Exemple #1
0
        public void SymbolSettings_ToString_test()
        {
            DateTime expirationDate = new DateTime(2013, 12, 16);

            SymbolSettings ss =
                new SymbolSettings("RTS-12.13_FT",
                                   "RIZ3",
                                   "Фьючерсный контракт на Индекс РТС",
                                   "Фьючерс",
                                   5,
                                   1,
                                   6.37572,
                                   10,
                                   expirationDate,
                                   35,
                                   149020);

            string result = String.Format("SymbolSettings: {0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10}",
                                          ss.Name,
                                          ss.ShortName,
                                          ss.Description,
                                          ss.Type,
                                          ss.PricePrecision,
                                          ss.LotSize,
                                          ss.MinStepPrice,
                                          ss.MinPriceStep,
                                          ss.ExpirationDate,
                                          ss.DaysBeforeExpiration,
                                          ss.LastPrice);

            Assert.AreEqual(result, ss.ToString());
        }
Exemple #2
0
        public void SymbolSettings_constructor_test()
        {
            SymbolSettings ss =
                new SymbolSettings("RTS-12.13_FT",
                                   "RIZ3",
                                   "Фьючерсный контракт на Индекс РТС",
                                   "Фьючерс",
                                   5,
                                   1,
                                   6.37572,
                                   10,
                                   new DateTime(2013, 12, 16),
                                   35,
                                   149020);

            Assert.IsInstanceOfType(ss, typeof(INamed));
            Assert.IsInstanceOfType(ss, typeof(IMutable <SymbolSettings>));
            Assert.AreEqual("RTS-12.13_FT", ss.Name);
            Assert.AreEqual("RIZ3", ss.ShortName);
            Assert.AreEqual("Фьючерсный контракт на Индекс РТС", ss.Description);
            Assert.AreEqual("Фьючерс", ss.Type);
            Assert.AreEqual(5, ss.PricePrecision);
            Assert.AreEqual(1, ss.LotSize);
            Assert.AreEqual(6.37572, ss.MinStepPrice);
            Assert.AreEqual(10, ss.MinPriceStep);
            Assert.AreEqual(new DateTime(2013, 12, 16), ss.ExpirationDate);
            Assert.AreEqual(35, ss.DaysBeforeExpiration);
            Assert.AreEqual(149020, ss.LastPrice);
        }
Exemple #3
0
        private void stServer_AddSymbol(int row, int nrows, string symbol, string short_name, string long_name, string type, int decimals, int lot_size, double punkt, double step, string sec_ext_id, string sec_exch_name, DateTime expiryDate, double days_before_expiry, double strike)
        {
            SymbolSettings item = new SymbolSettings(symbol, short_name, long_name, type, decimals, lot_size, punkt, step, expiryDate, days_before_expiry, strike);

            this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, получен {2}",
                                          BrokerDateTime.Make(DateTime.Now),
                                          this.GetType().Name,
                                          item.ToString()));

            this.symbolsData.Get <HashSetOfNamedMutable <SymbolSettings> >().Add(item);
        }
        public void SymbolsDataProvider_SymbolSettings_update_Arrived()
        {
            this.binder.Bind();
            Assert.AreEqual(0, this.symbolsDataContext.Get <IEnumerable <SymbolSettings> >().Count());

            this.stServer.EmulateSymbolSettingsArrival(1,
                                                       3000,
                                                       "RTS-12.13_FT",
                                                       "RIZ3",
                                                       "Фьючерсный контракт на Индекс РТС",
                                                       "Фьючерс",
                                                       5,
                                                       1,
                                                       6.37572,
                                                       10,
                                                       "isin",
                                                       "exchg",
                                                       new DateTime(2013, 12, 16),
                                                       35,
                                                       149020);

            Assert.AreEqual(1, this.symbolsDataContext.Get <IEnumerable <SymbolSettings> >().Count());

            this.stServer.EmulateSymbolSettingsArrival(1,
                                                       3000,
                                                       "RTS-12.13_FT",
                                                       "RIZ3",
                                                       "Фьючерсный контракт на Индекс РТС",
                                                       "Фьючерс",
                                                       5,
                                                       1,
                                                       6.37578,
                                                       10,
                                                       "isin",
                                                       "exchg",
                                                       new DateTime(2013, 12, 16),
                                                       34,
                                                       149020);

            Assert.AreEqual(1, this.symbolsDataContext.Get <IEnumerable <SymbolSettings> >().Count());

            SymbolSettings item = this.symbolsDataContext.Get <IEnumerable <SymbolSettings> >().First();

            Assert.AreEqual("RTS-12.13_FT", item.Name);
            Assert.AreEqual(6.37578, item.MinStepPrice);

            this.binder.Unbind();
        }
Exemple #5
0
        public void SymbolSettings_ignore_Update_test()
        {
            SymbolSettings ss =
                new SymbolSettings("RTS-12.13_FT",
                                   "RIZ3",
                                   "Фьючерсный контракт на Индекс РТС",
                                   "Фьючерс",
                                   5,
                                   1,
                                   6.37572,
                                   10,
                                   new DateTime(2013, 12, 16),
                                   35,
                                   149020);

            ss.Update(new SymbolSettings("Si-12.13_FT",
                                         "SiZ3",
                                         "Фьючерсный контракт на курс доллар США - российский рубль",
                                         "Фьючерс",
                                         5,
                                         1000,
                                         1,
                                         1,
                                         new DateTime(2013, 12, 16),
                                         35,
                                         32149));

            Assert.AreEqual("RTS-12.13_FT", ss.Name);
            Assert.AreEqual("RIZ3", ss.ShortName);
            Assert.AreEqual("Фьючерсный контракт на Индекс РТС", ss.Description);
            Assert.AreEqual("Фьючерс", ss.Type);
            Assert.AreEqual(5, ss.PricePrecision);
            Assert.AreEqual(1, ss.LotSize);
            Assert.AreEqual(6.37572, ss.MinStepPrice);
            Assert.AreEqual(10, ss.MinPriceStep);
            Assert.AreEqual(new DateTime(2013, 12, 16), ss.ExpirationDate);
            Assert.AreEqual(35, ss.DaysBeforeExpiration);
            Assert.AreEqual(149020, ss.LastPrice);
        }
Exemple #6
0
        public void SymbolSettings_Update_test()
        {
            SymbolSettings ss =
                new SymbolSettings("RTS-12.13_FT",
                                   "RIZ3",
                                   "Фьючерсный контракт на Индекс РТС",
                                   "Фьючерс",
                                   5,
                                   1,
                                   6.37572,
                                   10,
                                   new DateTime(2013, 12, 16),
                                   35,
                                   149020);

            ss.Update(new SymbolSettings("RTS-12.13_FT",
                                         "RIZ3",
                                         "Фьючерсный контракт на Индекс РТС",
                                         "Фьючерс",
                                         5,
                                         1,
                                         6.38358,
                                         10,
                                         new DateTime(2013, 12, 16),
                                         34,
                                         150050));

            Assert.AreEqual("RTS-12.13_FT", ss.Name);
            Assert.AreEqual("RIZ3", ss.ShortName);
            Assert.AreEqual("Фьючерсный контракт на Индекс РТС", ss.Description);
            Assert.AreEqual("Фьючерс", ss.Type);
            Assert.AreEqual(5, ss.PricePrecision);
            Assert.AreEqual(1, ss.LotSize);
            Assert.AreEqual(6.38358, ss.MinStepPrice);
            Assert.AreEqual(10, ss.MinPriceStep);
            Assert.AreEqual(new DateTime(2013, 12, 16), ss.ExpirationDate);
            Assert.AreEqual(34, ss.DaysBeforeExpiration);
            Assert.AreEqual(150050, ss.LastPrice);
        }