public void fuse_max()
{
BtcPrice.SetPrice(2000);
Contract c = new Contract
{
Id = 1,
Name = "1",
Code = "1",
ExcutePrice = 2100,
ContractType = ContractType.期权,
OptionType = OptionType.认购期权
};
ContractFuse cf = new ContractFuse(c);
cf.Handle(new Deal {
Price = 300
});
Assert.AreEqual(600, cf.MaxPrice);
Assert.AreEqual(150, cf.MinPrice);
Assert.AreEqual(false, cf.IsFusing);
cf.Handle(new Deal {
Price = 700
});
Assert.AreEqual(true, cf.IsFusing);
Order o1 = new Order {
Price = 700, Direction = TradeDirectType.卖, OrderType = OrderType.开仓
};
var r1 = cf.ShouldAccept(o1);
Assert.AreEqual(true, r1);
Order o2 = new Order {
Price = 70, Direction = TradeDirectType.卖, OrderType = OrderType.开仓
};
var r2 = cf.ShouldAccept(o2);
Assert.AreEqual(false, r2);
Order o3 = new Order {
Price = 700, Direction = TradeDirectType.买, OrderType = OrderType.开仓
};
var r3 = cf.ShouldAccept(o3);
Assert.AreEqual(false, r3);
Order o4 = new Order {
Price = 70, Direction = TradeDirectType.买, OrderType = OrderType.开仓
};
var r4 = cf.ShouldAccept(o4);
Assert.AreEqual(true, r4);
}
public void accept_max_test_2()
{
BtcPrice.SetPrice(2000);
Contract c = new Contract
{
Id = 1,
Name = "1",
Code = "1",
ExcutePrice = 2100,
ContractType = ContractType.期权,
OptionType = OptionType.认购期权
};
ContractFuse cf = new ContractFuse(c);
cf.Handle(new Deal {
Price = 300
});
Order o = new Order {
Price = 70, Direction = TradeDirectType.买, OrderType = OrderType.开仓
};
var r = cf.ShouldAccept(o);
Assert.AreEqual(true, r);
}
public void handle_deal_test()
{
BtcPrice.SetPrice(2000);
Contract c = new Contract {
Id = 1, Name = "1", Code = "1", ExcutePrice = 2100, ContractType = ContractType.期权,
OptionType = OptionType.认购期权
};
ContractFuse cf = new ContractFuse(c);
cf.Handle(new Deal {
Price = 300
});
Assert.AreEqual(600, cf.MaxPrice);
Assert.AreEqual(150, cf.MinPrice);
Assert.AreEqual(false, cf.IsFusing);
}