public void SimpleTick()
{
var securityName = "TEST";
var currencyName = "USD";
var startingPortfolio = new Portfolio();
var market = new HistoricalMarket(TimeSpan.FromHours(1), startingPortfolio, 0);
var csvName = "test.csv";
GenerateConstantDataCsv(csvName, 100, 100, TimeSpan.FromHours(1));
market.LoadDataFromCsv(csvName, securityName, currencyName);
var last = market.GetLastPrice();
Assert.IsNull(last);
last = market.Tick();
Assert.IsNotNull(last);
Assert.IsNotNull(last[securityName]);
Assert.IsTrue(last[securityName].Price > 0);
var firstTickTime = last[securityName].Timestamp;
last = market.Tick();
Assert.IsNotNull(last);
Assert.IsNotNull(last[securityName]);
Assert.IsTrue(last[securityName].Price > 0);
Assert.IsTrue((last[securityName].Timestamp - firstTickTime).TotalHours == 1);
}
public void OpenOrder_LimitOrder()
{
var startingPortfolio = new Portfolio();
startingPortfolio.AddSecurity("USD", 1000m);
var market = new HistoricalMarket(TimeSpan.FromHours(1), startingPortfolio, 0);
GenerateConstantDataCsv("test.csv", 100, 100, TimeSpan.FromHours(1));
market.LoadDataFromCsv("test.csv", "SPX", "USD");
market.Tick();
market.OpenOrder(new Order()
{
BaseCurrency = "USD",
Price = 100,
Security = "SPX",
Side = OrderSide.Buy,
Type = OrderType.LimitOrder,
Volume = 1
});
}
