//-------------------------------------------------------------------------
public virtual void test_summarize()
{
EtdFuturePosition trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.ETD_FUTURE).currencies(SECURITY.Currency).description(SECURITY.SecurityId.StandardId.Value + " x 1000, Jun17").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_methods()
{
EtdFuturePosition test = sut();
assertEquals(test.Type, EtdType.FUTURE);
assertEquals(test.Currency, Currency.GBP);
assertEquals(test.SecurityId, test.Security.SecurityId);
assertEquals(test.Quantity, 1000d, 0d);
}
public virtual void test_ofLongShort()
{
EtdFuturePosition test = EtdFuturePosition.ofLongShort(SECURITY, 2000, 1000);
assertEquals(test.LongQuantity, 2000d, 0d);
assertEquals(test.ShortQuantity, 1000d, 0d);
assertEquals(test.Security, SECURITY);
assertEquals(test.Quantity, 1000d, 0d);
}
//-------------------------------------------------------------------------
public virtual void test_resolveTarget()
{
EtdFuturePosition position = sut();
GenericSecurity resolvedSecurity = GenericSecurity.of(SECURITY.Info);
ImmutableReferenceData refData = ImmutableReferenceData.of(SECURITY.SecurityId, resolvedSecurity);
GenericSecurityPosition expected = GenericSecurityPosition.ofLongShort(POSITION_INFO, resolvedSecurity, LONG_QUANTITY, SHORT_QUANTITY);
assertEquals(position.resolveTarget(refData), expected);
}
public virtual void test_ofLongShort_withInfo()
{
EtdFuturePosition test = EtdFuturePosition.ofLongShort(POSITION_INFO, SECURITY, 2000, 1000);
assertEquals(test.LongQuantity, 2000d, 0d);
assertEquals(test.ShortQuantity, 1000d, 0d);
assertEquals(test.Info, POSITION_INFO);
assertEquals(test.Security, SECURITY);
assertEquals(test.Quantity, 1000d, 0d);
}
public virtual void test_ofNet()
{
EtdFuturePosition test = EtdFuturePosition.ofNet(SECURITY, 1000);
assertEquals(test.LongQuantity, 1000d, 0d);
assertEquals(test.ShortQuantity, 0d, 0d);
assertEquals(test.Security, SECURITY);
assertEquals(test.Quantity, 1000d, 0d);
assertEquals(test.withInfo(POSITION_INFO).Info, POSITION_INFO);
assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
assertEquals(test.withQuantity(-129).Quantity, -129d, 0d);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
EtdFuturePosition other = (EtdFuturePosition)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(security, other.security) && JodaBeanUtils.equal(longQuantity, other.longQuantity) && JodaBeanUtils.equal(shortQuantity, other.shortQuantity));
}
return(false);
}
public EtdFuturePosition withQuantity(double quantity)
{
return(EtdFuturePosition.ofNet(info, security, quantity));
}
public EtdFuturePosition createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
{
return(EtdFuturePosition.ofLongShort(positionInfo, this, longQuantity, shortQuantity));
}
public EtdFuturePosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
{
return(EtdFuturePosition.ofNet(positionInfo, this, quantity));
}
public virtual void test()
{
EtdFutureSecurity test = sut();
assertEquals(test.Variant, EtdVariant.MONTHLY);
assertEquals(test.Type, EtdType.FUTURE);
assertEquals(test.Currency, Currency.GBP);
assertEquals(test.UnderlyingIds, ImmutableSet.of());
assertEquals(test.createProduct(REF_DATA), test);
assertEquals(test.createTrade(TradeInfo.empty(), 1, 2, ReferenceData.empty()), EtdFutureTrade.of(TradeInfo.empty(), test, 1, 2));
assertEquals(test.createPosition(PositionInfo.empty(), 1, ReferenceData.empty()), EtdFuturePosition.ofNet(PositionInfo.empty(), test, 1));
assertEquals(test.createPosition(PositionInfo.empty(), 1, 2, ReferenceData.empty()), EtdFuturePosition.ofLongShort(PositionInfo.empty(), test, 1, 2));
}
internal static EtdFuturePosition sut2()
{
return(EtdFuturePosition.builder().security(EtdFutureSecurityTest.sut2()).longQuantity(4000).shortQuantity(1000).build());
}
//-------------------------------------------------------------------------
internal static EtdFuturePosition sut()
{
return(EtdFuturePosition.builder().info(POSITION_INFO).security(SECURITY).longQuantity(LONG_QUANTITY).shortQuantity(SHORT_QUANTITY).build());
}
