public void FXMktHist_CcyManagement()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
List <CurrencyPair> cpListRef = MarketTestTools.CreateMarket().GetCurrencyPairs();
TestTools <CurrencyPair> .ListComparisonTest(fxmh.CpList, cpListRef);
}
public void FXMktHist_GetArtificialFXMarket()
{
FXMarketHistory fxMH = MarketTestTools.CreateMktHistory();
FXMarket fxArt = fxMH.GetArtificialFXMarket(MarketTestTools.dateArt, new CurrencyPair(Currency.EUR, Currency.USD));
XChangeRate xr = fxArt.GetQuote(Currency.EUR, Currency.USD, true);
Assert.AreEqual(MarketTestTools.EurUsdArtRate.Rate, xr.Rate, Math.Pow(10, -6));
}
public void AllocationHistory_Init()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
AllocationHistory allocH = AllocationsTools.GetAllocationHistory(fxmh);
Allocation alloc = allocH.GetAllocation(MarketTestTools.date1);
Allocation allocTest = AllocationsTools.GetAllocation();
allocTest.Update(MarketTestTools.CreateMarket());
Assert.IsTrue(alloc.Total.Equals(allocTest.Total));
}
public void FXMktHist_GetAllDates()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
FXMarket artMkt = fxmh.GetArtificialFXMarket(MarketTestTools.dateArt);
TestTools <DateTime> .ListComparisonTest(fxmh.GetAllDates().ToList(),
new List <DateTime> {
MarketTestTools.date1, MarketTestTools.dateArt, MarketTestTools.date2
});
}
public void AggPnL_Equation()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory(true, true);
SortedList <DateTime, Transaction> txL = AllocationsTools.GetTransactionList();
AggregatedPnL pnl = new AggregatedPnL(Currency.USD);
pnl.AddTransactions(txL, fxmh);
PnLElement elmt = pnl.ToTable(fxmh)["Total"];
Assert.IsTrue(elmt.Position - elmt.Deposit + elmt.Withdrawal == elmt.TotalPnLWithFees);
}
public void AggPnL_AddTransaction()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory(true, true);
SortedList <DateTime, Transaction> txL = AllocationsTools.GetTransactionList();
AggregatedPnL pnl = new AggregatedPnL(Currency.USD);
pnl.AddTransactions(txL, fxmh);
Dictionary <string, PnLElement> table = pnl.ToTable(fxmh);
TestTools <PnLElement> .DictionaryTest(pnlref, table);
}
public void FXMktHist_GetRealFXMarket()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
FXMarket fxNull = fxmh.GetRealFXMarket(MarketTestTools.dateArt, isExactDate: true);
FXMarket fXMarket = fxmh.GetRealFXMarket(MarketTestTools.dateArt);
if (fxNull != null)
{
Assert.IsTrue(false);
}
Assert.IsTrue(fXMarket.IsEquivalentTo(MarketTestTools.CreateMarket()));
}
public void AllocationHistory_Update()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
AllocationHistory allocH = AllocationsTools.GetAllocationHistory(fxmh, Fiat: Currency.EUR);
CurrencyPair testCP = new CurrencyPair(Currency.EUR, Currency.USD);
//fxmh.ConstructQuotes(testCP);
allocH.UpdateHistory(Currency.EUR, fxmh);
Price total = allocH.GetLastAllocation().Total;
Assert.IsTrue(total
.Equals(new Price(932.687, Currency.EUR), precision: 2));
}
public void AggPnL_EquationXCCY()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory(true, true);
fxmh.ConstructQuotes(new CurrencyPair(Currency.EUR, Currency.USD));
SortedList <DateTime, Transaction> txL = AllocationsTools.GetTransactionList();
AggregatedPnL pnl = new AggregatedPnL(Currency.EUR);
pnl.AddTransactions(txL, fxmh);
PnLElement elmt = pnl.ToTable(fxmh)["Total"];
Assert.IsTrue(Math.Abs(elmt.Position - elmt.Deposit + elmt.Withdrawal - elmt.TotalPnLWithFees) < 0.00001);
}
public void FXMktHistory_GetQuote()
{
FXMarketHistory fxMH = MarketTestTools.CreateMktHistory();
CurrencyPair cp = new CurrencyPair(Currency.XBT, Currency.USD);
Tuple <DateTime, XChangeRate> xr1 =
fxMH.GetQuote(MarketTestTools.dateArt, cp,
isArtificial: true);
Tuple <DateTime, XChangeRate> xr2 =
fxMH.GetQuote(MarketTestTools.dateArt, cp,
isArtificial: false, isExactDate: false);
Tuple <DateTime, XChangeRate> xr3 =
fxMH.GetQuote(MarketTestTools.dateArt, cp,
isArtificial: false, isExactDate: true);
bool test1 = xr1.Item1 == MarketTestTools.dateArt &&
xr1.Item2.Equals(MarketTestTools.XbtUsdArtRate);
bool test2 = xr2.Item1 == MarketTestTools.date1 &&
xr2.Item2.Equals(fxMH.GetRealFXMarket(MarketTestTools.date1).GetQuote(cp));
bool test3 = xr3.Item1 == MarketTestTools.dateArt &&
xr3.Item2 == null;
Assert.IsTrue(test1 && test2 && test3);
}