void TestKtbSkelProcess_Exiting_Constructor_Raw(ProcessController_KtbSkel controller)
{
RawMarketData spotRmd = RmdManager.Ins().KtbSpot.GetData(controller.Parent.SpotCode);
RawMarketData futureRmd = RmdManager.Ins().Future.GetData(controller.Parent.FutureCode);
spotRmd = spotRmd.Clone() as RawMarketData;
futureRmd = futureRmd.Clone() as RawMarketData;
spotRmd.BidPrice1 = 8888F;
spotRmd.AskPrice1 = 8889F;
futureRmd.BidPrice1 = 107.01F;
futureRmd.AskPrice1 = 107.02F;
IInOutPolicy exitPolicy = new OutPolicy();
ProcessState_EnterExit process = new ProcessState_EnterExit(
1.0F,
controller,
10,
spotRmd,
futureRmd,
exitPolicy,
false);
ProcessState_EnterExit_Accessor acc = new ProcessState_EnterExit_Accessor(new PrivateObject(process));
Assert.AreEqual(acc._enterExitPolicy.GetInOutType(), InOutType.OutType);
}
IProcessState_KtbSkel CheckAnd_Out(double indicator, RawMarketData spotRmd, RawMarketData futureRmd)
{
Position_KtbSkel position = _stack.Peek();
if (position == null)
{
return this;
}
if (_monitorExit.IsExitChance(position, spotRmd, futureRmd))
{
long exitNotional = GetTargetNotional_Out(
indicator, position.SignedSpotCount, spotRmd, futureRmd);
if (exitNotional >= 10)
{
//Exit
IInOutPolicy outPolicy = new OutPolicy();
logger.Info("KtbSkel State from default --> exiting.");
return new ProcessState_EnterExit(
indicator,
_parent,
exitNotional,
spotRmd,
futureRmd,
outPolicy,
!_unittestVersion);
}
}
return this;
}
