void KtbFutureTest()
{
String future10yrCode = KtbFutureUtil.Ins().KtbFuture_10yr_1.Code;
{
TradingDirection longShort = TradingDirection.Long;
string code = future10yrCode;
long reqCount = 10;
double reqPrice = 105.10;
Account account = AccountManager.Ins().CreateSimFOAccount();
IOrderLimit orderLimit = new DefaultOrderLimit(account);
orderLimit = new LimOrderLimit(orderLimit);
account.SetOrderLimit(orderLimit);
RawMarketData rmdClone = new RawMarketData(future10yrCode, Detail.ProductType.KtbFuture);
rmdClone.BidPrice1 = 105.10;
rmdClone.AskPrice1 = 105.15;
POrder target = new POrder(longShort, code, reqCount, reqPrice, account, rmdClone);
bool success = POrderUtil.RequestOrder(target, null);
Assert.AreEqual(true, success);
target.UpdateCancelMessage(target.ReqCount);
POrder_UnittestUtil.ClearOrder(target);
}
}
public static void MyClassInitialize(TestContext testContext)
{
// 선물, 옵션, Elw 상품 정보를 CP에서 읽어오고 config를 설정한다.
ConfigManager.Ins().Initialize("c:\\UnittestMadViper\\config.txt");
DB_DataLoader_Kospi_Future.Ins().Load();
DB_DataLoader_Option.Ins().Load();
DB_DataLoader_Elw.Ins().Load();
// 각각의 OrderLimit이 decorator pattern을 잘 지키고 있는지를 테스트 하기 위해서 TestDummy를 root로 설정하여
// 테스트를 진행한다.
OrderLimitPassTestDummy dummy = new OrderLimitPassTestDummy();
g_ol_with_dummy = new ValuePerOnceOrderLimit(kValuePerOnce, dummy);
g_account_fo = AccountManager.Ins().CreateSimFOAccount();
g_default_orderlimit = new DefaultOrderLimit(g_account_fo);
g_ol_with_default = new ValuePerOnceOrderLimit(kValuePerOnce, g_default_orderlimit);
}
public void InitFutureOrderLimit_3(String maxValuePerOnce)
{
IOrderLimit orderLimit = new DefaultOrderLimit(FutureAccount);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxValuePerOnce), orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
//TODO
// MaxNotionalLimit
FutureAccount.SetOrderLimit(orderLimit);
_bReadyFutureOrderLimit = true;
}
void KtbSpotTest()
{
String spot10yrCode = KtbSpotUtil.Ins().KtbSpot_10yr.Code;
{
TradingDirection longShort = TradingDirection.Long;
string code = spot10yrCode;
long reqCount = CommonConst._100_000_000;
double reqPrice = 8000;
Account account = AccountManager.Ins().CreateSimBondAccount();
IOrderLimit orderLimit = new DefaultOrderLimit(account);
orderLimit = new LimOrderLimit(orderLimit);
account.SetOrderLimit(orderLimit);
RawMarketData rmdClone = new RawMarketData(spot10yrCode, Detail.ProductType.KtbSpot);
rmdClone.BidPrice1 = 8000;
rmdClone.AskPrice1 = 8001;
POrder target = new POrder(longShort, code, reqCount, reqPrice, account, rmdClone);
bool success = POrderUtil.RequestOrder(target, null);
Assert.AreEqual(true, success);
target.UpdateCancelMessage(target.ReqCount);
POrder_UnittestUtil.ClearOrder(target);
}
}
IOrderLimit CreateOrderLimit_FO()
{
IOrderLimit orderLimit = new DefaultOrderLimit(this.OptionAccount);
orderLimit = new OutOfRangeOrderLimit(orderLimit);
return orderLimit;
}
public void CancelRemainsTest()
{
long reqCount = 3;
double reqPrice = 220.0;
Account account = AccountManager.Ins().CreateSimFOAccount();
IOrderLimit orderLimit = new DefaultOrderLimit(account);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
account.SetOrderLimit(orderLimit);
SimHTS target = account.Hts as SimHTS;
string code = KospiFutureUtil.Ins().KFI.Code;
string price = reqPrice.ToString("n0");
string quantity = Convert.ToString(reqCount);
RawMarketData rmd = RmdManager.Ins().GetData(KospiFutureUtil.Ins().KFI.Code);
rmd.BidPrice1 = 220;
rmd.AskPrice1 = 225;
rmd.BidCount1 = 100;
rmd.AskCount1 = 101;
{
POrder o = new POrder(TradingDirection.Long, code, reqCount, reqPrice, account, rmd);
Assert.AreEqual(o.IsInputValidated, true);
bool expected = true;
bool actual;
actual = account.RequestOrder(o);
Assert.AreEqual(expected, actual);
SimPOrder simOrder = new SimPOrder(o, 1500);
simOrder.Execute();
StringPacket inOrderPacket = simOrder.GetContractPacket(SimPOrder.접수);
target.ReceiveDTRealEventHandler(inOrderPacket.GetStream());
account.HandleCallBackData();
o.CancelRemains();
StringPacket cancelPacket = simOrder.GetCancelPacket();
target.ReceiveDTRealEventHandler(cancelPacket.GetStream());
account.HandleCallBackData();
Assert.AreEqual(o.IsDone(), true);
Assert.AreEqual(o.CanceledCount, o.ReqCount);
POrderLegalManager.Ins().Remove(o);
POrderBidAskCountManager.Ins().Unregister(o);
}
{
POrder o = new POrder(TradingDirection.Long, code, reqCount, reqPrice, account, rmd);
Assert.AreEqual(o.IsInputValidated, true);
bool expected = true;
bool actual;
actual = account.RequestOrder(o);
Assert.AreEqual(expected, actual);
SimPOrder simOrder = new SimPOrder(o, 1500);
simOrder.Execute();
StringPacket inOrderPacket = simOrder.GetContractPacket(SimPOrder.접수);
target.ReceiveDTRealEventHandler(inOrderPacket.GetStream());
simOrder.CurTotalContractedCount = reqCount;
StringPacket contractCompletePacket = simOrder.GetContractPacket(SimPOrder.전량체결);
target.ReceiveDTRealEventHandler(contractCompletePacket.GetStream());
o.CancelRemains();
account.HandleCallBackData();
Assert.AreEqual(o.IsDone(), true);
Assert.AreEqual(o.CanceledCount, 0);
Assert.AreEqual(o.ContractedCount, o.ReqCount);
POrderLegalManager.Ins().Remove(o);
POrderBidAskCountManager.Ins().Unregister(o);
}
}
IOrderLimit CreateOrderLimit_ELW()
{
IOrderLimit orderLimit = new DefaultOrderLimit(this.ElwAccount);
orderLimit = new OutOfRangeOrderLimit(orderLimit);
return orderLimit;
}
public void InitEmptyRMDBondOrderLimit_3_2(String maxNotionalPerOnce)
{
IOrderLimit orderLimit = new DefaultOrderLimit(this.BondAccount);
orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxNotionalPerOnce), orderLimit);
const int longUpperLimit = 12000;
const int shortLowerLimit = 8000;
orderLimit = new StaticBoundaryOrderLimit(orderLimit, longUpperLimit, shortLowerLimit);
this.BondAccount.SetOrderLimitEmptyRMD(orderLimit);
_bReadyBondOrderLimit_3_2 = true;
}
public void InitDefaultFutureOrderLimit_3_3(String maxCountPerOnce)
{
long maxCount = Util.ConvertFormatStringToInt64(maxCountPerOnce);
Trace.Assert(maxCount < Const.kFutureLimitCountPerOnce);
IOrderLimit orderLimit = new DefaultOrderLimit(this.FutureAccount);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new CountPerOnceOrderLimit(maxCount, orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
this.FutureAccount.SetOrderLimit(orderLimit);
_bReadyFutureOrderLimit_3_3 = true;
}
public void InitDefaultBondOrderLimit_3_1(String maxNotionalPerOnce)
{
IOrderLimit orderLimit = new DefaultOrderLimit(this.BondAccount);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxNotionalPerOnce), orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
this.BondAccount.SetOrderLimit(orderLimit);
_bReadyBondOrderLimit_3_1 = true;
}
public void InitEmptyRMDElwOrderLimit_3_2()
{
IOrderLimit orderLimit = new DefaultOrderLimit(this.ElwAccount);
orderLimit = new BeforeMarketOpenOrderLimit(orderLimit);
this.ElwAccount.SetOrderLimitEmptyRMD(orderLimit);
_bReadyElwOrderLimit_3_2 = true;
}