public void VersionTest()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
string version = target.Version();
//Version must match AssemblyVersion in Mockups->AssemblyInfo.cs
Assert.AreEqual("1.42.3.5", version, "Version");
}
public void infoTest()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor(); // TODO: Initialize to an appropriate value
target.InitLogger();
target.info("My Info Text");
logger.Verify(log => log.AddLog(LoggerLevel.Information, It.IsRegex("My Info Text")));
}
public void errorTest()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
target.InitLogger();
target.error("My Error Text");
logger.Verify(log => log.AddLog(LoggerLevel.Error, It.IsRegex("My Error Text")));
}
public void InstrumentTypeToSecurityType_Futures_Test()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
InstrumentType instrType = InstrumentType.Futures;
SecurityType secType = new SecurityType();
bool result = Helpers.InstrumentTypeToSecurityType(instrType, out secType);
Assert.IsTrue(result, "returns true");
Assert.AreEqual(SecurityType.Future, secType);
}
public void OQTimeInForceToIBTimeInForce_GTC_Test()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
OQ.TimeInForce oqtif = OQ.TimeInForce.GTC;
IB.TimeInForce ibtif;
bool result = Helpers.OQTimeInForceToIBTimeInForce(oqtif, out ibtif);
Assert.IsTrue(result, "returns true");
Assert.AreEqual(IB.TimeInForce.GoodTillCancel, ibtif, "IB Time in Force");
}
public void OQOrderTypeToIBOrderType_Limit_Test()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
OQ.OrderType oqtype = OQ.OrderType.Limit;
IB.OrderType ibtype;
bool result = Helpers.OQOrderTypeToIBOrderType(oqtype, out ibtype);
Assert.IsTrue(result, "returns true");
Assert.AreEqual(IB.OrderType.Limit, ibtype, "IB Order Type");
}
public void OQFAMethodTOIBFAMethod_NetLiq_Test()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
OQ.IBFaMethod oqFaMethod = IBFaMethod.NetLiq;
FinancialAdvisorAllocationMethod ibFaMethod;
bool result = Helpers.OQFAMethodTOIBFAMethod(oqFaMethod, out ibFaMethod);
Assert.IsTrue(result);
Assert.AreEqual(IB.FinancialAdvisorAllocationMethod.NetLiquidity, ibFaMethod);
}
public void StingrayOQnextValidIDLoggerTest()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
target.InitLogger();
target.ibclient_NextValidId(null, new NextValidIdEventArgs(123));
logger.Verify(
log =>
log.AddLog(LoggerLevel.Detail,
It.IsRegex("START.* ibclient_NextValidId.*: ID= 123 waiting for private_lock")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("END.* ibclient_NextValidId()")));
}
public void MyTestInitialize()
{
// Setup Logger
logger = new Mock <Logger>();
Factory.mockLogger = logger.Object;
// create file directory for log files
string bp = AppDomain.CurrentDomain.BaseDirectory.ToString();
Directory.CreateDirectory(bp);
string bp2 = Path.Combine(bp, "bin");
Directory.CreateDirectory(bp2);
// Setup IBClient
mockIBClient = new Mock <IBClient>();
Factory.mockIBClient = mockIBClient.Object;
// make ibclient.IConnected work correctly
bool isConnected = false;
mockIBClient.Setup(ib => ib.Connected).Returns(() => isConnected);
mockIBClient.Setup(ib => ib.Connect("MyTestHost", 6543, 9876)).Callback(() => isConnected = true);
// other calls
mockIBClient.Setup(ib => ib.ServerVersion).Returns(42);
mockIBClient.Setup(ib => ib.TwsConnectionTime).Returns("03:04:05 2011-11-08");
// Invoke ibclient Events (Callbacks)
mockIBClient.Setup(ib => ib.RequestIds(1))
.Raises(ib => ib.NextValidId += null,
new NextValidIdEventArgs(42));
mockIBClient.Setup(ib => ib.RequestManagedAccts())
.Raises(ib => ib.ManagedAccounts += null,
new ManagedAccountsEventArgs("U111,U222"));
// mockIBClient.Setup(ib => ib.Disconnect()).Callback(() => isConnected = false); // does not work...
mockIBClient.Setup(ib => ib.Disconnect()).Raises(ib => ib.ConnectionClosed += null,
new ConnectionClosedEventArgs());
// Setup UserProvider
userProvider = new Mock <UserProviderWrapper>();
Factory.userProviderWrapper = userProvider.Object;
// Connect StingrayOQ
target = new StingrayOQ_Accessor();
target.Hostname = "MyTestHost";
target.ClientId = 9876; // used for all orders
target.Port = 6543;
target.Connect();
}
public void StingrayOQConstructorTest()
{
// StingrayOQ target = new StingrayOQ();
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
// base Properties
Assert.AreEqual("finantic's Execution Provider for Interactive Brokers", target.description, "Description");
Assert.AreEqual(129, target.id, "Id");
Assert.AreEqual("StingrayOQ", target.name, "Name");
Assert.AreEqual("http://www.finantic.de", target.url, "Url");
// Properties
Assert.AreEqual("1.42.3.5", target.StingrayOQVersion, "StingrayOQVersion");
Assert.AreEqual(4262, target.ClientId, "ClientId");
Assert.AreEqual("127.0.0.1", target.Hostname, "HostName");
Assert.AreEqual(LogDestination.File, target.LogDestination, "LogDestination");
Assert.AreEqual(LoggerLevel.Error, target.LoggerLevel, "LoggerLevel");
Assert.AreEqual(false, target.OutsideRTH, "OutsideRTH");
Assert.AreEqual(7496, target.Port, "Port"); // TWS default port
Assert.AreEqual(false, target.TWSConnected, "TWSConnected");
Assert.AreEqual(true, target.AutoTransmit, "AutoTransmit");
// FA
Assert.AreEqual(FinancialAdvisorAllocationMethod.None, target.FAMethod, "FAMethod");
Assert.AreEqual(null, target.FAGroup, "FAGroup");
Assert.AreEqual(null, target.FAPercentage, "FAPercentage");
Assert.AreEqual(null, target.FAProfile, "FAProfile");
//Version must match AssemblyVersion in Mockups->AssemblyInfo.cs
Assert.AreEqual("1.42.3.5", target.Version(), "Version");
// Accounts
Assert.IsNotNull(target.Accounts, "Accounts not null");
// Broker Info
BrokerInfo brokerInfo = target.GetBrokerInfo();
Assert.IsNotNull(brokerInfo, "brokerInfo not null");
}
public void StingrayOQnextValidIDLoggerTest()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
target.InitLogger();
target.ibclient_NextValidId(null, new NextValidIdEventArgs(123));
logger.Verify(
log =>
log.AddLog(LoggerLevel.Detail,
It.IsRegex("START.* ibclient_NextValidId.*: ID= 123 waiting for private_lock")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("END.* ibclient_NextValidId()")));
}
public void StingrayOQConstructorTest()
{
// StingrayOQ target = new StingrayOQ();
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
// base Properties
Assert.AreEqual("finantic's Execution Provider for Interactive Brokers", target.description, "Description");
Assert.AreEqual(129, target.id, "Id");
Assert.AreEqual("StingrayOQ", target.name, "Name");
Assert.AreEqual("http://www.finantic.de", target.url, "Url");
// Properties
Assert.AreEqual("1.42.3.5", target.StingrayOQVersion, "StingrayOQVersion");
Assert.AreEqual(4262, target.ClientId, "ClientId");
Assert.AreEqual("127.0.0.1", target.Hostname, "HostName");
Assert.AreEqual(LogDestination.File, target.LogDestination, "LogDestination");
Assert.AreEqual(LoggerLevel.Error, target.LoggerLevel, "LoggerLevel");
Assert.AreEqual(false, target.OutsideRTH, "OutsideRTH");
Assert.AreEqual(7496, target.Port, "Port"); // TWS default port
Assert.AreEqual(false, target.TWSConnected, "TWSConnected");
Assert.AreEqual(true, target.AutoTransmit, "AutoTransmit");
// FA
Assert.AreEqual(FinancialAdvisorAllocationMethod.None, target.FAMethod, "FAMethod");
Assert.AreEqual(null, target.FAGroup, "FAGroup");
Assert.AreEqual(null, target.FAPercentage, "FAPercentage");
Assert.AreEqual(null, target.FAProfile, "FAProfile");
//Version must match AssemblyVersion in Mockups->AssemblyInfo.cs
Assert.AreEqual("1.42.3.5", target.Version(), "Version");
// Accounts
Assert.IsNotNull(target.Accounts, "Accounts not null");
// Broker Info
BrokerInfo brokerInfo = target.GetBrokerInfo();
Assert.IsNotNull(brokerInfo, "brokerInfo not null");
}
public void infoTest()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor(); // TODO: Initialize to an appropriate value
target.InitLogger();
target.info("My Info Text");
logger.Verify(log => log.AddLog(LoggerLevel.Information, It.IsRegex("My Info Text")));
}
public void errorTest()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
target.InitLogger();
target.error("My Error Text");
logger.Verify(log => log.AddLog(LoggerLevel.Error, It.IsRegex("My Error Text")));
}
public void MyTestInitialize()
{
// Setup Logger
logger = new Mock<Logger>();
Factory.mockLogger = logger.Object;
// create file directory for log files
string bp = AppDomain.CurrentDomain.BaseDirectory.ToString();
Directory.CreateDirectory(bp);
string bp2 = Path.Combine(bp, "bin");
Directory.CreateDirectory(bp2);
// Setup IBClient
mockIBClient = new Mock<IBClient>();
Factory.mockIBClient = mockIBClient.Object;
// make ibclient.IConnected work correctly
bool isConnected = false;
mockIBClient.Setup(ib => ib.Connected).Returns(() => isConnected);
mockIBClient.Setup(ib => ib.Connect("MyTestHost", 6543, 9876)).Callback(() => isConnected = true);
// other calls
mockIBClient.Setup(ib => ib.ServerVersion).Returns(42);
mockIBClient.Setup(ib => ib.TwsConnectionTime).Returns("03:04:05 2011-11-08");
// Invoke ibclient Events (Callbacks)
mockIBClient.Setup(ib => ib.RequestIds(1))
.Raises(ib => ib.NextValidId += null,
new NextValidIdEventArgs(42));
mockIBClient.Setup(ib => ib.RequestManagedAccts())
.Raises(ib => ib.ManagedAccounts += null,
new ManagedAccountsEventArgs("U111,U222"));
// mockIBClient.Setup(ib => ib.Disconnect()).Callback(() => isConnected = false); // does not work...
mockIBClient.Setup(ib => ib.Disconnect()).Raises(ib => ib.ConnectionClosed += null,
new ConnectionClosedEventArgs());
// Setup UserProvider
userProvider = new Mock<UserProviderWrapper>();
Factory.userProviderWrapper = userProvider.Object;
// Connect StingrayOQ
target = new StingrayOQ_Accessor();
target.Hostname = "MyTestHost";
target.ClientId = 9876; // used for all orders
target.Port = 6543;
target.Connect();
}
public void OQFAMethodTOIBFAMethod_None_Test()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
OQ.IBFaMethod oqFaMethod = IBFaMethod.Undefined;
FinancialAdvisorAllocationMethod ibFaMethod;
bool result = Helpers.OQFAMethodTOIBFAMethod(oqFaMethod, out ibFaMethod);
Assert.IsTrue(result);
Assert.AreEqual(IB.FinancialAdvisorAllocationMethod.None, ibFaMethod);
}
public void OQOrderTypeToIBOrderType_Market_Test()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
OQ.OrderType oqtype = OQ.OrderType.Market;
IB.OrderType ibtype;
bool result = Helpers.OQOrderTypeToIBOrderType(oqtype, out ibtype);
Assert.IsTrue(result, "returns true");
Assert.AreEqual(IB.OrderType.Market, ibtype, "IB Order Type");
}
public void OQTimeInForceToIBTimeInForce_GTC_Test()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
OQ.TimeInForce oqtif = OQ.TimeInForce.GTC;
IB.TimeInForce ibtif;
bool result = Helpers.OQTimeInForceToIBTimeInForce(oqtif, out ibtif);
Assert.IsTrue(result, "returns true");
Assert.AreEqual(IB.TimeInForce.GoodTillCancel, ibtif, "IB Time in Force");
}
public void VersionTest()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
string version = target.Version();
//Version must match AssemblyVersion in Mockups->AssemblyInfo.cs
Assert.AreEqual("1.42.3.5", version, "Version");
}
public void InstrumentTypeToSecurityType_Futures_Test()
{
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
InstrumentType instrType = InstrumentType.Futures;
SecurityType secType = new SecurityType();
bool result = Helpers.InstrumentTypeToSecurityType(instrType, out secType);
Assert.IsTrue(result, "returns true");
Assert.AreEqual(SecurityType.Future, secType);
}
public void ConnectTest()
{
Mock<IBClient> mockIBClient = new Mock<IBClient>();
Factory.mockIBClient = mockIBClient.Object;
Mock<UserProviderWrapper> userProvider = new Mock<UserProviderWrapper>();
Factory.userProviderWrapper = userProvider.Object;
// make ibclient.IConnected work correctly
bool isConnected = false;
mockIBClient.Setup(ib => ib.Connected).Returns(() => isConnected);
mockIBClient.Setup(ib => ib.Connect("MyTestHost", 6543, 9876)).Callback(() => isConnected = true);
// other calls
mockIBClient.Setup(ib => ib.ServerVersion).Returns(42);
mockIBClient.Setup(ib => ib.TwsConnectionTime).Returns("03:04:05 2011-11-08");
// Invoke ibclient Events (Callbacks)
mockIBClient.Setup(ib => ib.RequestManagedAccts())
.Raises(ib => ib.ManagedAccounts += null,
new ManagedAccountsEventArgs("U111,U222"));
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
target.Hostname = "MyTestHost";
target.ClientId = 9876;
target.Port = 6543;
target.Connect(); // Act
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("START.* Initialize.*")));
logger.Verify(log => log.AddLog(LoggerLevel.Information, It.IsRegex("=== StingrayOQ V .* started ===")));
// CheckTWS
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("START.* CheckTWS.*")));
// openConnection
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("START.* openConnection.*")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, "new IBClient"));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, "Connect"));
mockIBClient.Verify(ib => ib.Connect("MyTestHost", 6543, 9876));
mockIBClient.Verify(ib => ib.RequestManagedAccts());
logger.Verify(log => log.AddLog(LoggerLevel.Information, It.IsRegex("2 Accounts found")));
// RequestAccount Updates
mockIBClient.Verify(ib => ib.RequestAccountUpdates(true, "U111"));
mockIBClient.Verify(ib => ib.RequestAccountUpdates(true, "U222"));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("Request account updates for U111")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("Request account updates for U222")));
// Request Open Orders
mockIBClient.Verify(ib => ib.RequestOpenOrders());
// Request IDs
mockIBClient.Verify(ib => ib.RequestIds(1));
logger.Verify(
log =>
log.AddLog(LoggerLevel.Information,
It.IsRegex("Connected, Server Version = 42, Connection Time = 03:04:05 2011-11-08")));
// EmitConncted
userProvider.Verify(up => up.EmitConnected());
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("END.* openConnection.*")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("END.* CheckTWS.*")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("END.* Initialize.*")));
// never saw an error?
logger.Verify(log => log.AddLog(LoggerLevel.Error, It.IsAny<string>()), Times.Never(),
"unexpected error log");
// State
Assert.IsTrue(target.IsConnected, "IsConnected");
Assert.IsTrue(target.TWSConnected, "TWSConnected");
}
public void ConnectTest()
{
Mock <IBClient> mockIBClient = new Mock <IBClient>();
Factory.mockIBClient = mockIBClient.Object;
Mock <UserProviderWrapper> userProvider = new Mock <UserProviderWrapper>();
Factory.userProviderWrapper = userProvider.Object;
// make ibclient.IConnected work correctly
bool isConnected = false;
mockIBClient.Setup(ib => ib.Connected).Returns(() => isConnected);
mockIBClient.Setup(ib => ib.Connect("MyTestHost", 6543, 9876)).Callback(() => isConnected = true);
// other calls
mockIBClient.Setup(ib => ib.ServerVersion).Returns(42);
mockIBClient.Setup(ib => ib.TwsConnectionTime).Returns("03:04:05 2011-11-08");
// Invoke ibclient Events (Callbacks)
mockIBClient.Setup(ib => ib.RequestManagedAccts())
.Raises(ib => ib.ManagedAccounts += null,
new ManagedAccountsEventArgs("U111,U222"));
StingrayOQ_Accessor target = new StingrayOQ_Accessor();
target.Hostname = "MyTestHost";
target.ClientId = 9876;
target.Port = 6543;
target.Connect(); // Act
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("START.* Initialize.*")));
logger.Verify(log => log.AddLog(LoggerLevel.Information, It.IsRegex("=== StingrayOQ V .* started ===")));
// CheckTWS
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("START.* CheckTWS.*")));
// openConnection
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("START.* openConnection.*")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, "new IBClient"));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, "Connect"));
mockIBClient.Verify(ib => ib.Connect("MyTestHost", 6543, 9876));
mockIBClient.Verify(ib => ib.RequestManagedAccts());
logger.Verify(log => log.AddLog(LoggerLevel.Information, It.IsRegex("2 Accounts found")));
// RequestAccount Updates
mockIBClient.Verify(ib => ib.RequestAccountUpdates(true, "U111"));
mockIBClient.Verify(ib => ib.RequestAccountUpdates(true, "U222"));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("Request account updates for U111")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("Request account updates for U222")));
// Request Open Orders
mockIBClient.Verify(ib => ib.RequestOpenOrders());
// Request IDs
mockIBClient.Verify(ib => ib.RequestIds(1));
logger.Verify(
log =>
log.AddLog(LoggerLevel.Information,
It.IsRegex("Connected, Server Version = 42, Connection Time = 03:04:05 2011-11-08")));
// EmitConncted
userProvider.Verify(up => up.EmitConnected());
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("END.* openConnection.*")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("END.* CheckTWS.*")));
logger.Verify(log => log.AddLog(LoggerLevel.Detail, It.IsRegex("END.* Initialize.*")));
// never saw an error?
logger.Verify(log => log.AddLog(LoggerLevel.Error, It.IsAny <string>()), Times.Never(),
"unexpected error log");
// State
Assert.IsTrue(target.IsConnected, "IsConnected");
Assert.IsTrue(target.TWSConnected, "TWSConnected");
}
