public void testShowHidden()
{
O.freezeNow("07/01/2009");
WatcherExclusionsTable.EXCLUSIONS.insert("QF.NDayBreak");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("TU.1C"), "TOE");
var tuTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "TOE", "Comdty");
var fakeGui = new FakeWatcherGui();
var watcher = new LiveWatcher(fakeGui);
watcher.initialize();
watcher.requireVisible(0);
publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 5, "2009/07/01 14:00:03");
fakeGui.waitMatches(0, watcher.visible);
watcher.setShowHidden(true);
fakeGui.waitMatches(1, watcher.visible);
var visible = O.first(watcher.visibleRows());
watcher.setShowHidden(false);
fakeGui.waitMatches(0, watcher.visible);
watcher.removeExclusion(visible);
fakeGui.waitMatches(1, watcher.visible);
watcher.addExclusion(visible);
fakeGui.waitMatches(0, watcher.visible);
}
public void testCanPopulateDataTable()
{
var now = "2008/07/05 12:31:45";
Dates.freezeNow(now);
addOrders();
var gui = new FakeOrderTrackerGUI();
var orderTable = gui.tracker.orderTable();
gui.setMarket("RE.TEST.TY.1C");
gui.doAllWork();
var row = O.first(orderTable.rows());
AreEqual("NDayBreak-daily-1.0", row["system"]);
AreEqual("BFBD30", row["pv"]);
AreEqual("RE.TEST.TY.1C", row["symbol"]);
AreEqual(now, row["simFillTime"]);
AreEqual("Enter short", row["enterExit"]);
AreEqual("10,000", row["size"]);
AreEqual("99.501235", row["simFillPrice"]);
AreEqual("STOP(99.50)", row["details"]);
AreEqual("an order", row["description"]);
AreEqual("my pc", row["hostname"]);
}
public void testFerretMessages()
{
O.freezeNow("2008/08/08 08:08:08");
ExecutionConfigurationTable.CONFIG.insert("Future", "CurrentPlatform", "CurrentRoute");
var order1 = buy("order 1", stop(99.50), 100, oneBar());
symbolSystem.order(order1);
processTick(2.5);
requireFerretHasOrders(order1);
order1.cancel();
O.wait(() => ferret.hasMessages(2));
var orderMessage = O.first(ferret.get());
var cancelMessage = O.last(ferret.get());
var orderId = order1.ferretSubmission.id;
AreEqual(orderId, orderMessage.text("USERORDERID"));
AreEqual("BLACKBOX", orderMessage.text("CLIENTUSERID"));
AreEqual("TOMAHAWK", orderMessage.text("CLIENTAPPNAME"));
AreEqual("2008-08-08", orderMessage.text("ORDERDATE"));
AreEqual("CurrentRoute", orderMessage.text("ROUTE"));
AreEqual("CurrentPlatform", orderMessage.text("PLATFORM"));
AreEqual(orderId, cancelMessage.text("ORIGINALUSERORDERID"));
AreEqual(orderId.Replace('T', 'C'), cancelMessage.text("USERORDERID"));
AreEqual("CancelOrder", cancelMessage.text("MESSAGETYPE"));
AreEqual("2008-08-08", cancelMessage.text("ORDERDATE"));
AreEqual(O.hostname(), cancelMessage.text("CLIENTHOSTNAME"));
AreEqual("BLACKBOX", cancelMessage.text("CLIENTUSERID"));
AreEqual("TOMAHAWK", cancelMessage.text("CLIENTAPPNAME"));
}
protected virtual void processBar(Dictionary <Symbol, Bar> symbolBars)
{
if (!barsLoadedThisBar)
{
loader.add(symbolBars);
barsLoadedThisBar = false;
}
bridge().setCurrentSlippage(loader.currentSlippages(O.first(symbolBars.Values).time));
bridge().processBar(symbolBars);
}
public DataTable table()
{
var result = new QDataTable();
result.addTypedColumn("Metric", typeof(string));
O.each(O.sort(Keys, (a, b) => {
if (a.Equals(b))
{
return(0);
}
if (a.Equals("ALL"))
{
return(-1);
}
return(b.Equals("ALL") ? 1 : a.CompareTo(b));
}), symbol => result.addTypedColumn(symbol.Replace(".", "_"), typeof(double)));
var example = O.first(Values);
O.each(O.sort(example.Keys), metric => addRow(metric, result));
return(result);
}
public void testOrderSubmission()
{
O.freezeNow("2008/08/08 08:08:08");
var order1 = buy("order 1", stop(99.50), 100, oneBar());
symbolSystem.order(order1);
processBar(1, 3, 1, 2);
hasOrders(order1);
requireFerretHasOrders();
processTick(2.5);
requireFerretHasOrders(order1);
emailer.allowMessages();
var submitted = O.the <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersSubmitted(systemId, symbol().name));
AreEqual("Enter", submitted.entryExit());
fill(order1, 123);
submitted = O.the <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersSubmitted(systemId, symbol().name));
var filled = O.the(O.list <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersFilled(systemId, symbol().name)));
AreEqual(123.0, filled.price().doubleValue());
AreEqual(submitted, filled);
var order2 = sell("order 2", stop(97.50), 10, oneBar());
symbolSystem.order(order2);
processTick(3.0);
requireFerretHasOrders(order1, order2);
var order3 = sell("market", market(), 50, oneBar());
symbolSystem.order(order3);
processTick(3.0);
requireFerretHasOrders(order1, order2);
symbolSystem.order(symbolSystem.position().exit("exit 1", market(), onTheClose()));
processTick(4.0);
submitted = O.first(O.list <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersSubmitted(systemId, symbol().name)));
AreEqual("Exit", submitted.entryExit());
}
public void testEmails()
{
var abc = new Symbol("RE.TEST.TY.1C");
var slippage = MarketTable.MARKET.fixedSlippage(abc.name);
var monitor = new PositionMonitor(LIVE_SYSTEM, O.list(abc, new Symbol("DEF")), "A_TOPIC");
var counter = new PublishCounter("OrderTracker.orderAdded");
var order = abc.buy("Go LONG", new Stop(50), 10, FillOrKill.FILL_KILL).placed();
var trade = new Trade(order, 52, 10, slippage, 1);
var position = order.fill(trade);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
monitor.goLive(O.list(position), abc);
O.freezeNow("2008/09/22 14:47:04");
LiveOrderEmailsTable.ORDER_EMAILS.insert("S-I-V", "PV", "ALL", "team");
emailer.allowMessages();
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
var message = emailer.sent();
message.hasSubject(@"S\(PV\) Filled Order for RE.TEST.TY.1C - " + O.hostname());
message.hasContent(@"Order.*: Enter long 10 RE.TEST.TY.1C @ 52 STOP\(50.0000000\)");
message.hasContent("Timestamp: 2008/09/22 14:47:04");
message.hasContent("Description: Go LONG");
emailer.clear();
var liveOrders = O.list <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersFilled(LIVE_SYSTEM.id(), abc.name));
HasCount(1, liveOrders);
var liveOrder = O.the(liveOrders);
AreEqual(10, liveOrder.size());
AreEqual("Enter", liveOrder.entryExit());
AreEqual("long", liveOrder.positionDirection());
AreEqual(liveOrder.id(), counter.getOneAndClear <int>("liveOrderId"));
order = position.scaleUpLong("gimme more", new StopLimit(50, 60), 25, FillOrKill.FILL_KILL).placed();
trade = new Trade(order, 55, 25, slippage, 1);
order.fill(trade);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
emailer.sent().hasContent(@"Order.*: Scale up long 25 RE.TEST.TY.1C @ 55 STOP_LIMIT\(50.0000000, 60.0000000\)");
emailer.clear();
liveOrders = O.list <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersFilled(LIVE_SYSTEM.id(), abc.name));
HasCount(2, liveOrders);
liveOrder = O.first(liveOrders);
AreEqual(25, liveOrder.size());
AreEqual("Scale up", liveOrder.entryExit());
AreEqual("long", liveOrder.positionDirection());
order = position.scaleDownLong("gimme more", new Limit(55), 20, FillOrKill.FILL_KILL).placed();
trade = new Trade(order, 55, 20, slippage, 1);
order.fill(trade);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
emailer.sent().hasContent(@"Order.*: Scale down long 20 RE.TEST.TY.1C @ 55 LIMIT\(55.0000000\)");
emailer.clear();
order = position.exitLong("Get out", new Market(), OneBar.ONE).placed();
trade = new Trade(order, 40, 15, slippage, 1);
order.fill(trade);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
emailer.sent().hasContent(@"Order.*: Exit long 15 RE.TEST.TY.1C @ 40 MARKET");
emailer.disallowMessages();
LiveOrderEmailsTable.ORDER_EMAILS.deleteAll(Clause.TRUE);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
}
static DataRow latestRow(FakeOrderTrackerGUI gui)
{
return(O.first(gui.tracker.orderTable().rows()));
}