public void test_IsPositionOnSignalEmpty_Positive()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 1;
Assert.AreEqual(true, context.isPositionOnSignalEmpty());
}
public void test_IsSignalBidirection_Negative()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
Assert.AreEqual(false, context.isSignalBidirection());
}
public void test_IsPositionEmptySignalOnOpen_Negative()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
Assert.AreEqual(false, context.isPositionEmptySignalOnOpen());
context = new SignalContext();
context.CurrentMarketPosition = 0;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionEmptySignalOnOpen());
context = new SignalContext();
context.CurrentMarketPosition = 0;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionEmptySignalOnOpen());
context = new SignalContext();
context.CurrentMarketPosition = 0;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order");
Assert.AreEqual(false, context.isPositionEmptySignalOnOpen());
context = new SignalContext();
context.CurrentMarketPosition = 0;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_10Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionEmptySignalOnOpen());
}
public void test_CompletePendingSignal()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(2, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
context.completePendingSignal();
Assert.AreEqual(0, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(11, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = -1;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_10Complete(), "Sell Order");
context.completePendingSignal();
Assert.AreEqual(-11, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(1, context.CurrentMarketPosition);
}
public StrategyHelper(IAppStrategyManager appStgManager, String stgName, int stgIndex, SignalContext execution)
{
this.appStgManager = appStgManager;
this.appOrderManager = appStgManager.getAppOrderManager();
this.stgName = stgName;
this.stgIndex = stgIndex;
this.execution = execution;
}
public void test_IsSignalBidirection_Positive()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(true, context.isSignalBidirection());
}
public ValueTask <AggregateSignalResult> InvokeAsync(
SignalContext <ReverseStringAsExtraState> context,
StartProcessing signal,
CancellationToken cancellationToken = default)
{
return(context.Self.SignalAsync(new ReportResult {
Result = ReverseGraphemeClusters(context.Self.Input)
}, cancellationToken));
}
public override void init(Object caller, Dictionary <String, String> inputArgs, TickerInfo info)
{
stgManager = (AppStrategyManager)caller;
execution = new SignalContext();
eventManager = stgManager.getAppEventManager();
MDManager = stgManager.getAppMDManager();
stgHelper = new StrategyHelper(stgManager, stgName, stgIndex, execution);
WTS = info.whatToShow;
}
/// <summary>
/// Test for SARS-CoV-2
/// </summary>
/// <param name="sample"></param>
/// <param name="cancellationToken"></param>
public ValueTask <AggregateSignalResult> InvokeAsync(SignalContext <SARSCoV2Assay> context, BiologicalSequenceSample sample, CancellationToken cancellationToken = default)
{
var result = new Analysis
{
Orf1Gene = sample.Inst.Data.Contains("ORF1"),
NGene = sample.Inst.Data.Contains("N"),
EGene = sample.Inst.Data.Contains("E")
};
return(new ValueTask <AggregateSignalResult>(context.Self.Signal(result)));
}
public void test_IsPositionSignalBothEmpty_Negative()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 1;
Assert.AreEqual(false, context.isPositionSignalBothEmpty());
context = new SignalContext();
context.CurrentMarketPosition = 0;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
Assert.AreEqual(false, context.isPositionSignalBothEmpty());
}
public void test_GetIndexClosedAppOrder()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(1, context.getIndexClosedAppOrder());
context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
Assert.AreEqual(2, context.getIndexClosedAppOrder());
}
public ValueTask <AggregateSignalResult> InvokeAsync(SignalContext <SARSCoV2Assay> context, Analysis analysis, CancellationToken cancellationToken = default)
{
if (analysis.Orf1Gene && analysis.NGene && analysis.EGene)
{
return(new ValueTask <AggregateSignalResult>(context.Self.Signal(new PositiveEvaluation())));
}
else if (!analysis.Orf1Gene && !analysis.NGene && !analysis.EGene)
{
return(new ValueTask <AggregateSignalResult>(context.Self.Signal(new NegativeEvaluation())));
}
else
{
return(new ValueTask <AggregateSignalResult>(context.Self.Signal(new InconclusiveEvaluation())));
}
}
public override SequenceDiagramViewModel VisitSignal([NotNull] SignalContext context)
{
var actorA = GetActor(context.actor(0));
var actorB = GetActor(context.actor(1));
if (actorA == null || actorB == null)
{
m_errorListener.GrammarError("Signals must occur between two actors. e.g. a->b: pew pew");
return(SequenceDiagram);
}
var signalType = GetSignalType(context.signalType());
var message = GetMessage(context.message());
SequenceDiagram.AddSignal(actorA, signalType.Item1, signalType.Item2, actorB, message);
return(SequenceDiagram);
}
public override Expression VisitSignal([NotNull] SignalContext context)
{
Signal signal = null;
if (context.channel().single() != null)
{
var varIndex = int.Parse(context.channel().single().index().NUMBER().ToString());
if (context.nature().input() != null)
{
if (context.nature().input().presAction().HYPHEN() == null)
{
throw new UnsupportedSyntaxException("Present action of signal", context.nature().input().presAction().Start);
}
signal = new SingleInputSignal {
Name = context.nature().input().IDENTIFIER().ToString(), VarIndex = varIndex
};
}
else if (context.nature().output() != null)
{
if (context.nature().output().outAction().HYPHEN() == null)
{
throw new UnsupportedSyntaxException("Output action of signal", context.nature().output().outAction().Start);
}
signal = new SingleOutputSignal {
Name = context.nature().output().IDENTIFIER().ToString(), VarIndex = varIndex
};
}
}
else
{
throw new UnsupportedSyntaxException($"Channel {context.channel()}", context.channel().Start);
}
if (context.@bool() != null)
{
signal.BoolIndex = int.Parse(context.@bool().index().NUMBER().ToString());
}
Oc5Model.Signals.Add(signal);
return(null);
}
public void test_GetCompleteSignalSide_Positive()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(AppConstant.BUY_SIGNAL, context.getCompleteSignalSide());
context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
Assert.AreEqual(AppConstant.SELL_SIGNAL, context.getCompleteSignalSide());
context = new SignalContext();
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Sell Order");
Assert.AreEqual(AppConstant.BUY_SIGNAL, context.getCompleteSignalSide());
}
public override void init(Object caller, Dictionary <String, String> inputArgs, TickerInfo info)
{
stgManager = (AppStrategyManager)caller;
execution = new SignalContext();
stgHelper = new StrategyHelper(stgManager, stgName, stgIndex, execution);
eventManager = stgManager.getAppEventManager();
MDManager = stgManager.getAppMDManager();
WTS = info.whatToShow;
this.inputArgs = inputArgs;
num_short_ma = Double.Parse(inputArgs["PARA1"]);
orderSize = Int32.Parse(inputArgs["PARA2"]);
cutLoss = Double.Parse(inputArgs["PARA3"]);
profitTarget = Double.Parse(inputArgs["PARA4"]);
log.Info(stgName + " Started !");
log.Info("short_ma = " + num_short_ma);
log.Info("long_ma = " + num_long_ma);
log.Info("cutLoss = " + cutLoss);
log.Info("profitTarget = " + profitTarget);
}
public void test_GetFilled_Price()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(20010, context.getFilledPrice());
context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
Assert.AreEqual(22010, context.getFilledPrice());
context = new SignalContext();
double filledPrice = (20010.0d * 1 + 20009 * 4 + 20008 * 5) / 10;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
context.setPendingSignal2(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order");
Assert.AreEqual(filledPrice, context.getFilledPrice());
}
private static async Task ProcessLine(string name, string line, int lineNumber, TraceWriter log)
{
if (string.IsNullOrWhiteSpace(line))
{
log.Warning($"{name}: {lineNumber} is empty.");
return;
}
var parts = line.Split(',');
if (parts.Length != 8)
{
log.Error($"{name}: {lineNumber} invalid data: {line}.");
return;
}
var item = new StockSecurity()
{
Symbol = parts[0]
};
//if ((int.TryParse(parts[1], out int complete) == false) || complete < 0 || complete > 1)
//{
// log.Error($"{name}: {lineNumber} bad complete flag: {parts[1]}.");
//}
using (var context = new SignalContext())
{
if (context.StockSecurities.Any(todo => todo.Symbol == item.Symbol))
{
log.Error($"{name}: {lineNumber} duplicate Stock Security: \"{item.Symbol}\".");
return;
}
context.StockSecurities.Add(item);
await context.SaveChangesAsync();
log.Info($"{name}: {lineNumber} inserted Stock Security: \"{item.Symbol}\" with id: {item.Id}.");
}
}
public static async Task <HttpResponseMessage> Run([HttpTrigger(AuthorizationLevel.Anonymous, "get", "post", Route = null)] HttpRequestMessage req, TraceWriter log)
{
try
{
log.Info("C# HTTP trigger function processed a request.");
// parse query parameter
string name = req.GetQueryNameValuePairs()
.FirstOrDefault(q => string.Compare(q.Key, "name", true) == 0)
.Value;
if (name == null)
{
// Get request body
dynamic data = await req.Content.ReadAsAsync <object>();
name = data?.name;
}
using (var db = new SignalContext())
{
db.Signals.Add(new Signal {
Date = DateTime.Now, Symbol = "AAPL", Type = "STOCH307"
});
await db.SaveChangesAsync();
log.Info("Signal Created");
}
return(name == null
? req.CreateResponse(HttpStatusCode.BadRequest, "Please pass a name on the query string or in the request body")
: req.CreateResponse(HttpStatusCode.OK, "Hello " + name));
}
catch (Exception e)
{
return(req.CreateResponse(HttpStatusCode.InternalServerError, e));
}
}
/// <summary>
/// Initializes a new instance of the <see cref="SignalFactory"/> class.
/// </summary>
public SignalFactory()
{
_context = new SignalContext();
}
public ThreadDatabase(SignalContext context)
{
this.context = context;
}
public void test_IsPendingOrderSet_Negative()
{
ISignalContext context = new SignalContext();
Assert.AreEqual(false, context.isPendingOrderSet());
}
public ThreadDatabase(SignalContext context)
{
this.context = context;
}
