public void SetUp()
{
_accountAssetsRepository.GetAllAsync().Result.ForEach(aa =>
_accountAssetsRepository.Remove(aa.TradingConditionId, aa.BaseAssetId, "BTCUSD"));
_accountAssetsManager.UpdateAccountAssetsCache().GetAwaiter().GetResult();
_ordersCache.InitOrders(new List <Order>());
_overnightSwapCache.ClearAll();
_quoteCacheService.GetAllQuotes().Values.ForEach(x => _quoteCacheService.RemoveQuote(x.Instrument));
_overnightSwapHistoryRepository.GetAsync().Result.ForEach(x =>
_overnightSwapHistoryRepository.DeleteAsync(x));
}
public async Task Is_Swaps_Correct()
{
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "EURUSD", Bid = 1.02M, Ask = 1.04M
}));
_accountAssetsRepository.AddOrReplaceAsync(new AccountAssetPair
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
BaseAssetId = "USD",
Instrument = "EURUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100
}).Wait();
await _accountAssetsManager.UpdateAccountAssetsCache();
var dayOrder = new Order
{
AccountAssetId = "USD",
Instrument = "EURUSD",
Volume = 20,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
CloseDate = new DateTime(2017, 01, 02, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 20
}
}),
SwapCommission = 100
};
var swapsForDay = _swapService.GetSwaps(dayOrder);
var twoDayOrder = new Order
{
AccountAssetId = "USD",
Instrument = "EURUSD",
Volume = 20,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
CloseDate = new DateTime(2017, 01, 03, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder>()
{
new MatchedOrder()
{
Volume = 20
}
}),
SwapCommission = 100
};
var swapsFor2Days = _swapService.GetSwaps(twoDayOrder);
Assert.AreEqual(5.69863014m, swapsForDay);
Assert.AreEqual(11.39726027m, swapsFor2Days);
}