public void GetInvestmentCandidates_NotEnoughtPeriods_ReturnsNothing()
{
var stock = new Stock
{
Identifier = "STK.PLC",
Name = "STOCK PLC",
Description = "The Test Stock Price"
};
var history = new StockPriceHistory
{
Stock = stock,
Prices = new Dictionary <Period, Price>()
};
var currentDate = DateTime.UtcNow.AddMinutes(10);
var lastPeriodEnd = DateTime.Parse(currentDate.ToString("dd MMMM yyyy HH:00:00"));
history.Prices.Add(new Period {
Id = 5, To = lastPeriodEnd.AddHours(-2)
}, new Price {
Bid = 27.00m, Offer = 28.00m
});
history.Prices.Add(new Period {
Id = 6, To = lastPeriodEnd.AddHours(-1)
}, new Price {
Bid = 45.20m, Offer = 45.26m
});
history.Prices.Add(new Period {
Id = 7, To = lastPeriodEnd.AddHours(0)
}, new Price {
Bid = 13.00m, Offer = 13.80m
});
var stockPriceProvider = new Mock <IStockHistoryDataProvider>();
stockPriceProvider.Setup(x => x.GetStockHistory(stock, 5)).Returns(history);
var filter = new ConsistentChangeStockFilter(stockPriceProvider.Object, 5);
var results = filter.GetInvestmentCandidates(new Stock[] { stock });
Assert.AreEqual(0, results.Count());
}
public void GetPricesStartBeforeFirstEntryAndEndMatches()
{
var priceHistory = new StockPriceHistory(Guid.NewGuid());
priceHistory.UpdateClosingPrice(new Date(2000, 01, 01), 1.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 03), 3.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 05), 5.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 07), 7.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 09), 9.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 11), 11.00m);
var result = priceHistory.GetPrices(new DateRange(new Date(1999, 01, 03), new Date(2000, 01, 05))).ToList();
result.Should().Equal(new[]
{
new StockPrice(new Date(2000, 01, 01), 1.00m),
new StockPrice(new Date(2000, 01, 03), 3.00m),
new StockPrice(new Date(2000, 01, 05), 5.00m)
});
}
public void UpdateClosingPricesOnDelistingDate()
{
var mockRepository = new MockRepository(MockBehavior.Strict);
var id = Guid.NewGuid();
var stock = new Stock(id);
stock.List("XYZ", "Existing Stock", new Date(1990, 01, 01), true, AssetCategory.AustralianFixedInterest);
stock.DeList(new Date(1999, 01, 01));
var stockPriceHistory = new StockPriceHistory(id);
stock.SetPriceHistory(stockPriceHistory);
var stockCache = new EntityCache <Stock>();
stockCache.Add(stock);
var stockQuery = new StockQuery(stockCache);
var stockRepository = mockRepository.Create <IRepository <Stock> >();
var stockPriceHistoryCache = new EntityCache <StockPriceHistory>();
stockPriceHistoryCache.Add(stockPriceHistory);
var stockPriceHistoryRepository = mockRepository.Create <IRepository <StockPriceHistory> >();
stockPriceHistoryRepository.Setup(x => x.Update(stockPriceHistory)).Verifiable();
var service = new StockService(stockQuery, stockCache, stockRepository.Object, stockPriceHistoryCache, stockPriceHistoryRepository.Object);
var prices = new StockPrice[]
{
new StockPrice(new Date(1998, 01, 01), 0.10m),
new StockPrice(new Date(1998, 12, 01), 0.20m),
new StockPrice(new Date(1999, 01, 01), 0.30m)
};
var result = service.UpdateClosingPrices(id, prices);
result.Should().HaveOkStatus();
mockRepository.Verify();
}
public static async Task UpdateData(StockPriceHistory stockPriceHistory)
{
await stockPriceHistoryTable.UpdateAsync(stockPriceHistory);
}
public static async Task InsertData(StockPriceHistory stockPriceHistory)
{
await stockPriceHistoryTable.InsertAsync(stockPriceHistory);
}
public static async Task DeleteData(StockPriceHistory stockPriceHistory)
{
db.StockPriceHistories.Remove(stockPriceHistory);
await db.SaveChangesAsync();
}
public static async Task InsertData(StockPriceHistory stockPriceHistory)
{
db.StockPriceHistories.Add(stockPriceHistory);
await db.SaveChangesAsync();
}
public async static Task UpdateStockPriceHistory(StockPriceHistory stockPriceHistory)
{
await StockPriceHistoryDataAccess.UpdateData(stockPriceHistory);
}
public async static Task InsertStockPriceHistory(StockPriceHistory stockPriceHistory)
{
await StockPriceHistoryDataAccess.InsertData(stockPriceHistory);
}
public void GetInvestmentDecisions_BettingOnIncrease_ReturnsBet()
{
var stock = new Stock
{
Identifier = "STK.PLC",
Name = "STOCK PLC",
Description = "The Test Stock Price"
};
var history = new StockPriceHistory
{
Stock = stock,
Prices = new Dictionary <Period, Price>()
};
var currentDate = DateTime.UtcNow.AddMinutes(10);
var lastPeriodEnd = DateTime.Parse(currentDate.ToString("dd MMMM yyyy HH:00:00"));
history.Prices.Add(new Period {
Id = 1, To = lastPeriodEnd.AddHours(-6)
}, new Price {
Bid = 27.23m, Offer = 23.23m
});
history.Prices.Add(new Period {
Id = 2, To = lastPeriodEnd.AddHours(-5)
}, new Price {
Bid = 28.23m, Offer = 24.23m
});
history.Prices.Add(new Period {
Id = 3, To = lastPeriodEnd.AddHours(-4)
}, new Price {
Bid = 30.23m, Offer = 26.23m
});
history.Prices.Add(new Period {
Id = 4, To = lastPeriodEnd.AddHours(-3)
}, new Price {
Bid = 32.23m, Offer = 28.23m
});
history.Prices.Add(new Period {
Id = 5, To = lastPeriodEnd.AddHours(-2)
}, new Price {
Bid = 32.23m, Offer = 28.23m
});
history.Prices.Add(new Period {
Id = 6, To = lastPeriodEnd.AddHours(-1)
}, new Price {
Bid = 33.23m, Offer = 29.23m
});
history.Prices.Add(new Period {
Id = 7, To = lastPeriodEnd.AddHours(0)
}, new Price {
Bid = 37.23m, Offer = 33.23m
});
var stockHistoryProvider = new Mock <IStockHistoryDataProvider>();
stockHistoryProvider.Setup(x => x.GetStockHistory(stock, 5)).Returns(history);
var accountDataProvider = new Mock <IAccountDataProvider>();
// We are willing to bet up to £100 per point, but only willing to loose £200, Also we accept that up to 75% of this loss can be because of the spread
// GIVEN that our position is that the price will increase
// AND that the BID price is 37.23
// AND the SPREAD is 4 points
// WHEN we are willing to loose up to £150.00 on the spread
// THEN the maximum bid we can afford to place is 150 / 4 = £37.23 (£37.00 giving an initial loss of £140.00)
// GIVEN that our position is that the price will increase
// AND that our bid amount is £37.00 per point
// AND the maximum amount that we are willing to loose is £200.00
// WHEN the BID price is 37.23
// THEN the exit price will be 37.23 - (200 / 10) = 31.82
var decisionMaker = new DecisionByGrowthAndCurrentPosition(stockHistoryProvider.Object, accountDataProvider.Object, 5, 100m, 200m, .75m);
var bets = decisionMaker.GetInvestmentDescisions(new Stock[] { stock });
var bet = bets.FirstOrDefault();
var stockPrice = history.Prices.Where(x => x.Key.Id == 7).Select(x => x.Value).Single();
Assert.IsNotNull(bet);
Assert.AreEqual(37, bet.BidAmount);
Assert.AreEqual(31.82m, bet.ExitPrice);
Assert.AreEqual(37.23m, bet.OpeningPosition);
Assert.AreEqual(stockPrice, bet.Price);
Assert.AreEqual(Direction.Increase, bet.Direction);
}
// GET: StockPriceHistory/Create
public async Task <ActionResult> Create()
{
var stockPriceHistory = new StockPriceHistory();
return(View(stockPriceHistory));
}
public static Portfolio CreateEmptyPortfolio()
{
var arg = new Stock(Stock_ARG.Id);
arg.List(Stock_ARG.AsxCode, Stock_ARG.Name, new Date(2000, 01, 01), false, AssetCategory.AustralianStocks);
_StockCache.Add(arg);
arg.CorporateActions.AddCapitalReturn(ARG_CapitalReturn, new Date(2001, 01, 01), "ARG Capital Return", new Date(2001, 01, 02), 10.00m);
var argStockPrice = new StockPriceHistory(arg.Id);
arg.SetPriceHistory(argStockPrice);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 01), 1.00m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 03), 1.01m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 04), 1.00m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 05), 1.03m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 06), 1.02m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 07), 1.01m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 10), 1.05m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 14), 1.07m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 17), 1.08m);
argStockPrice.UpdateClosingPrice(new Date(2000, 01, 31), 1.09m);
argStockPrice.UpdateClosingPrice(new Date(2000, 02, 29), 1.10m);
argStockPrice.UpdateClosingPrice(new Date(2000, 03, 31), 1.07m);
argStockPrice.UpdateClosingPrice(new Date(2000, 04, 28), 1.07m);
argStockPrice.UpdateClosingPrice(new Date(2000, 05, 25), 1.03m);
argStockPrice.UpdateClosingPrice(new Date(2000, 12, 29), 1.04m);
argStockPrice.UpdateClosingPrice(new Date(2001, 01, 01), 1.05m);
argStockPrice.UpdateClosingPrice(new Date(2001, 12, 31), 1.01m);
argStockPrice.UpdateClosingPrice(new Date(2002, 12, 31), 0.99m);
argStockPrice.UpdateClosingPrice(new Date(2003, 12, 31), 1.29m);
argStockPrice.UpdateClosingPrice(new Date(2003, 05, 23), 1.40m);
argStockPrice.UpdateClosingPrice(new Date(2007, 01, 02), 0.90m);
argStockPrice.UpdateClosingPrice(new Date(2009, 01, 02), 1.70m);
argStockPrice.UpdateClosingPrice(new Date(2010, 01, 01), 2.00m);
var wam = new Stock(Stock_WAM.Id);
wam.List(Stock_WAM.AsxCode, Stock_WAM.Name, new Date(2000, 01, 01), false, AssetCategory.AustralianStocks);
_StockCache.Add(wam);
wam.CorporateActions.AddSplitConsolidation(WAM_Split, new Date(2002, 01, 01), "WAM Split", 1, 2);
var wamStockPrice = new StockPriceHistory(wam.Id);
wam.SetPriceHistory(wamStockPrice);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 01), 1.20m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 03), 1.21m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 04), 1.20m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 05), 1.23m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 06), 1.22m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 07), 1.21m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 10), 1.25m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 14), 1.24m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 17), 1.27m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 01, 31), 1.28m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 02, 29), 1.29m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 03, 31), 1.27m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 04, 28), 1.27m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 05, 25), 1.23m);
wamStockPrice.UpdateClosingPrice(new Date(2000, 12, 29), 1.14m);
wamStockPrice.UpdateClosingPrice(new Date(2001, 01, 01), 1.15m);
wamStockPrice.UpdateClosingPrice(new Date(2001, 12, 31), 1.27m);
wamStockPrice.UpdateClosingPrice(new Date(2002, 12, 31), 1.27m);
wamStockPrice.UpdateClosingPrice(new Date(2003, 12, 31), 1.27m);
wamStockPrice.UpdateClosingPrice(new Date(2003, 05, 23), 1.40m);
wamStockPrice.UpdateClosingPrice(new Date(2005, 01, 02), 1.10m);
wamStockPrice.UpdateClosingPrice(new Date(2007, 01, 02), 0.90m);
wamStockPrice.UpdateClosingPrice(new Date(2009, 01, 02), 1.30m);
wamStockPrice.UpdateClosingPrice(new Date(2010, 01, 01), 1.50m);
var portfolioFactory = new PortfolioFactory(StockResolver);
var portfolio = portfolioFactory.CreatePortfolio(Guid.NewGuid());
portfolio.Create("Test", Guid.NewGuid());
// Remove Events
portfolio.FetchEvents();
return(portfolio);
}
public async Task InsertToDatabase(IStockQuoteFromDataSource stockData)
{
// get previous close price , if none, it's the first record and then insert to db
IReadOnlyList <IStockPriceHistory> previousPrices = await _database.GetStockPriceHistoryAsync(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime, 1).ConfigureAwait(false);
IStockPriceHistory previousStockPriceHistory = previousPrices?.FirstOrDefault();
if (previousStockPriceHistory == null)
{
//string msg = $"The stock data {GetStockFullID(todayPriceFromDataSource.StockId)} from data sourceKind doesn't have the previous closed price, so it will NOT be added to database";
//WriteToErrorLog(msg);
IStockPriceHistory priceHist = new StockPriceHistory(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime)
{
OpenPrice = stockData.OpenPrice,
ClosePrice = stockData.ClosePrice,
HighPrice = stockData.HighPrice,
LowPrice = stockData.LowPrice,
Volume = stockData.Volume
};
await _database.AddOrUpdateStockPriceHistoryAsync(priceHist).ConfigureAwait(false);
return;
}
// get the max days of SystemN
IReadOnlyList <IStockPriceHistory> recentStockPriceHistory = await _database.GetStockPriceHistoryAsync(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime, _maxCalculationDay - 1).ConfigureAwait(false);
// if there exists previous closed price, then calculate today's ATR
decimal todayATR = _baseData.CalculateTodayATR(stockData.HighPrice, stockData.LowPrice, previousStockPriceHistory.ClosePrice);
(decimal? N20, decimal? HighIn20, decimal? LowIn10) = DailyPriceCalculationSystem(BuySellStrategyType.N20, recentStockPriceHistory, todayATR, stockData);
(decimal? N40, decimal? HighIn40, decimal? LowIn15) = DailyPriceCalculationSystem(BuySellStrategyType.N40, recentStockPriceHistory, todayATR, stockData);
(decimal? N60, decimal? HighIn60, decimal? LowIn20) = DailyPriceCalculationSystem(BuySellStrategyType.N60, recentStockPriceHistory, todayATR, stockData);
decimal?MA20 = CalculateMovingAverage(20, recentStockPriceHistory, stockData);
decimal?MA40 = CalculateMovingAverage(40, recentStockPriceHistory, stockData);
decimal?MA60 = CalculateMovingAverage(60, recentStockPriceHistory, stockData);
decimal?MA120 = CalculateMovingAverage(120, recentStockPriceHistory, stockData);
decimal?MA240 = CalculateMovingAverage(240, recentStockPriceHistory, stockData);
IStockPriceHistory priceHistory = new StockPriceHistory(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime)
{
OpenPrice = stockData.OpenPrice,
ClosePrice = stockData.ClosePrice,
HighPrice = stockData.HighPrice,
LowPrice = stockData.LowPrice,
Volume = stockData.Volume,
ATR = todayATR,
N20 = N20,
N40 = N40,
N60 = N60,
HighIn20 = HighIn20,
LowIn10 = LowIn10,
HighIn40 = HighIn40,
LowIn15 = LowIn15,
HighIn60 = HighIn60,
LowIn20 = LowIn20,
MA20 = MA20,
MA40 = MA40,
MA60 = MA60,
MA120 = MA120,
MA240 = MA240
};
await _database.AddOrUpdateStockPriceHistoryAsync(priceHistory).ConfigureAwait(false);
}
public static void Initialize(VestHQDbContext context)
{
context.Database.EnsureCreated();
if (context.Customers.Any())
{
return; // DB has been seeded
}
var stocks = new Stock[]
{
new Stock {
Name = "Microsoft",
Symbol = "MSFT"
},
new Stock {
Name = "Apple",
Symbol = "AAPL"
},
new Stock {
Name = "General Motors",
Symbol = "GM"
},
};
foreach (Stock s in stocks)
{
context.Stocks.Add(s);
}
context.SaveChanges();
var stockpricehistory = new StockPriceHistory[]
{
new StockPriceHistory {
StockId = 1,
Date = DateTime.Parse("2017-04-07 T17:30:00"),
Price = 65.73
},
new StockPriceHistory {
StockId = 2,
Date = DateTime.Parse("2017-04-07 T17:30:00"),
Price = 143.66
},
new StockPriceHistory {
StockId = 3,
Date = DateTime.Parse("2017-04-07 T17:30:00"),
Price = 40.60
},
new StockPriceHistory {
StockId = 1,
Date = DateTime.Parse("2017-04-08 T17:30:00"),
Price = 66
},
new StockPriceHistory {
StockId = 2,
Date = DateTime.Parse("2017-04-08 T17:30:00"),
Price = 140
},
new StockPriceHistory {
StockId = 3,
Date = DateTime.Parse("2017-04-08 T17:30:00"),
Price = 41
},
};
foreach (StockPriceHistory sph in stockpricehistory)
{
context.StockPriceHistories.Add(sph);
}
context.SaveChanges();
var Employer = new Employer[]
{
new Employer {
EmployerName = "VestHQ No1"
},
new Employer {
EmployerName = "VestHQ No2"
},
};
foreach (Employer e in Employer)
{
context.Employers.Add(e);
}
context.SaveChanges();
var Customer = new Customer[]
{
new Customer {
FirstName = "Doris",
LastName = "Chen",
TwitterAccount = "dchen",
EmployerId = 1
},
new Customer {
FirstName = "David",
LastName = "Giard",
TwitterAccount = "dgiard",
EmployerId = 2
},
};
foreach (Customer c in Customer)
{
context.Customers.Add(c);
}
context.SaveChanges();
var Holding = new Holding[]
{
new Holding {
StockId = 1,
CustomerId = 1,
Share = 2000
},
new Holding {
StockId = 1,
CustomerId = 2,
Share = 2500
},
new Holding {
StockId = 2,
CustomerId = 1,
Share = 1000
},
new Holding {
StockId = 3,
CustomerId = 2,
Share = 500
}
};
foreach (Holding h in Holding)
{
context.Holdings.Add(h);
}
context.SaveChanges();
}
public void GetInvestmentCandidates_RateOfReductionSufficient_ReturnsStock()
{
var stock = new Stock
{
Id = "STK.PLC",
Name = "STOCK PLC",
Description = "The Test Stock Price"
};
var history = new StockPriceHistory
{
Stock = stock,
Prices = new Dictionary <Period, Price>()
};
var currentDate = DateTime.UtcNow.AddMinutes(10);
var lastPeriodEnd = DateTime.Parse(currentDate.ToString("dd MMMM yyyy HH:00:00"));
history.Prices.Add(new Period {
Id = 1, To = lastPeriodEnd.AddHours(-6)
}, new Price {
Mid = 25.23m
});
history.Prices.Add(new Period {
Id = 2, To = lastPeriodEnd.AddHours(-5)
}, new Price {
Mid = 24.23m
});
history.Prices.Add(new Period {
Id = 3, To = lastPeriodEnd.AddHours(-4)
}, new Price {
Mid = 23.23m
});
history.Prices.Add(new Period {
Id = 4, To = lastPeriodEnd.AddHours(-3)
}, new Price {
Mid = 22.23m
});
history.Prices.Add(new Period {
Id = 5, To = lastPeriodEnd.AddHours(-2)
}, new Price {
Mid = 21.25m
});
history.Prices.Add(new Period {
Id = 6, To = lastPeriodEnd.AddHours(-1)
}, new Price {
Mid = 20.50m
});
history.Prices.Add(new Period {
Id = 7, To = lastPeriodEnd.AddHours(0)
}, new Price {
Mid = 20.40m
});
var stockPriceProvider = new Mock <IStockHistoryDataProvider>();
stockPriceProvider.Setup(x => x.GetStockHistory(stock, 5)).Returns(history);
var filter = new MinimumRateOfChangeStockFilter(stockPriceProvider.Object, 5, 10m, 10m);
var results = filter.GetInvestmentCandidates(new Stock[] { stock });
Assert.AreEqual(1, results.Count());
}
public void GetInvestmentCandidates_LatestPeriodMissing_ReturnsNothing()
{
var stock = new Stock
{
Id = "STK.PLC",
Name = "STOCK PLC",
Description = "The Test Stock Price"
};
var history = new StockPriceHistory
{
Stock = stock,
Prices = new Dictionary <Period, Price>()
};
var currentDate = DateTime.UtcNow.AddMinutes(10);
var lastPeriodEnd = DateTime.Parse(currentDate.ToString("dd MMMM yyyy HH:00:00"));
history.Prices.Add(new Period {
Id = 1, To = lastPeriodEnd.AddHours(-8)
}, new Price {
Mid = 45.23m
});
history.Prices.Add(new Period {
Id = 2, To = lastPeriodEnd.AddHours(-7)
}, new Price {
Mid = 43.23m
});
history.Prices.Add(new Period {
Id = 3, To = lastPeriodEnd.AddHours(-6)
}, new Price {
Mid = 30.23m
});
history.Prices.Add(new Period {
Id = 4, To = lastPeriodEnd.AddHours(-5)
}, new Price {
Mid = 29.23m
});
history.Prices.Add(new Period {
Id = 5, To = lastPeriodEnd.AddHours(-4)
}, new Price {
Mid = 27.25m
});
history.Prices.Add(new Period {
Id = 6, To = lastPeriodEnd.AddHours(-3)
}, new Price {
Mid = 18.50m
});
history.Prices.Add(new Period {
Id = 7, To = lastPeriodEnd.AddHours(-2)
}, new Price {
Mid = 13.40m
});
var stockPriceProvider = new Mock <IStockHistoryDataProvider>();
stockPriceProvider.Setup(x => x.GetStockHistory(stock, 5)).Returns(history);
var filter = new ConsistentChangeStockFilter(stockPriceProvider.Object, 5);
var results = filter.GetInvestmentCandidates(new Stock[] { stock });
Assert.AreEqual(0, results.Count());
}
public void GetInvestmentCandidates_RateOfGrowthInsufficient_ReturnsNothing()
{
var stock = new Stock
{
Identifier = "STK.PLC",
Name = "STOCK PLC",
Description = "The Test Stock Price"
};
var history = new StockPriceHistory
{
Stock = stock,
Prices = new Dictionary <Period, Price>()
};
var currentDate = DateTime.UtcNow.AddMinutes(10);
var lastPeriodEnd = DateTime.Parse(currentDate.ToString("dd MMMM yyyy HH:00:00"));
history.Prices.Add(new Period {
Id = 1, To = lastPeriodEnd.AddHours(-6)
}, new Price {
Bid = 25.20m, Offer = 25.26m
});
history.Prices.Add(new Period {
Id = 2, To = lastPeriodEnd.AddHours(-5)
}, new Price {
Bid = 26.20m, Offer = 26.26m
});
history.Prices.Add(new Period {
Id = 3, To = lastPeriodEnd.AddHours(-4)
}, new Price {
Bid = 28.20m, Offer = 28.26m
});
history.Prices.Add(new Period {
Id = 4, To = lastPeriodEnd.AddHours(-3)
}, new Price {
Bid = 30.20m, Offer = 30.26m
});
history.Prices.Add(new Period {
Id = 5, To = lastPeriodEnd.AddHours(-2)
}, new Price {
Bid = 30.00m, Offer = 30.50m
});
history.Prices.Add(new Period {
Id = 6, To = lastPeriodEnd.AddHours(-1)
}, new Price {
Bid = 31.00m, Offer = 32.00m
});
history.Prices.Add(new Period {
Id = 7, To = lastPeriodEnd.AddHours(0)
}, new Price {
Bid = 35.00m, Offer = 35.80m
});
var stockPriceProvider = new Mock <IStockHistoryDataProvider>();
stockPriceProvider.Setup(x => x.GetStockHistory(stock, 5)).Returns(history);
var filter = new MinimumRateOfChangeStockFilter(stockPriceProvider.Object, 5, 35m, 35m);
var results = filter.GetInvestmentCandidates(new Stock[] { stock });
Assert.AreEqual(0, results.Count());
}
