use std::collections::BTreeMap; use fidc_core::{FuturesAccountState, FuturesContractSpec, FuturesDirection}; #[test] fn futures_account_tracks_long_margin_pnl_and_settlement() { let spec = FuturesContractSpec::new(300.0, 0.12, 0.14); let mut account = FuturesAccountState::new(1_000_000.0); account.open("IF2501", FuturesDirection::Long, spec, 2, 4000.0, 12.0); account.mark_price("IF2501", FuturesDirection::Long, 4010.0); assert!((account.total_cash() - 999_988.0).abs() < 1e-6); assert!((account.margin() - 288_720.0).abs() < 1e-6); assert!((account.cash() - 711_268.0).abs() < 1e-6); assert!((account.position_equity() - 6_000.0).abs() < 1e-6); assert!((account.total_value() - 1_005_988.0).abs() < 1e-6); let settlement = BTreeMap::from([("IF2501".to_string(), 4020.0)]); let cash_delta = account.settle(&settlement); assert!((cash_delta - 12_000.0).abs() < 1e-6); assert!((account.total_cash() - 1_011_988.0).abs() < 1e-6); let position = account .position("IF2501", FuturesDirection::Long) .expect("long position"); assert!((position.avg_price - 4020.0).abs() < 1e-6); assert!((position.equity()).abs() < 1e-6); } #[test] fn futures_account_tracks_short_close_cash_delta() { let spec = FuturesContractSpec::new(10.0, 0.1, 0.2); let mut account = FuturesAccountState::new(100_000.0); account.open("RB2501", FuturesDirection::Short, spec, 5, 3500.0, 3.0); account.mark_price("RB2501", FuturesDirection::Short, 3480.0); assert!((account.margin() - 34_800.0).abs() < 1e-6); assert!((account.position_equity() - 1_000.0).abs() < 1e-6); let cash_delta = account .close("RB2501", FuturesDirection::Short, 2, 3470.0, 2.0) .expect("close short"); assert!((cash_delta - 598.0).abs() < 1e-6); assert!((account.total_cash() - 100_595.0).abs() < 1e-6); let position = account .position("RB2501", FuturesDirection::Short) .expect("remaining short position"); assert_eq!(position.quantity, 3); assert!((position.equity() - 900.0).abs() < 1e-6); }