public void NamedIds()
{
IdTracker idt = new IdTracker();
idt.SendDebugEvent+=new TradeLink.API.DebugDelegate(Console.WriteLine);
idt.isMagicIdOnMaxName = false;
const string sym = "TST";
// get an id
string id1 = "my market entry";
string id2 = "my limit entry";
string id3 = "my exit";
var entry = new MarketOrder(sym, 100, idt[id1]);
var lmt = new LimitOrder(sym, 100, 11, idt[id2]);
var exit = new StopOrder(sym, 100, 9, idt[id3]);
// verify they are unique
Assert.AreNotEqual(entry.id, lmt.id, "entry market and limit should not match");
Assert.AreNotEqual(exit.id, lmt.id, "exit and entry limit should not match");
// make sure they always return the same value
var c1 = idt[id1];
var c2 = idt[id2];
var c3 = idt[id3];
Assert.AreEqual(c1, entry.id, id1 + " id changed");
Assert.AreEqual(c2, lmt.id, id2 + " id changed");
Assert.AreEqual(c3, exit.id, id3+" id changed");
// test resetting
idt[id3] = 0;
var newc3 = idt[id3];
Assert.AreNotEqual(newc3, c3, id3 + " did not change after a reset");
// request it again, should be same
var newc3compare = idt[id3];
Assert.AreEqual(newc3, newc3compare, id3 + " changed after a read request");
}
public void FillBidAskPartial()
{
PapertradeTracker ptt = new PapertradeTracker();
PositionTracker pt = new PositionTracker();
ptt.UseBidAskFills = true;
ptt.GotFillEvent += new FillDelegate(pt.GotFill);
foreach (bool side in new bool[] { true, false })
{
pt.Clear();
Order o = new MarketOrder("IBM", side, 1000);
int size = o.size;
o.id = 1;
ptt.sendorder(o);
Tick k = TickImpl.NewQuote("IBM", 100, 101, 400, 400, "", "");
ptt.newTick(k); // partial fill
ptt.newTick(k); // partial fill
ptt.newTick(k); // partial fill, completed
Expect(pt["IBM"].Size, Is.EqualTo(size));
}
}
public void MaxNamedAssigns()
{
IdTracker idt = new IdTracker();
// set defaults
idt.MaxNamedAssigns = 1;
idt.isMagicIdOnMaxName = true;
idt.SendDebugEvent += new TradeLink.API.DebugDelegate(Console.WriteLine);
const string sym = "TST";
// get an id
string id1 = "my market entry";
//var newc1 = idt[sym, id1];
var entry = new MarketOrder(sym, 100, idt[sym, id1]);
// verify # of assigns
Assert.AreEqual(1, idt.AssignCount(id1, sym), "wrong assignment count 1");
// request it again, should be zero
var newc1compare = idt[sym, id1];
Assert.AreEqual(idt.MagicId, newc1compare, id1 + " was not an invalid id (#1)");
// verify # of assigns
Assert.AreEqual(1, idt.AssignCount(id1, sym), "wrong assignment count 2");
// override it
Assert.AreEqual(entry.id, idt[sym, id1, false], "override failed");
Assert.AreNotEqual(idt.MagicId, idt[sym, id1, false], "override failed");
// change default fires
idt.MaxNamedAssigns = 2;
// fire again
newc1compare = idt[sym, id1];
// verify # of assigns
Assert.AreEqual(2, idt.AssignCount(id1, sym), "wrong assignment count 3");
Assert.AreNotEqual(entry.id, newc1compare, " was not unique");
Assert.AreNotEqual(idt.MagicId, newc1compare, " should not be magic id");
// fire again to hit the max
var denied = idt[sym, id1];
// verify # of assigns
Assert.AreEqual(2, idt.AssignCount(id1, sym), "wrong assignment count 4");
Assert.AreEqual(idt.MagicId, denied, id1 + " was not an invalid id (#2)");
// change default
idt.isMagicIdOnMaxName = false;
var final = idt[sym, id1];
Assert.AreEqual(2, idt.AssignCount(id1, sym), "wrong assignment count 5");
Assert.AreEqual(final, newc1compare, id1 + " changed after a read request");
// reset it to get a new id
idt.Reset(sym, id1);
var resetfinal = idt[sym,id1];
var resetfinaloverride = idt[sym, id1, false];
Assert.AreNotEqual(idt.MagicId, resetfinal, "no id after reset");
Assert.AreNotEqual(idt.MagicId, resetfinaloverride, "no overriden id after reset");
Assert.AreNotEqual(final, resetfinal, "no change in id after reset");
Assert.AreNotEqual(resetfinaloverride, resetfinal, "no change in overriden id after reset");
}
public void SymbolNamedIds()
{
IdTracker idt = new IdTracker();
idt.isMagicIdOnMaxName = false;
idt.SendDebugEvent += new TradeLink.API.DebugDelegate(Console.WriteLine);
const string sym = "TST";
const string sym2 = "BST";
// get an id
string id1 = "my market entry";
var entry = new MarketOrder(sym, 100, idt[sym,id1]);
var entry2 = new MarketOrder(sym, 100, idt[sym2, id1]);
// verify they are unique
Assert.AreNotEqual(entry.id, entry2.id, "different symbol entries should not match");
// make sure they always return the same value
var c1 = idt[sym,id1];
var c1_2 = idt[sym2,id1];
Assert.AreEqual(c1, entry.id, id1 + " id changed");
// test resetting
idt[sym,id1] = 0;
var newc1 = idt[sym,id1];
Assert.AreNotEqual(newc1, c1, id1 + " did not change after a reset");
// request it again, should be same
var newc1compare = idt[sym,id1];
Assert.AreEqual(newc1, newc1compare, id1 + " changed after a read request");
// test fetching idname from id
Assert.AreEqual(idt.idname(sym,id1), idt.getidname(newc1compare));
Assert.AreEqual(IdTracker.UNKNOWN_IDNAME, idt.getidname(2));
}
public void DayFill()
{
Broker broker = new Broker();
const string s = "TST";
OrderImpl day = new MarketOrder(s, true, 200);
broker.SendOrderStatus(day);
TickImpl openingTick = TickImpl.NewTrade(s, Util.ToTLDate(DateTime.Now), Util.TL2FT(9, 30, 00), 9, 10000, "NYS");
TickImpl endMornTick = TickImpl.NewTrade(s, Util.ToTLDate(DateTime.Now), Util.TL2FT(12, 00, 00), 9, 10000, "NYS");
TickImpl endLunchTick = TickImpl.NewTrade(s, Util.ToTLDate(DateTime.Now), Util.TL2FT(14, 15, 00), 9, 10000, "NYS");
TickImpl closingTick = TickImpl.NewTrade(s, Util.ToTLDate(DateTime.Now), Util.TL2FT(16, 00, 00), 9, 10000, "NYS");
int c;
c = broker.Execute(openingTick); Assert.AreEqual(1, c); // should execute on first received tick
c = broker.Execute(endMornTick); Assert.AreEqual(0, c);
c = broker.Execute(endLunchTick); Assert.AreEqual(0, c);
c = broker.Execute(closingTick); Assert.AreEqual(0, c);
}