public void UpdateModifiesConversionRate()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cash = new Cash("GBP", quantity, conversionRate);
var cashBook = new CashBook();
cashBook.Add("GBP", cash);
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
securities.Add(Symbols.GBPUSD, new Security(SecurityExchangeHours, subscriptions.Add(Symbols.GBPUSD, Resolution.Minute, TimeZone, TimeZone), new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
// we need to get subscription index
cash.EnsureCurrencyDataFeed(securities, subscriptions, MarketHoursDatabase.AlwaysOpen, SymbolPropertiesDatabase.FromDataFolder(), MarketMap, cashBook);
var last = 1.5m;
cash.Update(new Tick(DateTime.Now, Symbols.GBPUSD, last, last * 1.009m, last * 0.009m));
// jpy is inverted, so compare on the inverse
Assert.AreEqual(last, cash.ConversionRate);
}
public void UpdateModifiesConversionRateAsInvertedValue()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cash = new Cash("JPY", quantity, conversionRate);
var subscriptions = new SubscriptionManager();
var securities = new SecurityManager();
securities.Add("USDJPY", new Security(subscriptions.Add(SecurityType.Forex, "USDJPY", Resolution.Minute), 1m));
// we need to get subscription index
cash.EnsureCurrencyDataFeed(securities, subscriptions);
var last = 120m;
var data = new Dictionary<int, List<BaseData>>();
data.Add(0, new List<BaseData>
{
new Tick(DateTime.Now, "USDJPY", last, 119.95m, 120.05m)
});
cash.Update(data);
// jpy is inverted, so compare on the inverse
Assert.AreEqual(1 / last, cash.ConversionRate);
}
public void UpdateModifiesConversionRateAsInvertedValue()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cash = new Cash("JPY", quantity, conversionRate);
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
securities.Add(Symbols.USDJPY, new Security(SecurityExchangeHours, subscriptions.Add(Symbols.USDJPY, Resolution.Minute, TimeZone), 1m));
// we need to get subscription index
cash.EnsureCurrencyDataFeed(securities, subscriptions, SecurityExchangeHoursProvider.AlwaysOpen);
var last = 120m;
cash.Update(new Tick(DateTime.Now, Symbols.USDJPY, last, 119.95m, 120.05m));
// jpy is inverted, so compare on the inverse
Assert.AreEqual(1 / last, cash.ConversionRate);
}
public void UpdateModifiesConversionRate()
{
const int quantity = 100;
const decimal conversionRate = 1 / 100m;
var cash = new Cash("GBP", quantity, conversionRate);
var subscriptions = new SubscriptionManager(TimeKeeper);
var securities = new SecurityManager(TimeKeeper);
securities.Add("GBPUSD", new Security(SecurityExchangeHours, subscriptions.Add(SecurityType.Forex, "GBPUSD", Resolution.Minute, "fxcm", TimeZone), 1m));
// we need to get subscription index
cash.EnsureCurrencyDataFeed(securities, subscriptions, SecurityExchangeHoursProvider.AlwaysOpen);
var last = 1.5m;
cash.Update(new Tick(DateTime.Now, "GBPUSD", last, last * 1.009m, last * 0.009m));
// jpy is inverted, so compare on the inverse
Assert.AreEqual(last, cash.ConversionRate);
}
