void TestSweeper_BondArb_NR_Running(MonitorEnter_BondArb_Accessor me, Sweeper_BondArb sweeper) { Sweeper_BondArb_Accessor accessor = new Sweeper_BondArb_Accessor(new PrivateObject(sweeper)); Assert.AreEqual(accessor._bDone, false); SweepUnitTemplate longSweepUnitTemplate = accessor._sweepUnitLong; SweepUnitTemplate_Accessor longSweepUnitTemplate_Accessor = new SweepUnitTemplate_Accessor(new PrivateObject(longSweepUnitTemplate)); SweepUnitContext_Bond_Long longContext = longSweepUnitTemplate_Accessor.Context as SweepUnitContext_Bond_Long; SweepUnitContext_Bond_Long_Accessor longContext_Accessor = new SweepUnitContext_Bond_Long_Accessor(new PrivateObject(longContext)); SweepUnitTemplate shortSweepUnitTemplate = accessor._sweepUnitShort; SweepUnitTemplate_Accessor shortSweepUnitTemplate_Accessor = new SweepUnitTemplate_Accessor(new PrivateObject(shortSweepUnitTemplate)); SweepUnitContext_Bond_Short shortContext = shortSweepUnitTemplate_Accessor.Context as SweepUnitContext_Bond_Short; SweepUnitContext_Bond_Short_Accessor shortContext_Accessor = new SweepUnitContext_Bond_Short_Accessor(new PrivateObject(shortContext)); // 1. 소액 25,000,000 체결 POrder initLongOrder0 = longContext_Accessor._initOrders[0]; // 주문번호 0 initLongOrder0.OrderNumber = 0; initLongOrder0.Update(25 * CommonConst._1_000_000, 5000, false); Assert.AreEqual(initLongOrder0.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder0), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 25000000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 1); initLongOrder0.Update(50 * CommonConst._1_000_000, 5000, false); Assert.AreEqual(initLongOrder0.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder0), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 50000000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 2); initLongOrder0.Update(200 * CommonConst._1_000_000, 5000, false); Assert.AreEqual(initLongOrder0.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder0), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 200 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 3); POrder balanceOrder0 = shortContext_Accessor.RealOrdersShort[0]; POrder balanceOrder1 = shortContext_Accessor.RealOrdersShort[1]; POrder balanceOrder2 = shortContext_Accessor.RealOrdersShort[2]; balanceOrder0.OrderNumber = 0; balanceOrder1.OrderNumber = 0; balanceOrder2.OrderNumber = 0; // balance order Assert.AreEqual(balanceOrder0.Code, _kDoosanCode_Retail); Assert.AreEqual(balanceOrder0.LongShort, TradingDirection.Short); Assert.AreEqual(balanceOrder0.ReqCount, 25 * CommonConst._1_000_000); Assert.AreEqual(balanceOrder0.ReqPrice, 15000); // balance order 25,000,000 체결시킨다 balanceOrder0.Update(25 * CommonConst._1_000_000, 15000, true); // 4. Sweep 테스트를 진행한다. longSweepUnitTemplate_Accessor.CurState = SweepUnitTemplate.StateEnum._2_WaitUntilGotAllOrderNumber; shortSweepUnitTemplate_Accessor.CurState = SweepUnitTemplate.StateEnum._2_WaitUntilGotAllOrderNumber; Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._3_WaitUntilCancelAllOrders); Assert.AreEqual(shortSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._3_WaitUntilCancelAllOrders); initLongOrder0.UpdateCancelMessage(initLongOrder0.ReqCount - initLongOrder0.ContractedCount); balanceOrder0.UpdateCancelMessage(balanceOrder0.ReqCount - balanceOrder0.ContractedCount); balanceOrder1.UpdateCancelMessage(balanceOrder1.ReqCount - balanceOrder1.ContractedCount); balanceOrder2.UpdateCancelMessage(balanceOrder2.ReqCount - balanceOrder2.ContractedCount); Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._4_WaitingRunSign); Assert.AreEqual(shortSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._4_WaitingRunSign); Assert.AreEqual(longContext_Accessor.CurSignedTargetCount, 300 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.CurSignedTargetCount, (-1) * 300 * CommonConst._1_000_000); //Resume Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longContext_Accessor.CurSignedTargetCount, 200 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.CurSignedTargetCount, (-1) * 200 * CommonConst._1_000_000); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._7_Done); POrder sweepOrder = shortContext_Accessor.RealOrdersShort[3]; Assert.AreEqual(sweepOrder.ReqCount, 175 * CommonConst._1_000_000); Assert.AreEqual(sweepOrder.Code, _kDoosanCode_Retail); Assert.AreEqual(sweepOrder.LongShort, TradingDirection.Short); Assert.AreEqual(sweepOrder.ReqPrice, 15000); Assert.AreEqual(shortSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._6_MonitorRequestedSweepOrders); Timer_Accessor mute_Accessor = new Timer_Accessor(new PrivateObject(shortSweepUnitTemplate_Accessor._mute)); // 더이상 On이 풀리지 않는다. Assert.AreEqual(mute_Accessor.m_end > DateTime.Now.AddHours(1), true); // 여기서 많이 불러봐도 소용없다. Assert.AreEqual(sweeper.Run(), false); sweepOrder.Update(100 * CommonConst._1_000_000, 15000, false); Assert.AreEqual(sweeper.Run(), false); sweepOrder.Update(175 * CommonConst._1_000_000, 15000, true); Assert.AreEqual(sweeper.Run(), true); }
void TestSweeper_BondArb_SN_Running(MonitorEnter_BondArb_Accessor me, Sweeper_BondArb sweeper) { Sweeper_BondArb_Accessor accessor = new Sweeper_BondArb_Accessor(new PrivateObject(sweeper)); Assert.AreEqual(accessor._bDone, false); SweepUnitTemplate longSweepUnitTemplate = accessor._sweepUnitLong; SweepUnitTemplate_Accessor longSweepUnitTemplate_Accessor = new SweepUnitTemplate_Accessor(new PrivateObject(longSweepUnitTemplate)); SweepUnitContext_Bond_Long longContext = longSweepUnitTemplate_Accessor.Context as SweepUnitContext_Bond_Long; SweepUnitContext_Bond_Long_Accessor longContext_Accessor = new SweepUnitContext_Bond_Long_Accessor(new PrivateObject(longContext)); SweepUnitTemplate shortSweepUnitTemplate = accessor._sweepUnitShort; SweepUnitTemplate_Accessor shortSweepUnitTemplate_Accessor = new SweepUnitTemplate_Accessor(new PrivateObject(shortSweepUnitTemplate)); SweepUnitContext_Bond_Short shortContext = shortSweepUnitTemplate_Accessor.Context as SweepUnitContext_Bond_Short; SweepUnitContext_Bond_Short_Accessor shortContext_Accessor = new SweepUnitContext_Bond_Short_Accessor(new PrivateObject(shortContext)); // 1. 소액 25,000,000 체결 POrder initLongOrder0 = longContext_Accessor._initOrders[0]; // 주문번호 0 initLongOrder0.OrderNumber = 0; initLongOrder0.Update(25 * CommonConst._1_000_000, 5000, false); Assert.AreEqual(initLongOrder0.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder0), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), 0); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 0); initLongOrder0.Update(50 * CommonConst._1_000_000, 5000, true); Assert.AreEqual(initLongOrder0.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder0), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), 0); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 0); POrder initLongOrder1 = longContext_Accessor._initOrders[1]; initLongOrder1.OrderNumber = 0; initLongOrder1.Update(25 * CommonConst._1_000_000, 5000, false); Assert.AreEqual(initLongOrder1.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder1), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), 0); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 0); initLongOrder1.Update(49999000, 5000, false); Assert.AreEqual(initLongOrder1.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder1), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), 0); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 0); // 1억째 되었다 initLongOrder1.Update(50 * CommonConst._1_000_000, 5000, true); Assert.AreEqual(initLongOrder1.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder1), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 100 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 1); POrder initLongOrder2 = longContext_Accessor._initOrders[2]; initLongOrder2.OrderNumber = 0; initLongOrder2.Update(50 * CommonConst._1_000_000, 5000, true); Assert.AreEqual(initLongOrder2.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder2), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 100 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 1); POrder initLongOrder3 = longContext_Accessor._initOrders[3]; initLongOrder3.OrderNumber = 0; initLongOrder3.Update(49999000, 5000, false); Assert.AreEqual(initLongOrder3.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder3), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 100 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 1); initLongOrder3.Update(50000000, 5000, true); Assert.AreEqual(initLongOrder3.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder3), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 200 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 2); // balance order POrder balanceOrder1 = shortContext_Accessor.RealOrdersShort[0]; Assert.AreEqual(balanceOrder1.Code, _kHousingBondCode_Normal); Assert.AreEqual(balanceOrder1.LongShort, TradingDirection.Short); Assert.AreEqual(balanceOrder1.ReqCount, 100 * CommonConst._1_000_000); Assert.AreEqual(balanceOrder1.ReqPrice, 15000); POrder balanceOrder2 = shortContext_Accessor.RealOrdersShort[1]; Assert.AreEqual(balanceOrder2.Code, _kHousingBondCode_Normal); Assert.AreEqual(balanceOrder2.LongShort, TradingDirection.Short); Assert.AreEqual(balanceOrder2.ReqCount, 100 * CommonConst._1_000_000); Assert.AreEqual(balanceOrder2.ReqPrice, 15000); // 2. 일반을 79,900,000만큼 체결시킨다. balanceOrder1.Update(79900 * CommonConst._1_000, 5000, false); Assert.AreEqual(balanceOrder1.ShortCutTargetOfContractCallBack.Contract_CallBack(balanceOrder1), true); // 4. Sweep 테스트를 진행한다. longSweepUnitTemplate_Accessor.CurState = SweepUnitTemplate.StateEnum._2_WaitUntilGotAllOrderNumber; shortSweepUnitTemplate_Accessor.CurState = SweepUnitTemplate.StateEnum._2_WaitUntilGotAllOrderNumber; balanceOrder1.OrderNumber = 0; balanceOrder2.OrderNumber = 0; POrder initLongOrder4 = longContext_Accessor._initOrders[4]; POrder initLongOrder5 = longContext_Accessor._initOrders[5]; initLongOrder4.OrderNumber = 0; initLongOrder5.OrderNumber = 0; Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._3_WaitUntilCancelAllOrders); Assert.AreEqual(shortSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._3_WaitUntilCancelAllOrders); initLongOrder4.Update(CommonConst._1_000, 5000, false); initLongOrder4.UpdateCancelMessage(initLongOrder4.ReqCount - CommonConst._1_000); initLongOrder5.UpdateCancelMessage(initLongOrder5.ReqCount); balanceOrder1.UpdateCancelMessage(balanceOrder1.ReqCount - balanceOrder1.ContractedCount); balanceOrder2.UpdateCancelMessage(balanceOrder2.ReqCount - balanceOrder2.ContractedCount); Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._4_WaitingRunSign); Assert.AreEqual(shortSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._4_WaitingRunSign); Assert.AreEqual(longContext_Accessor.CurSignedTargetCount, 300 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.CurSignedTargetCount, (-1) * 300 * CommonConst._1_000_000); //Resume Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longContext_Accessor.CurSignedTargetCount, 200 * CommonConst._1_000_000 + CommonConst._1_000); Assert.AreEqual(shortContext_Accessor.CurSignedTargetCount, (-1) * (200 * CommonConst._1_000_000 + CommonConst._1_000)); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._7_Done); POrder sweepOrder1 = shortContext_Accessor.RealOrdersShort[2]; POrder sweepOrder2 = shortContext_Accessor.RealOrdersShort[3]; POrder sweepOrder3 = shortContext_Accessor.RealOrdersShort[4]; //121,001,000 Assert.AreEqual(sweepOrder1.ReqCount, 50 * CommonConst._1_000_000); Assert.AreEqual(sweepOrder2.ReqCount, 50 * CommonConst._1_000_000); Assert.AreEqual(sweepOrder3.ReqCount, 20101000); Assert.AreEqual(sweepOrder1.Code, _kHousingBondCode_Small); Assert.AreEqual(sweepOrder2.Code, _kHousingBondCode_Small); Assert.AreEqual(sweepOrder3.Code, _kHousingBondCode_Small); Assert.AreEqual(sweepOrder1.LongShort, TradingDirection.Short); Assert.AreEqual(sweepOrder2.LongShort, TradingDirection.Short); Assert.AreEqual(sweepOrder3.LongShort, TradingDirection.Short); Assert.AreEqual(sweepOrder1.ReqPrice, 15000); Assert.AreEqual(sweepOrder2.ReqPrice, 15000); Assert.AreEqual(sweepOrder3.ReqPrice, 15000); Assert.AreEqual(shortSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._6_MonitorRequestedSweepOrders); Timer_Accessor mute_Accessor = new Timer_Accessor(new PrivateObject(shortSweepUnitTemplate_Accessor._mute)); // 더이상 On이 풀리지 않는다. Assert.AreEqual(mute_Accessor.m_end > DateTime.Now.AddHours(1), true); // 여기서 많이 불러봐도 소용없다. Assert.AreEqual(sweeper.Run(), false); sweepOrder1.Update(50000000, 15000, true); sweepOrder2.Update(50000000, 15000, true); Assert.AreEqual(sweeper.Run(), false); sweepOrder3.Update(20101000, 15000, true); Assert.AreEqual(sweeper.Run(), true); }
void CreateOneSweeperAndSaveToUnittestFolder_NR() { // STR_Arb을 생성하여 MonitorEnter_BondArbTest를 생성한다. STR_Arb_Accessor arb = Unittest_BondArbUtil.CreateNewStrArbAccessor(); StrategyNode node = arb._bondArbNode as StrategyNode; StrategyNode_Accessor nodeAccessor = new StrategyNode_Accessor(new PrivateObject(node)); MonitorEnter_BondArb me = nodeAccessor._monitorEnter as MonitorEnter_BondArb; MonitorEnter_BondArb_Accessor meAccessor = new MonitorEnter_BondArb_Accessor(new PrivateObject(me)); // 1. Create one sweeper BondPair doosanBondPair = null; RawMarketData rmdNormal = null; RawMarketData rmdRetail = null; SetCreditBondPairAndRmds(ref doosanBondPair, ref rmdNormal, ref rmdRetail); SetAsZeroRMD(ref rmdNormal); SetAsZeroRMD(ref rmdRetail); int ret = 0; // 5000에 일반을 사서 15000에 소매에 팔 수 있는 기회이다 SetImmeLongPart(rmdNormal, 300 * CommonConst._1_000 * CommonConst._1_000, 5000); SetImmeShortPart(rmdNormal, 0, 0); SetImmeLongPart(rmdRetail, 0, 0); SetImmeShortPart(rmdRetail, 300 * CommonConst._1_000 * CommonConst._1_000, 15000); me.BeforeEnterSweeperChance(); ret = meAccessor.CheckArbChance(doosanBondPair); Sweeper_BondArb sweeper = new Sweeper_BondArb(doosanBondPair, meAccessor._bondAccount); meAccessor._node.GetSweeperCollection().Add(sweeper); { Sweeper_BondArb_Accessor accessor = new Sweeper_BondArb_Accessor(new PrivateObject(sweeper)); Assert.AreEqual(accessor._bDone, false); SweepUnitTemplate longSweepUnitTemplate = accessor._sweepUnitLong; SweepUnitTemplate_Accessor longSweepUnitTemplate_Accessor = new SweepUnitTemplate_Accessor(new PrivateObject(longSweepUnitTemplate)); SweepUnitContext_Bond_Long longContext = longSweepUnitTemplate_Accessor.Context as SweepUnitContext_Bond_Long; SweepUnitContext_Bond_Long_Accessor longContext_Accessor = new SweepUnitContext_Bond_Long_Accessor(new PrivateObject(longContext)); SweepUnitTemplate shortSweepUnitTemplate = accessor._sweepUnitShort; SweepUnitTemplate_Accessor shortSweepUnitTemplate_Accessor = new SweepUnitTemplate_Accessor(new PrivateObject(shortSweepUnitTemplate)); SweepUnitContext_Bond_Short shortContext = shortSweepUnitTemplate_Accessor.Context as SweepUnitContext_Bond_Short; SweepUnitContext_Bond_Short_Accessor shortContext_Accessor = new SweepUnitContext_Bond_Short_Accessor(new PrivateObject(shortContext)); POrder initLongOrder0 = longContext_Accessor._initOrders[0]; // 주문번호 0 initLongOrder0.OrderNumber = 0; initLongOrder0.Update(25 * CommonConst._1_000_000, 5000, false); Assert.AreEqual(initLongOrder0.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder0), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 25000000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 1); initLongOrder0.Update(50 * CommonConst._1_000_000, 5000, false); Assert.AreEqual(initLongOrder0.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder0), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 50000000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 2); // 2억 체결 initLongOrder0.Update(200 * CommonConst._1_000_000, 5000, false); Assert.AreEqual(initLongOrder0.ShortCutTargetOfContractCallBack.Contract_CallBack(initLongOrder0), true); Assert.AreEqual(shortSweepUnitTemplate.GetSignedPossibleContractCount(), (-1) * 200 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.RealOrdersShort.Count, 3); POrder balanceOrder0 = shortContext_Accessor.RealOrdersShort[0]; POrder balanceOrder1 = shortContext_Accessor.RealOrdersShort[1]; POrder balanceOrder2 = shortContext_Accessor.RealOrdersShort[2]; balanceOrder0.OrderNumber = 0; balanceOrder1.OrderNumber = 0; balanceOrder2.OrderNumber = 0; // balance order Assert.AreEqual(balanceOrder0.Code, _kDoosanCode_Retail); Assert.AreEqual(balanceOrder0.LongShort, TradingDirection.Short); Assert.AreEqual(balanceOrder0.ReqCount, 25 * CommonConst._1_000_000); Assert.AreEqual(balanceOrder0.ReqPrice, 15000); // balance order 25,000,000 체결시킨다 balanceOrder0.Update(25 * CommonConst._1_000_000, 15000, true); // Sweep longSweepUnitTemplate_Accessor.CurState = SweepUnitTemplate.StateEnum._2_WaitUntilGotAllOrderNumber; shortSweepUnitTemplate_Accessor.CurState = SweepUnitTemplate.StateEnum._2_WaitUntilGotAllOrderNumber; Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._3_WaitUntilCancelAllOrders); Assert.AreEqual(shortSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._3_WaitUntilCancelAllOrders); initLongOrder0.UpdateCancelMessage(initLongOrder0.ReqCount - initLongOrder0.ContractedCount); balanceOrder0.UpdateCancelMessage(balanceOrder0.ReqCount - balanceOrder0.ContractedCount); balanceOrder1.UpdateCancelMessage(balanceOrder1.ReqCount - balanceOrder1.ContractedCount); balanceOrder2.UpdateCancelMessage(balanceOrder2.ReqCount - balanceOrder2.ContractedCount); Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._4_WaitingRunSign); Assert.AreEqual(shortSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._4_WaitingRunSign); Assert.AreEqual(longContext_Accessor.CurSignedTargetCount, 300 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.CurSignedTargetCount, (-1) * 300 * CommonConst._1_000_000); //Resume Assert.AreEqual(sweeper.Run(), false); Assert.AreEqual(longContext_Accessor.CurSignedTargetCount, 200 * CommonConst._1_000_000); Assert.AreEqual(shortContext_Accessor.CurSignedTargetCount, (-1) * 200 * CommonConst._1_000_000); Assert.AreEqual(longSweepUnitTemplate_Accessor.CurState, SweepUnitTemplate.StateEnum._7_Done); } // 2. save to unittest folder arb.SaveBondArbRemainPosition(Const.UNITTEST_BOND_ARB_REMAIN_POSITION_PATH); SetAsZeroAllCodes(); }