static void InitBondArbNodeInputs(STR_Arb strategy, STR_ArbInput input, ref _InnerObjectsForUnittest innerData)
{
StrategyNode node = new StrategyNode();
innerData.BondArbNode = node;
node.InitRoot_1(strategy);
innerData.BondArbNodeEnterLimit = new EnterConditionLimit(
Util.ConvertFormatStringToInt64(input.BondArb_MaxLiveSweepCount),
Util.ConvertFormatStringToInt64(input.BondArb_MaxNewSweepCount));
node.InitEnterLimit_2(innerData.BondArbNodeEnterLimit);
DateTime dtStart = DateUtil.GetTodayDateTime(9 + Const.kHourAdjustment_Start, 0, 0);
DateTime dtEnd = DateUtil.GetTodayDateTime(12 + 2 + Const.kHourAdjustment_End, 37, 00);
innerData.BondArbNodeMonitorLimit = new MonitorLimit_Time(dtStart, dtEnd);
node.InitMonitorTimeLimit_3(innerData.BondArbNodeMonitorLimit);
SweeperCollectionDefault sweeperCollection = new SweeperCollectionDefault();
innerData.BondArbSweeperLeaf = sweeperCollection;
node.InitSweeperCollection_4(sweeperCollection);
innerData.BondArb_MonitorEnter = new MonitorEnter_BondArb(node);
node.InitMonitorEnter_5(innerData.BondArb_MonitorEnter);
strategy.AddNode(node, STR_Arb.NodeType.BondArb);
}
public static STR_Arb Build(String inputJson, String strategyName, ref _InnerObjectsForUnittest innerData)
{
innerData.Input = GetInput(inputJson);
if (!innerData.Input.IsValidInput())
{
return null;
}
// 1. Root에 설정해야 하는 부분을 설정한다.
// 1.1. 전략이름
innerData.Arb = new STR_Arb(strategyName);
InitRootInputs(innerData.Arb, innerData.Input, ref innerData);
// 2. BondNode를 설정한다.
InitBondArbNodeInputs(innerData.Arb, innerData.Input, ref innerData);
// 3. CalFutNode를 설정한다.
InitCalFutNodeInputs(innerData.Arb, innerData.Input, ref innerData);
// 마지막으로 strategy validation진행
innerData.Arb.ValidateInits_Last();
return innerData.Arb;
}
public static void MyClassInitialize(TestContext testContext)
{
ConfigManager.Ins().Initialize("c:\\UnittestMadViper\\config.txt");
DB_DataLoader_Kospi_Future.Ins().Load();
DB_DataLoader_Option.Ins().Load();
DB_DataLoader_Elw.Ins().Load();
String inputJson = STR_ArbBuilder.GetInputTemplate();
g_innerData = new _InnerObjectsForUnittest();
STR_ArbBuilder.Build(inputJson, "STR_Arb_Unittest", ref g_innerData);
}
public static STR_Arb Build(String inputJson, String strategyName)
{
_InnerObjectsForUnittest innerData = new _InnerObjectsForUnittest();
return Build(inputJson, strategyName, ref innerData);
}
static void InitRootInputs(STR_Arb strategy, STR_ArbInput input, ref _InnerObjectsForUnittest innerData)
{
TossClientSession.Ins().StartReadSession();
// 1.2. Account
strategy.InitAccount_1(input.Root_BondAccountName, input.Root_FutureAccountName);
// 1.3. Agent
strategy.InitAgent_2();
strategy.InitDefaultBondOrderLimit_3_1(input.BondArb_MaxNotionalPerOnce);
strategy.InitEmptyRMDBondOrderLimit_3_2(input.BondArb_MaxNotionalPerOnce);
strategy.InitDefaultFutureOrderLimit_3_3(input.Future_MaxCountPerOnce);
// 1.5. EnterLimit
strategy.InitEnterLimit_4(input.Root_MaxLiveSweepCount, input.Root_MaxNewSweepCount);
// 1.6. MonitorLimit
strategy.InitMonitorLimitWithMarketDataAccount_5();
}
static void InitCalFutNodeInputs(STR_Arb strategy, STR_ArbInput input, ref _InnerObjectsForUnittest innerData)
{
StrategyNode node = new StrategyNode();
innerData.CalFutNode = node;
node.InitRoot_1(strategy);
innerData.CalFutNodeEnterLimit = new EnterConditionLimit(
Util.ConvertFormatStringToInt64(input.CalFut_MaxLiveSweepCount),
Util.ConvertFormatStringToInt64(input.CalFut_MaxNewSweepCount));
node.InitEnterLimit_2(innerData.CalFutNodeEnterLimit);
DateTime dtStart = DateUtil.GetTodayDateTime(9 + Const.kHourAdjustment_Start, 0, 0);
DateTime dtEnd = DateUtil.GetTodayDateTime(12 + 3 + Const.kHourAdjustment_End, 4, 00);
innerData.CalFutNodeMonitorLimit = new MonitorLimit_Time(dtStart, dtEnd);
node.InitMonitorTimeLimit_3(innerData.CalFutNodeMonitorLimit);
SweeperCollectionDefault sweeperCollection = new SweeperCollectionDefault();
innerData.CalFutSweeperLeaf = sweeperCollection;
node.InitSweeperCollection_4(sweeperCollection);
innerData.CalFut_MonitorEnter = new MonitorEnter_CalFut(
node,
Detail.ProductType.KospiFuture,
KospiFutureUtil.Ins().KFSI.FutureCode1,
KospiFutureUtil.Ins().KFSI.Code,
KospiFutureUtil.Ins().KFSI.FutureCode2,
MonitorEnter_CalFut.ForwardBackward.Forward);
node.InitMonitorEnter_5(innerData.CalFut_MonitorEnter);
strategy.AddNode(node, STR_Arb.NodeType.CalFut);
}