Ejemplo n.º 1
0
        public void AddChangeStopFullInstrumentConfig()
        {
            Initialize();

            _testEvent.Algorithms[0].InstrumentConfigInfo = _mmRest.CreateInstrument(_testEvent.Algorithms[0].InstrumentConfigInfo);
            _testEvent.Algorithms[0].SetAlgoId(_testEvent.Algorithms[0].InstrumentConfigInfo.AlgoId);
            _testEvent.Algorithms[0].PricerConfigInfo = _mmRest.SavePricer(_testEvent.Algorithms[0].PricerConfigInfo);

            _testEvent.Algorithms[0].HedgerConfigInfo    = _mmRest.SaveHedger(_testEvent.Algorithms[0].HedgerConfigInfo);
            _testEvent.Algorithms[0].RiskLimitConfigInfo = _mmRest.SaveRiskLimitsConfig(_testEvent.Algorithms[0].RiskLimitConfigInfo);
            Thread.Sleep(1000);
            // Check full config
            bool testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId));

            _mmRest.StartInstrument(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].InstrumentConfigInfo.Running = true;
            _mmRest.StartPricer(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].PricerConfigInfo.Running = true;
            _mmRest.StartHedger(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].HedgerConfigInfo.Running = true;
            Thread.Sleep(1000);
            // Check start
            testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult;

            // Change pricer
            PricerConfigDto newPricerConfig = AlgorithmInfo.CreateConfig <PricerConfigDto>("pricer3.json", _testEvent.Algorithms[0].AlgoId);

            _testEvent.Algorithms[0].PricerConfigInfo = _mmRest.SavePricer(newPricerConfig);
            // Change hedger
            HedgerConfigDto newHedgerConfig = AlgorithmInfo.CreateConfig <HedgerConfigDto>("hedger2.json", _testEvent.Algorithms[0].AlgoId);

            _testEvent.Algorithms[0].HedgerConfigInfo = _mmRest.SaveHedger(newHedgerConfig);
            // Change riskLimits
            RiskLimitsConfigDto newRiskLimitsConfig = AlgorithmInfo.CreateConfig <RiskLimitsConfigDto>("riskLimit3.json", _testEvent.Algorithms[0].AlgoId);

            _testEvent.Algorithms[0].RiskLimitConfigInfo = _mmRest.SaveRiskLimitsConfig(newRiskLimitsConfig);
            Thread.Sleep(1000);
            // Check after change
            testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult;

            _mmRest.StopHedger(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].InstrumentConfigInfo.Running = false;
            _mmRest.StopPricer(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].PricerConfigInfo.Running = false;
            _mmRest.StopInstrument(_testEvent.Algorithms[0].AlgoId);
            _testEvent.Algorithms[0].HedgerConfigInfo.Running = false;
            Thread.Sleep(1000);
            // Check stop
            testResult = _testEvent.Algorithms[0].Equals(_mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId)) && testResult;

            _mmRest.DeleteAlgorithm(_testEvent.Algorithms[0].AlgoId);
            Thread.Sleep(1000);
            // Check delete and test result
            Assert.AreEqual(true, _mmRest.GetInstrument(_testEvent.Algorithms[0].AlgoId) == null, "Deleted algorithm doesn't equal to null");
            Assert.AreEqual(true, testResult, TestFail);
        }
Ejemplo n.º 2
0
        private static void DoCreateUpdateHedger()
        {
            HedgerConfigDto p = JsonConvert.DeserializeObject <HedgerConfigDto>(ReadMultiLine());

            ShowIndentedJson(mmRestService.SaveHedger(p));
        }