public async Task MultiPeriodCapitalUsageIsAverageOfNonzeroValues()
{
DateTime dt = new DateTime(2000, 1, 2);
for (int i = 0; i < 10; i++)
{
var es = new EquitySummary
{
Date = dt,
Total = 10000
};
_dbContext.EquitySummaries.Add(es);
}
_t.Orders.Add(new Order {
Quantity = 10, Instrument = _inst, Price = 100, FXRateToBase = 1, BuySell = "BUY", TradeDate = new DateTime(2000, 1, 1), Currency = new Currency {
Name = "USD"
}
});
_t.Orders.Add(new Order {
Quantity = -10, Instrument = _inst, Price = 100, FXRateToBase = 1, BuySell = "BUY", TradeDate = new DateTime(2000, 1, 4), Currency = new Currency {
Name = "USD"
}
});
_t.Orders.Add(new Order {
Quantity = 20, Instrument = _inst, Price = 100, FXRateToBase = 1, BuySell = "BUY", TradeDate = new DateTime(2000, 1, 9, 10, 0, 0), Currency = new Currency {
Name = "USD"
}
});
_t.Orders.Add(new Order {
Quantity = -20, Instrument = _inst, Price = 100, FXRateToBase = 1, BuySell = "BUY", TradeDate = new DateTime(2000, 1, 9, 10, 0, 0), Currency = new Currency {
Name = "USD"
}
});
await _repository.UpdateStats(_t);
Assert.AreEqual((4 * 1000 + 1 * 2000) / 5, _t.CapitalTotal);
}
public void MultiPeriodCapitalUsageIsAverageOfNonzeroValues()
{
DateTime dt = new DateTime(2000, 1, 2);
for (int i = 0; i < 10; i++)
{
var es = new EquitySummary
{
Date = dt,
Total = 10000
};
_dbSetStub.Add(es);
}
_t.Orders.Add(new Order { Quantity = 10, Instrument = _inst, Price = 100, FXRateToBase = 1, BuySell = "BUY", TradeDate = new DateTime(2000, 1, 1), Currency = new Currency { Name = "USD" } });
_t.Orders.Add(new Order { Quantity = -10, Instrument = _inst, Price = 100, FXRateToBase = 1, BuySell = "BUY", TradeDate = new DateTime(2000, 1, 4), Currency = new Currency { Name = "USD" } });
_t.Orders.Add(new Order { Quantity = 20, Instrument = _inst, Price = 100, FXRateToBase = 1, BuySell = "BUY", TradeDate = new DateTime(2000, 1, 9, 10, 0, 0), Currency = new Currency { Name = "USD" } });
_t.Orders.Add(new Order { Quantity = -20, Instrument = _inst, Price = 100, FXRateToBase = 1, BuySell = "BUY", TradeDate = new DateTime(2000, 1, 9, 10, 0, 0), Currency = new Currency { Name = "USD" } });
_repository.UpdateStats(_t, true);
Assert.AreEqual((4 * 1000 + 1 * 2000) / 5, _t.CapitalTotal);
}
