public void test_markExeProcessed()
{
IAppStrategyManager stgManager = getStgManager();
IAppOrderManager orderManager = new AppOrderManager(stgManager);
ExecutionMessage exeMessage = getExeMessage_for_Sell3Contract();
String execId = exeMessage.Execution.ExecId;
Assert.IsFalse(orderManager.ProcessedExecution.ContainsKey(execId));
orderManager.markExeProcessed(execId);
Assert.IsTrue(orderManager.ProcessedExecution.ContainsKey(execId));
}
public void test_addAppOrUpdateOrder()
{
IAppOrderManager orderManager = new AppOrderManager(getStgManager());
IAppOrder appOrder = createOrder_for_addAppOrUpdateOrder();
orderManager.addAppOrUpdateOrder(appOrder);
IAppOrder retAppOrder = orderManager.AppOrderStore[appOrder.OrderId];
Assert.IsNotNull(retAppOrder);
Assert.AreEqual(appOrder.OrderId, retAppOrder.OrderId);
}
public void test_isExecutionProcessed()
{
IAppStrategyManager stgManager = getStgManager();
IAppOrderManager orderManager = new AppOrderManager(stgManager);
ExecutionMessage exeMessage = getExeMessage_for_Sell3Contract();
String execId = exeMessage.Execution.ExecId;
Assert.IsFalse(orderManager.isExecutionProcessed(execId));
orderManager.ProcessedExecution.AddOrUpdate(execId, execId, (key, oldValue) => oldValue);
Assert.IsTrue(orderManager.isExecutionProcessed(execId));
}
public void test_addOpenAppOrder()
{
IAppStrategyManager stgManager = getStgManager();
IAppOrderManager orderManager = new AppOrderManager(stgManager);
IAppOrder appOrder = createOrder_for_addAppOrUpdateOrder();
int stgIndex = 2;
orderManager.addOpenAppOrder(stgIndex, appOrder);
String[] stgNames = stgManager.getStgNames();
List <IAppOrder> lstStgOpenOrders = orderManager.StoreStgOpenOrders[stgNames[stgIndex]];
IAppOrder retAppOrder = lstStgOpenOrders[lstStgOpenOrders.Count - 1];
Assert.IsNotNull(retAppOrder);
Assert.AreEqual(appOrder.OrderId, retAppOrder.OrderId);
}
public void test_updateAppOrderExecution()
{
IAppStrategyManager stgManager = getStgManager();
IAppOrderManager orderManager = new AppOrderManager(stgManager);
IAppOrder appOrder = createOrder_Sell3Contract();
orderManager.AppOrderStore.AddOrUpdate(appOrder.OrderId, appOrder, (key, oldValue) => oldValue);
ExecutionMessage exeMessage = getExeMessage_for_Sell3Contract();
orderManager.updateAppOrderExecution(exeMessage);
IAppOrder retAppOrder = orderManager.AppOrderStore[appOrder.OrderId];
IAppExecution appExe = retAppOrder.Executions[0];
Assert.AreEqual(1, retAppOrder.Executions.Count);
Assert.AreEqual(23000, appExe.AvgPrice);
Assert.AreEqual("1102", appExe.ExecId);
Assert.AreEqual(3, appExe.ExeShare);
Assert.AreEqual("2015-11-11 01:07:01", appExe.LastExecTime);
Assert.AreEqual(1001, appExe.OrderId);
Assert.AreEqual(AppConstant.SELL_SIGNAL, appExe.Side);
}
public void test_addOrderRecordToRepositry()
{
IAppStrategyManager stgManager = getStgManager();
IAppOrderManager orderManager = new AppOrderManager(stgManager);
IAppOrder appOrder = createOrder_Sell3Contract();
Order order = appOrder.IBOrder;
String strOrderId = order.OrderId.ToString();
OrderRecord orderR = new OrderRecord();
orderR.orderId = order.OrderId;
orderR.sno = appOrder.StratgeyShortName;
orderR.orderTime = new DateTime(2015, 12, 11, 03, 03, 10);
Assert.IsFalse(orderManager.OrderRepositry.ContainsKey(strOrderId));
orderManager.addOrderRecordToRepositry(strOrderId, orderR);
Assert.IsTrue(orderManager.OrderRepositry.ContainsKey(strOrderId));
OrderRecord retOrderR = orderManager.OrderRepositry[strOrderId];
Assert.AreEqual(order.OrderId, retOrderR.orderId);
Assert.AreEqual(orderR.orderTime, retOrderR.orderTime);
Assert.AreEqual(appOrder.StratgeyShortName, retOrderR.sno);
}
public void test_updatePosition()
{
List <IAppExecution> lstExecution = createExecution_for_updatePosition();
IAppStrategyManager stgManager = getStgManager();
IAppOrderManager orderManager = new AppOrderManager(stgManager);
int stgIndex = 2;
int numExe = 5;
int[] accBuyQ = new int[numExe];
int[] accSellQ = new int[numExe];
int[] netQ = new int[numExe];
double[] accBuyMoney = new double[numExe];
double[] accSellMoney = new double[numExe];
double[] totalPnL = new double[numExe];
accBuyQ[0] = 0;
accSellQ[0] = 6;
netQ[0] = -6;
accBuyMoney[0] = 0;
accSellMoney[0] = 6 * 22100;
totalPnL[0] = 0;
accBuyQ[1] = 3;
accSellQ[1] = 6;
netQ[1] = -3;
accBuyMoney[1] = 3 * 22000;
accSellMoney[1] = 6 * 22100;
totalPnL[1] = 0;
accBuyQ[2] = 6;
accSellQ[2] = accSellQ[1];
netQ[2] = 0;
accBuyMoney[2] = accBuyMoney[1] + 3 * 21900;
accSellMoney[2] = accSellMoney[1];
totalPnL[2] = 6 * 22100 - (3 * 22000 + 3 * 21900);
accBuyQ[3] = 7;
accSellQ[3] = accSellQ[2];
netQ[3] = 1;
accBuyMoney[3] = accBuyMoney[2] + 23000;
accSellMoney[3] = accSellMoney[2];
totalPnL[3] = totalPnL[2];
accBuyQ[4] = accBuyQ[3];
accSellQ[4] = 7;
netQ[4] = 0;
accBuyMoney[4] = accBuyMoney[3];
accSellMoney[4] = accSellMoney[3] + 23500;
totalPnL[4] = totalPnL[3] + (23500 - 23000);
orderManager.updatePosition(stgIndex, lstExecution[0]);
String[] stgNames = stgManager.getStgNames();
String stgName = stgNames[stgIndex];
AppPosition position = orderManager.StoreStgPositions[stgName];
Assert.AreEqual(accSellQ[0], position.AccSellQ);
Assert.AreEqual(accSellMoney[0], position.AccSellMoney);
Assert.AreEqual(netQ[0], position.NetQ);
orderManager.updatePosition(stgIndex, lstExecution[1]);
Assert.AreEqual(accBuyQ[1], position.AccBuyQ);
Assert.AreEqual(accBuyMoney[1], position.AccBuyMoney);
Assert.AreEqual(netQ[1], position.NetQ);
Assert.AreEqual(totalPnL[1], position.TotalPnL);
orderManager.updatePosition(stgIndex, lstExecution[2]);
Assert.AreEqual(accBuyQ[2], position.AccBuyQ);
Assert.AreEqual(accBuyMoney[2], position.AccBuyMoney);
Assert.AreEqual(netQ[2], position.NetQ);
Assert.AreEqual(totalPnL[2], position.TotalPnL);
orderManager.updatePosition(stgIndex, lstExecution[3]);
Assert.AreEqual(accBuyQ[3], position.AccBuyQ);
Assert.AreEqual(accBuyMoney[3], position.AccBuyMoney);
Assert.AreEqual(netQ[3], position.NetQ);
Assert.AreEqual(totalPnL[3], position.TotalPnL);
orderManager.updatePosition(stgIndex, lstExecution[4]);
Assert.AreEqual(accSellQ[4], position.AccSellQ);
Assert.AreEqual(accSellMoney[4], position.AccSellMoney);
Assert.AreEqual(netQ[4], position.NetQ);
Assert.AreEqual(totalPnL[4], position.TotalPnL);
}
