public void ignore_OrderMoveSucceeded_if_request_already_confirmed_test()
{
Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000);
this.tradingData.Get <ICollection <Signal> >().Add(signal);
Order order = new Order(signal);
this.tradingData.Get <ICollection <Order> >().Add(order);
OrderMoveRequest request = new OrderMoveRequest(order, 151000, 0, "Move order");
this.tradingData.Get <ICollection <OrderMoveRequest> >().Add(request);
Assert.IsFalse(request.IsDelivered);
OrderMoveSucceeded confirmation = new OrderMoveSucceeded(request.OrderId, "588");
this.rawData.GetData <OrderMoveSucceeded>().Add(confirmation);
Assert.IsTrue(request.IsDelivered);
OrderMoveSucceeded duplicate = new OrderMoveSucceeded(request.OrderId, "588");
duplicate.DateTime = duplicate.DateTime.AddMilliseconds(1);
this.rawData.GetData <OrderMoveSucceeded>().Add(duplicate);
Assert.AreNotEqual(request.DeliveryDate, duplicate.DateTime);
Assert.AreEqual(request.DeliveryDate, confirmation.DateTime);
}
public void OrderMoveSucceeded_constructor_test()
{
OrderMoveSucceeded os = new OrderMoveSucceeded(35, "9028347");
Assert.AreEqual(35, os.Cookie);
Assert.AreEqual("9028347", os.OrderId);
Assert.AreEqual(BrokerDateTime.Make(DateTime.Now).Date, os.DateTime.Date);
}
public void ConfirmMoveRequest_on_OrderMoveSucceeded_test()
{
Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000);
this.tradingData.Get <ICollection <Signal> >().Add(signal);
Order order = new Order(signal);
this.tradingData.Get <ICollection <Order> >().Add(order);
OrderMoveRequest request = new OrderMoveRequest(order, 151000, 0, "Move order");
this.tradingData.Get <ICollection <OrderMoveRequest> >().Add(request);
Assert.IsFalse(request.IsDelivered);
OrderMoveSucceeded confirmation = new OrderMoveSucceeded(request.OrderId, "588");
this.rawData.GetData <OrderMoveSucceeded>().Add(confirmation);
Assert.IsTrue(request.IsDelivered);
}
