public static ArbitrationRun CreateArbitrationRun()
{
ArbitrationRun returnRun = new ArbitrationRun();
returnRun.PersistToDb();
//If there was a problem saving the opportunity to the db.
if (returnRun.Id == null)
{
throw new Exception();
}
return(returnRun);
}
public void ArbitrationRunHydrateTest()
{
ArbitrationRun testRun = new ArbitrationRun();
//Arbitraty values for test run
bool useAnx = true;
bool useBtce = true;
bool useBitstamp = true;
bool useBitX = true;
bool useCoinbase = true;
bool useItBit = true;
bool useKraken = true;
bool useOkCoin = true;
bool useBitfinex = true;
decimal minimumProfit = 0.11m;
int seachIntervalMilliseconds = 28;
decimal maxBtcTradeAmount = 0.123654m;
decimal maxFiatTradeAmount = 120.28m;
OpportunitySelectionType opportunitySelectionMethod = OpportunitySelectionType.MostProfitableWithPercentRestriction;
decimal? exchangeBaseCurrencyPercentageRestriction = 0.15m;
string logFileName = "blahblahblah.csv";
ArbitrationMode arbitrationMode = ArbitrationMode.Simulation;
TransferMode transferMode = TransferMode.RollupOnTrades;
FiatType fiatType = FiatType.Eur;
int? rollupNumber = 2;
int? rollupHours = 2;
int roundsRequiredForValidation = 2;
DateTime startDateTime = new DateTime(2015, 08, 02, 14, 36, 42);
DateTime endDateTime = new DateTime(2015, 08, 02, 14, 36, 42);
try
{
//Create and save an arbitary arbitration run
testRun.UseAnx = useAnx;
testRun.UseBitfinex = useBitfinex;
testRun.UseBitstamp = useBitstamp;
testRun.UseBitX = useBitX;
testRun.UseBtce = useBtce;
testRun.UseCoinbase = useCoinbase;
testRun.UseItBit = useItBit;
testRun.UseKraken = useKraken;
testRun.UseOkCoin = useOkCoin;
testRun.MinimumProfit = minimumProfit;
testRun.SeachIntervalMilliseconds = seachIntervalMilliseconds;
testRun.MaxBtcTradeAmount = maxBtcTradeAmount;
testRun.MaxFiatTradeAmount = maxFiatTradeAmount;
testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentageRestriction;
testRun.LogFileName = logFileName;
testRun.ArbitrationMode = arbitrationMode;
testRun.TransferMode = transferMode;
testRun.RollupNumber = rollupNumber;
testRun.RollupHours = rollupHours;
testRun.StartDateTime = startDateTime;
testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
testRun.EndDateTime = endDateTime;
testRun.FiatType = fiatType;
testRun.PersistToDb();
//Hyrdate the run that was just created
ArbitrationRun hydratedRun = ArbitrationRun.GetArbitrationRunFromDbById(testRun.Id.Value);
Assert.IsTrue(hydratedRun.UseAnx == useAnx);
Assert.IsTrue(hydratedRun.UseBitfinex == useBitfinex);
Assert.IsTrue(hydratedRun.UseBitstamp == useBitstamp);
Assert.IsTrue(hydratedRun.UseBitX == useBitX);
Assert.IsTrue(hydratedRun.UseBtce == useBtce);
Assert.IsTrue(hydratedRun.UseCoinbase == useCoinbase);
Assert.IsTrue(hydratedRun.UseItBit == useItBit);
Assert.IsTrue(hydratedRun.UseKraken == useKraken);
Assert.IsTrue(hydratedRun.UseOkCoin == useOkCoin);
Assert.IsTrue(hydratedRun.MinimumProfit == minimumProfit);
Assert.IsTrue(hydratedRun.SeachIntervalMilliseconds == seachIntervalMilliseconds);
Assert.IsTrue(hydratedRun.MaxBtcTradeAmount == maxBtcTradeAmount);
Assert.IsTrue(hydratedRun.MaxFiatTradeAmount == maxFiatTradeAmount);
Assert.IsTrue(hydratedRun.OpportunitySelectionMethod == opportunitySelectionMethod);
Assert.IsTrue(hydratedRun.ExchangeBaseCurrencyPercentageRestriction == exchangeBaseCurrencyPercentageRestriction);
Assert.IsTrue(hydratedRun.LogFileName == logFileName);
Assert.IsTrue(hydratedRun.ArbitrationMode == arbitrationMode);
Assert.IsTrue(hydratedRun.TransferMode == transferMode);
Assert.IsTrue(hydratedRun.RollupNumber == rollupNumber);
Assert.IsTrue(hydratedRun.RollupHours == rollupHours);
Assert.IsTrue(hydratedRun.RoundsRequiredForValidation == roundsRequiredForValidation);
Assert.IsTrue(hydratedRun.FiatType == fiatType);
Assert.IsTrue(DateTime.Compare(hydratedRun.StartDateTime.Value, startDateTime) == 0);
Assert.IsTrue(DateTime.Compare(hydratedRun.EndDateTime.Value, endDateTime) == 0);
//This fields are populated in the persist method, so they don't have a predetermiend value. Just ensure that they have any value
Assert.IsTrue(hydratedRun.CreateDateTime != null);
Assert.IsTrue(hydratedRun.LastModifiedDateTime != null);
//Test that the nullable fields hyrdate correctly when null:
exchangeBaseCurrencyPercentageRestriction = null;
rollupNumber = null;
rollupHours = null;
testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentageRestriction;
testRun.RollupNumber = rollupNumber;
testRun.RollupHours = rollupHours;
testRun.PersistToDb();
hydratedRun = ArbitrationRun.GetArbitrationRunFromDbById(testRun.Id.Value);
Assert.IsTrue(hydratedRun.ExchangeBaseCurrencyPercentageRestriction == exchangeBaseCurrencyPercentageRestriction);
Assert.IsTrue(hydratedRun.RollupNumber == rollupNumber);
Assert.IsTrue(hydratedRun.RollupHours == rollupHours);
}
finally
{
//Remove test data from the database
if (testRun.Id != null)
{
TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
}
}
}
public void PersistArbitrationRun()
{
//Variables for arbitrary arbitration run values
bool useAnx = false;
bool useBitfinex = true;
bool useBitstamp = false;
bool useBitX = false;
bool useBtce = false;
bool useItBit = true;
bool useKraken = true;
bool useOkCoin = false;
bool useCoinbase = true;
decimal minProfit = 0.12m;
OpportunitySelectionType opportunitySelectionMethod = OpportunitySelectionType.MostProfitableWithPercentRestriction;
ArbitrationMode mode = ArbitrationMode.Simulation;
TransferMode transferMode = TransferMode.OnTime;
FiatType fiatType = FiatType.Eur;
int? rollupTradeNumber = null;
decimal? rollupHours = null;
decimal? exchangeBaseCurrencyPercentRestriction = 0.34m;
int searchInterval = 20;
int roundsRequiredForValidation = 5;
decimal maxBtc = 47.49684435m;
decimal maxFiat = 984.41m;
string logFile = "C:\\temp\\hunterOutput.csv";
DateTime startTime = DateTime.Now;
ArbitrationRun testRun = new ArbitrationRun();
try
{
testRun.UseAnx = useAnx;
testRun.UseBitfinex = useBitfinex;
testRun.UseBitstamp = useBitstamp;
testRun.UseBitX = useBitX;
testRun.UseBtce = useBtce;
testRun.UseCoinbase = useCoinbase;
testRun.UseItBit = useItBit;
testRun.UseKraken = useKraken;
testRun.UseOkCoin = useOkCoin;
testRun.MinimumProfit = minProfit;
testRun.SeachIntervalMilliseconds = searchInterval;
testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
testRun.MaxBtcTradeAmount = maxBtc;
testRun.MaxFiatTradeAmount = maxFiat;
testRun.LogFileName = logFile;
testRun.StartDateTime = startTime;
testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentRestriction;
testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
testRun.ArbitrationMode = mode;
testRun.TransferMode = transferMode;
testRun.RollupNumber = rollupTradeNumber;
testRun.RollupHours = rollupHours;
testRun.FiatType = fiatType;
//Now that the arbitration run has been set up, save it to the db.
testRun.PersistToDb();
//Ensure an id was set after the initial insert
Assert.IsTrue(testRun.Id != null);
string insertFetchSql = string.Format("" +
"select " +
" ID, " +
" CREATE_DATETIME, " +
" LAST_MODIFIED_DATETIME " +
"from " +
" ARBITRATION_RUN " +
"where " +
" ID = {0} and " +
" USE_ANX = {1} and " +
" USE_BITFINEX = {2} and " +
" USE_BITSTAMP = {3} and " +
" USE_BITX = {4} and " +
" USE_BTCE = {5} and " +
" USE_COINBASE = {6} and " +
" USE_ITBIT = {7} and " +
" USE_KRAKEN = {8} and " +
" USE_OKCOIN = {9} and " +
" MINIMUM_PROFIT_FOR_TRADE = {10} and " +
" SEARCH_INTERVAL_MILLISECONDS = {11} and " +
" MAX_BTC_FOR_TRADE = {12} and " +
" MAX_FIAT_FOR_TRADE = {13} and " +
" LOG_FILE = '{14}' and " +
" START_DATETIME = '{15}' and " +
" OPPORTUNITY_SELECTION_METHOD = '{16}' and " +
" MODE = '{17}' and " +
" EXCHANGE_BASE_CURRENCY_PERCENTAGE_RESTRICTION = {18} and " +
" TRANSFER_MODE = '{19}' and " +
" ROUNDS_REQUIRED_FOR_VALIDATION = {20} and " +
" ROLLUP_TRADE_NUMBER IS NULL and " +
" ROLLUP_HOURS IS NULL and " +
" FIAT_TYPE = '{21}'", testRun.Id.Value, useAnx ? 1 : 0, useBitfinex ? 1 : 0, useBitstamp ? 1 : 0, useBitX ? 1 : 0, useBtce ? 1 : 0, useCoinbase ? 1 : 0, useItBit ? 1 : 0, useKraken ? 1 : 0, useOkCoin ? 1 : 0, minProfit, searchInterval, maxBtc, maxFiat, logFile, startTime.ToString("yyy-MM-dd HH:mm:ss"), opportunitySelectionMethod, mode, exchangeBaseCurrencyPercentRestriction, transferMode, roundsRequiredForValidation, fiatType);
//Ensure all the values were properly inserted.
DataTable result = DatabaseManager.ExecuteQuery(insertFetchSql);
Assert.IsTrue(result != null && Convert.ToInt32(result.Rows[0]["ID"]) == testRun.Id.Value);
//Create some bogus dates for CREATE_DATETIME and LAST_MODIFIED_DATETIME
DateTime createDateTime = new DateTime(2014, 1, 1, 13, 25, 05);
DateTime lastModifiedDateTime = new DateTime(2014, 1, 1, 13, 25, 05);
//In order to test that CREATE_DATETIME and LAST_MODIFIED_DATETIME behave properly on updates, need to put some bogus data in there:
DatabaseManager.ExecuteNonQuery(string.Format("update ARBITRATION_RUN set CREATE_DATETIME = '{0}', LAST_MODIFIED_DATETIME = '{1}' where ID = {2}", createDateTime.ToString("yyy-MM-dd HH:mm:ss"), lastModifiedDateTime.ToString("yyy-MM-dd HH:mm:ss"), testRun.Id.Value));
useAnx = true;
useBitstamp = true;
useBtce = true;
useItBit = false;
useBitfinex = false;
useBitX = true;
useKraken = true;
useOkCoin = false;
useCoinbase = false;
minProfit = 98.15m;
searchInterval = 85;
maxBtc = 228m;
maxFiat = 5412m;
startTime = DateTime.Now;
opportunitySelectionMethod = OpportunitySelectionType.MostProfitableOpportunity;
exchangeBaseCurrencyPercentRestriction = null;
mode = ArbitrationMode.Live;
transferMode = TransferMode.RollupOnTrades;
rollupTradeNumber = 3;
rollupHours = 2.54m;
roundsRequiredForValidation = 8;
fiatType = FiatType.Usd;
testRun.UseAnx = useAnx;
testRun.UseBitfinex = useBitfinex;
testRun.UseBitstamp = useBitstamp;
testRun.UseBitX = useBitX;
testRun.UseBtce = useBtce;
testRun.UseCoinbase = useCoinbase;
testRun.UseItBit = useItBit;
testRun.UseKraken = useKraken;
testRun.UseOkCoin = useOkCoin;
testRun.MinimumProfit = minProfit;
testRun.SeachIntervalMilliseconds = searchInterval;
testRun.MaxBtcTradeAmount = maxBtc;
testRun.MaxFiatTradeAmount = maxFiat;
testRun.LogFileName = logFile;
testRun.StartDateTime = startTime;
testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentRestriction;
testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
testRun.ArbitrationMode = mode;
testRun.TransferMode = transferMode;
testRun.RollupNumber = rollupTradeNumber;
testRun.RollupHours = rollupHours;
testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
testRun.FiatType = fiatType;
testRun.PersistToDb();
string updateFetchSql = string.Format("" +
"select " +
" ID, " +
" CREATE_DATETIME, " +
" LAST_MODIFIED_DATETIME " +
"from " +
" ARBITRATION_RUN " +
"where " +
" ID = {0} and " +
" USE_ANX = {1} and " +
" USE_BITFINEX = {2} and " +
" USE_BITSTAMP = {3} and " +
" USE_BITX = {4} and " +
" USE_BTCE = {5} and " +
" USE_COINBASE = {6} and " +
" USE_ITBIT = {7} and " +
" USE_KRAKEN = {8} and " +
" USE_OKCOIN = {9} and " +
" MINIMUM_PROFIT_FOR_TRADE = {10} and " +
" SEARCH_INTERVAL_MILLISECONDS = {11} and " +
" MAX_BTC_FOR_TRADE = {12} and " +
" MAX_FIAT_FOR_TRADE = {13} and " +
" LOG_FILE = '{14}' and " +
" START_DATETIME = '{15}' and " +
" OPPORTUNITY_SELECTION_METHOD = '{16}' and " +
" MODE = '{17}' and " +
" EXCHANGE_BASE_CURRENCY_PERCENTAGE_RESTRICTION is NULL and " +
" TRANSFER_MODE = '{18}' and " +
" ROLLUP_TRADE_NUMBER = {19} and " +
" ROLLUP_HOURS = {20} and " +
" ROUNDS_REQUIRED_FOR_VALIDATION = {21} and " +
" FIAT_TYPE = '{22}'", testRun.Id.Value, useAnx ? 1 : 0, useBitfinex ? 1 : 0, useBitstamp ? 1 : 0, useBitX ? 1 : 0, useBtce ? 1 : 0, useCoinbase ? 1 : 0, useItBit ? 1 : 0, useKraken ? 1 : 0, useOkCoin ? 1 : 0, minProfit, searchInterval, maxBtc, maxFiat, logFile, startTime.ToString("yyy-MM-dd HH:mm:ss"), opportunitySelectionMethod, mode, transferMode, rollupTradeNumber, rollupHours, roundsRequiredForValidation, fiatType);
result = DatabaseManager.ExecuteQuery(updateFetchSql);
//Ensure a record was found with all the updated values
Assert.IsTrue(result != null);
//Ensure the CREATE_DATETIME is the same, but the LAST_MODIFIED_DATETIME is different
Assert.IsTrue(createDateTime == (DateTime)result.Rows[0]["CREATE_DATETIME"]);
Assert.IsTrue(lastModifiedDateTime != (DateTime)result.Rows[0]["LAST_MODIFIED_DATETIME"]);
}
finally
{
//Remove test data from the database
if (testRun.Id != null)
{
TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
}
}
}