public void Should_Add_Exchange_Rate_To_Cache()
{
// arrange
var price = new SimplePrice
{
Price = 5,
CurrencyCode = "GBP"
};
var currencyToConvert = "EUR";
var fixture = new Fixture();
var sut = fixture
.WithExchangeRate(15)
.Configure();
// act
sut.ConvertPrice(price, currencyToConvert);
// assert
fixture.ExchangeRatesInCache.Should().BeEquivalentTo(new Fixture.ExchangeRateInCache
{
CurrencyFrom = "GBP",
CurrencyTo = "EUR",
ExchangeRate = 15
});
}
public void PercentageDiscountExncludingVat()
{
IOC.IntegrationTest();
IOC.SettingsService.ExclVat();
var productInfo = DefaultFactoriesAndSharedFunctionality.CreateProductInfo(1000, 1, 10);
var order = DefaultFactoriesAndSharedFunctionality.CreateIncompleteOrderInfo(productInfo);
var discount = DefaultFactoriesAndSharedFunctionality.CreateDefaultOrderDiscountWithPercentage(50);
IOC.OrderDiscountRepository.SetupFake(discount);
order.OrderDiscountsFactory = () => IO.Container.Resolve <IOrderDiscountService>().GetApplicableDiscountsForOrder(order, order.Localization).ToList();
order.ResetDiscounts();
Assert.AreEqual(1100, order.GetAmount(true, false, true));
Assert.AreEqual(1000, order.GetAmount(false, false, true));
Assert.AreEqual(550, order.GetAmount(true, true, true));
Assert.AreEqual(500, order.GetAmount(false, true, true));
var price = new SimplePrice(order, order.Localization);
Assert.AreEqual(1100, price.BeforeDiscount.WithVat.ValueInCents);
Assert.AreEqual(1000, price.BeforeDiscount.WithoutVat.ValueInCents);
Assert.AreEqual(100, price.BeforeDiscount.Vat.ValueInCents);
Assert.AreEqual(550, price.WithVat.ValueInCents);
Assert.AreEqual(500, price.WithoutVat.ValueInCents);
Assert.AreEqual(50, price.Vat.ValueInCents);
Assert.AreEqual(550, price.Discount.WithVat.ValueInCents);
Assert.AreEqual(500, price.Discount.WithoutVat.ValueInCents);
}
private void AddSignal(Series series, TimedValue <DateTime, Signal> signal)
{
var price = GetPointForSignal(signal);
if (price == null)
{
// actually this should result at least in a warning
price = new SimplePrice(signal.Time, 0.0);
}
series.Points.AddXY(signal.Time, price.Value);
var point = series.Points[series.Points.Count - 1];
if (signal.Value.Type == SignalType.Buy)
{
point.MarkerStyle = MarkerStyle.Triangle;
point.MarkerColor = Color.Green;
}
else if (signal.Value.Type == SignalType.Sell)
{
point.MarkerStyle = MarkerStyle.Cross;
point.MarkerColor = Color.Red;
}
}
public void Should_Valid_Convert_Price()
{
// arrange
var price = new SimplePrice
{
Price = 5,
CurrencyCode = "GBP"
};
var currencyToConvert = "EUR";
var sut = new Fixture()
.WithExchangeRate(10)
.Configure();
// act
var result = sut.ConvertPrice(price, currencyToConvert);
// assert
result.Should().BeEquivalentTo(new SimplePrice
{
Price = 50,
CurrencyCode = "EUR"
});
}
public void Apply_LessOrEqualPointsThanMax_SeriesRemainsUnchanged()
{
var op = new ReducePointsOperator( 2 );
var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 12 );
var thuesday = new SimplePrice( new DateTime( 2011, 1, 11 ), 23 );
var input = new PriceSeries( SeriesIdentifier.Null, new[] { monday, thuesday } );
var series = op.Apply( input );
Assert.That( series, Is.EquivalentTo( input ) );
}
public void Apply_DayMissing_DataFromDayBeforeIsTaken()
{
var op = new InterpolateMissingDatesOperator();
var monday = new SimplePrice(new DateTime(2011, 1, 10), 123);
var weddnesday = new SimplePrice(new DateTime(2011, 1, 12), 456);
var input = new PriceSeries(SeriesIdentifier.Null, new[] { monday, weddnesday });
var series = op.Apply(input);
Assert.That(series[1].Value, Is.EqualTo(123));
}
public void Apply_NoDataForWeekend_NoDataInterpolatedForWeekend()
{
var op = new InterpolateMissingDatesOperator();
var friday = new SimplePrice( new DateTime( 2011, 1, 7 ), 0 );
var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 0 );
var input = new PriceSeries( SeriesIdentifier.Null, new[] { friday, monday } );
var series = op.Apply( input );
Assert.That( series, Is.EquivalentTo( input ) );
}
public void Apply_LessOrEqualPointsThanMax_SeriesRemainsUnchanged()
{
var op = new ReducePointsOperator(2);
var monday = new SimplePrice(new DateTime(2011, 1, 10), 12);
var thuesday = new SimplePrice(new DateTime(2011, 1, 11), 23);
var input = new PriceSeries(SeriesIdentifier.Null, new[] { monday, thuesday });
var series = op.Apply(input);
Assert.That(series, Is.EquivalentTo(input));
}
public void Apply_DayMissing_DataFromDayBeforeIsTaken()
{
var op = new InterpolateMissingDatesOperator();
var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 123 );
var weddnesday = new SimplePrice( new DateTime( 2011, 1, 12 ), 456 );
var input = new PriceSeries( SeriesIdentifier.Null, new[] { monday, weddnesday } );
var series = op.Apply( input );
Assert.That( series[ 1 ].Value, Is.EqualTo( 123 ) );
}
public void Apply_NoDataForWeekend_NoDataInterpolatedForWeekend()
{
var op = new InterpolateMissingDatesOperator();
var friday = new SimplePrice(new DateTime(2011, 1, 7), 0);
var monday = new SimplePrice(new DateTime(2011, 1, 10), 0);
var input = new PriceSeries(SeriesIdentifier.Null, new[] { friday, monday });
var series = op.Apply(input);
Assert.That(series, Is.EquivalentTo(input));
}
public void Apply_NoDatesMissing_SeriesRemainsUnchanged()
{
var op = new InterpolateMissingDatesOperator();
var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 12 );
var thuesday = new SimplePrice( new DateTime( 2011, 1, 11 ), 23 );
var weddnesday = new SimplePrice( new DateTime( 2011, 1, 12 ), 34 );
var input = new PriceSeries( SeriesIdentifier.Null, new[] { monday, thuesday, weddnesday } );
var series = op.Apply( input );
Assert.That( series, Is.EquivalentTo( input ) );
}
public void Apply_NoDatesMissing_SeriesRemainsUnchanged()
{
var op = new InterpolateMissingDatesOperator();
var monday = new SimplePrice(new DateTime(2011, 1, 10), 12);
var thuesday = new SimplePrice(new DateTime(2011, 1, 11), 23);
var weddnesday = new SimplePrice(new DateTime(2011, 1, 12), 34);
var input = new PriceSeries(SeriesIdentifier.Null, new[] { monday, thuesday, weddnesday });
var series = op.Apply(input);
Assert.That(series, Is.EquivalentTo(input));
}
public void Apply_MorePointsThanMax_DataGroupedByAverage()
{
var op = new ReducePointsOperator(2);
var monday = new SimplePrice(new DateTime(2011, 1, 10), 10);
var thuesday = new SimplePrice(new DateTime(2011, 1, 11), 20);
var weddnesday = new SimplePrice(new DateTime(2011, 1, 12), 30);
var input = new PriceSeries(SeriesIdentifier.Null, new[] { monday, thuesday, weddnesday });
var series = op.Apply(input);
Assert.That(series.Count, Is.EqualTo(2));
Assert.That(series[0].Value, Is.EqualTo(15));
Assert.That(series[1].Value, Is.EqualTo(30));
}
public void Apply_MorePointsThanMax_DataGroupedByAverage()
{
var op = new ReducePointsOperator( 2 );
var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 10 );
var thuesday = new SimplePrice( new DateTime( 2011, 1, 11 ), 20 );
var weddnesday = new SimplePrice( new DateTime( 2011, 1, 12 ), 30 );
var input = new PriceSeries( SeriesIdentifier.Null, new[] { monday, thuesday, weddnesday } );
var series = op.Apply( input );
Assert.That( series.Count, Is.EqualTo( 2 ) );
Assert.That( series[ 0 ].Value, Is.EqualTo( 15 ) );
Assert.That( series[ 1 ].Value, Is.EqualTo( 30 ) );
}
public IPriceSeries Calculate( IPriceSeries prices )
{
var points = new List<SimplePrice>();
for ( int i = NumDays; i < prices.Count; ++i )
{
var pricesRange = new PriceSeriesRange( prices, ClosedInterval.FromOffsetLength( i - NumDays, NumDays ) );
double value = pricesRange.Average( p => p.Value );
var point = new SimplePrice( prices[ i ].Time, value );
points.Add( point );
}
var descriptor = new ObjectDescriptor( "SMA", ObjectDescriptor.Param( "NumDays", NumDays ) );
var seriesId = prices.Identifier.Derive( descriptor );
return new PriceSeries( seriesId, points );
}
public IPriceSeries Calculate(IPriceSeries prices)
{
var points = new List <SimplePrice>();
for (int i = NumDays; i < prices.Count; ++i)
{
var pricesRange = new PriceSeriesRange(prices, ClosedInterval.FromOffsetLength(i - NumDays, NumDays));
double value = pricesRange.Average(p => p.Value);
var point = new SimplePrice(prices[i].Time, value);
points.Add(point);
}
var descriptor = new ObjectDescriptor("SMA", ObjectDescriptor.Param("NumDays", NumDays));
var seriesId = prices.Identifier.Derive(descriptor);
return(new PriceSeries(seriesId, points));
}
public void AmountDiscountIncludingVat()
{
IOC.IntegrationTest();
var productInfo = DefaultFactoriesAndSharedFunctionality.CreateProductInfo(1000, 1, 10);
var order = DefaultFactoriesAndSharedFunctionality.CreateIncompleteOrderInfo(productInfo);
var discount = DefaultFactoriesAndSharedFunctionality.CreateDefaultOrderDiscountWithAmount(500, DiscountOrderCondition.None, 0);
IOC.OrderDiscountRepository.SetupFake(discount);
order.OrderDiscountsFactory = () => IO.Container.Resolve <IOrderDiscountService>().GetApplicableDiscountsForOrder(order, order.Localization).ToList();
order.ResetDiscounts();
var absoluteDiscountAmount = 500;
var AverageOrderVatPercentage = 10m;
var vatAmountFromWithVat = VatCalculator.VatAmountFromWithVat(absoluteDiscountAmount, AverageOrderVatPercentage);
//var vatAmountFromWithoutVat = VatCalculator.VatAmountFromWithoutVat(absoluteDiscountAmount, AverageOrderVatPercentage);
Assert.AreEqual(45, vatAmountFromWithVat);
// berekende discount vat = 45,45454545..
// correct zou zijn 500 - 454 = 46 (zie hieronder)
// full amount: 909
// discounted amount: 455
// discount: 909 - 455 = 454
// 'discount vat': 500 - 454 = 46
Assert.AreEqual(1000, order.GetAmount(true, false, true));
Assert.AreEqual(909, order.GetAmount(false, false, true));
Assert.AreEqual(500, order.GetAmount(true, true, true));
Assert.AreEqual(455, order.GetAmount(false, true, true));
var price = new SimplePrice(order, order.Localization);
Assert.AreEqual(1000, price.BeforeDiscount.WithVat.ValueInCents);
Assert.AreEqual(909, price.BeforeDiscount.WithoutVat.ValueInCents);
Assert.AreEqual(91, price.BeforeDiscount.Vat.ValueInCents);
Assert.AreEqual(500, price.WithVat.ValueInCents);
Assert.AreEqual(455, price.WithoutVat.ValueInCents);
Assert.AreEqual(45, price.Vat.ValueInCents);
Assert.AreEqual(500, price.Discount.WithVat.ValueInCents);
Assert.AreEqual(454, price.Discount.WithoutVat.ValueInCents);
}
