public void RoundTurn2()
{
TransactionPairs fourTicksRTs = fourTicksStrategy.Performance.ComboTrades;
TransactionPairs fullTicksRTs = fullTicksStrategy.Performance.ComboTrades;
int i = 2;
TransactionPair fourRT = fourTicksRTs[i];
TransactionPair fullRT = fullTicksRTs[i];
double fourEntryPrice = Math.Round(fourRT.EntryPrice, 2).Round();
double fullEntryPrice = Math.Round(fullRT.EntryPrice, 2).Round();
Assert.AreEqual(fourEntryPrice, fullEntryPrice, "Entry Price for Trade #" + i);
Assert.AreEqual(fourRT.ExitPrice, fullRT.ExitPrice, "Exit Price for Trade #" + i);
}
public void VerifyRoundTurn(int pairNum,
string expectedEntryTime,
double expectedEntryPrice,
string expectedExitTime,
double expectedExitPrice)
{
TransactionPairs transactionPairs = strategy.Performance.ComboTrades;
Assert.Greater(transactionPairs.Count, pairNum);
TransactionPair pair = transactionPairs[pairNum];
TimeStamp expEntryTime = new TimeStamp(expectedEntryTime);
Assert.AreEqual(expEntryTime, pair.EntryTime, "Pair " + pairNum + " Entry");
Assert.AreEqual(expectedEntryPrice, pair.EntryPrice, "Pair " + pairNum + " Entry");
Assert.AreEqual(new TimeStamp(expectedExitTime), pair.ExitTime, "Pair " + pairNum + " Exit");
Assert.AreEqual(expectedExitPrice, pair.ExitPrice, "Pair " + pairNum + " Exit");
double direction = pair.Direction;
}
public void CompareAllRoundTurns()
{
try {
var result = true;
TransactionPairs fourTicksRTs = fourTicksStrategy.Performance.ComboTrades;
TransactionPairs fullTicksRTs = fullTicksStrategy.Performance.ComboTrades;
for (int i = 0; i < fourTicksRTs.Count && i < fullTicksRTs.Count; i++)
{
TransactionPair fourRT = fourTicksRTs[i];
TransactionPair fullRT = fullTicksRTs[i];
double fourEntryPrice = Math.Round(fourRT.EntryPrice, 2).Round();
double fullEntryPrice = Math.Round(fullRT.EntryPrice, 2).Round();
if (fourEntryPrice != fullEntryPrice || fourRT.ExitPrice != fullRT.ExitPrice)
{
log.Error("Expected " + fullRT + " but was " + fourRT);
result = false;
}
}
Assert.IsTrue(result, "trade mismatches. See log file.");
} catch {
testFailed = true;
throw;
}
}
