gistfile1.cs

public class when_a_benchmark_has_more_than_3_percent_assets_more_than_5_percent_change_in_weight
    {
        Establish context = () =>
        {
            Input input;

            given.input.for_account("XYZ123").called(out input)
                 .with_position().on(Clock.Today)
                    .with_an_asset_valued_at(10).cusip("1")
                    .with_an_asset_valued_at(90).cusip("2")
                    .called(out position)
                 .with_position().on(Clock.Yesterday)
                    .with_an_asset_valued_at(20).cusip("1")
                    .with_an_asset_valued_at(80).cusip("2")
                    .called(out previousPosition);

            repo = MockRepository.GenerateStub<IHoldingsRepository>();

            repo.Stub(x => x.GetPriorPosition(input, Clock.Today))
                .Return(previousPosition);
                
            validation = new BenchmarkPositionVolatilityValidation(repo);
        };

        Because of = () => validation.Validate(position);

        It flags_the_position = () =>
            position.Issues.ShouldContain(
                x => x.Reason.Contains("Benchmark XYZ123 has > 3% positions with > 5% weight change"));

        It flags_the_first_asset = () =>
          position.Issues[0].AffectedAssets
              .Where(x => x.Cusip == "1").Count()
              .ShouldEqual(1);

        It flags_the_second_asset = () =>
          position.Issues[0].AffectedAssets
              .Where(x => x.Cusip == "2").Count()
              .ShouldEqual(1);

        static Position position;
        static Position previousPosition;
        static IBenchmarkPositionVolatilityValidation validation;
        static IHoldingsRepository repo;
    }