public void UpdateStopLossPriceToStableMinimumTest()
{
var bus = new TestBus();
var processManager = new ProcessManager(bus);
processManager.Handle(new PositionAcquired {
Amount = 1, PricePerItem = 100
});
processManager.Handle(new PriceUpdated {
NewPricePerItem = 200
});
processManager.Handle(new PriceUpdated {
NewPricePerItem = 150
});
AssertEmits(bus, () =>
{
processManager.Handle(new TenSecondsPassed {
Price = 200
});
processManager.Handle(new TenSecondsPassed {
Price = 150
});
}, new[]
{
new StopLossPriceUpdated {
NewStopLossPrice = (int)Math.Floor(ProcessManager.StopLossRatio * 150)
}
});
}
public void DoesNotEmitStopLossHitTest()
{
var bus = new TestBus();
var processManager = new ProcessManager(bus);
processManager.Handle(new PositionAcquired {
Amount = 1, PricePerItem = 100
});
processManager.Handle(new PriceUpdated {
NewPricePerItem = 89
});
processManager.Handle(new PriceUpdated {
NewPricePerItem = 90
});
AssertEmitsNothing(bus, () =>
{
processManager.Handle(new ThirteenSecondsPassed {
Price = 89
});
processManager.Handle(new ThirteenSecondsPassed {
Price = 90
});
});
}
public void DoesNotUpdateStopLossPriceIfSomeBelowCurrentTest()
{
var bus = new TestBus();
var processManager = new ProcessManager(bus);
processManager.Handle(new PositionAcquired {
Amount = 1, PricePerItem = 100
});
processManager.Handle(new PriceUpdated {
NewPricePerItem = 110
});
processManager.Handle(new PriceUpdated {
NewPricePerItem = 90
});
AssertEmitsNothing(bus, () =>
{
processManager.Handle(new TenSecondsPassed {
Price = 110
});
processManager.Handle(new TenSecondsPassed {
Price = 90
});
});
}
private static void AssertEmits(TestBus bus, Action action, IEnumerable <IMessage> expectedMessages)
{
bus.FiredMessages.Clear();
action();
var actual = SerializeForComparison(bus.FiredMessages);
var expected = SerializeForComparison(expectedMessages);
Assert.That(actual, Is.EqualTo(expected));
}
public void EmitsStopLossPricesUpdatedTest()
{
var bus = new TestBus();
var processManager = new ProcessManager(bus);
AssertEmits(
bus,
() => processManager.Handle(new PositionAcquired {
Amount = 1, PricePerItem = 100
}),
new[]
{
new StopLossPriceUpdated {
NewStopLossPrice = 90
}
});
}
public void EmitStopLossHitTest()
{
var bus = new TestBus();
var processManager = new ProcessManager(bus);
processManager.Handle(new PositionAcquired {
Amount = 1, PricePerItem = 100
});
processManager.Handle(new PriceUpdated {
NewPricePerItem = 89
});
AssertEmits(bus, () => processManager.Handle(new ThirteenSecondsPassed {
Price = 89
}), new[]
{
new StopLossHitEvent(89)
});
}
public void EmitsRemindersOnPriceUpdatedTest()
{
var bus = new TestBus();
var processManager = new ProcessManager(bus);
processManager.Handle(new PositionAcquired {
Amount = 1, PricePerItem = 100
});
AssertEmits(bus, () => processManager.Handle(new PriceUpdated {
NewPricePerItem = 110
}), new[]
{
new SendBackIn(TimeSpan.FromSeconds(10), new TenSecondsPassed {
Price = 110
}),
new SendBackIn(TimeSpan.FromSeconds(13), new ThirteenSecondsPassed {
Price = 110
})
});
}
private static void AssertEmitsNothing(TestBus bus, Action action)
{
AssertEmits(bus, action, Enumerable.Empty <IMessage>());
}
