public void test_daily() { EtdVariant test = EtdVariant.ofDaily(24); assertEquals(test.getType(), EtdExpiryType.DAILY); assertEquals(test.getDateCode().getAsInt(), 24); assertEquals(test.getSettlementType().isPresent(), false); assertEquals(test.getOptionType().isPresent(), false); assertEquals(test.isFlex(), false); assertEquals(test.getCode(), "24"); }
return Pair.of(yearMonth, EtdVariant.ofDaily(day)); } else { throw new IllegalArgumentException("ETD date columns conflict, cannot set both expiry day and expiry week");
public void test_futureId_daily() { SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(2)); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "F-ECAG-FGBS-20170602")); }
public void test_optionId_daily9_version() { SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(9), 3, PutCall.PUT, 12.34); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "O-ECAG-FGBS-20170609-V3-P12.34")); }
public void test_optionId_daily21_version() { SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(21), 11, PutCall.PUT, 12.34); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "O-ECAG-FGBS-20170621-V11-P12.34")); }
public void test_optionIdUnderlying_daily9_version() { SecurityId test = EtdIdUtils.optionId( ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(9), 3, PutCall.PUT, 12.34, YearMonth.of(2017, 9)); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "O-ECAG-FGBS-20170609-V3-P12.34-U201709")); }
public void test_optionIdUnderlying_daily21_version() { SecurityId test = EtdIdUtils.optionId( ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(21), 11, PutCall.PUT, 12.34, YearMonth.of(2017, 9)); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "O-ECAG-FGBS-20170621-V11-P12.34-U201709")); }
.id(StandardId.of("OG", "123424")) .build()) .security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofDaily(3))) .longQuantity(30d) .shortQuantity(0d)
.id(StandardId.of("OG", "123424")) .build()) .securityId(EtdIdUtils.futureId(ExchangeIds.ECAG, FGBL, YearMonth.of(2017, 6), EtdVariant.ofDaily(3))) .longQuantity(30d) .shortQuantity(0d)