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