public void GetLastOrder()
{
// Last order
Assert.IsNull(emptyRecord.GetLastOrder());
Assert.AreEqual(Order.buyAt(7, Decimals.NaN, Decimals.NaN), openedRecord.GetLastOrder());
Assert.AreEqual(Order.sellAt(8, Decimals.NaN, Decimals.NaN), closedRecord.GetLastOrder());
// Last BUY order
Assert.IsNull(emptyRecord.GetLastOrder(OrderType.BUY));
Assert.AreEqual(Order.buyAt(7, Decimals.NaN, Decimals.NaN), openedRecord.GetLastOrder(OrderType.BUY));
Assert.AreEqual(Order.buyAt(7, Decimals.NaN, Decimals.NaN), closedRecord.GetLastOrder(OrderType.BUY));
// Last SELL order
Assert.IsNull(emptyRecord.GetLastOrder(OrderType.SELL));
Assert.AreEqual(Order.sellAt(3, Decimals.NaN, Decimals.NaN), openedRecord.GetLastOrder(OrderType.SELL));
Assert.AreEqual(Order.sellAt(8, Decimals.NaN, Decimals.NaN), closedRecord.GetLastOrder(OrderType.SELL));
}
public override bool IsSatisfied(int index, ITradingRecord tradingRecord)
{
bool satisfied = false;
// No trading history, no need to wait
if (tradingRecord != null)
{
Order lastOrder = tradingRecord.GetLastOrder(_orderType);
if (lastOrder != null)
{
int currentNumberOfBars = index - lastOrder.getIndex();
satisfied = currentNumberOfBars >= _numberOfBars;
}
}
traceIsSatisfied(index, satisfied);
return(satisfied);
}
