public ArbitrageSettings()
: this(SerialIntegerFactory.Make(),
new List <StrategyHeader>(),
new List <StrategyHeader>(),
new SpreadSettings())
{
}
public Order(Signal signal, int timeToLiveSeconds)
: this(SerialIntegerFactory.Make(), BrokerDateTime.Make(DateTime.Now), signal.Strategy.Portfolio, signal.Strategy.Symbol, signal.TradeAction, signal.OrderType, signal.Amount, signal.Limit, signal.Stop)
{
this.Signal = signal;
this.SignalId = signal.Id;
this.ExpirationDate = BrokerDateTime.Make(DateTime.Now).AddSeconds(timeToLiveSeconds);
}
public OrderCancellationRequest(Order order, string description)
{
this.Id = SerialIntegerFactory.Make();
this.OrderId = order.Id;
this.Order = order;
this.Description = description;
this.DateTime = BrokerDateTime.Make(DateTime.Now);
}
public OrderCancellationConfirmation(Order order, DateTime cancelDate, string description)
{
this.Id = SerialIntegerFactory.Make();
this.OrderId = order.Id;
this.Order = order;
this.Description = description;
this.DateTime = cancelDate;
}
public SMASettings(StrategyHeader strategyHeader, int periodFast, int periodSlow)
{
this.Id = SerialIntegerFactory.Make();
this.Strategy = strategyHeader;
this.StrategyId = strategyHeader.Id;
this.PeriodFast = periodFast;
this.PeriodSlow = periodSlow;
}
public OrderRejection(Order order, DateTime rejectionDate, string description)
{
this.Id = SerialIntegerFactory.Make();
this.DateTime = rejectionDate;
this.OrderId = order.Id;
this.Order = order;
this.Description = description;
}
public OrderCancellationFailedNotification(Order order, DateTime failedDate, string description)
{
this.Id = SerialIntegerFactory.Make();
this.DateTime = failedDate;
this.Description = description;
this.Order = order;
this.OrderId = order.Id;
}
public void SerialInteger_Values_Are_Not_Equals()
{
int first = SerialIntegerFactory.Make();
int second = SerialIntegerFactory.Make();
Assert.AreNotEqual(first, second);
Assert.IsTrue(first + 1 == second);
}
/// <summary>
/// NoTest
/// </summary>
/// <param name="strategyHeader">strategyHeader</param>
/// <param name="symbol">symbol</param>
/// <param name="interval">Длительность бара</param>
/// <param name="period">Количество баров</param>
/// <param name="barType">Тип бара</param>
public BarSettings(StrategyHeader strategyHeader, string symbol, int interval, int period, DataModelType barType)
{
this.Id = SerialIntegerFactory.Make();
this.Symbol = symbol;
this.Interval = interval;
this.Period = period;
this.StrategyId = strategyHeader.Id;
this.Strategy = strategyHeader;
this.BarType = barType;
}
public MoveOrder(Order order, double price, DateTime date, string description)
{
this.Id = SerialIntegerFactory.Make();
this.DateTime = date;
this.Order = order;
this.OrderId = order.Id;
this.Price = price;
this.DeliveryDate = DateTime.MinValue;
this.MoveDate = DateTime.MinValue;
this.Description = description;
}
public OrderMoveRequest(Order order, double limitPrice, double stopPrice, string description)
{
this.Id = SerialIntegerFactory.Make();
this.Order = order;
this.OrderId = order.Id;
this.DateTime = BrokerDateTime.Make(DateTime.Now);
this.LimitPrice = limitPrice;
this.StopPrice = stopPrice;
this.Description = description;
this.DeliveryDate = DateTime.MinValue;
this.ExpirationDate = this.DateTime.AddSeconds(60);
this.FaultDate = DateTime.MinValue;
this.FaultDescription = string.Empty;
}
private BidAsk MakeBidAsk(UpdateBidAsk src)
{
return(new BidAsk {
Symbol = src.Symbol,
Row = src.Row,
NRows = src.NRows,
Bid = src.Bid,
BidSize = src.BidSize,
Ask = src.Ask,
AskSize = src.AskSize,
DateTime = BrokerDateTime.Make(DateTime.Now),
Id = SerialIntegerFactory.Make()
});
}
//public Signal(StrategyHeader strategyHeader, DateTime date, TradeAction action, OrderType type, double price, double stop, double limit, long? barId = null, Bar bar = null)
public Signal(StrategyHeader strategyHeader, DateTime date, TradeAction action, OrderType type, double price, double stop, double limit, long barDateId, Bar bar)
{
this.Id = SerialIntegerFactory.Make();
this.StrategyId = strategyHeader.Id;
this.Strategy = strategyHeader;
this.DateTime = date;
this.TradeAction = action;
this.OrderType = type;
this.Amount = strategyHeader.Amount;
this.Price = price;
this.Stop = stop;
this.Limit = limit;
this.BarDateId = barDateId;
this.Bar = bar;
}
public Trade(Order order, string portfolio, string symbol, double price, double amount, DateTime date)
{
this.Id = SerialIntegerFactory.Make();
this.Portfolio = portfolio;
this.Symbol = symbol;
this.Price = price;
this.Amount = amount;
this.DateTime = date;
this.Order = order;
if (order != null)
{
this.OrderId = order.Id;
}
}
public void Order_IsClosePosition()
{
RawOrder order = new RawOrder
{
Portfolio = "PRTF",
Symbol = "SBER",
Action = SmartCOM3Lib.StOrder_Action.StOrder_Action_Sell,
Type = SmartCOM3Lib.StOrder_Type.StOrder_Type_Market,
Validity = SmartCOM3Lib.StOrder_Validity.StOrder_Validity_Day,
Price = 0,
Amount = 1,
Stop = 0,
Cookie = SerialIntegerFactory.Make()
};
Assert.IsFalse(order.RequestsOpenPosition());
Assert.IsTrue(order.RequestsClosePosition());
}
public void UpdateQuotesOnBidAsk_handle_add_records_for_registered_symbol()
{
BidAsk bidAskOne = new BidAsk {
Id = SerialIntegerFactory.Make(), Symbol = "RTS-9.13_FT", DateTime = BrokerDateTime.Make(DateTime.Now), Row = 0, NRows = 10, Ask = 150010, AskSize = 300, Bid = 150000, BidSize = 100
};
this.tradingData.Get <ObservableCollection <BidAsk> >().Add(bidAskOne);
double resultBidPrice = storage.GetBidPrice(bidAskOne.Symbol, 0);
double resultBidVolume = storage.GetBidVolume(bidAskOne.Symbol, 0);
double resultOfferPrice = storage.GetOfferPrice(bidAskOne.Symbol, 0);
double resultOfferVolume = storage.GetOfferVolume(bidAskOne.Symbol, 0);
Assert.AreEqual(bidAskOne.Bid, resultBidPrice);
Assert.AreEqual(bidAskOne.BidSize, resultBidVolume);
Assert.AreEqual(bidAskOne.Ask, resultOfferPrice);
Assert.AreEqual(bidAskOne.AskSize, resultOfferVolume);
}
public void SerialIntegerFactory_Makes_Value_Greater_Than_Zero()
{
int cookie = SerialIntegerFactory.Make();
Assert.IsTrue(cookie > 0);
}
public Position(string portfolio, string symbol, double amount)
: this(SerialIntegerFactory.Make(), portfolio, symbol, amount)
{
}
public Order(Signal signal)
: this(SerialIntegerFactory.Make(), BrokerDateTime.Make(DateTime.Now), signal.Strategy.Portfolio, signal.Strategy.Symbol, signal.TradeAction, signal.OrderType, signal.Amount, signal.Limit, signal.Stop)
{
this.Signal = signal;
this.SignalId = signal.Id;
}
public Order()
{
this.Id = SerialIntegerFactory.Make();
this.ExpirationDate = new FortsTradingSchedule().SessionEnd;
}
