public void Transaction_import_signal_only_for_existent_strategy() { StrategyHeader strategyHeader = new StrategyHeader(1, "First strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10); this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategyHeader); Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Signal> >().Count()); string ef = String.Concat(ProjectRootFolderNameFactory.Make(), "\\TestData\\signals.txt"); ITransaction import = new ImportSignalsTransaction(this.tradingData, ef); import.Execute(); Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Signal> >().Count()); }
public void ignore_signals_when_backup_loaded_at_not_trading_time() { ITransaction importSignals = new ImportSignalsTransaction(this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\signals-backup.txt"); ITransaction importOrders = new ImportOrdersTransaction((IObservableHashSetFactory)this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\orders-backup.txt"); ITransaction importTrades = new ImportTradesTransaction((IObservableHashSetFactory)this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\trades-backup.txt"); importSignals.Execute(); importOrders.Execute(); importTrades.Execute(); Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Signal> >().Count()); Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Order> >().Count()); Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Trade> >().Count()); Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Position> >().Count()); Assert.AreEqual(0, this.signalQueue.Count); Assert.AreEqual(0, this.orderQueue.Count); Assert.AreEqual(0, ((MockOrderManager)this.orderManager).PlaceCounter); }
public void Transaction_export_three_signals() { StrategyHeader st1 = new StrategyHeader(1, "First strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10); this.tradingData.Get <ICollection <StrategyHeader> >().Add(st1); StrategyHeader st2 = new StrategyHeader(2, "Second strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 8); this.tradingData.Get <ICollection <StrategyHeader> >().Add(st2); StrategyHeader st3 = new StrategyHeader(3, "Third strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 5); this.tradingData.Get <ICollection <StrategyHeader> >().Add(st3); Signal s1 = new Signal(st1, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Market, 150000, 0, 0); this.tradingData.Get <ICollection <Signal> >().Add(s1); Signal s2 = new Signal(st2, BrokerDateTime.Make(DateTime.Now), TradeAction.Sell, OrderType.Limit, 150000, 0, 150000); this.tradingData.Get <ICollection <Signal> >().Add(s2); Signal s3 = new Signal(st3, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Stop, 150000, 150000, 0); this.tradingData.Get <ICollection <Signal> >().Add(s3); ITransaction export = new ExportSignalsTransaction((IObservableHashSetFactory)this.tradingData, this.ef); export.Execute(); Assert.IsTrue(File.Exists(this.ef)); this.tradingData.Get <ICollection <Signal> >().Clear(); Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Signal> >().Count()); ITransaction import = new ImportSignalsTransaction(this.tradingData, this.ef); import.Execute(); Assert.AreEqual(3, this.tradingData.Get <IEnumerable <Signal> >().Count()); }