@Override public SecurityId getSecurityId() { return security.getSecurityId(); }
public void test_methods() { EtdOptionPosition test = sut(); assertEquals(test.getType(), EtdType.OPTION); assertEquals(test.getCurrency(), Currency.GBP); assertEquals(test.getSecurityId(), test.getSecurity().getSecurityId()); assertEquals(test.getQuantity(), 1000d, 0d); }
public void createOptionAutoId() { EtdOptionSecurity security = OPTION_CONTRACT.createOption(YearMonth.of(2015, 6), EtdVariant.MONTHLY, 0, PutCall.CALL, 123.45); assertThat(security.getSecurityId()).isEqualTo(SecurityId.of(EtdIdUtils.ETD_SCHEME, "O-IFEN-BAR-201506-C123.45")); assertThat(security.getExpiry()).isEqualTo(YearMonth.of(2015, 6)); assertThat(security.getContractSpecId()).isEqualTo(OPTION_CONTRACT.getId()); assertThat(security.getVariant()).isEqualTo(EtdVariant.MONTHLY); assertThat(security.getPutCall()).isEqualTo(PutCall.CALL); assertThat(security.getStrikePrice()).isEqualTo(123.45); assertThat(security.getUnderlyingExpiryMonth()).isEmpty(); assertThat(security.getInfo().getPriceInfo()).isEqualTo(OPTION_CONTRACT.getPriceInfo()); }
public void createOptionWithUnderlyingAutoId() { EtdOptionSecurity security = OPTION_CONTRACT.createOption( YearMonth.of(2015, 6), EtdVariant.MONTHLY, 0, PutCall.CALL, 123.45, YearMonth.of(2015, 9)); assertThat(security.getSecurityId()).isEqualTo(SecurityId.of(EtdIdUtils.ETD_SCHEME, "O-IFEN-BAR-201506-C123.45-U201509")); assertThat(security.getExpiry()).isEqualTo(YearMonth.of(2015, 6)); assertThat(security.getContractSpecId()).isEqualTo(OPTION_CONTRACT.getId()); assertThat(security.getVariant()).isEqualTo(EtdVariant.MONTHLY); assertThat(security.getPutCall()).isEqualTo(PutCall.CALL); assertThat(security.getStrikePrice()).isEqualTo(123.45); assertThat(security.getUnderlyingExpiryMonth()).hasValue(YearMonth.of(2015, 9)); assertThat(security.getInfo().getPriceInfo()).isEqualTo(OPTION_CONTRACT.getPriceInfo()); }
public void test_of() { EtdOptionTrade test = EtdOptionTrade.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() { EtdOptionPosition 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() { EtdOptionPosition trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(POSITION_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.POSITION) .productType(ProductType.ETD_OPTION) .currencies(SECURITY.getCurrency()) .description(SECURITY.getSecurityId().getStandardId().getValue() + " x 1000, Jun17 P2") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { EtdOptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.ETD_OPTION) .currencies(SECURITY.getCurrency()) .description(SECURITY.getSecurityId().getStandardId().getValue() + " x 3000, Jun17 P2") .build(); assertEquals(trade.summarize(), expected); }