Exemple #1
0
        // this method is called by the UI to display buy/sell recommendations
        public StrategySummary getSummary(string symbolName)
        {
            StrategySummary s = new StrategySummary();

            s.SymbolName = symbolName;

            if (_signals.ContainsKey(symbolName))
            {
                s.AsOf          = DateTime.Now;
                s.CurrentSignal = _signals[symbolName];
            }
            return(s);
        }
        public void AddQuoteAndCheckSignal()
        {
            ThreeDucksStrategy tds = new ThreeDucksStrategy();

            tds.startWatching("GOOG");
            QuoteMessage q = new QuoteMessage();

            q.SymbolName = "GOOG";
            q.timestamp  = DateTime.Now;
            q.Price      = 10;
            tds.NewQuote(q);

            StrategySummary s = tds.getSummary("GOOG");

            Assert.AreEqual("GOOG", s.SymbolName);
            Assert.IsNotNull(s.AsOf);
            Assert.AreEqual(StrategySignal.None, s.CurrentSignal);
        }
        public void TestForSellSignal()
        {
            Dictionary <string, string> settings = new Dictionary <string, string>();

            settings.Add("FIRST_DUCK_SECONDS", "1");
            settings.Add("SECOND_DUCK_SECONDS", "1");
            settings.Add("THIRD_DUCK_SECONDS", "1");
            settings.Add("MOVING_AVERAGE_WINDOW", "2");

            ThreeDucksStrategy tds = new ThreeDucksStrategy(settings);

            tds.startWatching("GOOG");

            QuoteMessage q1 = new QuoteMessage(10, new DateTime(2013, 06, 13, 0, 0, 1), "GOOG");
            QuoteMessage q2 = new QuoteMessage(5, new DateTime(2013, 06, 13, 0, 0, 2), "GOOG");

            tds.NewQuote(q1);
            tds.NewQuote(q2);

            StrategySummary result = tds.getSummary("GOOG");

            Assert.AreEqual(StrategySignal.Sell, result.CurrentSignal);
        }