public void Handlers_Setup()
{
this.tradingData = new TradingDataContext();
this.outdateSeconds = 10;
this.strategyHeader = new StrategyHeader(1, "Scalping", "BP12345-RF-01", "RTS-9.13_FT", 5);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategyHeader);
UpdatePositionOnTrade updatePosition = new UpdatePositionOnTrade(this.tradingData, new NullLogger());
MarkPartiallyFilledOrderAsOutdatedOnTick cancelHandler = new MarkPartiallyFilledOrderAsOutdatedOnTick(this.strategyHeader, this.outdateSeconds, this.tradingData, new NullLogger());
}
public void Handlers_Setup()
{
this.tradingData = new TradingDataContext();
this.orderQueue = new ObservableQueue <Order>();
this.manager = new MockOrderManager();
OrderQueueProcessor processor = new OrderQueueProcessor(this.manager, this.tradingData, this.orderQueue, new NullLogger());
UpdatePositionOnTrade tradeHandler = new UpdatePositionOnTrade(this.tradingData, new NullLogger());
AddStrategies();
AddSignals();
}
public void Handlers_Setup()
{
this.tradingData = new TradingDataContext();
UpdatePositionOnTrade updateHandler = new UpdatePositionOnTrade(this.tradingData, new NullLogger());
CancelOrderOnTrade cancelHandler = new CancelOrderOnTrade(this.tradingData, new NullLogger());
this.str1 = new StrategyHeader(1, "Strategy 1", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.str1);
this.str2 = new StrategyHeader(2, "Strategy 2", "BP12345-RF-01", "Si-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.str2);
this.str3 = new StrategyHeader(3, "Strategy 3", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.str3);
this.s1 = new Signal(this.str1, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150100);
this.tradingData.Get <ICollection <Signal> >().Add(this.s1);
Order o1 = new Order(this.s1);
this.tradingData.Get <ICollection <Order> >().Add(o1);
Trade t1 = new Trade(o1, this.str1.Portfolio, this.str1.Symbol, this.s1.Limit, this.str1.Amount, BrokerDateTime.Make(DateTime.Now));
this.tradingData.Get <ObservableHashSet <Trade> >().Add(t1);
this.s2 = new Signal(this.str2, BrokerDateTime.Make(DateTime.Now), TradeAction.Sell, OrderType.Market, 33000, 0, 0);
this.tradingData.Get <ICollection <Signal> >().Add(this.s2);
Order o2 = new Order(this.s2);
this.tradingData.Get <ICollection <Order> >().Add(o2);
Trade t2 = new Trade(o2, this.str2.Portfolio, this.str2.Symbol, 33030, -this.str2.Amount, BrokerDateTime.Make(DateTime.Now));
this.tradingData.Get <ObservableHashSet <Trade> >().Add(t2);
this.s3 = new Signal(this.str3, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Market, 150000, 0, 0);
this.tradingData.Get <ICollection <Signal> >().Add(this.s1);
Order o3 = new Order(this.s3);
this.tradingData.Get <ICollection <Order> >().Add(o3);
Trade t3 = new Trade(o3, this.str3.Portfolio, this.str3.Symbol, this.s3.Limit, this.str3.Amount, BrokerDateTime.Make(DateTime.Now));
this.tradingData.Get <ObservableHashSet <Trade> >().Add(t3);
}
public void Handlers_Setup()
{
this.tradingData = new TradingDataContext();
UpdatePositionOnTrade handler = new UpdatePositionOnTrade(this.tradingData, new NullLogger());
CancelStopOrderOnTrade cancelHandler = new CancelStopOrderOnTrade(this.tradingData, new NullLogger());
}
