//-------------------------------------------------------------------------
public virtual void test_summarize()
{
GenericSecurityPosition trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.SECURITY).currencies(SECURITY.Currency).description("1 x 100").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_resolveTarget()
{
SecurityPosition position = sut();
GenericSecurity resolvedSecurity = GenericSecurity.of(SecurityInfo.of(SECURITY_ID, 1, CurrencyAmount.of(USD, 0.01)));
ImmutableReferenceData refData = ImmutableReferenceData.of(SECURITY_ID, resolvedSecurity);
GenericSecurityPosition expected = GenericSecurityPosition.ofLongShort(POSITION_INFO, resolvedSecurity, LONG_QUANTITY, SHORT_QUANTITY);
assertEquals(position.resolveTarget(refData), expected);
}
public virtual void test_ofLongShort_withInfo()
{
GenericSecurityPosition test = GenericSecurityPosition.ofLongShort(POSITION_INFO, SECURITY, LONG_QUANTITY, SHORT_QUANTITY);
assertEquals(test.Info, POSITION_INFO);
assertEquals(test.Security, SECURITY);
assertEquals(test.LongQuantity, LONG_QUANTITY);
assertEquals(test.ShortQuantity, SHORT_QUANTITY);
assertEquals(test.Quantity, QUANTITY);
}
public virtual void test_ofLongShort_noInfo()
{
GenericSecurityPosition test = GenericSecurityPosition.ofLongShort(SECURITY, LONG_QUANTITY, SHORT_QUANTITY);
assertEquals(test.Info, PositionInfo.empty());
assertEquals(test.Security, SECURITY);
assertEquals(test.LongQuantity, LONG_QUANTITY);
assertEquals(test.ShortQuantity, SHORT_QUANTITY);
assertEquals(test.Quantity, QUANTITY);
}
public virtual void test_ofNet_withInfo_negative()
{
GenericSecurityPosition test = GenericSecurityPosition.ofNet(POSITION_INFO, SECURITY, -100d);
assertEquals(test.Info, POSITION_INFO);
assertEquals(test.Security, SECURITY);
assertEquals(test.LongQuantity, 0d);
assertEquals(test.ShortQuantity, 100d);
assertEquals(test.Quantity, -100d);
}
public virtual void test_builder()
{
GenericSecurityPosition test = sut();
assertEquals(test.Info, POSITION_INFO);
assertEquals(test.Security, SECURITY);
assertEquals(test.LongQuantity, LONG_QUANTITY);
assertEquals(test.ShortQuantity, SHORT_QUANTITY);
assertEquals(test.Quantity, QUANTITY);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
GenericSecurityPosition other = (GenericSecurityPosition)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(security, other.security) && JodaBeanUtils.equal(longQuantity, other.longQuantity) && JodaBeanUtils.equal(shortQuantity, other.shortQuantity));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_ofNet_noInfo()
{
GenericSecurityPosition test = GenericSecurityPosition.ofNet(SECURITY, QUANTITY);
assertEquals(test.Info, PositionInfo.empty());
assertEquals(test.Security, SECURITY);
assertEquals(test.LongQuantity, QUANTITY);
assertEquals(test.ShortQuantity, 0d);
assertEquals(test.Quantity, QUANTITY);
assertEquals(test.Product, SECURITY);
assertEquals(test.SecurityId, SECURITY.SecurityId);
assertEquals(test.Currency, SECURITY.Currency);
assertEquals(test.withInfo(POSITION_INFO).Info, POSITION_INFO);
assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
assertEquals(test.withQuantity(-129).Quantity, -129d, 0d);
}
public GenericSecurityPosition withQuantity(double quantity)
{
return(GenericSecurityPosition.ofNet(info, security, quantity));
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
GenericSecurity test = sut();
assertEquals(test.Info, INFO);
assertEquals(test.SecurityId, INFO.Id);
assertEquals(test.Currency, INFO.PriceInfo.Currency);
assertEquals(test.UnderlyingIds, ImmutableSet.of());
assertEquals(test, GenericSecurity.of(INFO));
assertEquals(test.createProduct(ReferenceData.empty()), test);
assertEquals(test.createTrade(TradeInfo.empty(), 1, 2, ReferenceData.empty()), GenericSecurityTrade.of(TradeInfo.empty(), GenericSecurity.of(INFO), 1, 2));
assertEquals(test.createPosition(PositionInfo.empty(), 1, ReferenceData.empty()), GenericSecurityPosition.ofNet(PositionInfo.empty(), GenericSecurity.of(INFO), 1));
assertEquals(test.createPosition(PositionInfo.empty(), 1, 2, ReferenceData.empty()), GenericSecurityPosition.ofLongShort(PositionInfo.empty(), GenericSecurity.of(INFO), 1, 2));
}
internal static GenericSecurityPosition sut2()
{
return(GenericSecurityPosition.builder().info(PositionInfo.empty()).security(SECURITY2).longQuantity(LONG_QUANTITY2).shortQuantity(SHORT_QUANTITY2).build());
}
//-------------------------------------------------------------------------
internal static GenericSecurityPosition sut()
{
return(GenericSecurityPosition.builder().info(POSITION_INFO).security(SECURITY).longQuantity(LONG_QUANTITY).shortQuantity(SHORT_QUANTITY).build());
}
public GenericSecurityPosition createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
{
return(GenericSecurityPosition.ofLongShort(positionInfo, this, longQuantity, shortQuantity));
}
public GenericSecurityPosition createPosition(PositionInfo tradeInfo, double quantity, ReferenceData refData)
{
return(GenericSecurityPosition.ofNet(tradeInfo, this, quantity));
}
