public void testDifferentDatesBehaviorIsConsistent()
{
insertSymbol(A.name);
insertSymbol(B.name);
var systemId = OneSystemTest <TestSystemWithEWMA> .fakeLiveSystem(new Parameters { { "LeadBars", 2.0 } }, false).id();
var parameters = new Parameters {
{ "systemId", (double)systemId }, { "RunMode", (double)RunMode.LIVE }
};
combined = new SystemArguments(O.list(A, B), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
a = new SystemArguments(O.list(A), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
b = new SystemArguments(O.list(B), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
bar(1.0, null);
bar(2.0, 1.0);
bar(null, 2.0);
bar(3.0, 3.0);
AreEqual(ewma(a, A)[0], ewma(b, B)[0]);
}
public void testCanPopulateStuffFromSystemIdLive()
{
O.freezeNow("2009/04/28");
var gui = new FakeResearchGUI();
gui.setSystemId("39");
gui.loadSystem();
gui.doAllWork();
var parameters = gui.parameters();
AreEqual(39, parameters.get <int>("systemId"));
AreEqual(50, parameters.get <int>("LeadBars"));
AreEqual(30, parameters.get <int>("BreakDays"));
IsTrue(gui.runNumberEnabled());
IsFalse(gui.runInNativeCurrency());
var markets = O.convert(O.list <Market>(SystemDetailsTable.DETAILS.details(39).liveSystem().markets()), m => m.name());
AreEqual(O.list(markets), gui.markets());
}
public void testSubscribeButton()
{
var gui = startGui();
var t = LiveOrderEmailsTable.ORDER_EMAILS;
t.deleteAll(Clause.TRUE);
AreEqual(0, t.emails("NDayBreak-daily-1.0", "BFBD30", "RE.TEST.TY.1C").size());
gui.selectedSystem = "NDayBreak-daily-1.0";
gui.selectedPv = "BFBD30";
gui.setMarketChoices(O.list("ALL"));
gui.tracker.subscribe();
var addresses = t.emails("NDayBreak-daily-1.0", "BFBD30", "RE.TEST.TY.1C");
AreEqual(1, addresses.size());
var expected = "You have subscribed to NDayBreak-daily-1.0, BFBD30, RE.TEST.TY.1C " +
"to address " + addresses.get(0);
gui.hasMessage(expected);
}
public OrdersPanel()
{
var panel = new QDockPanel();
Content = panel;
Loaded += initialize;
systemBox = new QComboBox(onSystemSelected);
pvBox = new QComboBox(onPvSelected);
marketBox = new QComboBox(onMarketSelected);
filterBox = new QComboBox("ALL", onFilterSelected, O.list("Not Ferret", "Ferret"));
panel.add(comboBoxPanel(), Dock.Top);
panel.add(new FerretPanel(), Dock.Bottom);
orderGrid = new QDataTableGrid(loadOrderRow, unloadOrderRow);
panel.add(orderGrid);
LogC.info("starting order tracker");
orderTracker = new OrderTracker(this);
}
static void startProcesses(Fields fields)
{
var nProcs = fields.integer("numProcs");
var mainDir = fields.text("mainDir");
var command = fields.text("command");
Environment.SetEnvironmentVariable("MAIN", mainDir);
O.zeroTo(nProcs, i => {
LogC.info("starting " + mainDir + " " + command + " -serverIndex " + i);
try {
var exe = new QFile(mainDir + @"\dotNET\QRun\bin\Release\QRun.exe");
Bomb.unless(exe.exists(), () => "no exe found at " + exe.path());
var process = Process.Start(exe.path(), command + " -serverIndex " + i);
processes.get(mainDir + command).Add(process);
} catch (Exception e) {
LogC.err("failure to launch!", e);
throw Bomb.toss("failure to launch!", e);
}
});
}
public MyInstaller()
{
Installers.Add(new ServiceProcessInstaller {
Account = ServiceAccount.LocalSystem
});
var q = Program.qAssembly();
O.each(q.GetTypes(), type => {
if (!type.IsSubclassOf(typeof(ServiceBase)))
{
return;
}
var service = (ServiceBase)type.GetConstructor(Type.EmptyTypes).Invoke(new object[0]);
Installers.Add(new MyServiceInstaller(type)
{
StartType = ServiceStartMode.Disabled,
ServiceName = service.ServiceName
});
});
}
public void testCanWriteCurveFileToS3()
{
var dates = O.list(
date("2005/11/10"),
date("2005/11/14"),
date("2005/11/15")
);
var pnls = O.list(1.0, 0.0, -1.0);
var positions = O.list(0.0, 2.0, 3.0);
var id = 5203;
new MetaBucket("quantys-5203").create();
var marketName = "RE.TEST.TY.1C";
var runNumber = 1;
CurveFiles.writeToS3(id, marketName, runNumber, dates, pnls, positions);
CurveFiles.readFromS3(id, marketName, runNumber, PATH);
AreEqual(File.ReadAllBytes(@"..\..\..\..\R\src\STO\inst\testdata\SimpleCurves\ABC_1_daily_mkt1\run_1.bin"), File.ReadAllBytes(PATH));
}
public object retrieveOneTimeSeriesByName(string seriesName, string source, string start, string end)
{
try {
var ss = seriesSource(seriesName, source);
var range = Range.range(start, end);
var observations = ss.observations(range);
var result = new object[observations.size(), 2]; // datetime, double
var i = 0;
foreach (java.util.Date d in observations)
{
result[i, 0] = O.date(d);
result[i, 1] = observations.value(d);
i++;
}
return(result);
} catch (Exception e) {
var message = "failed to retrieve " + seriesName + " " + source + " " + start + " " + end;
return(loggedError(message, e));
}
}
[Test] public void testOneSubscribe()
{
OrderTable.prefix = "PREFIX";
O.freezeNow("2009/07/10 13:00:00");
var liveSystem = OneSystemTest <EmptySystem> .fakeLiveSystem(new Parameters(), false);
liveSystem.removeAllLiveMarkets();
insertMarket("FOO", 0);
liveSystem.addLiveMarket("FOO", "2009/07/07", null);
insertMarket("BAR", 0);
liveSystem.addLiveMarket("BAR", "2009/07/07", null);
var fooTopic = new QTopic("PREFIX.TestSystem1.1.0.daily.Slow.FOO.heartbeat");
O.timerManager().isInterceptingTimersForTest = true;
O.timerManager().intercept("2009/07/10 13:00:00", "gui update");
var map = new StatusTreeMap(new FakeStatusMapGUI(), O.list(liveSystem));
map.setIsEqualSizes(false);
var systemNode = O.the(map.nodes());
AreEqual("TestSystem1", systemNode.text);
var pvNode = O.the(systemNode.children());
AreEqual("Slow", pvNode.text);
var symbolNodes = O.dictionaryFromValues(O.convert(pvNode.children(), child => child as LiveMarketNode), child => child.id);
AreEqual(1d, symbolNodes["FOO"].size);
AreEqual(0, symbolNodes["FOO"].ticksReceived);
AreEqual(1d, symbolNodes["BAR"].size);
var message = new Fields();
message.put("timestamp", "2009/07/10 12:59:59");
message.put("lastTickProcessed", "2009/07/10 12:59:58");
message.put("ticksReceived", "200");
message.put("hostname", "hullabaloo");
fooTopic.send(message);
Objects.timerManager().intercept("2009/07/10 13:00:01", "second gui update");
O.timerManager().runTimers("2009/07/10 13:00:00");
waitMatches(200d, () => symbolNodes["FOO"].ticksReceived); // you just
}
public override void setUp()
{
base.setUp();
currentDate = date("2009-01-01");
O.each(symbols, symbol => {
var subSymbolSystem = symbolSystem(symbol);
subSymbolSystem.richCheap.enterTestMode();
subSymbolSystem.dv01.enterTestMode();
subSymbolSystem.spread.enterTestMode();
subSymbolSystem.dtd.enterTestMode();
});
O.zeroTo(leadBars(), i => processBar(new[] {
bar(0, 1, 1, 0, 0.01, 1),
bar(1, 1, 1, 0, 0.02, 1),
bar(2, 1, 1, 0, 0.03, 1),
bar(3, 1, 1, 0, 0.04, 1),
bar(4, 1, 1, 0, 0.05, 1)
}));
}
public void testSymbolBarSpud()
{
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var symbol = new Symbol("RE.TEST.TY.1C");
var spud = symbol.bars(barSpud);
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/02")));
AreEqual(105.04687500, spud[0].close);
barSpud.lastTickedAt(O.date("2007/01/02 12:34:55"));
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:56")));
O.sleep(250);
AreEqual(105.04687500, spud[0].close);
manager.goLive();
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:57")));
O.wait(() => spud[0].time.Equals(date("2007/01/02 12:34:57")));
AreEqual(98.0, spud[0].close);
AreEqual(93.0, spud[0].low);
}
public void testFerretOrderSimFilled()
{
O.freezeNow("2009/03/03");
insertSubmitted(39, SYMBOL, "test", "f2");
var id = insertSubmitted(39, SYMBOL, "test", "f3");
insertSubmitted(39, SYMBOL, "test", "f4");
insertSubmitted(39, SYMBOL, "test", "f5");
var gui = startGui();
gui.setMarket(SYMBOL);
gui.wait(populateCompleted);
var filledAt = Dates.date("1999/09/09 09:09:09");
LiveOrders.ORDERS.order(id).updateFill(12345, filledAt);
publish(id);
var row = Util.Objects.nth(gui.tracker.orderTable().rows(), 3);
AreEqual(id.ToString(), row["liveOrderId"]);
gui.waitMatches("12345.000000", () => row["simFillPrice"]);
}
public void testSystemSelectPopulatesPvAndMarketCombo()
{
O.freezeNow("2009/07/15");
var gui = startGui();
gui.tracker.systemUpdated();
gui.doAllWork();
gui.selectedSystem = SYSTEM;
gui.tracker.systemUpdated();
gui.wait(populateCompleted);
IsTrue(gui.marketChoices.Contains("TY.1C"));
IsTrue(gui.marketChoices.Contains("CD.1C"));
IsFalse(gui.marketChoices.Contains("TRI.CNAIG5"));
IsTrue(gui.pvChoices.Contains("BFBD30"));
IsFalse(gui.pvChoices.Contains("CDXMV20"));
gui.selectedPv = "BFBD30";
gui.tracker.pvUpdated();
gui.wait(populateCompleted);
IsTrue(gui.marketChoices.Contains("TY.1C"));
IsFalse(gui.marketChoices.Contains("CD.1C"));
}
public object retrieveOneSymbol(string marketName, string start, string end)
{
try {
var bars = rBars(marketName, start, end);
var result = new object[bars.open.Length, 7];
O.zeroTo(bars.open.Length, i => {
// date open high low close interest volume
result[i, 0] = O.date(bars.dates[i]);
result[i, 1] = bars.open[i];
result[i, 2] = bars.high[i];
result[i, 3] = bars.low[i];
result[i, 4] = bars.close[i];
result[i, 5] = bars.openInterest[i];
result[i, 6] = bars.volume[i];
});
return(result);
}
catch (Exception e) {
return(loggedError("failed to retrieve " + marketName + " between " + start + " " + end, e));
}
}
public DataTable table()
{
var result = new QDataTable();
result.addTypedColumn("Metric", typeof(string));
O.each(O.sort(Keys, (a, b) => {
if (a.Equals(b))
{
return(0);
}
if (a.Equals("ALL"))
{
return(-1);
}
return(b.Equals("ALL") ? 1 : a.CompareTo(b));
}), symbol => result.addTypedColumn(symbol.Replace(".", "_"), typeof(double)));
var example = O.first(Values);
O.each(O.sort(example.Keys), metric => addRow(metric, result));
return(result);
}
public void testIsolatedTomahawkMessages()
{
O.freezeNow("07/01/2009");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("FV.1C"), "anything");
var nday20 = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD20.FV.1C.optimalPosition");
var nday30 = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD30.FV.1C.optimalPosition");
var fakeGui = new FakeWatcherGui();
var watcher = new LiveWatcher(fakeGui);
watcher.initialize();
watcher.eachRow(row => AreEqual(row["tomahawk"], 0));
watcher.requireContains("QF.NDayBreak", "anything Comdty");
var fv1C = new Symbol("FV.1C");
Action <double> waitForCount = expected => fakeGui.waitMatches(expected, () => watcher.row("QF.NDayBreak", fv1C)["tomahawk"]);
publishTomahawk(nday20, 3, "2009/07/01 14:00:00");
waitForCount(3);
publishTomahawk(nday20, 2, "2009/07/01 14:00:01");
waitForCount(2);
publishTomahawk(nday30, 3, "2009/07/01 14:00:03");
waitForCount(5);
}
public static int Main(string[] args)
{
QControl.forceLoad();
Assembly q = null;
foreach (var assembly in AppDomain.CurrentDomain.GetAssemblies())
{
if (assembly.GetName().Name.Equals("Gui"))
{
q = assembly;
}
}
if (q == null)
{
throw Bomb.toss(
"Cannot find Gui.dll in assemblies:\n" + O.toShortString(O.convert(AppDomain.CurrentDomain.GetAssemblies(), a => a.FullName))
);
}
var appName = args[0];
var className = "Gui." + appName + ".MainWindow";
try {
var type = q.GetType(className, true, false);
var newArgs = new string[args.Length - 1];
O.zeroTo(args.Length - 1, i => newArgs[i] = args[i + 1]);
var application = new Application();
System.Windows.Forms.Application.ThreadException += (s, e) => { DockingWindow.handleUncaughtException(e.Exception, appName); throw e.Exception; };
var mainWindow = (Window)type.GetConstructor(new[] { typeof(string[]) }).Invoke(new[] { newArgs });
mainWindow.Closed += (s, e) => Environment.Exit(0);
application.Run(mainWindow);
} catch (Exception e) {
DockingWindow.handleUncaughtException(e, appName);
return(-1);
}
return(0);
}
public void testNBarFade()
{
O.freezeNow("2009/03/10");
var symbol = new Symbol("RE.TEST.TY.1C", 1000);
var args = new SystemArguments(symbol, new Parameters {
{ "systemId", 133486 },
{ "RunMode", (double)RunMode.RIGHTEDGE },
{ "LeadBars", 50 },
{ "ATRLen", 5 },
{ "nDays", 6 },
{ "nATRentry", 1.5 },
{ "exitATRmultiple", 1 },
{ "stopAfStep", 0.02 },
{ "stopAfMax", 0.2 },
{ "entryBarWindow", 2 },
{ "closeBetter", 1 },
{ "riskDollars", 100000000 }
});
var loader = new SystemDbBarLoader(Interval.DAILY, O.list(symbol), date("2003/01/01"));
var simulator = new Simulator(args, loader, OrderTable.prefix);
simulator.processBars();
}
public void testCanPublishRestart()
{
LogC.useJavaLog = true;
FerretControl.onOutgoing(fields => O.queueWorkItem(() => FerretControl.setStatus(fields.text("FERRETSTATE"))));
system.populateDetailsIfNeeded(false);
system.populateTagIfNeeded("QF.Example", false);
FerretControl.setStatus("Ticket");
var tracker = startGui();
var restartRequests = LiveLauncher.restartTopic();
Fields received = null;
restartRequests.subscribe(fields => { received = fields; });
tracker.restart(O.hostname(), system.id());
O.wait(() => received != null);
AreEqual(system.id(), (int)received.longg("SystemId"));
AreEqual(O.hostname(), received.text("Hostname"));
gui.noMessage();
system.setAutoExecuteTrades(true);
gui.stageAnswer(YesNoCancel.NO);
restartRequests.setReadonly(true);
tracker.restart(O.hostname(), system.id());
gui.hasMessage("This will put Ferret into Stage mode. Are you sure you want to do this?");
gui.stageAnswer(YesNoCancel.YES);
restartRequests.setReadonly(false);
received = null;
tracker.restart(O.hostname(), system.id());
gui.hasMessage("This will put Ferret into Stage mode. Are you sure you want to do this?");
waitMatches("Stage", FerretControl.status);
O.wait(() => received != null);
received = null;
tracker.restart(O.hostname(), system.id());
gui.noMessage();
O.wait(() => received != null);
}
public void testStoWorks()
{
LogC.setOut("testStoWorks", @"C:\logs\localCloud.log", false);
LogC.useJavaLog = true;
const int systemId = 178114;
var curveFile = new QFile(@"V:\Market Systems\General Market Systems\Benchmark\20080923\CurvesBin\Benchmark_1.0_daily_RE.TEST.TY.1C/run_678.bin");
curveFile.deleteIfExists();
var testQueue = new Queue("TEST.LocalCloud");
O.timerManager().isInterceptingTimersForTest = true;
O.freezeNow("2009/06/22 03:00:00");
O.timerManager().intercept("2009/06/22 03:00:00", "heartbeat");
O.timerManager().intercept("2009/06/22 03:00:03", "second heartbeat");
var server = new STOServer(systemId, 2);
var fired = false;
server.heart.subscribe(fields => {
fired = true;
AreEqual(fields.get("Hostname"), O.hostname());
AreEqual(fields.get("ServerIndex"), 2);
});
server.subscribe(testQueue);
server.heart.initiate();
IsFalse(fired);
O.timerManager().runTimers("2009/06/22 03:00:00");
O.wait(() => fired);
MetricResults metrics = null;
O.timerManager().intercept("2009/06/22 03:00:00", "client heartbeat");
new STOClient(SystemDetailsTable.DETAILS.details(systemId), testQueue).metrics(678, results => metrics = results);
O.wait(100, 1000, () => metrics != null);
AreEqual(-1953125.00, metrics["RE.TEST.TY.1C"]["QNetProfit"]);
curveFile.requireExists();
}
public void testTick()
{
O.freezeNow("2008/08/08 11:00:00");
StatusTracker.LATE_MILLIS = 500;
StatusTracker.CRASHED_MILLIS = 500;
var tracker = startGui();
AreEqual(SystemStatus.UNKNOWN, gui.tickStatus(system));
message("2008/08/08 11:00:00", "2008/08/08 10:00:00");
waitForTickStatus(SystemStatus.GREEN);
O.advanceNow(1000);
Log.setFile(@"C:\foo.log");
SYMBOL.publish(new Bar(0, 0, 0, 0, date("2008/08/08 11:00:01")));
O.wait(() => tracker.tickTimers[system].running());
O.advanceNow(500);
waitForTickStatus(SystemStatus.YELLOW);
O.advanceNow(500);
waitForTickStatus(SystemStatus.RED);
O.advanceNow(59000);
message("2008/08/08 11:01:00", "2008/08/08 11:00:01");
waitForTickStatus(SystemStatus.GREEN);
// lastTickProcessed should be the time on the tick
}
public void testOnCloseIntraDay()
{
var siv5Minute = new Siv("TestSystem1", "5minute", "1.0");
var liveSystem = new LiveSystem(siv5Minute, FAST);
var args = arguments(O.list(SYMBOL, SYMBOL2), liveSystem, RunMode.RIGHTEDGE, typeof(TestOnCloseSystem));
var loader = new FakeBarLoader(SYMBOL, SYMBOL2);
var simulator = loader.simulator(args, OrderTable.prefix);
var system = simulator.theSymbolSystem <TestOnCloseSystem>(SYMBOL);
var system2 = simulator.theSymbolSystem <TestOnCloseSystem>(SYMBOL2);
MarketSessionTable.SESSION.update(SYMBOL.name, Session.DAY, "16:00:00", 360);
MarketSessionTable.SESSION.update(SYMBOL2.name, Session.DAY, "15:50:00", 360);
Action <int, int> bar = (close, minutesAfter3) => {
var barTime = Dates.minutesAhead(minutesAfter3, Dates.date("2008/08/08 15:00:00"));
loader.add(SYMBOL, close, close, close, close, barTime);
loader.add(SYMBOL2, close, close, close, close, barTime);
simulator.nextBar();
};
Action <bool, bool> closeTriggered = (expected1, expected2) => {
AreEqual(expected1, system.onCloseTriggered);
AreEqual(expected2, system2.onCloseTriggered);
system.onCloseTriggered = false;
system2.onCloseTriggered = false;
};
O.zeroTo(5, i => {
bar(i, 15 + i * 5);
closeTriggered(false, false);
});
bar(6, 40); closeTriggered(false, false); // ? format but couldn't resist the parallellism. and terseness.
bar(7, 45); closeTriggered(false, true);
bar(8, 50); closeTriggered(false, false);
bar(9, 55); closeTriggered(true, false);
bar(10, 60); closeTriggered(false, false);
}
public void testOrderSubmission()
{
O.freezeNow("2008/08/08 08:08:08");
var order1 = buy("order 1", stop(99.50), 100, oneBar());
symbolSystem.order(order1);
processBar(1, 3, 1, 2);
hasOrders(order1);
requireFerretHasOrders();
processTick(2.5);
requireFerretHasOrders(order1);
emailer.allowMessages();
var submitted = O.the <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersSubmitted(systemId, symbol().name));
AreEqual("Enter", submitted.entryExit());
fill(order1, 123);
submitted = O.the <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersSubmitted(systemId, symbol().name));
var filled = O.the(O.list <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersFilled(systemId, symbol().name)));
AreEqual(123.0, filled.price().doubleValue());
AreEqual(submitted, filled);
var order2 = sell("order 2", stop(97.50), 10, oneBar());
symbolSystem.order(order2);
processTick(3.0);
requireFerretHasOrders(order1, order2);
var order3 = sell("market", market(), 50, oneBar());
symbolSystem.order(order3);
processTick(3.0);
requireFerretHasOrders(order1, order2);
symbolSystem.order(symbolSystem.position().exit("exit 1", market(), onTheClose()));
processTick(4.0);
submitted = O.first(O.list <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersSubmitted(systemId, symbol().name)));
AreEqual("Exit", submitted.entryExit());
}
public void setSummary(long complete, long total, double rpm, DateTime completionTime)
{
summaryLabel.Content = "Completed: " + complete + "/" + total + " (" + Strings.nDecimals(2, rpm) + " per min)";
var dateString = completionTime.CompareTo(O.now().AddDays(1)) > 0 ? O.ymdHuman(completionTime) : Dates.hhMmSs(O.jDate(completionTime));
completionTimeLabel.Content = completionTime == O.SQL_MIN_DATE
? ""
: "Est. Completion Time: " + dateString;
}
/** the *new* here is because the simulator clears the trade list by bar */
void hasNewTrades(params Trade[] expected)
{
AreEqual(O.list(expected), simulator.trades);
}
void hasPositions(Position[] expected)
{
O.each(system.positions(SYMBOL), O.list(expected), (a, b) => a.requireMatches(b));
}
void tick(double d, params Position[] expected)
{
simulator.processTick(new Tick(d, 1, O.now()), SYMBOL);
hasPositions(expected);
}
protected override void OnStop()
{
O.each(processes, process => process.Kill());
}
public void testEmails()
{
var abc = new Symbol("RE.TEST.TY.1C");
var slippage = MarketTable.MARKET.fixedSlippage(abc.name);
var monitor = new PositionMonitor(LIVE_SYSTEM, O.list(abc, new Symbol("DEF")), "A_TOPIC");
var counter = new PublishCounter("OrderTracker.orderAdded");
var order = abc.buy("Go LONG", new Stop(50), 10, FillOrKill.FILL_KILL).placed();
var trade = new Trade(order, 52, 10, slippage, 1);
var position = order.fill(trade);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
monitor.goLive(O.list(position), abc);
O.freezeNow("2008/09/22 14:47:04");
LiveOrderEmailsTable.ORDER_EMAILS.insert("S-I-V", "PV", "ALL", "team");
emailer.allowMessages();
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
var message = emailer.sent();
message.hasSubject(@"S\(PV\) Filled Order for RE.TEST.TY.1C - " + O.hostname());
message.hasContent(@"Order.*: Enter long 10 RE.TEST.TY.1C @ 52 STOP\(50.0000000\)");
message.hasContent("Timestamp: 2008/09/22 14:47:04");
message.hasContent("Description: Go LONG");
emailer.clear();
var liveOrders = O.list <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersFilled(LIVE_SYSTEM.id(), abc.name));
HasCount(1, liveOrders);
var liveOrder = O.the(liveOrders);
AreEqual(10, liveOrder.size());
AreEqual("Enter", liveOrder.entryExit());
AreEqual("long", liveOrder.positionDirection());
AreEqual(liveOrder.id(), counter.getOneAndClear <int>("liveOrderId"));
order = position.scaleUpLong("gimme more", new StopLimit(50, 60), 25, FillOrKill.FILL_KILL).placed();
trade = new Trade(order, 55, 25, slippage, 1);
order.fill(trade);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
emailer.sent().hasContent(@"Order.*: Scale up long 25 RE.TEST.TY.1C @ 55 STOP_LIMIT\(50.0000000, 60.0000000\)");
emailer.clear();
liveOrders = O.list <LiveOrders.LiveOrder>(LiveOrders.ORDERS.ordersFilled(LIVE_SYSTEM.id(), abc.name));
HasCount(2, liveOrders);
liveOrder = O.first(liveOrders);
AreEqual(25, liveOrder.size());
AreEqual("Scale up", liveOrder.entryExit());
AreEqual("long", liveOrder.positionDirection());
order = position.scaleDownLong("gimme more", new Limit(55), 20, FillOrKill.FILL_KILL).placed();
trade = new Trade(order, 55, 20, slippage, 1);
order.fill(trade);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
emailer.sent().hasContent(@"Order.*: Scale down long 20 RE.TEST.TY.1C @ 55 LIMIT\(55.0000000\)");
emailer.clear();
order = position.exitLong("Get out", new Market(), OneBar.ONE).placed();
trade = new Trade(order, 40, 15, slippage, 1);
order.fill(trade);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
emailer.sent().hasContent(@"Order.*: Exit long 15 RE.TEST.TY.1C @ 40 MARKET");
emailer.disallowMessages();
LiveOrderEmailsTable.ORDER_EMAILS.deleteAll(Clause.TRUE);
monitor.positionUpdate(position, trade, PositionMonitor.basicTradeEmail);
}
static Tick tick(int price)
{
return(new Tick(price, 1, O.now()));
}
