public void UpdateClosingPricesUpdateExistingEntries()
{
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);
var prices = new StockPrice[]
{
new StockPrice(new Date(2000, 01, 03), 10.00m),
new StockPrice(new Date(2000, 01, 05), 20.00m)
};
priceHistory.UpdateClosingPrices(prices);
var result = priceHistory.GetPrices(new DateRange(Date.MinValue, Date.MaxValue)).ToList();
result.Should().Equal(new[]
{
new StockPrice(new Date(2000, 01, 01), 1.00m),
new StockPrice(new Date(2000, 01, 03), 10.00m),
new StockPrice(new Date(2000, 01, 05), 20.00m)
});
}
public void GetPriceExactMatch()
{
var priceHistory = new StockPriceHistory(Guid.NewGuid());
priceHistory.UpdateClosingPrice(new Date(2000, 08, 01), 4.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 01), 10.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 05, 01), 6.00m);
var result = priceHistory.GetPrice(new Date(2000, 01, 01));
result.Should().Be(10.00m);
}
public void GetPriceCurrentDayWitoutCurrentPriceSet()
{
var priceHistory = new StockPriceHistory(Guid.NewGuid());
priceHistory.UpdateClosingPrice(new Date(2000, 08, 01), 4.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 01), 10.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 05, 01), 6.00m);
var result = priceHistory.GetPrice(Date.Today);
result.Should().Be(4.00m);
}
public void LatestDate()
{
var priceHistory = new StockPriceHistory(Guid.NewGuid());
priceHistory.UpdateClosingPrice(new Date(2000, 08, 01), 4.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 01), 10.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 05, 01), 6.00m);
var result = priceHistory.LatestDate;
result.Should().Be(new Date(2000, 08, 01));
}
public void GetPriceBeforeFirstEntry()
{
var priceHistory = new StockPriceHistory(Guid.NewGuid());
priceHistory.UpdateClosingPrice(new Date(2000, 08, 01), 4.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 01), 10.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 05, 01), 6.00m);
priceHistory.UpdateCurrentPrice(15.00m);
var result = priceHistory.GetPrice(new Date(1999, 02, 01));
result.Should().Be(0.00m);
}
public void GetPriceInTheFuture()
{
var priceHistory = new StockPriceHistory(Guid.NewGuid());
priceHistory.UpdateClosingPrice(new Date(2000, 08, 01), 4.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 01, 01), 10.00m);
priceHistory.UpdateClosingPrice(new Date(2000, 05, 01), 6.00m);
priceHistory.UpdateCurrentPrice(15.00m);
var result = priceHistory.GetPrice(Date.Today.AddDays(20));
result.Should().Be(15.00m);
}
public void UpdateClosingPriceNoExistingEntryForDate()
{
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, 04), 11.00m);
var result = priceHistory.GetPrice(new Date(2000, 01, 04));
result.Should().Be(11.00m);
}
public void UpdateClosingPriceCurrentPriceForDate()
{
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.UpdateCurrentPrice(10.00m);
priceHistory.UpdateClosingPrice(Date.Today, 11.00m);
var result = priceHistory.GetPrice(Date.Today);
result.Should().Be(11.00m);
}
public void UpdateClosingPricesEmptyList()
{
var priceHistory = new StockPriceHistory(Guid.NewGuid());
priceHistory.UpdateClosingPrice(new Date(2000, 01, 04), 11.00m);
var result = priceHistory.GetPrice(new Date(2000, 01, 04));
result.Should().Be(11.00m);
}
public void GetPricesWhollyAfter()
{
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(2001, 01, 01), new Date(2001, 01, 10))).ToList();
result.Should().BeEmpty();
}
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 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);
}