public void Unnet(INettingSource source)
{
var weight = source.AccountingWeight;
var sourceDirection = GetDirection(source.Type);
var adjustment = source.AdjustmentWeight;
var netWeight = sourceDirection * weight;
ResultWeight -= netWeight;
NettedWeight += netWeight;
ResultImbalance += _primaryDirection * sourceDirection * weight;
ResultImbalance -= _primaryDirection * adjustment;
NettedAdjustment += adjustment;
}
public void TestFixtureSetup()
{
_calculator = new NettingWeightCalculator();
var unit = new Unit {
Name = "ozt"
};
var primaryBuyMock = new Mock <INettingTarget>();
primaryBuyMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferBuyType1);
primaryBuyMock.Setup(transfer => transfer.AccountingWeight).Returns(1000m);
primaryBuyMock.Setup(transfer => transfer.ImbalanceWeight).Returns(-100m);
primaryBuyMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
primaryBuyMock.Setup(transfer => transfer.AccountingUnit).Returns(unit);
_primaryBuy = primaryBuyMock.Object;
var primarySellMock = new Mock <INettingTarget>();
primarySellMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferSellType1);
primarySellMock.Setup(transfer => transfer.AccountingWeight).Returns(1000m);
primarySellMock.Setup(transfer => transfer.ImbalanceWeight).Returns(-100m);
primarySellMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
primarySellMock.Setup(transfer => transfer.AccountingUnit).Returns(unit);
_primarySell = primarySellMock.Object;
var qpBuyMock = new Mock <INettingSource>();
qpBuyMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferBuyType1);
qpBuyMock.Setup(transfer => transfer.AccountingWeight).Returns(100m);
qpBuyMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
_secondaryBuy = qpBuyMock.Object;
var qpBuyDirectionChangingMock = new Mock <INettingSource>();
qpBuyDirectionChangingMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferBuyType1);
qpBuyDirectionChangingMock.Setup(transfer => transfer.AccountingWeight).Returns(1500m);
qpBuyDirectionChangingMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
_secondaryBuyDirectionChanging = qpBuyDirectionChangingMock.Object;
var qpSellMock = new Mock <INettingSource>();
qpSellMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferSellType1);
qpSellMock.Setup(transfer => transfer.AccountingWeight).Returns(100m);
qpSellMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
_secondarySell = qpSellMock.Object;
var qpSellDirectionChangingMock = new Mock <INettingSource>();
qpSellDirectionChangingMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferSellType1);
qpSellDirectionChangingMock.Setup(transfer => transfer.AccountingWeight).Returns(1500m);
qpSellDirectionChangingMock.Setup(transfer => transfer.AdjustmentWeight).Returns(0m);
_secondarySellDirectionChanging = qpSellDirectionChangingMock.Object;
var qpAdjustmentMock = new Mock <INettingSource>();
qpAdjustmentMock.Setup(transfer => transfer.Type).Returns(TransferType.TransferAdjustmentType);
qpAdjustmentMock.Setup(transfer => transfer.AccountingWeight).Returns(0m);
qpAdjustmentMock.Setup(transfer => transfer.AdjustmentWeight).Returns(100m);
_adjustment = qpAdjustmentMock.Object;
}
