public static TestCase ExtraQuantity(OptionStrategyDefinition definition, params OptionPosition[] positions)
{
// add 1 to the first position
var extra = positions[0].WithQuantity(1);
var pos = positions.Select((p, i) => i == 0 ? p + extra : p).ToList();
return new TestCase(nameof(ExtraQuantity), definition, pos, new[] {extra}, Array.Empty<OptionPosition>());
}
public static TestCase ExtraPosition(OptionStrategyDefinition definition, params OptionPosition[] positions)
{
// add a random position w/ the same underlying
var maxStrike = positions.Where(p => p.Symbol.HasUnderlying).Max(p => p.Strike);
var extra = new OptionPosition(positions[0].Symbol.WithStrike(maxStrike + 5m), 1);
var pos = positions.Concat(new[] {extra}).ToList();
return new TestCase(nameof(ExtraPosition), definition, pos, new[] {extra}, Array.Empty<OptionPosition>());
}
public void CreatesOptionRightPredicate()
{
var definition = OptionStrategyDefinition.Create("CallsOnly", OptionStrategyDefinition.CallLeg(1));
var onlyLeg = definition.Legs.Single();
// put/call isn't phrased as a predicate since every one has it, also due to complexities w/ enums in expressions
Assert.IsEmpty(onlyLeg);
var filtered = onlyLeg.Filter(Array.Empty <OptionPosition>(), Positions, false);
Assert.IsTrue(filtered.All(p => p.Right == OptionRight.Call));
}
private TestCase(
string methodName,
OptionStrategyDefinition definition,
IReadOnlyList <OptionPosition> positions,
IReadOnlyList <OptionPosition> extra,
IReadOnlyList <OptionPosition> missing
)
{
_methodName = methodName;
Extra = extra;
Missing = missing;
Definition = definition;
Positions = FromPositions(positions);
var suffix = positions.Select(p =>
{
var quantity = p.Quantity.ToString(CultureInfo.InvariantCulture);
if (p.Quantity > 0)
{
quantity = $"+{quantity}";
}
if (p.IsUnderlying)
{
return($"{quantity}{p.Symbol.Value}");
}
return($"{quantity}{p.Right.ToString()[0]}@{p.Strike}");
});
Name = $"{definition.Name}:{methodName}({string.Join(", ", suffix)})";
//int count;
//if (NameCounts.TryGetValue(Name, out count))
//{
// // test runner doesn't like duplicate names -- ensure uniqueness by counting instances of names
// count++;
//}
//NameCounts[Name] = count;
//Name = $"{Name} ({count})";
ExpectedMatches = new Dictionary <string, int>
{
{ nameof(ExactPosition), 1 },
{ nameof(ExtraQuantity), 1 },
{ nameof(ExtraPosition), 1 },
{ nameof(MissingPosition), 0 }
};
}
public static TestCase MissingPosition(OptionStrategyDefinition definition, OptionPosition missing, params OptionPosition[] positions)
{
return new TestCase(nameof(MissingPosition), definition, positions, Array.Empty<OptionPosition>(), new []{missing});
}
public static TestCase ExactPosition(OptionStrategyDefinition definition, params OptionPosition[] positions)
{
return new TestCase(nameof(ExactPosition), definition, positions, Array.Empty<OptionPosition>(), Array.Empty<OptionPosition>());
}
