@Override public SecurityId getSecurityId() { return security.getSecurityId(); }
public void test_methods() { EtdFuturePosition test = sut(); assertEquals(test.getType(), EtdType.FUTURE); assertEquals(test.getCurrency(), Currency.GBP); assertEquals(test.getSecurityId(), test.getSecurity().getSecurityId()); assertEquals(test.getQuantity(), 1000d, 0d); }
public void createFutureAutoId() { EtdFutureSecurity security = FUTURE_CONTRACT.createFuture(YearMonth.of(2015, 6), EtdVariant.MONTHLY); assertThat(security.getSecurityId()).isEqualTo(SecurityId.of(EtdIdUtils.ETD_SCHEME, "F-ECAG-FOO-201506")); assertThat(security.getExpiry()).isEqualTo(YearMonth.of(2015, 6)); assertThat(security.getContractSpecId()).isEqualTo(FUTURE_CONTRACT.getId()); assertThat(security.getVariant()).isEqualTo(EtdVariant.MONTHLY); assertThat(security.getInfo().getPriceInfo()).isEqualTo(FUTURE_CONTRACT.getPriceInfo()); }
public void test_of() { EtdFutureTrade test = EtdFutureTrade.of(TRADE_INFO, SECURITY, 1000, 20); assertEquals(test.getSecurity(), SECURITY); assertEquals(test.getQuantity(), 1000d, 0d); assertEquals(test.getPrice(), 20d, 0d); assertEquals(test.getSecurityId(), SECURITY.getSecurityId()); assertEquals(test.getCurrency(), SECURITY.getCurrency()); assertEquals(test.withInfo(TRADE_INFO).getInfo(), TRADE_INFO); assertEquals(test.withQuantity(129).getQuantity(), 129d, 0d); assertEquals(test.withPrice(129).getPrice(), 129d, 0d); }
public void test_resolveTarget() { EtdFuturePosition position = sut(); GenericSecurity resolvedSecurity = GenericSecurity.of(SECURITY.getInfo()); ImmutableReferenceData refData = ImmutableReferenceData.of(SECURITY.getSecurityId(), resolvedSecurity); GenericSecurityPosition expected = GenericSecurityPosition.ofLongShort(POSITION_INFO, resolvedSecurity, LONG_QUANTITY, SHORT_QUANTITY); assertEquals(position.resolveTarget(refData), expected); }
public void test_resolveTarget() { GenericSecurity security = GenericSecurity.of(SECURITY.getInfo()); Trade test = sut().resolveTarget(ImmutableReferenceData.of(SECURITY.getSecurityId(), security)); GenericSecurityTrade expected = GenericSecurityTrade.of(TRADE_INFO, security, 3000, 20); assertEquals(test, expected); }
public void test_summarize() { EtdFuturePosition trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(POSITION_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.POSITION) .productType(ProductType.ETD_FUTURE) .currencies(SECURITY.getCurrency()) .description(SECURITY.getSecurityId().getStandardId().getValue() + " x 1000, Jun17") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { EtdFutureTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.ETD_FUTURE) .currencies(SECURITY.getCurrency()) .description(SECURITY.getSecurityId().getStandardId().getValue() + " x 3000, Jun17") .build(); assertEquals(trade.summarize(), expected); }