wehub-resource-sync
93 lines
3.9 KiB
C#
93 lines
3.9 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System.Linq;
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using NUnit.Framework;
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using System.Collections.Generic;
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using QuantConnect.Securities.Positions;
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namespace QuantConnect.Tests.Common.Securities.Positions
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{
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[TestFixture, Parallelizable(ParallelScope.All)]
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public class PositionGroupCollectionTests
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{
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[Test]
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public void CombineWith()
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{
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var collection = PositionGroupCollection.Empty;
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var positions = new IPosition[] { new Position(Symbols.SPY, 10, 1) };
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var group = new PositionGroup(new PositionGroupKey(new SecurityPositionGroupBuyingPowerModel(), positions), positions[0].Quantity, positions);
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var result = collection.CombineWith(new PositionGroupCollection(new []{ group }));
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Assert.AreEqual(1, result.Count);
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Assert.IsTrue(result.IsOnlyDefaultGroups);
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Assert.IsTrue(result.Contains(group.Key));
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IReadOnlyCollection<IPositionGroup> resultingGroups;
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Assert.IsTrue(result.TryGetGroups(Symbols.SPY, out resultingGroups));
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Assert.AreEqual(1, resultingGroups.Count);
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Assert.AreEqual(10, resultingGroups.Single().Positions.Single().Quantity);
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}
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[Test]
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public void CombineWith_Empty()
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{
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var collection = PositionGroupCollection.Empty;
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var newCollection = collection.CombineWith(PositionGroupCollection.Empty);
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Assert.AreEqual(0, newCollection.Count);
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}
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[Test]
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public void AddTwice()
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{
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var collection = PositionGroupCollection.Empty;
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var positions = new IPosition[] {new Position(Symbols.SPY, 10, 1)};
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var group = new PositionGroup(new PositionGroupKey(new SecurityPositionGroupBuyingPowerModel(), positions), positions[0].Quantity, positions);
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var newCollection = collection.Add(group);
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var result = newCollection.Add(group);
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Assert.AreEqual(1, result.Count);
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Assert.IsTrue(result.IsOnlyDefaultGroups);
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Assert.IsTrue(result.Contains(group.Key));
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IReadOnlyCollection<IPositionGroup> resultingGroups;
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Assert.IsTrue(result.TryGetGroups(Symbols.SPY, out resultingGroups));
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Assert.AreEqual(1, resultingGroups.Count);
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Assert.AreEqual(10, resultingGroups.Single().Positions.Single().Quantity);
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}
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[Test]
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public void AddDifferentQuantity()
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{
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var collection = PositionGroupCollection.Empty;
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var positions = new IPosition[] { new Position(Symbols.SPY, 10, 1) };
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var group = new PositionGroup(new PositionGroupKey(new SecurityPositionGroupBuyingPowerModel(), positions), positions[0].Quantity, positions);
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var newCollection = collection.Add(group);
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var positions2 = new IPosition[] { new Position(Symbols.SPY, 20, 1) };
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var group2 = new PositionGroup(new PositionGroupKey(new SecurityPositionGroupBuyingPowerModel(), positions2), positions2[0].Quantity, positions2);
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var result = newCollection.Add(group2);
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Assert.AreEqual(1, result.Count);
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Assert.IsTrue(result.IsOnlyDefaultGroups);
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Assert.IsTrue(result.Contains(group.Key));
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}
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}
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}
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