public void WhenPriceGoesDownAndIsNotSustainedForLongerThan7SecondsThenDoesntTriggerStopLoss()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 0.89M
};
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated {
Price = 0.91M
};
stopLossManager.Consume(priceUpdated2);
var sendToMeInX = new SendToMeInX <PriceUpdated>(7.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var stopLossTriggered = bus.GetLastMessage <StopLossTriggered>();
Assert.Null(stopLossTriggered);
}
static void Main()
{
BusConfiguration busConfiguration = new BusConfiguration();
busConfiguration.EndpointName("Samples.Gateway.Headquarters");
busConfiguration.EnableInstallers();
busConfiguration.EnableFeature <Gateway>();
busConfiguration.UsePersistence <InMemoryPersistence>();
using (IBus bus = Bus.Create(busConfiguration).Start())
{
Console.WriteLine("Press 'Enter' to send a message to RemoteSite which will reply. To exit, Ctrl + C");
while (Console.ReadLine() != null)
{
string[] siteKeys =
{
"RemoteSite"
};
PriceUpdated priceUpdated = new PriceUpdated
{
ProductId = 2,
NewPrice = 100.0,
ValidFrom = DateTime.Today,
};
bus.SendToSites(siteKeys, priceUpdated);
Console.WriteLine("Message sent, check the output in RemoteSite");
}
}
}
public void WhenPriceUpdatedAfterThresholdThenTargetUpdatedWithNewPriceWithoutObsoletePricesAffectingIt()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 1.0M
};
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated {
Price = 1.2M
};
stopLossManager.Consume(priceUpdated2);
bus.Clear();
stopLossManager.Consume(new SendToMeInX <PriceUpdated>(10.0M, priceUpdated));
stopLossManager.Consume(new SendToMeInX <PriceUpdated>(10.0M, priceUpdated2));
var targetUpdated = bus.GetLastMessage <TargetUpdated>();
Assert.NotNull(targetUpdated);
Assert.Equal(targetUpdated.TargetPrice, 1.1M);
}
public void AfterSellingDoesntSellAgain()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 0.89M
};
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated {
Price = 0.5M
};
stopLossManager.Consume(priceUpdated);
stopLossManager.Consume(new SendToMeInX <PriceUpdated>(7.0M, priceUpdated));
bus.Clear();
stopLossManager.Consume(new SendToMeInX <PriceUpdated>(7.0M, priceUpdated2));
var stopLossTriggered = bus.GetLastMessage <StopLossTriggered>();
Assert.Null(stopLossTriggered);
}
public void WhenPriceNotSustainedForLongerThan10SecondsThenTargetNotUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 0.8M
};
stopLossManager.Consume(priceUpdated);
bus.Clear();
priceUpdated = new PriceUpdated {
Price = 1.5M
};
var sendToMeInX = new SendToMeInX <PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage <TargetUpdated>();
Assert.Null(targetUpdated);
}
public void WhenPriceUpdatedWithinTenSecondsThenRaisesTwoSendInX()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 1.5M
};
stopLossManager.Consume(priceUpdated);
var events = bus.GetMessages().OfType <SendToMeInX <PriceUpdated> >().ToArray();
Assert.Equal(events.Length, 2);
var sendToMeInX1 = events.First();
var sendToMeInX2 = events.Last();
Assert.NotNull(sendToMeInX1);
Assert.Equal(sendToMeInX1.Message, priceUpdated);
Assert.Equal(sendToMeInX1.X, 10.0M);
Assert.NotNull(sendToMeInX2);
Assert.Equal(sendToMeInX2.Message, priceUpdated);
Assert.Equal(sendToMeInX2.X, 7.0M);
}
public void WhenPriceGoesUpAndThenDownThenTakesTheMinimumSustainedIncrease()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 1.5M
};
stopLossManager.Consume(priceUpdated);
priceUpdated = new PriceUpdated {
Price = 1.2M
};
stopLossManager.Consume(priceUpdated);
bus.Clear();
priceUpdated = new PriceUpdated {
Price = 1.5M
};
var sendToMeInX = new SendToMeInX <PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage <TargetUpdated>();
Assert.NotNull(targetUpdated);
Assert.Equal(targetUpdated.TargetPrice, 1.1M);
}
private void PriceAction(long timeStamp, double closingPrice)
{
double closingPricePoint = closingPrice / _pricePoint;
if (_lastClosingPrice == 0)
{
_lastClosingPrice = closingPrice;
_lastClosingPricePoint = closingPricePoint;
}
else
{
double pricePointDelta = closingPricePoint - _lastClosingPricePoint;
if (Math.Abs(pricePointDelta) + 1 >= _brickValue)
{
UpdatePool(timeStamp, _lastClosingPrice, closingPrice);
_lastClosingPrice = closingPrice;
_lastClosingPricePoint = closingPricePoint;
}
}
BarUpdated?.Invoke(Current);
PriceUpdated?.Invoke(Current.Timestamp, RenkoPriceOption.Low, Current.Close);
}
public void Write(long timeStamp, double open, double high, double low, double close, double volume = 0)
{
var priceBar = (PriceBar)NextPoolItem;
priceBar.Write(timeStamp, open, high, low, close, volume);
MoveNext();
BarUpdated?.Invoke(Current);
PriceUpdated?.Invoke(Current.Timestamp, PriceBarOption.Close, Current.Close);
}
static async Task AsyncMain()
{
Console.Title = "Samples.Gateway.Headquarters";
var endpointConfiguration = new EndpointConfiguration("Samples.Gateway.Headquarters");
endpointConfiguration.EnableInstallers();
endpointConfiguration.EnableFeature <Gateway>();
endpointConfiguration.UsePersistence <InMemoryPersistence>();
endpointConfiguration.SendFailedMessagesTo("error");
var endpointInstance = await Endpoint.Start(endpointConfiguration)
.ConfigureAwait(false);
try
{
Console.WriteLine("Press 'Enter' to send a message to RemoteSite which will reply.");
Console.WriteLine("Press any other key to exit");
while (true)
{
var key = Console.ReadKey();
Console.WriteLine();
if (key.Key != ConsoleKey.Enter)
{
return;
}
string[] siteKeys =
{
"RemoteSite"
};
var priceUpdated = new PriceUpdated
{
ProductId = 2,
NewPrice = 100.0,
ValidFrom = DateTime.Today,
};
await endpointInstance.SendToSites(siteKeys, priceUpdated)
.ConfigureAwait(false);
Console.WriteLine("Message sent, check the output in RemoteSite");
}
}
finally
{
await endpointInstance.Stop()
.ConfigureAwait(false);
}
}
private void OnCompleted()
{
TraderState.Budget.Profit = TraderState.Trades.Sum(t => t.Profit);
foreach (var trade in TraderState.Trades)
{
Log($"{TraderState.Trades.IndexOf(trade)}\t{trade.Status}\t{trade.Profit}");
}
Log($"Profit: {TraderState.Budget.Profit}");
Log($"Available: {TraderState.Budget.Available}");
Log($"Invested: {TraderState.Budget.Invested}");
Log($"Earned: {TraderState.Budget.Earned}");
PriceUpdated.OnCompleted();
_taskCompletionSource.SetResult(TraderState.Budget);
}
public void WhenPriceSustainedForLongerThan10SecondsThenTargetUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 1.5M };
stopLossManager.Consume(priceUpdated);
var sendToMeInX = new SendToMeInX<PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage<TargetUpdated>();
Assert.That(targetUpdated, Is.Not.Null);
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(1.4M));
}
public async Task Handle(UpdatePrice message, IMessageHandlerContext context)
{
Console.WriteLine("Price update request received from the webclient, going to push it to RemoteSite");
string[] siteKeys =
{
"RemoteSite",
};
PriceUpdated priceUpdated = new PriceUpdated
{
ProductId = message.ProductId,
NewPrice = message.NewPrice,
ValidFrom = message.ValidFrom,
};
await context.SendToSites(siteKeys, priceUpdated);
}
void _tick_Elapsed(object sender, ElapsedEventArgs e)
{
_tick.Stop();
foreach (var securityID in _prices.Keys.ToList())
{
decimal change = (decimal)1 + _stockMovement.Next(-30, 30) * (decimal).0001;
_prices[securityID] = _prices[securityID] * change;
if (null != PriceUpdated)
{
PriceUpdated.Invoke(securityID, _prices[securityID]);
}
}
_tick.Start();
}
static async Task AsyncMain()
{
Console.Title = "Samples.Gateway.Headquarters";
var endpointConfiguration = new EndpointConfiguration("Samples.Gateway.Headquarters");
endpointConfiguration.EnableInstallers();
endpointConfiguration.EnableFeature<Gateway>();
endpointConfiguration.UsePersistence<InMemoryPersistence>();
endpointConfiguration.SendFailedMessagesTo("error");
var endpointInstance = await Endpoint.Start(endpointConfiguration)
.ConfigureAwait(false);
try
{
Console.WriteLine("Press 'Enter' to send a message to RemoteSite which will reply.");
Console.WriteLine("Press any other key to exit");
while (true)
{
var key = Console.ReadKey();
Console.WriteLine();
if (key.Key != ConsoleKey.Enter)
{
return;
}
string[] siteKeys =
{
"RemoteSite"
};
var priceUpdated = new PriceUpdated
{
ProductId = 2,
NewPrice = 100.0,
ValidFrom = DateTime.Today,
};
await endpointInstance.SendToSites(siteKeys, priceUpdated)
.ConfigureAwait(false);
Console.WriteLine("Message sent, check the output in RemoteSite");
}
}
finally
{
await endpointInstance.Stop()
.ConfigureAwait(false);
}
}
static async Task Main()
{
Console.Title = "Samples.Gateway.Headquarters";
var endpointConfiguration = new EndpointConfiguration("Samples.Gateway.Headquarters");
endpointConfiguration.EnableInstallers();
endpointConfiguration.UsePersistence <InMemoryPersistence>();
endpointConfiguration.UseTransport <LearningTransport>();
#region HeadquartersGatewayConfig
var gatewayConfig = endpointConfiguration.Gateway();
gatewayConfig.AddReceiveChannel("http://localhost:25899/Headquarters/");
gatewayConfig.AddSite("RemoteSite", "http://localhost:25899/RemoteSite/");
#endregion
var endpointInstance = await Endpoint.Start(endpointConfiguration)
.ConfigureAwait(false);
Console.WriteLine("Press 'Enter' to send a message to RemoteSite which will reply.");
Console.WriteLine("Press any other key to exit");
while (true)
{
var key = Console.ReadKey();
Console.WriteLine();
if (key.Key != ConsoleKey.Enter)
{
break;
}
string[] siteKeys =
{
"RemoteSite"
};
var priceUpdated = new PriceUpdated
{
ProductId = 2,
NewPrice = 100.0,
ValidFrom = DateTime.Today,
};
await endpointInstance.SendToSites(siteKeys, priceUpdated)
.ConfigureAwait(false);
Console.WriteLine("Message sent, check the output in RemoteSite");
}
await endpointInstance.Stop()
.ConfigureAwait(false);
}
public void Handle(UpdatePrice message)
{
log.Info("Price update received from the webclient, going to push to RemoteSite");
string[] siteKeys =
{
"RemoteSite"
};
var priceUpdated = new PriceUpdated
{
ProductId = message.ProductId,
NewPrice = message.NewPrice,
ValidFrom = message.ValidFrom,
};
bus.SendToSites(siteKeys, priceUpdated);
}
public void Handle(PriceUpdated message)
{
_possibleStopLossPrices.Add(message.Price);
_currentPrices.Add(message.Price);
_publisher.Publish(new SendMessageIn {
MessageToSend = new PriceExpiredFromStopLossWindow {
Price = message.Price
}
});
_publisher.Publish(new SendMessageIn {
MessageToSend = new PriceExpiredFromStopLossHitWindow {
Price = message.Price
}
});
}
public void Handle(PriceUpdated message)
{
_price10SecondWindow.Add(message.Price);
_price13SecondWindow.Add(message.Price);
_publisher.Publish(new SendToMeIn {
DelayInSeconds = 10, Inner = new RemoveFrom10SecondWindow()
{
Price = message.Price
}
});
_publisher.Publish(new SendToMeIn {
DelayInSeconds = 13, Inner = new RemoveFrom13SecondWindow {
Price = message.Price
}
});
}
public void Handle(UpdatePrice message)
{
Console.WriteLine("Price update request received from the webclient, going to push it to RemoteSite");
string[] siteKeys =
{
"RemoteSite",
};
PriceUpdated priceUpdated = new PriceUpdated
{
ProductId = message.ProductId,
NewPrice = message.NewPrice,
ValidFrom = message.ValidFrom,
};
bus.SendToSites(siteKeys, priceUpdated);
}
public Task Handle(UpdatePrice message, IMessageHandlerContext context)
{
log.Info("Price update request received from the webclient, going to push it to RemoteSite");
string[] siteKeys =
{
"RemoteSite"
};
var priceUpdated = new PriceUpdated
{
ProductId = message.ProductId,
NewPrice = message.NewPrice,
ValidFrom = message.ValidFrom,
};
return(context.SendToSites(siteKeys, priceUpdated));
}
public void Write(long timeStamp, double open, double high, double low, double close)
{
var ohlcBar = (OHLCBar)NextPoolItem;
ohlcBar.Write(timeStamp, open, high, low, close);
MoveNext();
if (_persistenceWriter != null)
{
_persistenceWriter.Append(ohlcBar.ToByteArray());
}
BarUpdated?.Invoke(Current);
PriceUpdated?.Invoke(Current.Timestamp, OHLCPriceOption.Close, Current.Close);
}
static void Main()
{
Console.Title = "Samples.Gateway.Headquarters";
Configure configure = Configure.With();
configure.Log4Net();
configure.DefineEndpointName("Samples.Gateway.Headquarters");
configure.DefaultBuilder();
configure.RunGatewayWithInMemoryPersistence();
configure.UseInMemoryGatewayDeduplication();
configure.InMemorySagaPersister();
configure.UseInMemoryTimeoutPersister();
configure.InMemorySubscriptionStorage();
configure.UseTransport <Msmq>();
using (IStartableBus startableBus = configure.UnicastBus().CreateBus())
{
IBus bus = startableBus
.Start(() => configure.ForInstallationOn <Windows>().Install());
Console.WriteLine("Press 'Enter' to send a message to RemoteSite which will reply.");
Console.WriteLine("Press any other key to exit");
while (true)
{
ConsoleKeyInfo key = Console.ReadKey();
Console.WriteLine();
if (key.Key != ConsoleKey.Enter)
{
return;
}
string[] siteKeys =
{
"RemoteSite"
};
PriceUpdated priceUpdated = new PriceUpdated
{
ProductId = 2,
NewPrice = 100.0,
ValidFrom = DateTime.Today,
};
bus.SendToSites(siteKeys, priceUpdated);
Console.WriteLine("Message sent, check the output in RemoteSite");
}
}
}
static void Main()
{
Console.Title = "Samples.Gateway.Headquarters";
Configure configure = Configure.With();
configure.Log4Net();
configure.DefineEndpointName("Samples.Gateway.Headquarters");
configure.DefaultBuilder();
configure.RunGatewayWithInMemoryPersistence();
configure.UseInMemoryGatewayDeduplication();
configure.InMemorySagaPersister();
configure.UseInMemoryTimeoutPersister();
configure.InMemorySubscriptionStorage();
configure.UseTransport<Msmq>();
using (IStartableBus startableBus = configure.UnicastBus().CreateBus())
{
IBus bus = startableBus
.Start(() => configure.ForInstallationOn<Windows>().Install());
Console.WriteLine("Press 'Enter' to send a message to RemoteSite which will reply.");
Console.WriteLine("Press any other key to exit");
while (true)
{
ConsoleKeyInfo key = Console.ReadKey();
Console.WriteLine();
if (key.Key != ConsoleKey.Enter)
{
return;
}
string[] siteKeys =
{
"RemoteSite"
};
PriceUpdated priceUpdated = new PriceUpdated
{
ProductId = 2,
NewPrice = 100.0,
ValidFrom = DateTime.Today,
};
bus.SendToSites(siteKeys, priceUpdated);
Console.WriteLine("Message sent, check the output in RemoteSite");
}
}
}
public void WhenPriceSustainedForLongerThan10SecondsThenTargetUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 1.5M
};
stopLossManager.Consume(priceUpdated);
var sendToMeInX = new SendToMeInX <PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage <TargetUpdated>();
Assert.That(targetUpdated, Is.Not.Null);
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(1.4M));
}
private void OnCompleted()
{
TraderState.Budget.Profit = TraderState.Trades.Sum(t => t.Profit);
foreach (var trade in TraderState.Trades.OrderByDescending(t => t.Profit))
{
Log($"{TraderState.Trades.IndexOf(trade)}" +
$"\t{trade.Status}" +
$"\t{trade.Profit}" +
$"\t{trade.BuyReason}" +
$"\t{trade.BuyOrder.PricePerUnit}" +
$"\t{trade.SellReason}" +
$"\t{trade.SellOrder.PricePerUnit}");
}
Log($"Profit: {TraderState.Budget.Profit}");
Log($"Available: {TraderState.Budget.Available}");
Log($"Invested: {TraderState.Budget.Invested}");
Log($"Earned: {TraderState.Budget.Earned}");
PriceUpdated.OnCompleted();
_taskCompletionSource.SetResult(TraderState.Budget);
}
static void Main()
{
Console.Title = "Samples.Gateway.Headquarters";
var busConfiguration = new BusConfiguration();
busConfiguration.EndpointName("Samples.Gateway.Headquarters");
busConfiguration.EnableInstallers();
busConfiguration.EnableFeature <Gateway>();
busConfiguration.UsePersistence <InMemoryPersistence>();
using (var bus = Bus.Create(busConfiguration).Start())
{
Console.WriteLine("Press 'Enter' to send a message to RemoteSite which will reply.");
Console.WriteLine("Press any other key to exit");
while (true)
{
var key = Console.ReadKey();
Console.WriteLine();
if (key.Key != ConsoleKey.Enter)
{
return;
}
string[] siteKeys =
{
"RemoteSite"
};
var priceUpdated = new PriceUpdated
{
ProductId = 2,
NewPrice = 100.0,
ValidFrom = DateTime.Today,
};
bus.SendToSites(siteKeys, priceUpdated);
Console.WriteLine("Message sent, check the output in RemoteSite");
}
}
}
public void GivenPriceUpdated_ThenRemoveIn10SecondsIsPublished()
{
var publisher = new FakeMessagePublisher();
var sut = new StopLossProcessManager(publisher);
sut.Handle(new PositionAcquired {
Price = 100
});
publisher.Clear();
var priceUpdated = new PriceUpdated {
Price = 95
};
sut.Handle(priceUpdated);
var message = publisher.FindSendMeInMessage <PriceExpiredFromStopLossWindow>();
Assert.That(message != null);
//Assert.That(message.DelayInSeconds == 10);
}
public void GivenPriceUpdated_ThenRemoveIn10SecondsIsPublished()
{
var publisher = new FakePublisher();
var sut = new StopLossProcessManager(publisher);
sut.Handle(new PositionAcquired {
Price = 100
});
publisher.PublishedMessages.Clear();
var priceUpdated = new PriceUpdated {
Price = 95
};
sut.Handle(priceUpdated);
var message = (SendToMeIn)publisher.PublishedMessages.First();
Assert.IsInstanceOf <RemoveFrom10SecondWindow>(message.Inner);
Assert.That(message.DelayInSeconds == 10);
}
public async Task <Unit> UpdatePrice(Ticker ticker)
{
if (IsInTestMode)
{
(_cryptoApi as FakeBittrexApi)?.UpdateBuyOrders(Ticker);
}
Ticker = ticker;
if (ticker.Timestamp == default)
{
ticker.Timestamp = DateTime.UtcNow;
}
await UpdateTrades();
if (IsInTestMode)
{
(_cryptoApi as FakeBittrexApi)?.UpdateSellOrders(Ticker);
}
PriceUpdated.OnNext(ticker);
return(Unit.Default);
}
public void WhenPriceUpdatedWithinTenSecondsThenRaisesTwoSendInX()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {Price = 1.5M};
stopLossManager.Consume(priceUpdated);
var events = bus.GetMessages().OfType<SendToMeInX<PriceUpdated>>().ToArray();
Assert.That(events, Has.Length.EqualTo(2));
var sendToMeInX1 = events.First();
var sendToMeInX2 = events.Last();
Assert.That(sendToMeInX1, Is.Not.Null);
Assert.That(sendToMeInX1.Message, Is.EqualTo(priceUpdated));
Assert.That(sendToMeInX1.X, Is.EqualTo(10.0M));
Assert.That(sendToMeInX2, Is.Not.Null);
Assert.That(sendToMeInX2.Message, Is.EqualTo(priceUpdated));
Assert.That(sendToMeInX2.X, Is.EqualTo(7.0M));
}
static void Main()
{
Console.Title = "Samples.Gateway.Headquarters";
BusConfiguration busConfiguration = new BusConfiguration();
busConfiguration.EndpointName("Samples.Gateway.Headquarters");
busConfiguration.EnableInstallers();
busConfiguration.EnableFeature<Gateway>();
busConfiguration.UsePersistence<InMemoryPersistence>();
using (IBus bus = Bus.Create(busConfiguration).Start())
{
Console.WriteLine("Press 'Enter' to send a message to RemoteSite which will reply.");
Console.WriteLine("Press any other key to exit");
while (true)
{
ConsoleKeyInfo key = Console.ReadKey();
Console.WriteLine();
if (key.Key != ConsoleKey.Enter)
{
return;
}
string[] siteKeys =
{
"RemoteSite"
};
PriceUpdated priceUpdated = new PriceUpdated
{
ProductId = 2,
NewPrice = 100.0,
ValidFrom = DateTime.Today,
};
bus.SendToSites(siteKeys, priceUpdated);
Console.WriteLine("Message sent, check the output in RemoteSite");
}
}
}
public void GivenPriceUodated_WhenRemovingIn10Seconds_ThenStopLossPriceUpdated()
{
var publisher = new FakePublisher();
var sut = new StopLossProcessManager(publisher);
sut.Handle(new PositionAcquired {
Price = 100
});
var priceUpdated = new PriceUpdated {
Price = 101
};
sut.Handle(priceUpdated);
publisher.PublishedMessages.Clear();
sut.Handle(new RemoveFrom10SecondWindow {
Price = 100
});
StopLossPriceUpdated actual = publisher.FindMessage <StopLossPriceUpdated>();
Assert.AreEqual(91, actual.Price);
}
public void Write(long timeStamp, double open, double high, double low, double close)
{
var CandlestickBar = (CandlestickBar)NextPoolItem;
if (open > close)
{
CandlestickBar.Write(timeStamp, open, high, low, close, open - close, high - open, close - low, false);
}
else
{
CandlestickBar.Write(timeStamp, open, high, low, close, close - open, high - close, open - low, true);
}
MoveNext();
if (_persistenceWriter != null)
{
_persistenceWriter.Append(CandlestickBar.ToByteArray());
}
BarUpdated?.Invoke(Current);
PriceUpdated?.Invoke(Current.Timestamp, CandlestickPriceOption.Close, Current.Close);
}
private void NotifyUpdate()
{
BarUpdated?.Invoke(Current);
PriceUpdated?.Invoke(Current.Timestamp, HeikenAshiPriceOption.Close, Current.Close);
}
public void WhenPriceGoesUpAndThenDownThenTakesTheMinimumSustainedIncrease()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 1.5M };
stopLossManager.Consume(priceUpdated);
priceUpdated = new PriceUpdated { Price = 1.2M };
stopLossManager.Consume(priceUpdated);
bus.Clear();
priceUpdated = new PriceUpdated { Price = 1.5M };
var sendToMeInX = new SendToMeInX<PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage<TargetUpdated>();
Assert.That(targetUpdated, Is.Not.Null);
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(1.1M));
}
public void WhenPriceGoesDownAndIsNotSustainedForLongerThan7SecondsThenDoesntTriggerStopLoss()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 0.89M };
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated { Price = 0.91M };
stopLossManager.Consume(priceUpdated2);
var sendToMeInX = new SendToMeInX<PriceUpdated>(7.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var stopLossTriggered = bus.GetLastMessage<StopLossTriggered>();
Assert.That(stopLossTriggered, Is.Null);
}
public void WhenPriceUpdatedAfterThresholdThenTargetUpdatedWithNewPriceWithoutObsoletePricesAffectingIt()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 1.0M };
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated { Price = 1.2M };
stopLossManager.Consume(priceUpdated2);
bus.Clear();
stopLossManager.Consume(new SendToMeInX<PriceUpdated>(10.0M, priceUpdated));
stopLossManager.Consume(new SendToMeInX<PriceUpdated>(10.0M, priceUpdated2));
var targetUpdated = bus.GetLastMessage<TargetUpdated>();
Assert.That(targetUpdated, Is.Not.Null);
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(1.1M));
}
public void AfterSellingDoesntSellAgain()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 0.89M };
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated { Price = 0.5M };
stopLossManager.Consume(priceUpdated);
stopLossManager.Consume(new SendToMeInX<PriceUpdated>(7.0M, priceUpdated));
bus.Clear();
stopLossManager.Consume(new SendToMeInX<PriceUpdated>(7.0M, priceUpdated2));
var stopLossTriggered = bus.GetLastMessage<StopLossTriggered>();
Assert.That(stopLossTriggered, Is.Null);
}
