public void OnPrice_NotPriceSignal__ReturnsFalse()
{
SignalSelector.OnPrice(new Signal()
{
Type = SignalType.EnterOnOpen
}, StockPricesDataUtils.CreatePricesData(0, 0, 0, 0), 0).ShouldBeFalse();
}
public void OnClose_CloseSignal__ReturnsTrue()
{
SignalSelector.OnClose(new Signal()
{
Type = SignalType.EnterOnClose
}, StockPricesDataUtils.CreatePricesData(0, 0, 0, 0), 0).ShouldBeTrue();
}
public void OnStopHit_NotCloseOnPrice__ReturnsFalse()
{
ClosingPositionSelector.OnStopHit(new Position()
{
CloseMode = PositionCloseMode.OnClose
}, StockPricesDataUtils.CreatePricesData(0, 0, 0, 0), 0).ShouldBeFalse();
}
public void OnClose_CloseOnClose__ReturnsTrue()
{
ClosingPositionSelector.OnClose(new Position()
{
CloseMode = PositionCloseMode.OnClose
}, StockPricesDataUtils.CreatePricesData(0, 0, 0, 0), 0).ShouldBeTrue();
}
public void OnPrice(PositionDir positionDir, float price, float expected)
{
OpenPriceSelector.OnPrice(
new Signal()
{
Direction = positionDir, Price = price
},
StockPricesDataUtils.CreatePricesData(10, 100, 5, 20),
0).ShouldBe(expected);
}
public void OnStopHit(PositionDir positionDir, float price, float expected)
{
ClosePriceSelector.OnStopHit(
new Position()
{
Direction = positionDir, CloseModePrice = price
},
StockPricesDataUtils.CreatePricesData(10, 100, 5, 20),
0).ShouldBe(expected);
}
public void OnPrice(PositionDir positionDir, float price, bool expected)
{
SignalSelector.OnPrice(
new Signal()
{
Type = SignalType.EnterOnPrice, Direction = positionDir, Price = price
},
StockPricesDataUtils.CreatePricesData(0, 100, 50, 0),
0).ShouldBe(expected);
}
public void OnStopHit(PositionDir positionDir, float closeModePrice, bool expected)
{
ClosingPositionSelector.OnStopHit(
new Position()
{
Direction = positionDir, CloseMode = PositionCloseMode.OnStopHit, CloseModePrice = closeModePrice
},
StockPricesDataUtils.CreatePricesData(0, 100, 50, 0),
0).ShouldBe(expected);
}
public void OnClose__ReturnsClosePrice()
{
OpenPriceSelector.OnClose(new Signal(), StockPricesDataUtils.CreatePricesData(0, 0, 0, 10), 0).ShouldBe(10);
}
public void OnOpen__ReturnsOpenPrice()
{
OpenPriceSelector.OnOpen(new Signal(), StockPricesDataUtils.CreatePricesData(10, 0, 0, 0), 0).ShouldBe(10);
}
public void OnClose__ReturnsClosePrice()
{
ClosePriceSelector.OnClose(new Position(), StockPricesDataUtils.CreatePricesData(0, 0, 0, 10), 0).ShouldBe(10);
}
public void OnOpen__ReturnsOpenPrice()
{
ClosePriceSelector.OnOpen(new Position(), StockPricesDataUtils.CreatePricesData(10, 0, 0, 0), 0).ShouldBe(10);
}