public void Tuner_AdjustHighVolumeIssuanceFixedIncomeField_AsExpected()
{
var tuner = new RuleParameterTuner(this._logger);
var ruleParameters = new HighVolumeIssuanceRuleFixedIncomeParameters(
"id",
TimeSpan.FromHours(1),
10m,
3m,
null,
null,
null,
null,
null,
null,
null,
null,
null,
null,
null,
null,
true,
true);
var result = tuner.ParametersFramework(ruleParameters);
Assert.That(result, Is.Not.Null);
Assert.That(result.Count, Is.EqualTo(5));
}
public void Tuner_AdjustWashTradeFixedIncomeField_AsExpected()
{
var tuner = new RuleParameterTuner(this._logger);
var ruleParameters = new WashTradeRuleFixedIncomeParameters(
"id",
TimeSpan.FromHours(1),
true,
true,
3,
0.6m,
0,
"GBP",
2,
4,
null,
null,
null,
null,
null,
null,
true,
true);
var result = tuner.ParametersFramework(ruleParameters);
Assert.That(result, Is.Not.Null);
Assert.That(result.Count, Is.EqualTo(26));
}
public void Tuner_AdjustPlacingOrderWithNoIntentField_AsExpected()
{
var tuner = new RuleParameterTuner(this._logger);
var ruleParameters = new PlacingOrderWithNoIntentToExecuteRuleEquitiesParameters(
"id",
0.3m,
TimeSpan.FromHours(1),
null,
true,
true);
var result = tuner.ParametersFramework(ruleParameters);
Assert.That(result, Is.Not.Null);
Assert.That(result.Count, Is.EqualTo(11));
}
public void Tuner_AdjustSpoofingRuleField_AsExpected()
{
var tuner = new RuleParameterTuner(this._logger);
var ruleParameters = new SpoofingRuleEquitiesParameters(
"id",
TimeSpan.FromHours(1),
0.3m,
0.8m,
null,
true,
true);
var result = tuner.ParametersFramework(ruleParameters);
Assert.That(result, Is.Not.Null);
Assert.That(result.Count, Is.EqualTo(16));
}
public void Tuner_AdjustsCancelledOrderField_AsExpected()
{
var tuner = new RuleParameterTuner(this._logger);
var ruleParameters = new CancelledOrderRuleEquitiesParameters(
"id",
TimeSpan.FromHours(1),
0.3m,
0.2m,
2,
4,
new ClientOrganisationalFactors[0],
true,
true);
var result = tuner.ParametersFramework(ruleParameters);
Assert.That(result, Is.Not.Null);
Assert.That(result.Count, Is.EqualTo(27));
}
public void Tuner_AdjustHighProfitFixedIncomeField_AsExpected()
{
var tuner = new RuleParameterTuner(this._logger);
var ruleParameters = new HighProfitsRuleFixedIncomeParameters(
"id",
TimeSpan.FromHours(1),
TimeSpan.FromHours(1),
true,
true,
0.3m,
0.2m,
false,
"gbp",
null,
false,
true);
var result = tuner.ParametersFramework(ruleParameters);
Assert.That(result, Is.Not.Null);
Assert.That(result.Count, Is.EqualTo(22));
}
public void Tuner_AdjustWashTradeField_AsExpected()
{
var tuner = new RuleParameterTuner(this._logger);
var ruleParameters = new WashTradeRuleEquitiesParameters(
"id",
TimeSpan.FromHours(1),
true,
true,
2,
8,
0.3m,
"GBP",
4,
0.2m,
null,
true,
true);
var result = tuner.ParametersFramework(ruleParameters);
Assert.That(result, Is.Not.Null);
Assert.That(result.Count, Is.EqualTo(31));
}
