public function testSetSubclasses()
{
$subclassCollection = new SubclassCollection();
$subclass1 = new Subclass();
$subclass1->setId(45);
$subclassCollection->add($subclass1);
$subclass2 = new Subclass();
$subclass2->setId(50);
$subclassCollection->add($subclass2);
$subclass3 = new Subclass();
$subclass3->setId(55);
$subclassCollection->add($subclass3);
$this->assetClass->setSubclasses($subclassCollection);
$subclasses = $this->assetClass->getSubclasses();
$this->assertCount(3, $subclasses);
$this->assertEquals(45, $subclasses[45]->getId());
$this->assertEquals(50, $subclasses[50]->getId());
$this->assertEquals(55, $subclasses[55]->getId());
}
private function checkCollection(SubclassCollection $subclassCollection, array $subclassesData)
{
$subclass = $subclassCollection->first();
$this->assertCount(count($subclassesData), $subclassCollection);
/** @var Subclass $subclass */
foreach ($subclassesData as $subclassData) {
$security = $subclass->getSecurity();
$muniSecurity = $subclass->getMuniSecurity();
$this->assertEquals($subclassData['security']['symbol'], $security->getSymbol());
$this->assertEquals($subclassData['target_allocation'], $subclass->getTargetAllocation());
$this->assertEquals($subclassData['security']['amount'], $security->getAmount());
$this->assertEquals($subclassData['security']['qty'], $security->getQty());
$this->assertEquals($subclassData['tolerance_band'], $subclass->getToleranceBand());
if ($subclassData['muni_security']) {
$this->assertEquals($subclassData['muni_security']['name'], $muniSecurity->getName());
$this->assertEquals($subclassData['muni_security']['symbol'], $muniSecurity->getSymbol());
$this->assertEquals($subclassData['muni_security']['qty'], $muniSecurity->getQty());
$this->assertEquals($subclassData['muni_security']['amount'], $muniSecurity->getAmount());
}
$subclass = $subclassCollection->next();
}
}
public function testGetBuyAndSellLimitNotOutOfBalance()
{
$subclassesData = array(array('id' => 1, 'target_allocation' => 30, 'current_allocation' => 30, 'security' => array('id' => 1, 'amount' => 3000)), array('id' => 2, 'target_allocation' => 10, 'current_allocation' => 10, 'security' => array('id' => 2, 'amount' => 1000)), array('id' => 3, 'target_allocation' => 25, 'current_allocation' => 25, 'security' => array('id' => 3, 'amount' => 2500)), array('id' => 4, 'target_allocation' => 15, 'current_allocation' => 15, 'security' => array('id' => 4, 'amount' => 1500)), array('id' => 5, 'target_allocation' => 20, 'current_allocation' => 20, 'security' => array('id' => 5, 'amount' => 2000)));
$subclassCollection = new SubclassCollection();
foreach ($subclassesData as $data) {
$subclass = $this->getMockSubclass($data);
$subclassCollection->add($subclass);
}
$this->assertEquals(0, $this->rebalancer->getBuyAndSellLimit($subclassCollection));
}
/**
* By required cash for client accounts
*/
public function buyRequiredCash()
{
$client = $this->getClient();
/** @var Account $account */
foreach ($client->getAccounts() as $account) {
$cashNeeds = $account->getTotalCashNeeds();
if ($account->getIsReadyToRebalance() && $cashNeeds > 0) {
$subclasses = new SubclassCollection();
/** @var Security $security */
foreach ($account->getSecurities() as $security) {
$subclasses->add($security->getSubclass());
}
$oobSubclasses = $subclasses->sortByOob();
$subclassToSell = $oobSubclasses->first();
$needToBuy = $cashNeeds;
while ($needToBuy > 0 && $subclassToSell) {
$sellAmount = $this->sellSubclass($subclassToSell, $account, $needToBuy, false);
$needToBuy -= $sellAmount;
$account->setTotalCash($sellAmount + $account->getTotalCash());
$subclassToSell = $oobSubclasses->next();
}
}
$account->updateCashForBuy();
}
}
protected function bindSubclassCollection(array $data, SecurityCollection $securityCollection)
{
$subclassCollection = new SubclassCollection();
foreach ($data as $values) {
$subclass = new Subclass();
$subclass->loadFromArray($values);
/** @var Security $security */
$security = $securityCollection->get($values['security_id']);
$security->setSubclass($subclass);
$subclass->setSecurity($security);
if (isset($values['muni_substitution_id']) && $values['muni_substitution_id']) {
$sql = "SELECT sp.price FROM " . self::TABLE_SECURITY_PRICE . " sp\n WHERE sp.is_current = true AND sp.security_id = :security_id\n ORDER BY sp.datetime DESC\n LIMIT 1\n ";
$parameters = array('security_id' => $values['muni_substitution_id']);
$securityPriceData = $this->db->query($sql, $parameters);
$muni = new Security();
$muni->setId($values['muni_substitution_id']);
$muni->setSubclass($subclass);
$muni->setIsPreferredBuy(true);
$muni->setName($values['muni_name']);
$muni->setSymbol($values['muni_symbol']);
$muni->setPrice($securityPriceData[0]['price']);
$subclass->setMuniSecurity($muni);
}
$subclassCollection->add($subclass);
}
return $subclassCollection;
}
public function testGetOnePercentAmount()
{
$this->assertEquals(150, $this->subclassCollection->getOnePercentAmount());
}