public void Common_FortsTradingSchedule_ClearingEnd_It_Is_Not_TimeToTrade() { DateTime dateTime = new DateTime(2013, 2, 15, 18, 59, 59); ITradingSchedule tradingSchedule = new FortsTradingSchedule(); Assert.IsFalse(tradingSchedule.ItIsTimeToTrade(dateTime)); }
public void Common_FortsTradingSchedule_After_Clearing_ItIsTimeToTrade() { DateTime dateTime = new DateTime(2013, 2, 15, 19, 0, 0); ITradingSchedule tradingSchedule = new FortsTradingSchedule(); Assert.IsTrue(tradingSchedule.ItIsTimeToTrade(dateTime)); }
public void Common_FortsTradingSchedule_PreClearingBegin_It_Is_Not_TimeToTrade() { DateTime dateTime = new DateTime(2013, 2, 15, 14, 0, 0); ITradingSchedule tradingSchedule = new FortsTradingSchedule(); Assert.IsFalse(tradingSchedule.ItIsTimeToTrade(dateTime)); }
public void Common_FortsTradingSchedule_It_Is_Not_DateToTrade() { DateTime dateTime = new DateTime(2013, 2, 16, 11, 0, 0); ITradingSchedule tradingSchedule = new FortsTradingSchedule(); Assert.IsFalse(tradingSchedule.ItIsTimeToTrade(dateTime)); }
public void Common_FortsTradingSchedule_EndOfSession_It_Is_Not_TimeToTrade() { DateTime dateTime = new DateTime(2013, 2, 15, 23, 50, 0); ITradingSchedule tradingSchedule = new FortsTradingSchedule(); Assert.IsFalse(tradingSchedule.ItIsTimeToTrade(dateTime)); }
public void Common_FortsTradingSchedule_SessionEnd_test() { DateTime nowDate = DateTime.Now; DateTime sessionEnd = new DateTime(nowDate.Year, nowDate.Month, nowDate.Day, 23, 0, 0); //DateTime sessionEnd = new DateTime(nowDate.Year, nowDate.Month, nowDate.Day, 19, 0, 0); ITradingSchedule fortsSchedule = new FortsTradingSchedule(); if (nowDate.Hour >= 19) { Assert.AreEqual(sessionEnd.AddDays(1), fortsSchedule.SessionEnd); } else { Assert.AreEqual(sessionEnd, fortsSchedule.SessionEnd); } }
public void ByDefault_Order_Expires_At_Midnight() { Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Market, 149000, 0, 0); Order order = new Order(signal); Assert.AreEqual(this.strategyHeader.Portfolio, order.Portfolio); Assert.AreEqual(this.strategyHeader.Symbol, order.Symbol); Assert.AreEqual(signal.TradeAction, order.TradeAction); Assert.AreEqual(signal.OrderType, order.OrderType); Assert.AreEqual(0, order.Price); Assert.AreEqual(10, order.Amount); Assert.AreEqual(0, order.Stop); Assert.AreEqual(signal, order.Signal); Assert.AreEqual(signal.Id, order.SignalId); ITradingSchedule tradingSchedule = new FortsTradingSchedule(); Assert.AreEqual(tradingSchedule.SessionEnd, order.ExpirationDate); }