Calculator.cs

using Microsoft.VisualStudio.TestTools.UnitTesting;
using System;
using System.Collections.Generic;
using System.Linq;

namespace Calculator
{
    public class Position
    {
        public string Trader { get; set; }
        public string Broker { get; set; }
        public string Symbol { get; set; }
        public int Quantity { get; set; }
    }

    public class BoxedPositionCalculator
    {
        public IEnumerable<Position> Calculate(IEnumerable<Position> positions)
        {
            var result = from p in positions
                             // use 1 for negative and 2 for positive for easier later bitwise operation
                         let signage = p.Quantity < 0 ? 1 : 2
                         // 1st group, to get a distinct trade, symbol, broker, and signage (in case there are multiple rows for same combination)
                         group p by new { p.Trader, p.Symbol, p.Broker, signage } into g1
                         // 2nd group, to group the data into just by trade and symbol, then use the broker and signage above to filter out the non boxed positions
                         group g1 by new { g1.Key.Trader, g1.Key.Symbol } into g2
                         // boxed position criteria = multiple brokers with positive and negative
                         where g2.Select(g => g.Key.Broker).Distinct().Count() > 1 && g2.Select(g => g.Key.signage).Distinct().Sum() == 3
                         select new Position
                         {
                             Trader = g2.Key.Trader,
                             Symbol = g2.Key.Symbol,
                             // minimum qty of sum positive/long positions or absolute of sum negative/short positions
                             Quantity = Math.Min(g2.Where(g => g.Key.signage == 2).SelectMany(g => g.Select(x => x.Quantity)).Sum(), Math.Abs(g2.Where(g => g.Key.signage == 1).SelectMany(g => g.Select(x => x.Quantity)).Sum()))
                         };

            return result;
        }
    }

    [TestClass]
    public class BoxedTests
    {
        private BoxedPositionCalculator _calculator = new BoxedPositionCalculator();

        [TestMethod]
        public void Negative_And_Positive_Positions_With_Different_Brokers_Are_Boxed_Position()
        {
            var positions = new List<Position>
            {
                new Position { Trader = "Joe", Broker = "ML", Symbol = "IBM", Quantity = 100 },
                new Position { Trader = "Joe", Broker = "DB", Symbol = "IBM", Quantity = -50 },
                new Position { Trader = "Joe", Broker = "CS", Symbol = "IBM", Quantity = 30 },
                new Position { Trader = "Joe", Broker = "CS", Symbol = "IBM", Quantity = 20 },
            };

            var result = _calculator.Calculate(positions);

            Assert.AreEqual(1, result.Count());
            Assert.AreEqual(50, result.Single(x => x.Trader == "Joe" && x.Symbol == "IBM").Quantity);
        }

        [TestMethod]
        public void Only_Positive_Or_Negative_Positions_Within_Different_Brokers_Are_Not_Boxed_Position()
        {
            var positions = new List<Position>
            {
                new Position { Trader = "Joe", Broker = "ML", Symbol = "IBM", Quantity = 100 },
                new Position { Trader = "Joe", Broker = "DB", Symbol = "IBM", Quantity = 50 },
                new Position { Trader = "Joe", Broker = "CS", Symbol = "IBM", Quantity = 30 },
                new Position { Trader = "Mike", Broker = "ML", Symbol = "IBM", Quantity = -100 },
                new Position { Trader = "Mike", Broker = "DB", Symbol = "IBM", Quantity = -50 },
                new Position { Trader = "Mike", Broker = "CS", Symbol = "IBM", Quantity = -30 },
            };

            var result = _calculator.Calculate(positions);

            Assert.AreEqual(0, result.Count());
        }

        [TestMethod]
        public void Negative_Positive_Positions_Within_Same_Broker_Are_Not_Boxed_Position()
        {
            var positions = new List<Position>
            {
                new Position { Trader = "Mike", Broker = "DB", Symbol = "IBM", Quantity = -50 },
                new Position { Trader = "Mike", Broker = "DB", Symbol = "IBM", Quantity = 20 }
            };

            var result = _calculator.Calculate(positions);

            Assert.AreEqual(0, result.Count());
        }

        [TestMethod]
        public void Negative_Positive_Positions_Within_Same_Broker_And_Another_Position_In_Different_Broker_Are_Boxed_Position()
        {
            var positions = new List<Position>
            {
                new Position { Trader = "Mike", Broker = "DB", Symbol = "IBM", Quantity = -50 },
                new Position { Trader = "Mike", Broker = "DB", Symbol = "IBM", Quantity = 20 },
                new Position { Trader = "Mike", Broker = "CS", Symbol = "IBM", Quantity = 20 }
            };

            var result = _calculator.Calculate(positions);

            Assert.AreEqual(1, result.Count());
            Assert.AreEqual(40, result.Single(x => x.Trader == "Mike" && x.Symbol == "IBM").Quantity);
        }
    }
}