public void GetPositionByKey_Multitrades_ValidQuantity()
{
var service = new PositionCacheService();
service.SubmitOrder(new Order()
{
OrderType = Common.OrderType.Buy,
SecurityMasterId = 1,
Portfolio = "TraderX",
Price = 100.45M,
Quantity = 100
});
service.SubmitOrder(new Order()
{
OrderType = Common.OrderType.Buy,
SecurityMasterId = 1,
Portfolio = "TraderX",
Price = 200.00M,
Quantity = 100
});
var pos = service.GetPositionByKey(PositionKey.Create("TraderX", 1));
Assert.AreEqual(200, pos.Quantity);
}
public void GetPositionByKey_Multitrades()
{
var service = new PositionCacheService();
service.SubmitOrder(new Order()
{
OrderType = Common.OrderType.Buy,
SecurityMasterId = 1,
Portfolio = "TraderX",
Price = 100.45M,
Quantity = 100
});
service.SubmitOrder(new Order()
{
OrderType = Common.OrderType.Buy,
SecurityMasterId = 1,
Portfolio = "TraderX",
Price = 200.00M,
Quantity = 100
});
var posCount = service.GetCurrentPositions().Count();
Assert.AreEqual(1, posCount);
}
public void GetPositionByKey_Multitrades_ChangeSide()
{
var service = new PositionCacheService();
service.SubmitOrder(new Order()
{
OrderType = Common.OrderType.Buy,
SecurityMasterId = 1,
Portfolio = "TraderX",
Price = 100M,
Quantity = 100
});
service.SubmitOrder(new Order()
{
OrderType = Common.OrderType.Sell,
SecurityMasterId = 1,
Portfolio = "TraderX",
Price = 200.00M,
Quantity = 200
});
var pos = service.GetPositionByKey(PositionKey.Create("TraderX", 1));
Assert.IsTrue(pos.IsShort);
}
public void GetPositionByKey_InValidPortFolio()
{
var service = new PositionCacheService();
service.SubmitOrder(new Order()
{
OrderType = Common.OrderType.Buy,
SecurityMasterId = 1,
Portfolio = "TraderX",
Price = 100.45M,
Quantity = 100
});
var pos = service.GetPositionByKey(PositionKey.Create("Trader", 1));
Assert.IsNull(pos);
}
public void NewOrder_CreatesPosition()
{
var service = new PositionCacheService();
service.SubmitOrder(new Order()
{
OrderType = Common.OrderType.Buy,
SecurityMasterId = 1,
Portfolio = "TraderX",
Price = 100.45M,
Quantity = 100
});
var count = service.GetCurrentPositions().Count();
Assert.AreEqual(1, count);
}
