public void ignore_OrderMoveSucceeded_if_request_already_confirmed_test()
{
Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000);
this.tradingData.Get <ICollection <Signal> >().Add(signal);
Order order = new Order(signal);
this.tradingData.Get <ICollection <Order> >().Add(order);
OrderMoveRequest request = new OrderMoveRequest(order, 151000, 0, "Move order");
this.tradingData.Get <ICollection <OrderMoveRequest> >().Add(request);
Assert.IsFalse(request.IsDelivered);
OrderMoveSucceeded confirmation = new OrderMoveSucceeded(request.OrderId, "588");
this.rawData.GetData <OrderMoveSucceeded>().Add(confirmation);
Assert.IsTrue(request.IsDelivered);
OrderMoveSucceeded duplicate = new OrderMoveSucceeded(request.OrderId, "588");
duplicate.DateTime = duplicate.DateTime.AddMilliseconds(1);
this.rawData.GetData <OrderMoveSucceeded>().Add(duplicate);
Assert.AreNotEqual(request.DeliveryDate, duplicate.DateTime);
Assert.AreEqual(request.DeliveryDate, confirmation.DateTime);
}
public override void OnItemAdded(OrderMoveFailed item)
{
Order order = FindOrder(item.Cookie);
if (order == null)
{
return;
}
OrderMoveRequest request = FindRequest(order);
if (request == null)
{
return;
}
if (request.IsFailed)
{
return;
}
request.Failed(BrokerDateTime.Make(DateTime.Now), item.Reason);
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, получено уведомление об отклонении запроса {2} на сдвиг заявки.",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
request.ToString()));
}
public void OrderMoveRequest_Failed_test()
{
DateTime date = BrokerDateTime.Make(DateTime.Now).Date;
double stopPrice = 149900;
double limitPrice = 0;
string description = "Move order";
Order order = new Order(1, DateTime.Now, "BP12345-RF-01", "RTS-12.13_FT", TradeAction.Sell, OrderType.Stop, 1, 0, 150000);
OrderMoveRequest request = new OrderMoveRequest(order, limitPrice, stopPrice, description);
Assert.IsFalse(request.IsFailed);
DateTime faultDate = BrokerDateTime.Make(DateTime.Now);
string faultReason = "Fault";
request.Failed(faultDate, faultReason);
Assert.AreEqual(faultDate, request.FaultDate);
Assert.AreEqual(faultReason, request.FaultDescription);
Assert.IsTrue(request.IsFailed);
}
public void OrderMoveRequest_constructor_test()
{
DateTime date = BrokerDateTime.Make(DateTime.Now).Date;
double stopPrice = 149900;
double limitPrice = 0;
string description = "Move order";
Order order = new Order(1, DateTime.Now, "BP12345-RF-01", "RTS-12.13_FT", TradeAction.Sell, OrderType.Stop, 1, 0, 150000);
OrderMoveRequest request = new OrderMoveRequest(order, limitPrice, stopPrice, description);
Assert.IsTrue(request.Id > 0);
Assert.AreEqual(order, request.Order);
Assert.AreEqual(order.Id, request.OrderId);
Assert.AreEqual(limitPrice, request.LimitPrice);
Assert.AreEqual(stopPrice, request.StopPrice);
Assert.AreEqual(description, request.Description);
Assert.AreEqual(date, request.DateTime.Date);
Assert.AreEqual(DateTime.MinValue, request.DeliveryDate);
Assert.AreEqual(DateTime.MinValue, request.FaultDate);
Assert.AreEqual(request.DateTime.AddSeconds(60), request.ExpirationDate);
Assert.AreEqual(string.Empty, request.FaultDescription);
Assert.IsFalse(request.IsExpired);
Assert.IsFalse(request.IsDelivered);
Assert.IsFalse(request.IsFailed);
}
public void ignore_duplicated_OrderMoveFailed_test()
{
Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000);
this.tradingData.Get <ICollection <Signal> >().Add(signal);
Order order = new Order(signal);
this.tradingData.Get <ICollection <Order> >().Add(order);
OrderMoveRequest request = new OrderMoveRequest(order, 151000, 0, "Move order");
this.tradingData.Get <ICollection <OrderMoveRequest> >().Add(request);
Assert.IsFalse(request.IsFailed);
OrderMoveFailed fault = new OrderMoveFailed(order.Id, "268", "Reason");
this.rawData.GetData <OrderMoveFailed>().Add(fault);
Assert.IsTrue(request.IsFailed);
OrderMoveFailed duplicate = new OrderMoveFailed(order.Id, "268", "Reason duplicate");
this.rawData.GetData <OrderMoveFailed>().Add(duplicate);
Assert.AreEqual(request.FaultDescription, fault.Reason);
Assert.AreNotEqual(request.FaultDescription, duplicate.Reason);
}
public override void OnItemAdded(OrderMoveSucceeded item)
{
Order order = FindOrder(item.Cookie);
if (order == null)
{
return;
}
OrderMoveRequest request = FindRequest(order);
if (request == null)
{
return;
}
if (request.IsDelivered)
{
return;
}
request.DeliveryDate = item.DateTime;
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, получено уведомление об успешной доставке запроса {2} на сдвиг заявки.",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
request.ToString()));
}
public void Move(OrderMoveRequest Move)
{
RestRequest elm = CreateRequest <OrderMoveRequest>("Orders/Move", Method.POST, Move);
IRestResponse resp = Client.Execute(elm);
if (resp.StatusCode == HttpStatusCode.Unauthorized)
{
throw new UnauthorizedException();
}
else if (resp.StatusCode != HttpStatusCode.OK)
{
throw new eDockAPIException();
}
}
public void ConfirmMoveRequest_on_OrderMoveSucceeded_test()
{
Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000);
this.tradingData.Get <ICollection <Signal> >().Add(signal);
Order order = new Order(signal);
this.tradingData.Get <ICollection <Order> >().Add(order);
OrderMoveRequest request = new OrderMoveRequest(order, 151000, 0, "Move order");
this.tradingData.Get <ICollection <OrderMoveRequest> >().Add(request);
Assert.IsFalse(request.IsDelivered);
OrderMoveSucceeded confirmation = new OrderMoveSucceeded(request.OrderId, "588");
this.rawData.GetData <OrderMoveSucceeded>().Add(confirmation);
Assert.IsTrue(request.IsDelivered);
}
public void RejectMoveRequest_on_OrderMoveFailed_test()
{
Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000);
this.tradingData.Get <ICollection <Signal> >().Add(signal);
Order order = new Order(signal);
this.tradingData.Get <ICollection <Order> >().Add(order);
OrderMoveRequest request = new OrderMoveRequest(order, 151000, 0, "Move order");
this.tradingData.Get <ICollection <OrderMoveRequest> >().Add(request);
Assert.IsFalse(request.IsFailed);
OrderMoveFailed fault = new OrderMoveFailed(order.Id, "268", "Reason");
this.rawData.GetData <OrderMoveFailed>().Add(fault);
Assert.IsTrue(request.IsFailed);
}
public void TradingDataContext_GetMoveRequests_for_order_test()
{
Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Market, 150000, 0, 0);
EmulateTradeFor(signal);
Assert.AreEqual(2, this.tradingData.Get <IEnumerable <Signal> >().Count());
Order slOrder = this.tradingData.GetCloseOrders(this.strategyHeader).Last();
Assert.AreEqual(OrderType.Stop, slOrder.OrderType);
Assert.AreEqual(149900, slOrder.Stop);
OrderMoveRequest slMoveReq = new OrderMoveRequest(slOrder, 0, 150000, "Trail stop");
this.tradingData.Get <ObservableCollection <OrderMoveRequest> >().Add(slMoveReq);
OrderMoveRequest slMoveReq2 = new OrderMoveRequest(slOrder, 0, 150100, "Trail stop");
this.tradingData.Get <ObservableCollection <OrderMoveRequest> >().Add(slMoveReq2);
Assert.AreEqual(2, this.tradingData.GetMoveRequests(slOrder).Count());
}
