public virtual void test_daily()
        {
            EtdVariant test = EtdVariant.ofDaily(24);

            assertEquals(test.Type, EtdExpiryType.DAILY);
            assertEquals(test.DateCode.Value, 24);
            assertEquals(test.SettlementType.Present, false);
            assertEquals(test.OptionType.Present, false);
            assertEquals(test.Flex, false);
            assertEquals(test.Code, "24");
        }
Пример #2
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        public virtual void test_futureId_daily()
        {
            SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(2));

            assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-20170602"));
        }
Пример #3
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        public virtual void test_optionId_daily21_version()
        {
            SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(21), 11, PutCall.PUT, 12.34);

            assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-20170621-V11-P12.34"));
        }
Пример #4
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        public virtual void test_optionIdUnderlying_daily9_version()
        {
            SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(9), 3, PutCall.PUT, 12.34, YearMonth.of(2017, 9));

            assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-20170609-V3-P12.34-U201709"));
        }