public static Portfolio GenerateDefaultPortfolio()
{
Security goog = new Security {Symbol = "goog"};
Security msft = new Security {Symbol = "msft"};
Security aapl = new Security {Symbol = "aapl"};
Portfolio portfolio = new Portfolio
{
Name = "po' boy"
};
Account mandingo = new Account
{
Name = "mandingo",
Portfolio = portfolio
};
AddPosition(mandingo, goog, 100M, 12.34M);
AddPosition(mandingo, aapl, 200M, 23.45M);
portfolio.Accounts.Add(mandingo);
Account took = new Account
{
Name = "took",
Portfolio = portfolio
};
AddPosition(took, msft, 100M, 34.56M);
portfolio.Accounts.Add(took);
return portfolio;
}
public IEnumerable<CategoryWeight> GetWeights(Category category, Security security)
{
if (!_categoryCache.ContainsKey(category.Name))
throw new CategoryNotFoundException(string.Format("Category '{0}' not found.", category.Name));
if (!_securityCache.ContainsKey(security))
throw new SecurityNotFoundException(string.Format("Security '{0}' not found.", security.Symbol));
return _securityCache[security].Where(cw => category.Values.Contains(cw.Value));
}
public Security GetBySymbol(string symbol)
{
if (!_securityCache.ContainsKey(symbol))
_securityCache[symbol] = new Security
{
Symbol = symbol
};
return _securityCache[symbol];
}
public void AddWeights(Category category, Security security, IEnumerable<CategoryWeight> weights)
{
if (!_categoryCache.ContainsKey(category.Name))
throw new CategoryNotFoundException(string.Format("Category '{0}' not found.", category.Name));
if (!_securityCache.ContainsKey(security))
{
_securityCache.Add(security, new List<CategoryWeight>());
}
_securityCache[security].AddRange(weights.Except(_securityCache[security]));
}
public void When_Updating_Account_Then_Update_Is_Atomic()
{
var portfolio = TestDataGenerator.GenerateDefaultPortfolio();
var mandingo = portfolio.Accounts.Single(a => a.Name.Equals("mandingo", StringComparison.InvariantCultureIgnoreCase));
Security yvr = new Security { Symbol = "yvr" };
Security goog = new Security { Symbol = "goog" };
var transactions = new List<Transaction>(2)
{
new Transaction
{
Account = mandingo,
Date = DateTime.UtcNow,
Price = 10M,
Security = yvr,
Shares = 100M,
Type = TransactionType.Buy
},
new Transaction
{
Account = mandingo,
Date = DateTime.UtcNow,
Price = 10M,
Security = goog,
Shares = 10M,
Type = TransactionType.Sell
},
new Transaction
{
Account = mandingo,
Date = DateTime.UtcNow,
Price = 10M,
Security = new Security { Symbol = "not_owned" },
Shares = 100M,
Type = TransactionType.Sell
}
};
var portfolioService = new PortfolioService(portfolio);
Assert.Throws<Exception>(() => portfolioService.UpdateWith(transactions));
Assert.That(mandingo.Positions.Count, Is.EqualTo(2));
var googPosition = mandingo.Positions.Single(p => p.Security.Symbol.Equals(goog.Symbol, StringComparison.InvariantCultureIgnoreCase));
Assert.That(googPosition.Shares, Is.EqualTo(100M));
var aaplPosition = mandingo.Positions.Single(p => p.Security.Symbol.Equals("aapl", StringComparison.InvariantCultureIgnoreCase));
Assert.That(aaplPosition.Shares, Is.EqualTo(200M));
var took = portfolio.Accounts.Single(a => a.Name.Equals("took", StringComparison.InvariantCultureIgnoreCase));
var msftPosition = took.Positions.Single(p => p.Security.Symbol.Equals("msft", StringComparison.InvariantCultureIgnoreCase));
Assert.That(msftPosition.Shares, Is.EqualTo(100M));
}
public void When_Updating_Account_With_Buy_Transaction_And_No_Position_Then_Account_Gains_Position()
{
// setup
Security goog = new Security { Symbol = "goog" };
var portfolio = TestDataGenerator.GenerateEmptyPortfolio();
var mandingo = portfolio.Accounts.Single(a => a.Name.Equals("mandingo", StringComparison.InvariantCultureIgnoreCase));
var portfolioService = new PortfolioService(portfolio);
var transaction = new Transaction
{
Account = mandingo,
Date = DateTime.UtcNow,
Price = 0M,
Security = goog,
Shares = 10M,
Type = TransactionType.Buy
};
// execute
portfolioService.UpdateWith(new List<Transaction> { transaction });
// verify
Assert.That(mandingo.Positions.Single().Shares, Is.EqualTo(10M));
}
public void GetCategoriesAndWeights(out IEnumerable<Category> categories, out IEnumerable<CategoryWeight> categoryWeights)
{
var region = new Category { Name = RegionName };
var assetClass = new Category { Name = AssetClassName };
var currency = new Category { Name = CurrencyName };
var weights = new List<CategoryWeight>();
while (_csvReader.ReadNextRecord())
{
Security security;
string currencyText, regionText, assetClassText;
if (_csvReader.HasHeaders)
{
security = new Security { Symbol = _csvReader["Symbol"] };
currencyText = _csvReader["Currency"];
regionText = _csvReader["Region"];
assetClassText = _csvReader["AssetClass"];
}
else
{
security = new Security { Symbol = _csvReader[0] };
currencyText = _csvReader[1];
regionText = _csvReader[2];
assetClassText = _csvReader[3];
}
if (!region.Values.Any(v => v.Name.Equals(regionText, StringComparison.InvariantCultureIgnoreCase)))
region.Values.Add(new CategoryValue { Category = region, Name = regionText });
if (!assetClass.Values.Any(v => v.Name.Equals(assetClassText, StringComparison.InvariantCultureIgnoreCase)))
assetClass.Values.Add(new CategoryValue { Category = assetClass, Name = assetClassText });
if (!currency.Values.Any(v => v.Name.Equals(currencyText, StringComparison.InvariantCultureIgnoreCase)))
currency.Values.Add(new CategoryValue { Category = currency, Name = currencyText });
var regionValue = region.Values.Single(v => v.Name.Equals(regionText, StringComparison.InvariantCultureIgnoreCase));
var assetClassValue = assetClass.Values.Single(v => v.Name.Equals(assetClassText, StringComparison.InvariantCultureIgnoreCase));
var currencyValue = currency.Values.Single(v => v.Name.Equals(currencyText, StringComparison.InvariantCultureIgnoreCase));
weights.Add(new CategoryWeight
{
Security = security,
Value = regionValue,
Weight = 100M
});
weights.Add(new CategoryWeight
{
Security = security,
Value = assetClassValue,
Weight = 100M
});
weights.Add(new CategoryWeight
{
Security = security,
Value = currencyValue,
Weight = 100M
});
}
categories = new List<Category> { region, assetClass, currency };
categoryWeights = weights;
}
public static Portfolio GenerateFundbotPortfolio()
{
Security xfn = new Security { Symbol = "XFN.TO" };
Security agg = new Security { Symbol = "AGG" };
Security xiu = new Security { Symbol = "XIU.TO" };
Security cpd = new Security { Symbol = "CPD.TO" };
Security efa = new Security { Symbol = "EFA" };
Portfolio portfolio = new Portfolio
{
Name = Guid.NewGuid().ToString()
};
Account account = new Account
{
Name = portfolio.Name,
Portfolio = portfolio
};
portfolio.Accounts.Add(account);
AddPosition(account, xfn, 100M, 29.97M);
AddPosition(account, agg, 27M, 1000.69M);
AddPosition(account, xiu, 100M, 21.1M);
AddPosition(account, cpd, 500M, 16.55M);
AddPosition(account, efa, 100M, 68.24M);
return portfolio;
}
private static void AddPosition(Account account, Security security, decimal shares, decimal price)
{
account.Positions.Add(new Position
{
Account = account,
Shares = shares,
Security = security
});
account.Transactions.Add(new Transaction
{
Account = account,
Date = DateTime.UtcNow,
Price = price,
Security = security,
Shares = shares,
Type = TransactionType.Buy
});
}
public static IEnumerable<CategoryWeight> GenerateFundbotWeights(IEnumerable<Category> fundbotCategories)
{
Security xfn = new Security { Symbol = "XFN.TO" };
Security agg = new Security { Symbol = "AGG" };
Security xiu = new Security { Symbol = "XIU.TO" };
Security cpd = new Security { Symbol = "CPD.TO" };
Security efa = new Security { Symbol = "EFA" };
var categories = fundbotCategories.ToList();
var regionCad = categories.Single(c => c.Name.Equals("Region")).Values.Single(v => v.Name.Equals("CAD"));
var regionUsd = categories.Single(c => c.Name.Equals("Region")).Values.Single(v => v.Name.Equals("USD"));
var regionIntl = categories.Single(c => c.Name.Equals("Region")).Values.Single(v => v.Name.Equals("INTL"));
var currencyCad = categories.Single(c => c.Name.Equals("Currency")).Values.Single(v => v.Name.Equals("CAD"));
var currencyUsd = categories.Single(c => c.Name.Equals("Currency")).Values.Single(v => v.Name.Equals("USD"));
var assetClassEquity = categories.Single(c => c.Name.Equals("Asset Class")).Values.Single(v => v.Name.Equals("Equity"));
var assetClassBonds = categories.Single(c => c.Name.Equals("Asset Class")).Values.Single(v => v.Name.Equals("Bonds"));
var assetClassPreferred = categories.Single(c => c.Name.Equals("Asset Class")).Values.Single(v => v.Name.Equals("Preferred"));
var weights = new List<CategoryWeight>
{
new CategoryWeight { Security = xfn, Value = currencyCad, Weight = 100M },
new CategoryWeight { Security = xfn, Value = regionCad, Weight = 100M },
new CategoryWeight { Security = xfn, Value = assetClassEquity, Weight = 100M },
new CategoryWeight { Security = agg, Value = currencyUsd, Weight = 100M },
new CategoryWeight { Security = agg, Value = regionUsd, Weight = 100M },
new CategoryWeight { Security = agg, Value = assetClassBonds, Weight = 100M },
new CategoryWeight { Security = xiu, Value = currencyCad, Weight = 100M },
new CategoryWeight { Security = xiu, Value = regionCad, Weight = 100M },
new CategoryWeight { Security = xiu, Value = assetClassEquity, Weight = 100M },
new CategoryWeight { Security = cpd, Value = currencyCad, Weight = 100M },
new CategoryWeight { Security = cpd, Value = regionCad, Weight = 100M },
new CategoryWeight { Security = cpd, Value = assetClassPreferred, Weight = 100M },
new CategoryWeight { Security = efa, Value = currencyUsd, Weight = 100M },
new CategoryWeight { Security = efa, Value = regionIntl, Weight = 100M },
new CategoryWeight { Security = efa, Value = assetClassEquity, Weight = 100M }
};
return weights;
}
public void When_Updating_Portfolio_With_Invalid_Transaction_Then_Exception_Is_Thrown()
{
// setup
var portfolio = TestDataGenerator.GenerateEmptyPortfolio();
var portfolioService = new PortfolioService(portfolio);
Security goog = new Security { Symbol = "goog" };
var transaction = new Transaction
{
Account = null,
Date = DateTime.UtcNow,
Price = 0M,
Security = goog,
Shares = 10M,
Type = TransactionType.Buy
};
// verify
try
{
portfolioService.UpdateWith(new List<Transaction> { transaction });
}
catch (Exception ex)
{
Assert.That(ex.Message, Is.EqualTo("One or more transactions are invalid."));
}
}
public void When_Updating_Empty_Portfolio_With_Transactions_Then_Portfolio_Is_Updated_To_Correct_State()
{
// setup
var portfolio = TestDataGenerator.GenerateEmptyPortfolio();
var portfolioService = new PortfolioService(portfolio);
var mandingo = portfolio.Accounts.Single(a => a.Name.Equals("mandingo", StringComparison.InvariantCultureIgnoreCase));
var took = portfolio.Accounts.Single(a => a.Name.Equals("took", StringComparison.InvariantCultureIgnoreCase));
Security goog = new Security { Symbol = "goog" };
Security msft = new Security { Symbol = "msft" };
var transactionDate = DateTime.UtcNow;
var transactions = new List<Transaction>();
transactions.Add(new Transaction
{
Account = mandingo,
Date = transactionDate,
Price = 15.25M,
Security = goog,
Shares = 100M,
Type = TransactionType.Buy
});
transactions.Add(new Transaction()
{
Account = took,
Date = transactionDate.AddMinutes(14),
Price = 21.54M,
Security = msft,
Shares = 50M,
Type = TransactionType.Sell
});
transactions.Add(new Transaction()
{
Account = took,
Date = transactionDate,
Price = 21.34M,
Security = msft,
Shares = 200M,
Type = TransactionType.Buy
});
// execute
portfolioService.UpdateWith(transactions);
// verify
Assert.That(mandingo.Transactions.Count, Is.EqualTo(1));
Assert.That(mandingo.Positions.Count, Is.EqualTo(1));
var position = mandingo.Positions.Single();
Assert.That(position.Security.Symbol, Is.EqualTo(goog.Symbol));
Assert.That(position.Account, Is.EqualTo(mandingo));
Assert.That(position.Shares, Is.EqualTo(100M));
Assert.That(took.Transactions.Count, Is.EqualTo(2));
Assert.That(took.Positions.Count, Is.EqualTo(1));
position = took.Positions.Single();
Assert.That(position.Security.Symbol, Is.EqualTo(msft.Symbol));
Assert.That(position.Account, Is.EqualTo(took));
Assert.That(position.Shares, Is.EqualTo(150M));
}
public void When_Updating_Account_With_Transaction_That_Already_Happened_Then_New_Transaction_Is_Ignored()
{
var portfolio = TestDataGenerator.GenerateDefaultPortfolio();
var mandingo = portfolio.Accounts.Single(a => a.Name.Equals("mandingo", StringComparison.InvariantCultureIgnoreCase));
Security yvr = new Security { Symbol = "yvr" };
var transactions = new List<Transaction>();
transactions.AddRange(mandingo.Transactions);
transactions.Add(new Transaction
{
Account = mandingo,
Date = DateTime.UtcNow,
Price = 10M,
Security = yvr,
Shares = 50M,
Type = TransactionType.Buy
});
var portfolioService = new PortfolioService(portfolio);
portfolioService.UpdateWith(transactions);
Assert.That(mandingo.Transactions.Count, Is.EqualTo(3));
var googPosition = mandingo.Positions.Single(p => p.Security.Symbol.Equals("goog", StringComparison.InvariantCultureIgnoreCase));
Assert.That(googPosition.Shares, Is.EqualTo(100M));
var aaplPosition = mandingo.Positions.Single(p => p.Security.Symbol.Equals("aapl", StringComparison.InvariantCultureIgnoreCase));
Assert.That(aaplPosition.Shares, Is.EqualTo(200M));
var yvrPosition = mandingo.Positions.Single(p => p.Security.Symbol.Equals("yvr", StringComparison.InvariantCultureIgnoreCase));
Assert.That(yvrPosition.Shares, Is.EqualTo(50M));
}
public void When_Updating_Account_With_Sell_Transaction_With_More_Shares_Than_Position_Then_Exception_Is_Thrown()
{
// setup
Security goog = new Security { Symbol = "goog" };
var portfolio = TestDataGenerator.GenerateEmptyPortfolio();
var mandingo = portfolio.Accounts.Single(a => a.Name.Equals("mandingo", StringComparison.InvariantCultureIgnoreCase));
mandingo.Positions.Add(new Position
{
Account = mandingo,
Shares = 1M,
Security = goog
});
var portfolioService = new PortfolioService(portfolio);
var transaction = new Transaction
{
Account = mandingo,
Date = DateTime.UtcNow,
Price = 0M,
Security = goog,
Shares = 10M,
Type = TransactionType.Sell
};
// verify
try
{
portfolioService.UpdateWith(new List<Transaction> { transaction });
}
catch (Exception ex)
{
Assert.That(ex.Message, Is.EqualTo("Tried to sell more shares than the account has."));
}
}
private IList<CategoryWeight> GetWeightDataFromQuestrade(Category category, Security security)
{
var symbolData = GetSymbols(new[] { security }).Single();
var values = _categoryRepository.GetValues(category);
var list = new List<CategoryWeight>();
if (category.Name.Equals("security", StringComparison.InvariantCultureIgnoreCase))
{
string categoryValueName;
switch (symbolData.m_securityType)
{
case SecurityType.Stock:
categoryValueName = "Stock";
break;
case SecurityType.Bond:
categoryValueName = "Bond";
break;
default:
throw new Exception(string.Format("Questrade security type not supported: {0}", symbolData.m_securityType));
}
var value = values.SingleOrDefault(v => v.Name.Equals(categoryValueName));
if (value == null)
{
value = new CategoryValue { Category = category, Name = categoryValueName };
_categoryRepository.AddValues(category, new[] { value });
}
list.Add(new CategoryWeight { Security = security, Weight = 100M, Value = value });
}
else if (category.Name.Equals("currency", StringComparison.InvariantCultureIgnoreCase))
{
var value = values.SingleOrDefault(v => v.Name.Equals(symbolData.m_currency));
if (value == null)
{
value = new CategoryValue { Category = category, Name = symbolData.m_currency };
_categoryRepository.AddValues(category, new[] { value });
}
list.Add(new CategoryWeight { Security = security, Weight = 100M, Value = value });
}
else
{
throw new Exception(string.Format("Category not supported: {0}", category.Name));
}
if (!list.Any())
return new List<CategoryWeight>();
_categoryRepository.AddWeights(category, security, list);
return list;
}
// this is going to get nuts...
public IList<CategoryWeight> GetWeights(Category category, Security security)
{
// this exception block sucks. TODO - Replace with something sane.
try
{
var weights = _categoryRepository.GetWeights(category, security).ToList();
if (!weights.Any(w => w.Value.Category == category))
return GetWeightDataFromQuestrade(category, security);
return weights.Where(w => w.Value.Category == category).ToList();
}
catch (SecurityNotFoundException)
{
return GetWeightDataFromQuestrade(category, security);
}
}
public void When_Updating_Account_With_Sell_Transaction_Equal_To_Position_Then_Account_Has_Position_Removed()
{
// setup
Security goog = new Security { Symbol = "goog" };
var portfolio = TestDataGenerator.GenerateEmptyPortfolio();
var mandingo = portfolio.Accounts.Single(a => a.Name.Equals("mandingo", StringComparison.InvariantCultureIgnoreCase));
mandingo.Positions.Add(new Position
{
Account = mandingo,
Shares = 100M,
Security = goog
});
var portfolioService = new PortfolioService(portfolio);
var transaction = new Transaction
{
Account = mandingo,
Date = DateTime.UtcNow,
Price = 0M,
Security = goog,
Shares = 100M,
Type = TransactionType.Sell
};
// verify
portfolioService.UpdateWith(new List<Transaction> { transaction });
Assert.That(mandingo.Positions.Count, Is.EqualTo(0));
}