//-------------------------------------------------------------------------
public virtual void test_parse_future()
{
EtdContractSpecId specId = EtdContractSpecId.of("OG-ETD", "F-ECAG-FGBL");
EtdContractSpec contract = EtdContractSpec.builder().id(specId).type(EtdType.FUTURE).exchangeId(ExchangeIds.ECAG).contractCode(FGBL).description("Dummy").priceInfo(SecurityPriceInfo.of(Currency.GBP, 100)).build();
ReferenceData refData = ImmutableReferenceData.of(specId, contract);
PositionCsvLoader test = PositionCsvLoader.of(refData);
ValueWithFailures <IList <EtdFuturePosition> > trades = test.parse(ImmutableList.of(FILE.CharSource), typeof(EtdFuturePosition));
IList <EtdFuturePosition> filtered = trades.Value;
assertEquals(filtered.Count, 4);
EtdFuturePosition expected1 = EtdFuturePosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123421")).build()).security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofMonthly())).longQuantity(15d).shortQuantity(2d).build();
assertBeanEquals(expected1, filtered[0]);
EtdFuturePosition expected2 = EtdFuturePosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123422")).build()).security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofFlexFuture(13, EtdSettlementType.CASH))).longQuantity(0d).shortQuantity(13d).build();
assertBeanEquals(expected2, filtered[1]);
EtdFuturePosition expected3 = EtdFuturePosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123423")).build()).security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2))).longQuantity(0d).shortQuantity(20d).build();
assertBeanEquals(expected3, filtered[2]);
EtdFuturePosition expected4 = EtdFuturePosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123424")).build()).security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofDaily(3))).longQuantity(30d).shortQuantity(0d).build();
assertBeanEquals(expected4, filtered[3]);
}
// parse the position info
private PositionInfo parsePositionInfo(CsvRow row)
{
PositionInfoBuilder infoBuilder = PositionInfo.builder();
string scheme = row.findField(ID_SCHEME_FIELD).orElse(DEFAULT_POSITION_SCHEME);
row.findValue(ID_FIELD).ifPresent(id => infoBuilder.id(StandardId.of(scheme, id)));
resolver.parsePositionInfo(row, infoBuilder);
return(infoBuilder.build());
}
//-------------------------------------------------------------------------
public virtual void test_parseLightweight()
{
PositionCsvLoader test = PositionCsvLoader.standard();
ValueWithFailures <IList <SecurityPosition> > trades = test.parseLightweight(ImmutableList.of(FILE.CharSource));
IList <SecurityPosition> filtered = trades.Value;
assertEquals(filtered.Count, 10);
assertBeanEquals(SECURITY1, filtered[0]);
assertBeanEquals(SECURITY2, filtered[1]);
assertBeanEquals(SECURITY3, filtered[2]);
SecurityPosition expected3 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123421")).build()).securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofMonthly())).longQuantity(15d).shortQuantity(2d).build();
assertBeanEquals(expected3, filtered[3]);
SecurityPosition expected4 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123422")).build()).securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofFlexFuture(13, EtdSettlementType.CASH))).longQuantity(0d).shortQuantity(13d).build();
assertBeanEquals(expected4, filtered[4]);
SecurityPosition expected5 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123423")).build()).securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2))).longQuantity(0d).shortQuantity(20d).build();
assertBeanEquals(expected5, filtered[5]);
SecurityPosition expected6 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123424")).build()).securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofDaily(3))).longQuantity(30d).shortQuantity(0d).build();
assertBeanEquals(expected6, filtered[6]);
SecurityPosition expected7 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123431")).build()).securityId(EtdIdUtils.optionId(ExchangeIds.ECAG, OGBL, YearMonth.of(2017, 6), EtdVariant.ofMonthly(), 0, PutCall.PUT, 3d, YearMonth.of(2017, 9))).longQuantity(15d).shortQuantity(2d).build();
assertBeanEquals(expected7, filtered[7]);
SecurityPosition expected8 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123432")).build()).securityId(EtdIdUtils.optionId(ExchangeIds.ECAG, OGBL, YearMonth.of(2017, 6), EtdVariant.ofFlexOption(13, EtdSettlementType.CASH, EtdOptionType.AMERICAN), 0, PutCall.CALL, 4d)).longQuantity(0d).shortQuantity(13d).build();
assertBeanEquals(expected8, filtered[8]);
SecurityPosition expected9 = SecurityPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123433")).build()).securityId(EtdIdUtils.optionId(ExchangeIds.ECAG, OGBL, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2), 0, PutCall.PUT, 5.1d)).longQuantity(0d).shortQuantity(20d).build();
assertBeanEquals(expected9, filtered[9]);
}
//-------------------------------------------------------------------------
public virtual void test_parse_option()
{
EtdContractSpecId specId = EtdContractSpecId.of("OG-ETD", "O-ECAG-OGBL");
EtdContractSpec contract = EtdContractSpec.builder().id(specId).type(EtdType.OPTION).exchangeId(ExchangeIds.ECAG).contractCode(OGBL).description("Dummy").priceInfo(SecurityPriceInfo.of(Currency.GBP, 100)).build();
ReferenceData refData = ImmutableReferenceData.of(specId, contract);
PositionCsvLoader test = PositionCsvLoader.of(refData);
ValueWithFailures <IList <EtdOptionPosition> > trades = test.parse(ImmutableList.of(FILE.CharSource), typeof(EtdOptionPosition));
IList <EtdOptionPosition> filtered = trades.Value;
assertEquals(filtered.Count, 3);
EtdOptionPosition expected1 = EtdOptionPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123431")).build()).security(EtdOptionSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofMonthly(), 0, PutCall.PUT, 3d, YearMonth.of(2017, 9))).longQuantity(15d).shortQuantity(2d).build();
assertBeanEquals(expected1, filtered[0]);
EtdOptionPosition expected2 = EtdOptionPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123432")).build()).security(EtdOptionSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofFlexOption(13, EtdSettlementType.CASH, EtdOptionType.AMERICAN), 0, PutCall.CALL, 4d)).longQuantity(0d).shortQuantity(13d).build();
assertBeanEquals(expected2, filtered[1]);
EtdOptionPosition expected3 = EtdOptionPosition.builder().info(PositionInfo.builder().id(StandardId.of("OG", "123433")).build()).security(EtdOptionSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2), 0, PutCall.PUT, 5.1d)).longQuantity(0d).shortQuantity(20d).build();
assertBeanEquals(expected3, filtered[2]);
}