public void When_low_price_is_not_sustained_below_trigger_we_do_nothing()
{
var bus = new FakeBus();
var processManager = new StoplossProcess(bus);
processManager.Handle(new PositionAcquired { Price = 1, Symbol = "ABC" });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 0.89m });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 0.90m });
var first = (WakeMeUpIn15Seconds)bus.PublishedMessages.First();
bus.PublishedMessages.Clear();
processManager.Handle((ShouldWeSell)first.Message);
Assert.That(bus.SentMessages.Count, Is.EqualTo(0));
}
public void When_high_price_is_not_sustained_trigger_stays_the_same()
{
var bus = new FakeBus();
var processManager = new StoplossProcess(bus);
processManager.Handle(new PositionAcquired { Price = 1, Symbol = "ABC" });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.01m });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 0.99m });
var fisrt = (WakeMeUpIn15Seconds)bus.PublishedMessages[0];
var second = (WakeMeUpIn20Seconds)bus.PublishedMessages[1];
bus.PublishedMessages.Clear();
processManager.Handle((ShouldWeSell)fisrt.Message);
processManager.Handle((ShouldWeMoveTriggerPrice)second.Message);
Assert.That(bus.PublishedMessages.Count, Is.EqualTo(0));
}
public void When_high_price_is_sustained_with_a_dip_trigger_value_goes_up()
{
var bus = new FakeBus();
var processManager = new StoplossProcess(bus);
processManager.Handle(new PositionAcquired { Price = 1, Symbol = "ABC" });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.1m });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.2m });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.15m });
var fisrt = (WakeMeUpIn15Seconds)bus.PublishedMessages[0];
var second = (WakeMeUpIn20Seconds)bus.PublishedMessages[1];
bus.PublishedMessages.Clear();
processManager.Handle((ShouldWeSell)fisrt.Message);
processManager.Handle((ShouldWeMoveTriggerPrice)second.Message);
Assert.That(bus.PublishedMessages.Count, Is.EqualTo(1));
var triggerValueRaised = (TriggerValueRaised)bus.PublishedMessages[0];
Assert.That(triggerValueRaised.TriggerValue, Is.EqualTo(1.0m));
}
public void When_value_many_dips_occur_only_lastsustained_price_isaccounted_for()
{
var bus = new FakeBus();
var processManager = new StoplossProcess(bus);
processManager.Handle(new PositionAcquired { Price = 1, Symbol = "ABC" });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.1m }); //this price holds
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.2m }); //does not hold
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.15m }); //holds
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.25m }); //holds
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.30m });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.27m });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 1.27m });
var wakeMeUpIn20Secondses = bus.PublishedMessages.OfType<WakeMeUpIn20Seconds>().Take(4).ToArray();
bus.PublishedMessages.Clear();
//processManager.Handle((ShouldWeSell)fisrt.Message);
foreach (var wakeMeUpIn20Seconds in wakeMeUpIn20Secondses)
{
processManager.Handle((ShouldWeMoveTriggerPrice)wakeMeUpIn20Seconds.Message);
}
Assert.That(bus.PublishedMessages.Count, Is.EqualTo(3));
var triggerValueRaised = (TriggerValueRaised)bus.PublishedMessages[0];
Assert.That(triggerValueRaised.TriggerValue, Is.EqualTo(1m));
var triggerValueRaised2 = (TriggerValueRaised)bus.PublishedMessages[1];
Assert.That(triggerValueRaised2.TriggerValue, Is.EqualTo(1.05m));
var triggerValueRaised3 = (TriggerValueRaised)bus.PublishedMessages[2];
Assert.That(triggerValueRaised3.TriggerValue, Is.EqualTo(1.15m));
}
public void When_position_is_acquired()
{
var bus = new FakeBus();
var processManager = new StoplossProcess(bus);
processManager.Handle(new PositionAcquired { Price = 15, Symbol = "ABC" });
Assert.That(bus.PublishedMessages.Count, Is.EqualTo(0));
}
public void When_low_price_is_sustained_with_a_small_spike_still_sells()
{
var bus = new FakeBus();
var processManager = new StoplossProcess(bus);
processManager.Handle(new PositionAcquired { Price = 1, Symbol = "ABC" });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 0.89m });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 0.8m });
processManager.Handle(new PriceChanged { Symbol = "ABC", Price = 0.85m });
var fisrt = (WakeMeUpIn15Seconds)bus.PublishedMessages[0];
var second = (WakeMeUpIn15Seconds)bus.PublishedMessages[1];
bus.PublishedMessages.Clear();
processManager.Handle((ShouldWeSell)fisrt.Message);
processManager.Handle((ShouldWeSell)second.Message);
Assert.That(bus.SentMessages.Count, Is.EqualTo(1));
var sellPosition = (SellPosition)bus.SentMessages[0];
Assert.That(sellPosition.Price, Is.EqualTo(0.89m));
}
