public void AddDuplicateSymbol()
{
ThreeDucksStrategy tds = new ThreeDucksStrategy();
tds.startWatching("GOOG");
Assert.IsFalse(tds.startWatching("GOOG"));
}
public void CreateWithSettings()
{
Dictionary <string, string> settings = new Dictionary <string, string>();
settings.Add("FIRST_DUCK_SECONDS", "1");
settings.Add("SECOND_DUCK_SECONDS", "1");
settings.Add("THIRD_DUCK_SECONDS", "1");
settings.Add("MOVING_AVERAGE_WINDOW", "1");
ThreeDucksStrategy tds = new ThreeDucksStrategy(settings);
Assert.AreEqual(1, tds.First_Duck_Seconds);
Assert.AreEqual(1, tds.Second_Duck_Seconds);
Assert.AreEqual(1, tds.Third_Duck_Seconds);
Assert.AreEqual(1, tds.Moving_Average_Window);
}
public void AddQuoteAndCheckSignal()
{
ThreeDucksStrategy tds = new ThreeDucksStrategy();
tds.startWatching("GOOG");
QuoteMessage q = new QuoteMessage();
q.SymbolName = "GOOG";
q.timestamp = DateTime.Now;
q.Price = 10;
tds.NewQuote(q);
StrategySummary s = tds.getSummary("GOOG");
Assert.AreEqual("GOOG", s.SymbolName);
Assert.IsNotNull(s.AsOf);
Assert.AreEqual(StrategySignal.None, s.CurrentSignal);
}
public void TestForSellSignal()
{
Dictionary <string, string> settings = new Dictionary <string, string>();
settings.Add("FIRST_DUCK_SECONDS", "1");
settings.Add("SECOND_DUCK_SECONDS", "1");
settings.Add("THIRD_DUCK_SECONDS", "1");
settings.Add("MOVING_AVERAGE_WINDOW", "2");
ThreeDucksStrategy tds = new ThreeDucksStrategy(settings);
tds.startWatching("GOOG");
QuoteMessage q1 = new QuoteMessage(10, new DateTime(2013, 06, 13, 0, 0, 1), "GOOG");
QuoteMessage q2 = new QuoteMessage(5, new DateTime(2013, 06, 13, 0, 0, 2), "GOOG");
tds.NewQuote(q1);
tds.NewQuote(q2);
StrategySummary result = tds.getSummary("GOOG");
Assert.AreEqual(StrategySignal.Sell, result.CurrentSignal);
}
public void AddOneSymbol()
{
ThreeDucksStrategy tds = new ThreeDucksStrategy();
Assert.IsTrue(tds.startWatching("GOOG"));
}