public void Load_Listed_Instrument_Transaction()
{
var effectiveDate = new DateTimeOffset(2018, 1, 1, 0, 0, 0, TimeSpan.Zero);
// create the portfolio
var portfolioCode = _testDataUtilities.CreateTransactionPortfolio(TestDataUtilities.TutorialScope);
// create the transaction request
var transaction = new TransactionRequest(
// unique transaction id
transactionId: Guid.NewGuid().ToString(),
// instruments must already exist in LUSID and have a valid LUSID instrument id
instrumentIdentifiers: new Dictionary <string, string>
{
[TestDataUtilities.LusidInstrumentIdentifier] = _instrumentIds[0]
},
type: "Buy",
totalConsideration: new CurrencyAndAmount(1230, "GBP"),
transactionDate: effectiveDate,
settlementDate: effectiveDate,
units: 100,
transactionPrice: new TransactionPrice(12.3),
source: "Custodian");
// add the transaction
_transactionPortfoliosApi.UpsertTransactions(TestDataUtilities.TutorialScope, portfolioCode, new List <TransactionRequest> {
transaction
});
// get the transaction
var transactions = _transactionPortfoliosApi.GetTransactions(TestDataUtilities.TutorialScope, portfolioCode);
Assert.That(transactions.Values, Has.Count.EqualTo(1));
Assert.That(transactions.Values[0].TransactionId, Is.EqualTo(transaction.TransactionId));
}
/// <summary>
/// This method add instruments to a portfolio (specified by its scope and code),
/// by creating a transaction request with the instrument's LUID.
/// </summary>
private void AddInstrumentsTransactionToPortfolio(
List <string> luids,
string portfolioScope,
string portfolioCode,
DateTimeOffset effectiveAt)
{
// CREATE instrument transaction request
var transactionRequests = luids.Select(luid =>
BuildTransactionRequest(luid, 1, null, "USD", effectiveAt, "StockIn"))
.ToList();
// UPSERT instruments to portfolio
_transactionPortfoliosApi.UpsertTransactions(portfolioScope, portfolioCode, transactionRequests);
}
public void Get_Holdings()
{
// The currency of the cash and transactions
const string currency = "GBP";
// The dates for which transactions are added to the portfolio. All dates/times
// must be supplied in UTC
var dayT1 = new DateTimeOffset(2018, 1, 1, 0, 0, 0, TimeSpan.Zero);
var dayTPlus5 = new DateTimeOffset(2018, 1, 5, 0, 0, 0, TimeSpan.Zero);
var dayTPlus10 = new DateTimeOffset(2018, 1, 10, 0, 0, 0, TimeSpan.Zero);
// Create a portfolio
var portfolioId = _testDataUtilities.CreateTransactionPortfolio(TestDataUtilities.TutorialScope);
// The list of transactions to add to LUSID
var transactions = new List <TransactionRequest>();
// Add the starting cash position
transactions.Add(_testDataUtilities.BuildCashFundsInTransactionRequest(100000, currency, dayT1));
// Add initial transactions on dayT1
transactions.Add(_testDataUtilities.BuildTransactionRequest(_instrumentIds[0], 100.0M, 101.0M, currency, dayT1, "Buy"));
transactions.Add(_testDataUtilities.BuildTransactionRequest(_instrumentIds[1], 100.0M, 102.0M, currency, dayT1, "Buy"));
transactions.Add(_testDataUtilities.BuildTransactionRequest(_instrumentIds[2], 100.0M, 103.0M, currency, dayT1, "Buy"));
// On T+5, add a transaction in another instrument and another to increase the amount of instrument 1
transactions.Add(_testDataUtilities.BuildTransactionRequest(_instrumentIds[1], 100.0M, 104.0M, currency, dayTPlus5, "Buy"));
transactions.Add(_testDataUtilities.BuildTransactionRequest(_instrumentIds[3], 100.0M, 105.0M, currency, dayTPlus5, "Buy"));
// Upload the transactions to LUSID
_transactionPortfoliosApi.UpsertTransactions(TestDataUtilities.TutorialScope, portfolioId, transactions);
// Get the portfolio holdings on T+10
var holdings = _transactionPortfoliosApi.GetHoldings(TestDataUtilities.TutorialScope, portfolioId, effectiveAt: dayTPlus10);
// Ensure we have 5 holdings: 1 cash position and a position in 4 instruments that aggregates the 5 transactions
Assert.That(holdings.Values.Count(), Is.EqualTo(5));
holdings.Values.Sort((h1, h2) => String.Compare(h1.InstrumentUid, h2.InstrumentUid, StringComparison.Ordinal));
// Check the cash balance
Assert.That(holdings.Values[0].InstrumentUid, Is.EqualTo($"CCY_{currency}"));
// Validate we have the correct instruments
Assert.That(holdings.Values[1].InstrumentUid, Is.EqualTo(_instrumentIds[0]));
Assert.That(holdings.Values[2].InstrumentUid, Is.EqualTo(_instrumentIds[1]));
Assert.That(holdings.Values[3].InstrumentUid, Is.EqualTo(_instrumentIds[2]));
Assert.That(holdings.Values[4].InstrumentUid, Is.EqualTo(_instrumentIds[3]));
// Validate the holdings
Assert.That(holdings.Values[0].HoldingType, Is.EqualTo("B")); // B = Balance
Assert.That(holdings.Values[1].HoldingType, Is.EqualTo("P"));
Assert.That(holdings.Values[1].Units, Is.EqualTo(100.0));
Assert.That(holdings.Values[1].Cost.Amount, Is.EqualTo(10100.0));
Assert.That(holdings.Values[2].HoldingType, Is.EqualTo("P"));
Assert.That(holdings.Values[2].Units, Is.EqualTo(200.0));
Assert.That(holdings.Values[2].Cost.Amount, Is.EqualTo(20600.0));
Assert.That(holdings.Values[3].HoldingType, Is.EqualTo("P"));
Assert.That(holdings.Values[3].Units, Is.EqualTo(100.0));
Assert.That(holdings.Values[3].Cost.Amount, Is.EqualTo(10300.0));
Assert.That(holdings.Values[4].HoldingType, Is.EqualTo("P"));
Assert.That(holdings.Values[4].Units, Is.EqualTo(100.0));
Assert.That(holdings.Values[4].Cost.Amount, Is.EqualTo(10500.0));
}