docker files fixes from liaqat
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alirehmani
251
src/Managing.Application.Tests/ProfitAndLossTests.cs
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251
src/Managing.Application.Tests/ProfitAndLossTests.cs
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using Managing.Domain.Trades;
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using Xunit;
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using static Managing.Common.Enums;
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namespace Managing.Application.Tests
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{
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public class ProfitAndLossTests
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{
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[Theory]
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[InlineData(1, 100, 110, 10)]
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[InlineData(2, 100, 110, 20)]
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public void Should_Return_Correct_ProfitAndLoss_Amount(decimal quantity, decimal price, decimal exitPrice, decimal expectedResult)
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{
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// Arrange
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var init = new List<Tuple<decimal, decimal>>();
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init.Add(new Tuple<decimal, decimal>(quantity, price));
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var pnl = new ProfitAndLoss(init, TradeDirection.Long);
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// Act
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var result = pnl.FloatingForTheoriticalExit(exitPrice);
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// Assert
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Assert.Equal(expectedResult, result);
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}
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[Fact]
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public void Should_Return_Correct_Pnl_For_Short_failed_Position_After_Took_One_Profit()
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{
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// Arrange
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var position = GetFakeShortPosition();
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// Setup Open and first take profit
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var orders = new List<Tuple<decimal, decimal>>
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{
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new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit1.Quantity, position.TakeProfit1.Price)
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};
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// Act
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position.ProfitAndLoss = new ProfitAndLoss(orders, position.OriginDirection);
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// Trigger Stop Loss
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position.ProfitAndLoss.AddFill(-position.TakeProfit2.Quantity, position.StopLoss.Price, position.OriginDirection);
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// Assert
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Assert.Equal(20, position.ProfitAndLoss.Realized);
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}
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[Fact]
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public void Should_Return_Correct_Pnl_For_Long_Solana_failed_Position_After_Took_One_Profit()
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{
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// Arrange
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var position = GetSolanaLongPosition();
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// Setup Open and first take profit
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var orders = new List<Tuple<decimal, decimal>>
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{
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new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit1.Quantity, position.TakeProfit1.Price)
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};
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// Act
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position.ProfitAndLoss = new ProfitAndLoss(orders, position.OriginDirection);
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// Trigger Stop Loss
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position.ProfitAndLoss.AddFill(-position.TakeProfit2.Quantity, position.StopLoss.Price, position.OriginDirection);
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// Assert
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Assert.Equal(3.97005582759999752M, position.ProfitAndLoss.Realized);
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}
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[Fact]
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public void Should_Return_Correct_Pnl_For_Long_Solana_failed_Position_After_Took_One_Profit2()
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{
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// Arrange
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var position = GetSolanaLongPosition();
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// Setup Open and first take profit
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var orders = new List<Tuple<decimal, decimal>>
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{
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new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit1.Quantity, position.TakeProfit1.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit2.Quantity, position.StopLoss.Price)
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};
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// Act
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position.ProfitAndLoss = new ProfitAndLoss(orders, position.OriginDirection);
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// Assert
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Assert.Equal(3.97005582759999752M, position.ProfitAndLoss.Realized);
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}
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[Fact]
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public void Should_Return_Correct_Pnl_For_Short_failed_Position_After_Took_One_Profit2()
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{
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// Arrange
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var position = GetFakeShortPosition();
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// Setup Open and first take profit
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var orders = new List<Tuple<decimal, decimal>>
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{
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new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit1.Quantity, position.TakeProfit1.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit2.Quantity, position.StopLoss.Price)
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};
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// Act
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position.ProfitAndLoss = new ProfitAndLoss(orders, position.OriginDirection);
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// Assert
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Assert.Equal(20, position.ProfitAndLoss.Realized);
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}
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[Fact]
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public void Should_Return_Correct_Pnl_For_Short_failed_Position_After_Took_One_Profit3()
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{
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// Arrange
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var position = GetFakeShortPosition();
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// Setup Open and first take profit
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var orders = new List<Tuple<decimal, decimal>>
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{
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new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price)
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};
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// Act
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position.ProfitAndLoss = new ProfitAndLoss(orders, position.OriginDirection);
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position.ProfitAndLoss.AddFill(-position.TakeProfit1.Quantity, position.TakeProfit1.Price, TradeDirection.Short);
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position.ProfitAndLoss.AddFill(-position.TakeProfit2.Quantity, position.StopLoss.Price, TradeDirection.Short);
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// Assert
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Assert.Equal(20, position.ProfitAndLoss.Realized);
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}
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[Fact]
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public void Should_Return_Correct_Pnl_For_Short_Succeeded_Position_After_Two_Take_Profit()
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{
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// Arrange
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var position = GetFakeShortPosition();
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// Setup Open and first take profit
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var orders = new List<Tuple<decimal, decimal>>
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{
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new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit1.Quantity, position.TakeProfit1.Price)
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};
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// Act
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position.ProfitAndLoss = new ProfitAndLoss(orders, position.OriginDirection);
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// Trigger Stop Loss
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position.ProfitAndLoss.AddFill(-position.TakeProfit2.Quantity, position.TakeProfit2.Price, TradeDirection.Short);
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// Assert
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Assert.Equal(120, position.ProfitAndLoss.Realized);
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}
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[Fact]
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public void Should_Return_Correct_Pnl_For_Long_failed_Position_After_Took_One_Profit()
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{
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// Arrange
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var position = GetFakeLongPosition();
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// Setup Open and first take profit
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var orders = new List<Tuple<decimal, decimal>>
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{
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new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit1.Quantity, position.TakeProfit1.Price)
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};
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// Act
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position.ProfitAndLoss = new ProfitAndLoss(orders, position.OriginDirection);
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// Trigger Stop Loss
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position.ProfitAndLoss.AddFill(-position.TakeProfit2.Quantity, position.StopLoss.Price, TradeDirection.Long);
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// Assert
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Assert.Equal(20, position.ProfitAndLoss.Realized);
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}
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[Fact]
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public void Should_Return_Correct_Pnl_For_Long_Succeeded_Position_After_Two_Take_Profit()
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{
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// Arrange
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var position = GetFakeLongPosition();
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// Setup Open and first take profit
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var orders = new List<Tuple<decimal, decimal>>
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{
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new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
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new Tuple<decimal, decimal>(-position.TakeProfit1.Quantity, position.TakeProfit1.Price)
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};
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// Act
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position.ProfitAndLoss = new ProfitAndLoss(orders, position.OriginDirection);
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// Trigger Stop Loss
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position.ProfitAndLoss.AddFill(-position.TakeProfit2.Quantity, position.TakeProfit2.Price, TradeDirection.Long);
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// Assert
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Assert.Equal(120, position.ProfitAndLoss.Realized);
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}
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private static Position GetFakeShortPosition()
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{
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return new Position("FakeAccount", TradeDirection.Short, Ticker.BTC, null, PositionInitiator.PaperTrading, DateTime.UtcNow)
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{
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Open = new Trade(DateTime.Now, TradeDirection.Short, TradeStatus.Filled,
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TradeType.Market, Ticker.ADA, 10, 100, 1, "OpenOrderId", ""),
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StopLoss = new Trade(DateTime.Now, TradeDirection.Long, TradeStatus.PendingOpen,
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TradeType.StopMarket, Ticker.ADA, 10, 110, 1, "StopLossOrderId", ""),
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TakeProfit1 = new Trade(DateTime.Now, TradeDirection.Long, TradeStatus.PendingOpen,
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TradeType.TakeProfitLimit, Ticker.ADA, 6, 90, 1, "TakeProfit1OrderId", ""),
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TakeProfit2 = new Trade(DateTime.Now, TradeDirection.Long, TradeStatus.PendingOpen,
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TradeType.TakeProfitLimit, Ticker.ADA, 4, 85, 1, "TakeProfit1OrderId", "")
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};
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}
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private static Position GetSolanaLongPosition()
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{
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return new Position("FakeAccount", TradeDirection.Long, Ticker.BTC, null, PositionInitiator.PaperTrading, DateTime.UtcNow)
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{
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Open = new Trade(DateTime.Now, TradeDirection.Long, TradeStatus.Filled,
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TradeType.Market, Ticker.ADA, (decimal)6.0800904000245037980887037491, (decimal)81.6200, 1, "OpenOrderId", ""),
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StopLoss = new Trade(DateTime.Now, TradeDirection.Short, TradeStatus.PendingOpen,
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TradeType.StopMarket, Ticker.ADA, (decimal)3.6480542400147022788532222495, (decimal)79.987600, 1, "StopLossOrderId", ""),
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TakeProfit1 = new Trade(DateTime.Now, TradeDirection.Short, TradeStatus.PendingOpen,
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TradeType.TakeProfitLimit, Ticker.ADA, (decimal)2.4320361600098015192354814996, (decimal)85.701000, 1, "TakeProfit1OrderId", ""),
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TakeProfit2 = new Trade(DateTime.Now, TradeDirection.Short, TradeStatus.PendingOpen,
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TradeType.TakeProfitLimit, Ticker.ADA, (decimal)3.6480542400147022788532222495, (decimal)89.782000, 1, "TakeProfit1OrderId", "")
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};
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}
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private static Position GetFakeLongPosition()
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{
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return new Position("FakeAccount", TradeDirection.Long, Ticker.BTC, null, PositionInitiator.PaperTrading, DateTime.UtcNow)
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{
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Open = new Trade(DateTime.Now, TradeDirection.Short, TradeStatus.Filled,
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TradeType.Market, Ticker.ADA, 10, 100, 1, "OpenOrderId", ""),
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StopLoss = new Trade(DateTime.Now, TradeDirection.Long, TradeStatus.PendingOpen,
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TradeType.StopMarket, Ticker.ADA, 10, 90, 1, "StopLossOrderId", ""),
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TakeProfit1 = new Trade(DateTime.Now, TradeDirection.Long, TradeStatus.PendingOpen,
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TradeType.TakeProfitLimit, Ticker.ADA, 6, 110, 1, "TakeProfit1OrderId", ""),
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TakeProfit2 = new Trade(DateTime.Now, TradeDirection.Long, TradeStatus.PendingOpen,
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TradeType.TakeProfitLimit, Ticker.ADA, 4, 115, 1, "TakeProfit1OrderId", "")
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};
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}
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}
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}
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