.build()) .security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofMonthly())) .longQuantity(15d) .shortQuantity(2d) .build(); .build()) .security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofFlexFuture(13, EtdSettlementType.CASH))) .longQuantity(0d) .shortQuantity(13d) .build(); .build()) .security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2))) .longQuantity(0d) .shortQuantity(20d) .build(); .build()) .security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofDaily(3))) .longQuantity(30d) .shortQuantity(0d) .build();
static EtdFuturePosition sut() { return EtdFuturePosition.builder() .info(POSITION_INFO) .security(SECURITY) .longQuantity(LONG_QUANTITY) .shortQuantity(SHORT_QUANTITY) .build(); }
static EtdFuturePosition sut2() { return EtdFuturePosition.builder() .security(EtdFutureSecurityTest.sut2()) .longQuantity(4000) .shortQuantity(1000) .build(); }