public void Decorator_Handles_Half_OrderFill()
{
var order = BuildOrder();
order.OrderFilledVolume = 50;
order.OrderOrderedVolume = 100;
var orderAllocation = BuildAllocation(100);
var decorator = new OrderAllocationDecorator(order, orderAllocation);
Assert.AreEqual(decorator.OrderFilledVolume, 50);
}
public void Decorator_Handles_ZeroAllocatedFill()
{
var order = this.BuildOrder();
order.OrderFilledVolume = 100;
var orderAllocation = this.BuildAllocation(0);
var decorator = new OrderAllocationDecorator(order, orderAllocation);
Assert.AreEqual(decorator.OrderFilledVolume, 0);
Assert.AreEqual(decorator.OrderOrderedVolume, 0);
}
public void Decorator_Handles_Zero_CorrectAccountingEntities()
{
var order = this.BuildOrder();
order.OrderFilledVolume = 1000;
var orderAllocation = this.BuildAllocation(100);
var decorator = new OrderAllocationDecorator(order, orderAllocation);
Assert.AreEqual(decorator.OrderClientAccountAttributionId, "allocation-account");
Assert.AreEqual(decorator.OrderFund, "allocation-fund");
Assert.AreEqual(decorator.OrderStrategy, "allocation-strategy");
}
public void Decorator_Handles_OrderVolumeAdjustment()
{
var order = this.BuildOrder();
order.OrderOrderedVolume = 100;
order.OrderFilledVolume = 1000;
var orderAllocation = this.BuildAllocation(100);
var decorator = new OrderAllocationDecorator(order, orderAllocation);
Assert.AreEqual(decorator.OrderFilledVolume, 100);
Assert.AreEqual(decorator.OrderOrderedVolume, 10);
}
/// <summary>
/// The project.
/// </summary>
/// <param name="order">
/// The order.
/// </param>
/// <param name="groupedAllocations">
/// The grouped allocations.
/// </param>
/// <returns>
/// The <see cref="OrderAllocationDecorator"/>.
/// </returns>
private IReadOnlyCollection <OrderAllocationDecorator> Project(
Order order,
IDictionary <string, List <OrderAllocation> > groupedAllocations)
{
if (!groupedAllocations.ContainsKey(order.OrderId))
{
var allocation = new OrderAllocation(order);
var decorator = new OrderAllocationDecorator(order, allocation);
return(new[] { decorator });
}
var allocations = groupedAllocations[order.OrderId];
var decoratedAllocations =
allocations?.Select(alloc => new OrderAllocationDecorator(order, alloc))?.ToList()
?? new List <OrderAllocationDecorator>();
return(decoratedAllocations);
}
