public void Optimise_StocksGoingUp_LongStocks()
{
var stocks = new List <Stock>()
{
{ new Stock("GOOGL", new List <HistoricPrice>()
{
new HistoricPrice(new DateTime(2017, 3, 1), 824.17)
}, new ForecastPrice(840.65)) },
{ new Stock("AAPL", new List <HistoricPrice>()
{
new HistoricPrice(new DateTime(2017, 3, 1), 143.17)
}, new ForecastPrice(146.03)) }
};
PortfolioOptimiser portfolioOptimiser = new PortfolioOptimiser(stocks);
portfolioOptimiser.Optimise();
var changeInApple = (146.03 / 143.17 - 1);
var changeInGoogle = (840.65 / 824.17 - 1);
var totalChange = changeInApple + changeInGoogle;
Assert.Equal(portfolioOptimiser.Portfolio, new Dictionary <string, double>()
{
{ "AAPL", changeInApple / totalChange }, { "GOOGL", changeInGoogle / totalChange }
});
}
public void Get_Profile_BeforeOptimise_ShouldThrowInvalidOperationException()
{
Stock stock = new Stock("GOOGL", new List <HistoricPrice>()
{
new HistoricPrice(new DateTime(2017, 3, 1), 824.17)
}, new ForecastPrice(840.65));
PortfolioOptimiser portfolioOptimiser = new PortfolioOptimiser(new List <Stock>()
{
stock
});
var exception = Assert.Throws <InvalidOperationException>(() => portfolioOptimiser.Portfolio);
Assert.Equal("Can't retrieve portfolio before optimising", exception.Message);
}
public void Optimise_StockGoingUp_LongStock(string symbol, double historicPrice, double forecastPrice)
{
Stock stock = new Stock(symbol, new List <HistoricPrice>()
{
new HistoricPrice(new DateTime(2017, 3, 1), historicPrice)
}, new ForecastPrice(forecastPrice));
PortfolioOptimiser portfolioOptimiser = new PortfolioOptimiser(new List <Stock>()
{
stock
});
portfolioOptimiser.Optimise();
Assert.Equal(portfolioOptimiser.Portfolio, new Dictionary <string, double>()
{
{ symbol, 1 }
});
}
public void Optimise_MultipleHistoricValuesGoingUp_LongStock()
{
var stocks = new List <Stock>()
{
{ new Stock("GOOGL", new List <HistoricPrice>()
{
new HistoricPrice(new DateTime(2017, 3, 1), 824.17), new HistoricPrice(new DateTime(2017, 3, 2), 143.17)
},
new ForecastPrice(840.65)) },
};
PortfolioOptimiser portfolioOptimiser = new PortfolioOptimiser(stocks);
portfolioOptimiser.Optimise();
Assert.Equal(new Dictionary <string, double>()
{
{ "GOOGL", 1 }
}, portfolioOptimiser.Portfolio);
}
