public void WhenNoRulesReturnNull()
{
var rules = new StopRulesCollection();
var rule = rules.RuleForPercentage(0);
Assert.Null(rule);
}
public void RulesSortedCorrectly()
{
// Arrange
var b = new StopRulesCollection
{
new StopLossRule
{
LowerProfitPercentage = 10,
UpperProfitPercentage = 20
},
new StopLossRule
{
LowerProfitPercentage = 1,
UpperProfitPercentage = 2
}
};
// Act
b.Sort(new StopLossRuleComparer());
// Assert
Assert.Equal(1, b[0].LowerProfitPercentage);
Assert.Equal(20, b[1].UpperProfitPercentage);
}
public void ForSingleRuleOnEdgeOfRangeReturnRule(double value)
{
var rules = new StopRulesCollection
{
new StopLossRule
{
LowerProfitPercentage = 1,
UpperProfitPercentage = 10
}
};
var rule = rules.RuleForPercentage(value);
Assert.NotNull(rule);
}
public void WhenGreaterThanMaxReturnLastRule()
{
var rules = new StopRulesCollection
{
new StopLossRule
{
LowerProfitPercentage = 1,
UpperProfitPercentage = 10
}
};
var rule = rules.RuleForPercentage(20);
Assert.NotNull(rule);
}
public void WhenOutOfRangeReturnNull()
{
var rules = new StopRulesCollection
{
new StopLossRule
{
LowerProfitPercentage = 1,
UpperProfitPercentage = 10
}
};
var rule = rules.RuleForPercentage(0);
Assert.Null(rule);
}
public void ForMultipleRulesWhenGreaterThanMaxReturnLastRule()
{
var rules = new StopRulesCollection
{
new StopLossRule
{
LowerProfitPercentage = 1,
UpperProfitPercentage = 10,
StopType = StopTypeValue.Trailing
},
new StopLossRule
{
LowerProfitPercentage = 10,
UpperProfitPercentage = 20,
StopType = StopTypeValue.Smart
}
};
var rule = rules.RuleForPercentage(30);
Assert.Equal(StopTypeValue.Smart, rule.StopType);
}
public void ForMultipleRulesOnEdgeOfRangeReturnFirstRule()
{
var rules = new StopRulesCollection
{
new StopLossRule
{
LowerProfitPercentage = 1,
UpperProfitPercentage = 10,
StopType = StopTypeValue.Trailing
},
new StopLossRule
{
LowerProfitPercentage = 10,
UpperProfitPercentage = 13,
StopType = StopTypeValue.Floating
}
};
var rule = rules.RuleForPercentage(10);
Assert.Equal(StopTypeValue.Trailing, rule.StopType);
}
public void WhenZeroProfitTrailingStopUsed(double profitPercentage)
{
const double EntryPrice = 10;
const double Percentage = 6.5;
var calculator = new Calculator();
var currentPrice = EntryPrice * (1 + profitPercentage / 100);
var rules = new StopRulesCollection
{
new StopLossRule
{
StopType = StopTypeValue.Trailing,
LowerProfitPercentage = 0,
UpperProfitPercentage = 10,
Percentage = Percentage
}
};
var result = calculator.CalculateStopLoss(EntryPrice, currentPrice, rules);
Assert.Equal("TRAIL", result.OrderType);
Assert.Equal(Percentage, result.StopPrice.TrailingPercent);
}
