private void InitializeProcessors()
{
_processorsManager.RegisterProcessor(new ContractsProcessor(Client, "ES"), cbContract);
_priceProcessor = _processorsManager.RegisterProcessor(new PriceProcessor(Client), lbPrice);
_ordersProcessor = _processorsManager.RegisterProcessor(new OrdersProcessor(Client), lbOrders);
_positionsProcessor = _processorsManager.RegisterProcessor(new PositionsProcessor(Client), lbPositions);
}
public void AfterProcessing_ExtremumObjectHasProperlyAssignedLaterChange10()
{
//Arrange
Mock <IProcessManager> mockedManager = new Mock <IProcessManager>();
Mock <IExtremumProcessor> mockedProcessor = new Mock <IExtremumProcessor>();
DataSet dataSet4 = utf.getDataSetWithQuotation(4, 1.0915, 1.0916, 1.09111, 1.09112, 1392);
mockedManager.Setup(m => m.GetDataSet(4)).Returns(dataSet4);
mockedProcessor.Setup(p => p.IsExtremum(dataSet4, ExtremumType.TroughByLow)).Returns(true);
mockedProcessor.Setup(p => p.CalculateLaterChange(It.IsAny <Extremum>(), 10)).Returns(1.23);
//Act
PriceProcessor processor = new PriceProcessor(mockedManager.Object);
processor.InjectExtremumProcessor(mockedProcessor.Object);
processor.Process(dataSet4);
//Assert
double expectedValue = 1.23;
Price price = dataSet4.GetPrice();
Extremum extremum = price.GetExtremum(ExtremumType.TroughByLow);
var difference = (extremum.LaterChange10 - expectedValue);
Assert.IsTrue(Math.Abs(difference) < MAX_DOUBLE_COMPARISON_DIFFERENCE);
}
public void AfterProcessing_PriceObjectIsSet_IfQuotationIsNotNull()
{
//Arrange
Mock <IProcessManager> mockedManager = new Mock <IProcessManager>();
DataSet dataSet1 = utf.getDataSet(1);
DataSet dataSet2 = utf.getDataSetWithQuotation(2, 1.09191, 1.09218, 1.09186, 1.09194, 1411);
mockedManager.Setup(m => m.GetDataSet(1)).Returns(dataSet1);
mockedManager.Setup(m => m.GetDataSet(2)).Returns(dataSet2);
//Act
PriceProcessor processor = new PriceProcessor(mockedManager.Object);
processor.Process(dataSet2);
//Assert
Assert.IsNotNull(dataSet2.GetPrice());
}
public static async Task Main(string[] args)
{
ApiHelper.InitializeClient();
await PriceProcessor.LoadData();
Console.WriteLine($"{"Breachstone",35}{"Price",10}\n======================================================================");
foreach (var Listing in PriceProcessor.Stones)
{
Console.WriteLine($"{Listing.CurrencyTypeName, 35} {Listing.chaosEquivalent, 10} chaos");
}
List <Tuple <string, float> > profits = PriceProcessor.ProfitCalc();
Console.WriteLine($"\n\n{"Breachstone",25} {"Profit to Flip"}\n========================================================");
foreach (var listing in profits)
{
Console.WriteLine($"{listing.Item1,25} {listing.Item2,10:F2} chaos");
}
Console.ReadLine();
}
public void AfterProcessing_DeltaCloseIsZero_IfThisIsItemIndexOne()
{
//Arrange
Mock <IProcessManager> mockedManager = new Mock <IProcessManager>();
DataSet dataSet1 = utf.getDataSetWithQuotation(1, 1.09191, 1.09218, 1.09186, 1.09194, 1411);
DataSet dataSet2 = utf.getDataSetWithQuotation(2, 1.09193, 1.09256, 1.09165, 1.09177, 1819);
mockedManager.Setup(m => m.GetDataSet(1)).Returns(dataSet1);
mockedManager.Setup(m => m.GetDataSet(2)).Returns(dataSet2);
//Act
PriceProcessor processor = new PriceProcessor(mockedManager.Object);
processor.Process(dataSet1);
//Assert
var expected = 0;
var actual = dataSet1.GetPrice().CloseDelta;
Assert.AreEqual(expected, actual);
}
public void AfterProcessing_DeltaCloseIsZero_IfPreviousCloseWasTheSameAsCurrentOne()
{
//Arrange
Mock <IProcessManager> mockedManager = new Mock <IProcessManager>();
DataSet dataSet2 = utf.getDataSetWithQuotation(2, 1.09191, 1.09218, 1.09186, 1.09194, 1411);
DataSet dataSet3 = utf.getDataSetWithQuotation(3, 1.09193, 1.09256, 1.09165, 1.09194, 1819);
mockedManager.Setup(m => m.GetDataSet(2)).Returns(dataSet2);
mockedManager.Setup(m => m.GetDataSet(3)).Returns(dataSet3);
//Act
PriceProcessor processor = new PriceProcessor(mockedManager.Object);
processor.Process(dataSet3);
//Assert
var expected = 0;
var actual = dataSet3.GetPrice().CloseDelta;
Assert.AreEqual(expected, actual);
}
public void AfterProcessing_PriceHasTroughByLow_IfExtremaProcessorReturnsTrueForIsExtrema()
{
//Arrange
Mock <IProcessManager> mockedManager = new Mock <IProcessManager>();
Mock <IExtremumProcessor> mockedProcessor = new Mock <IExtremumProcessor>();
DataSet dataSet4 = utf.getDataSetWithQuotation(4, 1.0915, 1.0916, 1.09111, 1.09112, 1392);
mockedManager.Setup(m => m.GetDataSet(4)).Returns(dataSet4);
mockedProcessor.Setup(p => p.IsExtremum(dataSet4, ExtremumType.TroughByLow)).Returns(true);
//Act
PriceProcessor processor = new PriceProcessor(mockedManager.Object);
processor.InjectExtremumProcessor(mockedProcessor.Object);
processor.Process(dataSet4);
//Assert
Price price = dataSet4.GetPrice();
Assert.IsNotNull(price.GetExtremum(ExtremumType.TroughByLow));
}
public void AfterProcessing_IfThereIsNewPeakByCloseExtremum_ItHasIsUpdatedFlagSetToTrue()
{
//Arrange
Mock <IProcessManager> mockedManager = new Mock <IProcessManager>();
Mock <IExtremumProcessor> mockedProcessor = new Mock <IExtremumProcessor>();
DataSet dataSet4 = utf.getDataSetWithQuotation(4, 1.0915, 1.0916, 1.09111, 1.09112, 1392);
mockedManager.Setup(m => m.GetDataSet(4)).Returns(dataSet4);
mockedProcessor.Setup(p => p.IsExtremum(dataSet4, ExtremumType.PeakByClose)).Returns(true);
//Act
PriceProcessor processor = new PriceProcessor(mockedManager.Object);
processor.InjectExtremumProcessor(mockedProcessor.Object);
processor.Process(dataSet4);
//Assert
Price price = dataSet4.GetPrice();
Extremum extremum = price.GetExtremum(ExtremumType.PeakByClose);
Assert.IsTrue(extremum.Updated);
}
public void AfterProcessing_DeltaCloseIsProperlyCalculated_IfPreviousCloseWasHigher()
{
//Arrange
Mock <IProcessManager> mockedManager = new Mock <IProcessManager>();
DataSet dataSet2 = utf.getDataSetWithQuotation(2, 1.09191, 1.09218, 1.09186, 1.09194, 1411);
DataSet dataSet3 = utf.getDataSetWithQuotation(3, 1.09193, 1.09256, 1.09165, 1.09213, 1819);
mockedManager.Setup(m => m.GetDataSet(2)).Returns(dataSet2);
mockedManager.Setup(m => m.GetDataSet(3)).Returns(dataSet3);
//Act
PriceProcessor processor = new PriceProcessor(mockedManager.Object);
processor.Process(dataSet3);
//Assert
var expected = 0.00019;
var actual = dataSet3.GetPrice().CloseDelta;
var difference = Math.Abs(actual - expected);
Assert.IsTrue(difference < MAX_DOUBLE_COMPARISON_DIFFERENCE);
}
public void AfterProcessing_ExtremumObjectHasProperlyAssignedLaterCounter()
{
//Arrange
Mock <IProcessManager> mockedManager = new Mock <IProcessManager>();
Mock <IExtremumProcessor> mockedProcessor = new Mock <IExtremumProcessor>();
DataSet dataSet4 = utf.getDataSetWithQuotation(4, 1.0915, 1.0916, 1.09111, 1.09112, 1392);
mockedManager.Setup(m => m.GetDataSet(4)).Returns(dataSet4);
mockedProcessor.Setup(p => p.IsExtremum(dataSet4, ExtremumType.TroughByLow)).Returns(true);
mockedProcessor.Setup(p => p.CalculateLaterCounter(It.IsAny <Extremum>())).Returns(4);
//Act
PriceProcessor processor = new PriceProcessor(mockedManager.Object);
processor.InjectExtremumProcessor(mockedProcessor.Object);
processor.Process(dataSet4);
//Assert
int expectedValue = 4;
Price price = dataSet4.GetPrice();
Extremum extremum = price.GetExtremum(ExtremumType.TroughByLow);
Assert.AreEqual(expectedValue, extremum.LaterCounter);
}
