private void Form1_Load(object sender, EventArgs e)
{
ILogger baseLogger = new LoggerConsole();
logger = new LoggerGUI(lbStatus.Items, baseLogger);
tradeProcessor = new TradeProcessor();
}
public void OutputStillMatchesCharacterization()
{
var inputsAndExpectations = new Dictionary <string, string>()
{
{ "empty-fie.txt", "expectation-empty-file.text" },
{ "one-field.txt", "expectation-one-field.txt" },
{ "malformed-currency-pair.txt", "expectation-malformed-currency-pair.txt" },
{ "trade-volume-invalid.txt", "expectation-trade-volume-invalid.txt" },
{ "trade-amount-invalid.txt", "expectation-trade-amount-invalid.txt" },
{ "correct-format.txt", "expectation-correct-format.txt" }
};
var originalConsoleOut = Console.Out;
foreach (var pair in inputsAndExpectations)
{
var input = typeof(TradeProcessor).Assembly.GetManifestResourceStream(typeof(TradeProcessor), pair.Key);
var expectation = File.ReadAllText(Path.Combine(CharacterizationTestOutput, pair.Value));
string actual = null;
using (var memoryStream = new MemoryStream())
{
using (var streamwriter = new StreamWriter(memoryStream))
{
Console.SetOut(streamwriter);
var tradeProcessor = new TradeProcessor();
tradeProcessor.ProcessTrades(input);
streamwriter.Flush();
memoryStream.Seek(0, SeekOrigin.Begin);
actual = new StreamReader(memoryStream).ReadToEnd();
}
}
}
}
private static void Main(string[] args)
{
var inputFilePath = @""; // absolute path
var outputFilePath = @""; // absolute path
var logFilePath = @""; // absolute path
ITradeProcessor tradeProcessor = new TradeProcessor();
tradeProcessor.Process(inputFilePath, outputFilePath, logFilePath);
}
static void Main(string[] args)
{
ITradeDataProvider dataProvider = Dependancies.TradeDataProvider;
ITradeParser tradeParser = Dependancies.TradeParser;
ITradeStorage tradeStorage = Dependancies.TradeStorage;
var batchProcessor = new TradeProcessor(dataProvider, tradeParser, tradeStorage);
batchProcessor.ProcessTrades();
}
//[ExpectedException(typeof(ArgumentNullException))]
public void EmptyTestFile()
{
//Arrange
var tradeStream = "http://faculty.css.edu/tgibbons/trades4.txt"; var tradeProcessor = new TradeProcessor();
//Act
tradeProcessor.ProcessTrades(tradeStream);
//Assert
}
public void run()
{
if (TestFileCount.HasValue)
{
Tester.CreateTestFile(AppDomain.CurrentDomain.BaseDirectory, TestFileCount.Value);
}
if (TradeProcessor != null)
{
TradeProcessor.Process();
}
}
//[ExpectedException(typeof(ArgumentNullException))]
public void EmptyTestFile()
{
//Arrange
var tradeStream = Assembly.GetExecutingAssembly().GetManifestResourceStream("SingleResponsibilityPrincipleTests.tradesEmpty.txt");
var tradeProcessor = new TradeProcessor();
//Act
tradeProcessor.ProcessTrades(tradeStream);
//Assert
}
public void NoTestFile()
{
//Arrange
var tradeStream = Assembly.GetExecutingAssembly().GetManifestResourceStream("");
var tradeProcessor = new TradeProcessor();
//Act
tradeProcessor.ProcessTrades(tradeStream);
//Assert
}
private async void LoadTrades_Click(object sender, RoutedEventArgs e)
{
Windows.Storage.StorageFolder storageFolder = Windows.Storage.ApplicationData.Current.LocalFolder;
Windows.Storage.StorageFile sampleFile = await storageFolder.CreateFileAsync("sample.txt", Windows.Storage.CreationCollisionOption.ReplaceExisting);
var trademodels = await TradeProcessor.LoadTrades();
using (StreamWriter streamW = new StreamWriter(sampleFile.Path, true))
{
streamW.WriteLine($"{DateTime.Now} Wczytano 300 tradow");
}
Price.Text = $"Cena: {trademodels[0].R}";
Amoundof.Text = $"Ilosc: {trademodels[0].A}";
Time.Text = $"Czas: {trademodels[0].T}";
Type.Text = $"Typ: {trademodels[0].Ty}";
Id.Text = $"Id: {trademodels[0].Id}";
using (StreamWriter streamW = new StreamWriter(sampleFile.Path, true))
{
streamW.WriteLine($"{DateTime.Now} Wyświetlono ostatni trade");
}
var trades = new List <Trade>();
foreach (var trade in trademodels)
{
trades.Add(trade.ToTrade());
}
TraderContext context = null;
try
{
context = new TraderContext();
foreach (var trade in trades)
{
if (!context.Trades.Any(t => t.Tid == trade.Tid))
{
context.Trades.Add(trade);
using (StreamWriter streamW = new StreamWriter(sampleFile.Path, true))
{
streamW.WriteLine($"{DateTime.Now} Dodano do bazy trade {trade}");
}
}
}
context.SaveChanges();
}
finally
{
if (context != null)
{
context.Dispose();
}
}
}
public void NewExecutionSellSide_UpdateTrade_OverallPositionIsNegative()
{
// Create Trade Processor
TradeProcessor tradeProcessor = new TradeProcessor(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated);
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated);
{
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fill.ExecutionId = "1";
fill.ExecutionSide = OrderSide.SELL;
fill.ExecutionSize = 40;
// Create Execution Object
Execution execution = new Execution(fill, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(execution);
}
{
// Create Fill Object
Fill fillTwo = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fillTwo.ExecutionId = "2";
fillTwo.ExecutionSide = OrderSide.BUY;
fillTwo.ExecutionSize = 20;
// Create Execution Object
Execution executionTwo = new Execution(fillTwo, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(executionTwo);
}
// Get Trades Map
var tradeMap = tradeProcessor.OpenTrades;
// Get Open Trade
Trade trade = tradeMap.Values.First();
Assert.AreEqual(-20, tradeProcessor.Position, "Overall Position");
Assert.AreEqual(TradeSide.Sell, trade.TradeSide, "Trade Side");
Assert.AreEqual(20, trade.ExecutionDetails["2"], "Execution Size");
Assert.AreEqual(false, trade.IsComplete(), "Trade.IsComplete");
}
public DataSet GetBMFIntraday(string Cd_Usuario, string Ds_Senha, long lastSequence)
{
TradeProcessor trProc = new TradeProcessor();
string user = ConfigurationManager.AppSettings["username"].ToString();
string pwd = ConfigurationManager.AppSettings["password"].ToString();
if (user.Equals(Cd_Usuario) == false ||
pwd.Equals(Ds_Senha) == false)
{
DataSet ds = new DataSet("NewDataSet");
DataTable table = new DataTable("Table1");
DataColumn col = new DataColumn("ERRO");
table.Columns.Add(col);
ds.Tables.Add(table);
DataRow dr = ds.Tables["Table1"].NewRow();
dr["Erro"] = "Usuario / senha invalidos";
ds.Tables["Table1"].Rows.Add(dr);
logger.Fatal("Usuario / senha invalidos");
return(ds);
}
logger.Info("GetBMFIntraday(" + lastSequence + ") Inicio");
//string xmlTrades = trProc.GetTrades(lastSequence);
//string xmlRet = "<QueryTradesStrResponse>";
//string xmlRet = "<QueryTradesStrResult>";
//xmlRet += xmlTrades;
//xmlRet += "</QueryTradesStrResult>";
//xmlRet += "<pTradeID>";
//xmlRet += pTradeID.ToString("yyyy/MM/dd HH:mm:ss");
//xmlRet += "</pTradeID>";
//xmlRet += "</QueryTradesStrResponse>";
//logger.Debug("XML Trades [" + xmlTrades + "]");
// logger.Info("QueryTradesStr(" + lastSequence + ") FIM");
return(trProc.GetTradesDataset(lastSequence));
//QueryTradesStr1 resp = new QueryTradesStr1();
//resp.pTradeID = pTradeID.ToString("yyyy/MM/dd HH:mm:ss");
//resp.QueryTradesStrResult = xmlTrades;
//return resp;
}
public void TestTradeAmountBoounds()
{
// Arrange
var tradeStream = "http://faculty.css.edu/tgibbons/trades4.txt"; var tradeProcessor = new TradeProcessor();
int startCount = CountDbRecords();
// Act
tradeProcessor.ProcessTrades(tradeStream);
int endCount = CountDbRecords();
// Assert
Assert.AreEqual(endCount - startCount, 2);
}
public void NoTestFile()
{
//Arrange
string url = "";
var tradeProcessor = new TradeProcessor();
//Act
tradeProcessor.ProcessTrades(url);
//Assert
}
private async void Process_Trade(object sender, RoutedEventArgs e)
{
if (start < end)
{
TradeProcessor tradeProcessor = new TradeProcessor();
await tradeProcessor.TradeExecute(start, end);
ShowSymbolsList();
}
else
{
MessageBox.Show("Select START date and END date correctly!");
}
}
public void TestTradeAmountBoounds()
{
// Arrange
var tradeStream = Assembly.GetExecutingAssembly().GetManifestResourceStream("SingleResponsibilityPrincipleTests.tradesBounds.txt");
var tradeProcessor = new TradeProcessor();
int startCount = CountDbRecords();
// Act
tradeProcessor.ProcessTrades(tradeStream);
int endCount = CountDbRecords();
// Assert
Assert.AreEqual(endCount - startCount, 2);
}
//[ExpectedException(typeof(ArgumentNullException))]
public void EmptyTestFile()
{
//Arrange
string url = "http://faculty.css.edu/tgibbons/tradesempty.txt";
var tradeProcessor = new TradeProcessor();
//Act
tradeProcessor.ProcessTrades(url);
//Assert
}
public void Process_should_write_csv_file(string inputFile, string outputFile, string expectedFile, string logFile)
{
var inputFilePath = Path.Combine(GetDataFolder(), inputFile);
var outputFilePath = Path.Combine(GetDataFolder(), outputFile);
var expectedFilePath = Path.Combine(GetDataFolder(), expectedFile);
var logFilePath = Path.Combine(GetDataFolder(), logFile);
ITradeProcessor tradeProcessor = new TradeProcessor();
tradeProcessor.Process(inputFilePath, outputFilePath, logFilePath);
Assert.IsTrue(File.Exists(outputFilePath));
CollectionAssert.AreEqual(File.ReadAllLines(expectedFilePath), File.ReadAllLines(outputFilePath));
var outputLogFile = logFilePath + DateTime.Today.ToString("yyyyMMdd");
Assert.IsTrue(File.Exists(outputLogFile));
}
static void Main(string[] args)
{
var serilogLogger = new LoggerConfiguration()
.WriteTo.File("log.txt", rollingInterval: RollingInterval.Day)
.CreateLogger();
IRateMyAgentLogger logger = new RateMyAgentLogger(serilogLogger);
IRepository repository = new SqlServerRepository();
ITradeRecordParser parser = new TradeRecordParser(logger);
ITradeStreamReader reader = new HardcodedTradeStreamReader();
ITradeProcessor processor = new TradeProcessor(logger, repository, parser, reader);
processor.ProcessTrades();
}
void Main(){
Stream s = new();
System.Data.SqlClient.SqlConnection coneccion = new();
// ITradeDataProvider provider = new ITradeDataProvider(s);
ITradeDataProvider provider = new ProvidePrueba();
ITradeParser parse = new tradeParser();
StoreNull store = new StoreNull();
TradeProcessor t = new TradeProcessor(provider, parse, store);
t.ProcessTrades();
Console.WriteLine($"Se grabaron {store.contador}");
}
public Program(params string[] args)
{
LoggerSetting.init();
o = new OptionSet()
{
{ "f|filePath=", "the input {FILE} path of Trade datafeed. Defaul is current dir + '/TradesList.xml'.", v => FeedFilePath = v },
{ "t|targetPath=", "the {DESTINATION} path. Default is current dir.", v => TargetLocation = v },
{ "g|testFile=", "generate TradesList.xml of {COUNT} elements in current dir.", v => TestFileCount = Int32.Parse(v) },
{ "b|batchSize=", "Batch {SIZE}. Default is 1000.", v => BatchSize = Int32.Parse(v) },
{ "h|help", "Show this help.", v => Help = v != null }
};
List <string> extra;
try
{
extra = o.Parse(args);
}
catch (OptionException e)
{
Console.Write("datafeeds: ");
Console.WriteLine(e.Message);
Console.WriteLine("Try `--help' for more information.");
return;
}
if (Help)
{
printHelp();
return;
}
if (FeedFilePath == null)
{
FeedFilePath = AppDomain.CurrentDomain.BaseDirectory + "/TradesList.xml";
}
if (TargetLocation == null)
{
TargetLocation = AppDomain.CurrentDomain.BaseDirectory;
}
if (BatchSize == null)
{
BatchSize = 1000;
}
TradeProcessor = new TradeProcessor(this.FeedFilePath, this.TargetLocation, BatchSize.Value);
Tester = new CTSTestApplication.Tester();
}
public void TestTradeAmountBoounds()
{
// Arrange
//var tradeStream = Assembly.GetExecutingAssembly().GetManifestResourceStream("SingleResponsibilityPrincipleTests.tradesBounds.txt");
string url = "http://faculty.css.edu/tgibbons/tradesBounds.txt";
var tradeProcessor = new TradeProcessor();
int startCount = CountDbRecords();
// Act
//tradeProcessor.ProcessTrades(tradeStream);
tradeProcessor.ProcessTrades(url);
int endCount = CountDbRecords();
// Assert
Assert.AreEqual(endCount - startCount, 2);
}
private bool ValidateSymbol()
{
status = false;
TradeProcessor tp = new TradeProcessor();
MySqlCommand sqlCommand = new MySqlCommand(query, connection);
MySqlDataAdapter MysqlDataAdapter = new MySqlDataAdapter(sqlCommand);
using (MysqlDataAdapter)
{
sqlCommand.Parameters.AddWithValue("@symbol", Symbol.Text.ToString());
try
{
SelectedSymbol = Symbol.Text.ToString();
}
catch //NullReferenceException e
{
MessageBox.Show("Please select Symbol");
}
if (SelectedSymbol.Length <= 5)
{
if (!CheckForSQLInjection(SelectedSymbol))
{
string query = "SELECT count(distinct `SecurityName`) FROM `algotrade`.`symbols` where `Symbol` = '" + SelectedSymbol + "' ;";
if (tp.DBA(query) > 0)
{
status = true;
}
}
else
{
status = false;
Symbol.Clear();
}
}
else
{
status = false;
MessageBox.Show("Please enter Symbol with correct number of characters!");
Symbol.Clear();
}
}
return(status);
}
private void Form1_Load(object sender, EventArgs e)
{
var tradeStream = Assembly.GetExecutingAssembly().GetManifestResourceStream("SingleResponsibilityPrinciple.trades.txt");
String tradeUrl = "http://faculty.css.edu/tgibbons/trades100.txt";
var logger = new ConsoleLogger();
//var logger = new GuiLogger(lbStatus.Items);
//var tradeDataProvider = new StreamTradeDataProvider(tradeStream);
var tradeDataProvider = new AdjustTradeDataProvider(tradeUrl); //changed to AdjustTradeDataProvider
var tradeValidator = new SimpleTradeValidator(logger);
var tradeMapper = new SimpleTradeMapper();
var tradeParser = new SimpleTradeParser(tradeValidator, tradeMapper);
var tradeStorage = new AdoNetTradeStorage(logger);
tradeProcessor = new TradeProcessor(tradeDataProvider, tradeParser, tradeStorage);
}
public async Task TestMethod1()
{
ApiHelper.InitializeClient();
List <int> numbers = new List <int> {
1, 26, 70, 5
};
List <Type> expected = new List <Type> {
typeof(TradeModel[]), typeof(TradeModel[]), typeof(TradeModel[]), typeof(TradeModel[])
};
List <Type> actual = new List <Type>();
for (int i = 0; i < 4; i++)
{
var trades = await TradeProcessor.LoadTrades(numbers[i]);
actual.Add(trades.GetType());
}
CollectionAssert.AreEqual(expected, actual);
}
/// <summary>
/// Called when new Execution is received
/// </summary>
/// <param name="execution">Order Execution Object</param>
public void NewExecutionArrived(Execution execution)
{
try
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("New Execution received " + execution, _type.FullName, "NewExecutionArrived");
}
// Create Object
Dictionary <Security, TradeProcessor> tradeProcessorsBySecurityMap;
// Get Trade Processor object for the received Execution Message's Provider
if (!_tradeProcessorMap.TryGetValue(execution.OrderExecutionProvider, out tradeProcessorsBySecurityMap))
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("New Trade Processor created for:" + execution.OrderExecutionProvider, _type.FullName, "NewExecutionArrived");
}
// Initialize a new Trade Processor object
TradeProcessor tradeProcessorObject = new TradeProcessor(execution.Fill.Security, execution.OrderExecutionProvider);
// Initialize local Map
tradeProcessorsBySecurityMap = new Dictionary <Security, TradeProcessor>();
// Add to local Map
tradeProcessorsBySecurityMap.Add(execution.Fill.Security, tradeProcessorObject);
// Add to Global Map
_tradeProcessorMap.Add(execution.OrderExecutionProvider, tradeProcessorsBySecurityMap);
// Forward Execution to Trade Processor
tradeProcessorObject.NewExecutionArrived(execution);
}
else
{
TradeProcessor tradeProcessorObject;
// Get Trade Processor object for the received Execution Message's Security
if (!tradeProcessorsBySecurityMap.TryGetValue(execution.Fill.Security, out tradeProcessorObject))
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("New Trade Processor created for:" + execution.Fill.Security, _type.FullName, "NewExecutionArrived");
}
// Initialize a new Trade Processor object
tradeProcessorObject = new TradeProcessor(execution.Fill.Security, execution.OrderExecutionProvider);
// Add to local Map
tradeProcessorsBySecurityMap.Add(execution.Fill.Security, tradeProcessorObject);
}
// Forward Execution to Trade Processor
tradeProcessorObject.NewExecutionArrived(execution);
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "NewExecutionArrived");
}
}
public void NewExecutionBuySideMultiple_OpenNewTradeMultiple_OverallPositionIsPositive()
{
// Create Trade Processor
TradeProcessor tradeProcessor = new TradeProcessor(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated);
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated);
{
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fill.ExecutionId = "1";
fill.ExecutionSide = OrderSide.BUY;
fill.ExecutionSize = 40;
// Create Execution Object
Execution execution = new Execution(fill, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(execution);
}
{
// Create Fill Object
Fill fillTwo = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fillTwo.ExecutionId = "2";
fillTwo.ExecutionSide = OrderSide.BUY;
fillTwo.ExecutionSize = 40;
// Create Execution Object
Execution executionTwo = new Execution(fillTwo, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(executionTwo);
}
// Get Trades Map
var tradeMap = tradeProcessor.OpenTrades;
// Open Trade Count
var openTradeCount = tradeMap.Count;
// Get Open Trade Size
int tradeOneSize = tradeMap[1].TradeSize;
int tradeTwoSize = tradeMap[2].TradeSize;
Assert.AreEqual(80, tradeProcessor.Position, "Overall Position");
Assert.AreEqual(2, openTradeCount, "Open Trade Count");
Assert.AreEqual(TradeSide.Buy, tradeMap[1].TradeSide, "Trade One Side");
Assert.AreEqual(TradeSide.Buy, tradeMap[2].TradeSide, "Trade Two Side");
Assert.AreEqual(40, tradeOneSize, "Trade One Size");
Assert.AreEqual(40, tradeTwoSize, "Trade Two Size");
Assert.AreEqual(false, tradeMap[1].IsComplete(), "Trade One Completion Status");
Assert.AreEqual(false, tradeMap[2].IsComplete(), "Trade Two Completion Status");
}
public string QueryTradesStr(string pUser,
string pPassword,
int pInstitutionID,
DateTime pInitialDate,
DateTime pFinalDate,
ref DateTime pTradeID,
string pTradeStatus,
string pProduct,
string pAfterHour,
string pTraderID)
{
try
{
TradeProcessor trProc = new TradeProcessor();
string pwd64 = base64Encode(pPassword);
if (pUser.Equals(_config.OpenBlotterUsr) == false || pwd64.Equals(_config.OpenBlotterPwd) == false)
{
return("pUser or pPassword is invalid!");
//QueryTradesStr1 error = new QueryTradesStr1();
//error.pTradeID = pTradeID.ToString("yyyy/MM/dd HH:mm:ss");
//error.QueryTradesStrResult = "pUser or pPassword is invalid!";
//return error;
}
logger.Info("QueryTradesStr(" + pTradeID.ToString("yyyy/MM/dd HH:mm:ss") + ") Inicio");
string xmlTrades = trProc.GetTrades(pTradeID);
//string xmlRet = "<QueryTradesStrResponse>";
//string xmlRet = "<QueryTradesStrResult>";
//xmlRet += xmlTrades;
//xmlRet += "</QueryTradesStrResult>";
//xmlRet += "<pTradeID>";
//xmlRet += pTradeID.ToString("yyyy/MM/dd HH:mm:ss");
//xmlRet += "</pTradeID>";
//xmlRet += "</QueryTradesStrResponse>";
logger.Debug("XML Trades [" + xmlTrades + "]");
logger.Info("QueryTradesStr(" + pTradeID.ToString("yyyy/MM/dd HH:mm:ss") + ") FIM");
return(xmlTrades);
//QueryTradesStr1 resp = new QueryTradesStr1();
//resp.pTradeID = pTradeID.ToString("yyyy/MM/dd HH:mm:ss");
//resp.QueryTradesStrResult = xmlTrades;
//return resp;
}
catch (Exception ex)
{
logger.Error("QueryTradesStr: " + ex.Message, ex);
}
return("<trades/>");
}
public void NewExecutionSellSideMultiple_OpenNewTradeMultipleAndUpdateTrade_OverallPositionIsBalanced()
{
// Create Trade Processor
TradeProcessor tradeProcessor = new TradeProcessor(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated);
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated);
{
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fill.ExecutionId = "1";
fill.ExecutionSide = OrderSide.SELL;
fill.ExecutionSize = 40;
// Create Execution Object
Execution execution = new Execution(fill, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(execution);
}
{
// Create Fill Object
Fill fillTwo = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fillTwo.ExecutionId = "2";
fillTwo.ExecutionSide = OrderSide.SELL;
fillTwo.ExecutionSize = 50;
// Create Execution Object
Execution executionTwo = new Execution(fillTwo, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(executionTwo);
}
{
// Create Fill Object
Fill fillThree = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fillThree.ExecutionId = "3";
fillThree.ExecutionSide = OrderSide.BUY;
fillThree.ExecutionSize = 90;
// Create Execution Object
Execution executionThree = new Execution(fillThree, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(executionThree);
}
// Get Trades Map
var tradeMap = tradeProcessor.OpenTrades;
// Open Trade Count
var openTradeCount = tradeMap.Count;
Assert.AreEqual(0, tradeProcessor.Position, "Overall Position");
Assert.AreEqual(0, openTradeCount, "Open Trade Count");
}
public void NewExecutionBuySideMultiple_OpenNewTradeMultipleAndUpdateTrade_OverallPositionIsNegativeWithSingleOpenOrderOnSellSide()
{
// Create Trade Processor
TradeProcessor tradeProcessor = new TradeProcessor(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated);
// Create Order Object
Order order = new Order(OrderExecutionProvider.Simulated);
{
// Create Fill Object
Fill fill = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fill.ExecutionId = "1";
fill.ExecutionSide = OrderSide.BUY;
fill.ExecutionSize = 40;
// Create Execution Object
Execution execution = new Execution(fill, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(execution);
}
{
// Create Fill Object
Fill fillTwo = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fillTwo.ExecutionId = "2";
fillTwo.ExecutionSide = OrderSide.BUY;
fillTwo.ExecutionSize = 30;
// Create Execution Object
Execution executionTwo = new Execution(fillTwo, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(executionTwo);
}
{
// Create Fill Object
Fill fillThree = new Fill(new Security()
{
Symbol = "GOOG"
}, OrderExecutionProvider.Simulated, "1");
fillThree.ExecutionId = "3";
fillThree.ExecutionSide = OrderSide.SELL;
fillThree.ExecutionSize = 80;
// Create Execution Object
Execution executionThree = new Execution(fillThree, order);
// Update Trade Processor
tradeProcessor.NewExecutionArrived(executionThree);
}
// Get Trades Map
var tradeMap = tradeProcessor.OpenTrades;
// Open Trade Count
var openTradeCount = tradeMap.Count;
// Get Open Trade Size
int tradeThreeSize = tradeMap[3].TradeSize;
Assert.AreEqual(-10, tradeProcessor.Position, "Overall Position");
Assert.AreEqual(1, openTradeCount, "Open Trade Count");
Assert.AreEqual(TradeSide.Sell, tradeMap[3].TradeSide, "Trade Three Side");
Assert.AreEqual(-10, tradeThreeSize, "Trade Three Size");
Assert.AreEqual(false, tradeMap[3].IsComplete(), "Trade Three Completion Status");
}
public Trades(int instrument, TradeProcessor tradeProcessingStrategy)
{
Instrument = instrument;
TradeProcessingStrategy = tradeProcessingStrategy;
}
public void Run()
{
TradeProcessor processor = new TradeProcessor();
processor.ProcessTrades();
}
public Trades(Instrument instrument, TradeProcessor tradeProcessingStrategy)
{
Instrument = instrument;
TradeProcessingStrategy = tradeProcessingStrategy;
}