public virtual void test_daily() { EtdVariant test = EtdVariant.ofDaily(24); assertEquals(test.Type, EtdExpiryType.DAILY); assertEquals(test.DateCode.Value, 24); assertEquals(test.SettlementType.Present, false); assertEquals(test.OptionType.Present, false); assertEquals(test.Flex, false); assertEquals(test.Code, "24"); }
public virtual void test_futureId_daily() { SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(2)); assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-20170602")); }
public virtual void test_optionId_daily21_version() { SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(21), 11, PutCall.PUT, 12.34); assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-20170621-V11-P12.34")); }
public virtual void test_optionIdUnderlying_daily9_version() { SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(9), 3, PutCall.PUT, 12.34, YearMonth.of(2017, 9)); assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-20170609-V3-P12.34-U201709")); }