public void ProfitCorrectlyCalculatedAfterReversing()
{
var pos = new CurrencyPosition(_currency);
decimal fxRate = 1.35m;
int quantity = 1000;
var transaction1 = new FXTransaction
{
Quantity = quantity,
Proceeds = fxRate * quantity,
Cost = -fxRate * quantity,
FXCurrency = _currency
};
pos.AddFXTransaction(transaction1);
decimal newFxRate = 1.36m;
int newQuantity = -2000;
var transaction2 = new FXTransaction
{
Quantity = newQuantity,
Proceeds = newFxRate * newQuantity,
Cost = -newFxRate * newQuantity,
FXCurrency = _currency
};
pos.AddFXTransaction(transaction2);
Assert.AreEqual(quantity * (newFxRate - fxRate), pos.RealizedPnL);
pos.Update(newFxRate);
Assert.AreEqual(quantity * (newFxRate - fxRate), pos.TotalPnL);
}
public KashFlow.CompanyDetails ToData()
{
return(new KashFlow.CompanyDetails()
{
Address1 = Address1,
Address2 = Address2,
Address3 = Address3,
Address4 = Address4,
BusinessType = BusinessType,
BusinessType1 = BusinessType1,
BusinessType1Name = BusinessName1,
BusinessType2 = BusinessType2,
BusinessType2Name = BusinessName2,
BusinessType3 = BusinessType3,
BusinessType3Name = BusinessName3,
CompanyName = CompanyName,
CurrencyId = CurrencyID,
CurrencyName = CurrencyName,
CurrencyPosition = CurrencyPosition.ToString(),
CurrencySymbol = CurrencySymbol,
Mobile = Mobile,
PaymentTerms = PaymentTerms,
PaymentTermsType = PaymentTermsType.ToString(),
Postcode = Postcode,
PrimaryContact = PrimaryContact,
PrimaryEmail = PrimaryEmail,
Telephone = Telephone,
UsDate = IsUsingAmericanDate ? "Yes" : "No",
VatRegistered = IsVATRegistered ? "Yes" : "No",
VatRegistrationNumber = VATRegistrationNumber
});
}
public CountryCurrency(DateTime datefrom, DateTime dateto, string currencysymbol,CurrencyPosition position, double rate)
{
this.DateFrom = datefrom;
this.DateTo = dateto;
this.CurrencySymbol = currencysymbol;
this.Rate = rate;
this.Position = position;
}
public CountryCurrency(
DateTime datefrom,
DateTime dateto,
string currencysymbol,
CurrencyPosition position,
double rate)
{
DateFrom = datefrom;
DateTo = dateto;
CurrencySymbol = currencysymbol;
Rate = rate;
Position = position;
}
public void QuantityAndPriceReflectAddedTransactions()
{
var pos = new CurrencyPosition(_currency);
decimal fxRate = 1.35m;
int quantity = 1000;
var transaction1 = new FXTransaction
{
Quantity = quantity,
Proceeds = fxRate * quantity,
Cost = -fxRate * quantity,
FXCurrency = _currency
};
pos.AddFXTransaction(transaction1);
Assert.AreEqual(quantity, pos.Quantity);
Assert.AreEqual(fxRate, pos.CostBasis);
Assert.AreEqual(fxRate, pos.PriorPeriodCostBasis);
}
public void RealizedProfitsWithUpdateBetweenTradesCalculatedCorrectly()
{
var pos = new CurrencyPosition(_currency);
decimal fxRate = 1.35m;
int quantity = 1000;
var transaction1 = new FXTransaction
{
Quantity = quantity,
Proceeds = fxRate * quantity,
Cost = -fxRate * quantity,
FXCurrency = _currency
};
pos.AddFXTransaction(transaction1);
decimal newFxRate = 1.36m;
pos.Update(newFxRate);
Assert.AreEqual(quantity * (newFxRate - fxRate), pos.TotalPnL);
int newQuantity = -1000;
decimal newFxRate2 = 1.37m;
var transaction2 = new FXTransaction
{
Quantity = newQuantity,
Proceeds = newFxRate2 * newQuantity,
Cost = -newFxRate2 * newQuantity,
FXCurrency = _currency
};
pos.AddFXTransaction(transaction2);
Assert.AreEqual(-newQuantity * (newFxRate2 - fxRate), pos.RealizedPnL);
}
public CountryCurrency(DateTime datefrom, DateTime dateto, string currencysymbol, CurrencyPosition position, double rate)
{
this.DateFrom = datefrom;
this.DateTo = dateto;
this.CurrencySymbol = currencysymbol;
this.Rate = rate;
this.Position = position;
}
