()
{
FxMatrix test1 = FxMatrix.builder().addRate(GBP, USD, 1.6).addRate(EUR, USD, 1.4).addRate(EUR, CHF, 1.2).build();
FxMatrix test2 = FxMatrix.builder().addRate(GBP, USD, 1.7).addRate(EUR, USD, 1.5).addRate(EUR, CHF, 1.3).build();
cycleBean(FxMatrix.empty());
cycleBean(test1);
cycleBean(test2);
assertSerialization(FxMatrix.empty());
assertSerialization(test1);
assertSerialization(test2);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
FxMatrix other = (FxMatrix)obj;
return(JodaBeanUtils.equal(currencies, other.currencies) && JodaBeanUtils.equal(rates, other.rates));
}
return(false);
}
public virtual void test_convertedTo_existingCurrency()
{
FxMatrix fxMatrix = FxMatrix.builder().addRate(USD, GBP, 1 / 1.5).addRate(EUR, GBP, 0.7).build();
CurrencyAmountArray convertedArray = VALUES_ARRAY.convertedTo(Currency.GBP, fxMatrix);
assertThat(convertedArray.Currency).isEqualTo(Currency.GBP);
double[] expected = new double[] { 20 + 30 / 1.5 + 40 * 0.7, 21 + 32 / 1.5 + 43 * 0.7, 22 + 33 / 1.5 + 44 * 0.7 };
for (int i = 0; i < 3; i++)
{
assertThat(convertedArray.get(i).Amount).isEqualTo(expected[i], offset(1e-6));
}
}
public virtual void ratedCanBeUpdatedAndAddedViaBuilder()
{
FxMatrix matrix1 = FxMatrix.builder().addRate(GBP, USD, 1.5).build();
assertThat(matrix1.Currencies).containsOnly(GBP, USD);
assertThat(matrix1.fxRate(GBP, USD)).isEqualTo(1.5);
FxMatrix matrix2 = matrix1.toBuilder().addRate(GBP, USD, 1.6).addRate(EUR, USD, 1.4).build();
assertThat(matrix2.Currencies).containsOnly(GBP, USD, EUR);
assertThat(matrix2.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix2.fxRate(EUR, USD)).isEqualTo(1.4);
}
public virtual void streamPairsToMatrix()
{
// If we obtain a stream of pairs with rates we can stream them
// This could happen if an entry set undergoes a map operation
IDictionary <CurrencyPair, double> rates = ImmutableMap.builder <CurrencyPair, double>().put(CurrencyPair.of(GBP, USD), 1.6).put(CurrencyPair.of(EUR, USD), 1.4).put(CurrencyPair.of(CHF, AUD), 1.2).put(CurrencyPair.of(SEK, AUD), 0.1).put(CurrencyPair.of(JPY, CAD), 0.0).put(CurrencyPair.of(EUR, CHF), 1.2).put(CurrencyPair.of(JPY, USD), 0.008).build();
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
FxMatrix matrix = rates.SetOfKeyValuePairs().Select(e => Pair.of(e.Key, e.Value * 1.01)).collect(pairsToFxMatrix());
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.616);
assertThat(matrix.fxRate(EUR, USD)).isEqualTo(1.414);
}
public virtual void matrixCalculatesCrossRates()
{
FxMatrix matrix = FxMatrix.builder().addRate(GBP, USD, 1.6).addRate(EUR, USD, 1.4).addRate(EUR, CHF, 1.2).build();
assertThat(matrix.Currencies).containsOnly(GBP, USD, EUR, CHF);
assertThat(matrix.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(matrix.fxRate(USD, GBP)).isEqualTo(1 / 1.6);
assertThat(matrix.fxRate(EUR, USD)).isEqualTo(1.4);
assertThat(matrix.fxRate(USD, EUR)).isEqualTo(1 / 1.4);
assertThat(matrix.fxRate(EUR, GBP)).isEqualTo(1.4 / 1.6, TOL);
assertThat(matrix.fxRate(GBP, EUR)).isEqualTo(1.6 / 1.4, TOL);
assertThat(matrix.fxRate(EUR, CHF)).isEqualTo(1.2);
}
public virtual void equalsGood()
{
FxMatrix m1 = FxMatrix.builder().addRate(GBP, USD, 1.4).build();
FxMatrix m2 = FxMatrix.builder().addRate(GBP, USD, 1.39).build();
FxMatrix m3 = FxMatrix.builder().addRate(GBP, USD, 1.39).build();
FxMatrix m4 = FxMatrix.builder().addRate(GBP, EUR, 1.2).build();
assertThat(m1.Equals(m1)).True;
assertThat(m2.Equals(m2)).True;
assertThat(m3.Equals(m3)).True;
assertThat(m4.Equals(m4)).True;
assertThat(m1.Equals(m2)).False;
assertThat(m1.Equals(m4)).False;
assertThat(m2.Equals(m3)).True;
}
public virtual void mergeAddsInAdditionalCurrencies()
{
FxMatrix matrix1 = FxMatrix.builder().addRate(GBP, USD, 1.6).addRate(EUR, USD, 1.4).build();
FxMatrix matrix2 = FxMatrix.builder().addRate(EUR, CHF, 1.2).addRate(CHF, AUD, 1.2).build();
FxMatrix result = matrix1.merge(matrix2);
assertThat(result.Currencies).contains(USD, GBP, EUR, CHF, AUD);
assertThat(result.fxRate(GBP, USD)).isEqualTo(1.6);
assertThat(result.fxRate(GBP, EUR)).isEqualTo(1.6 / 1.4, TOL);
assertThat(result.fxRate(EUR, CHF)).isEqualTo(1.2);
assertThat(result.fxRate(CHF, AUD)).isEqualTo(1.2);
assertThat(result.fxRate(GBP, CHF)).isEqualTo((1.6 / 1.4) * 1.2, TOL);
assertThat(result.fxRate(GBP, AUD)).isEqualTo((1.6 / 1.4) * 1.2 * 1.2, TOL);
}