Esempio n. 1
0
        /// <summary>
        /// パースペクティブにコンテントを登録する
        /// </summary>
        /// <param name="frameName">フレーム名</param>
        /// <param name="startContent">コンテント</param>
        // internal void AddContent(string frameName, Content startContent)
        // {
        //     if (!_ContentDict.ContainsKey(frameName))
        //         _ContentDict.Add(frameName, startContent);
        //     else
        //         throw new ApplicationException("指定のフレームにコンテントが割当済みです");
        // }

        // /// <summary>
        // /// パースペクティブからコンテントを除去します
        // /// </summary>
        // /// <param name="frameName"></param>
        // internal void RemoveContent(string frameName)
        // {
        //     _ContentDict.Remove(frameName);
        // }

        /// <summary>
        /// パースペクティブからコンテントを除去します
        /// </summary>
        // /// <param name="disposedContent">除去するコンテント</param>
        // internal void RemoveContent(Content disposedContent)
        // {
        //     var myKey = _ContentDict.FirstOrDefault(x => x.Value == disposedContent).Key;
        //     if (myKey != null)
        //     {
        //         _ContentDict.Remove(myKey);
        //     }
        // }

        /// <summary>
        /// コンストラクタ
        /// </summary>
        /// <param name="PerspectiveName">パースペクティブ名</param>
        /// <param name="Mode">調停モード</param>
        /// <param name="ContentDict">フレーム別コンテントビルダー対応辞書</param>
        public Perspective(string PerspectiveName, ArbitrationMode Mode, Dictionary <string, string> ContentDict, HarmonicManager context)
        {
            this._Context = context;
            this.Name     = PerspectiveName;
            this.Mode     = Mode;

            foreach (var key in ContentDict.Keys)
            {
                _ContentDict.Add(key, ContentDict[key]);
            }
        }
Esempio n. 2
0
        public void ArbitrationRunHydrateTest()
        {
            ArbitrationRun testRun = new ArbitrationRun();

            //Arbitraty values for test run
            bool    useAnx                    = true;
            bool    useBtce                   = true;
            bool    useBitstamp               = true;
            bool    useBitX                   = true;
            bool    useCoinbase               = true;
            bool    useItBit                  = true;
            bool    useKraken                 = true;
            bool    useOkCoin                 = true;
            bool    useBitfinex               = true;
            decimal minimumProfit             = 0.11m;
            int     seachIntervalMilliseconds = 28;
            decimal maxBtcTradeAmount         = 0.123654m;
            decimal maxFiatTradeAmount        = 120.28m;
            OpportunitySelectionType opportunitySelectionMethod       = OpportunitySelectionType.MostProfitableWithPercentRestriction;
            decimal?        exchangeBaseCurrencyPercentageRestriction = 0.15m;
            string          logFileName                 = "blahblahblah.csv";
            ArbitrationMode arbitrationMode             = ArbitrationMode.Simulation;
            TransferMode    transferMode                = TransferMode.RollupOnTrades;
            FiatType        fiatType                    = FiatType.Eur;
            int?            rollupNumber                = 2;
            int?            rollupHours                 = 2;
            int             roundsRequiredForValidation = 2;
            DateTime        startDateTime               = new DateTime(2015, 08, 02, 14, 36, 42);
            DateTime        endDateTime                 = new DateTime(2015, 08, 02, 14, 36, 42);

            try
            {
                //Create and save an arbitary arbitration run
                testRun.UseAnx                     = useAnx;
                testRun.UseBitfinex                = useBitfinex;
                testRun.UseBitstamp                = useBitstamp;
                testRun.UseBitX                    = useBitX;
                testRun.UseBtce                    = useBtce;
                testRun.UseCoinbase                = useCoinbase;
                testRun.UseItBit                   = useItBit;
                testRun.UseKraken                  = useKraken;
                testRun.UseOkCoin                  = useOkCoin;
                testRun.MinimumProfit              = minimumProfit;
                testRun.SeachIntervalMilliseconds  = seachIntervalMilliseconds;
                testRun.MaxBtcTradeAmount          = maxBtcTradeAmount;
                testRun.MaxFiatTradeAmount         = maxFiatTradeAmount;
                testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
                testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentageRestriction;
                testRun.LogFileName                 = logFileName;
                testRun.ArbitrationMode             = arbitrationMode;
                testRun.TransferMode                = transferMode;
                testRun.RollupNumber                = rollupNumber;
                testRun.RollupHours                 = rollupHours;
                testRun.StartDateTime               = startDateTime;
                testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
                testRun.EndDateTime                 = endDateTime;
                testRun.FiatType = fiatType;
                testRun.PersistToDb();

                //Hyrdate the run that was just created
                ArbitrationRun hydratedRun = ArbitrationRun.GetArbitrationRunFromDbById(testRun.Id.Value);

                Assert.IsTrue(hydratedRun.UseAnx == useAnx);
                Assert.IsTrue(hydratedRun.UseBitfinex == useBitfinex);
                Assert.IsTrue(hydratedRun.UseBitstamp == useBitstamp);
                Assert.IsTrue(hydratedRun.UseBitX == useBitX);
                Assert.IsTrue(hydratedRun.UseBtce == useBtce);
                Assert.IsTrue(hydratedRun.UseCoinbase == useCoinbase);
                Assert.IsTrue(hydratedRun.UseItBit == useItBit);
                Assert.IsTrue(hydratedRun.UseKraken == useKraken);
                Assert.IsTrue(hydratedRun.UseOkCoin == useOkCoin);
                Assert.IsTrue(hydratedRun.MinimumProfit == minimumProfit);
                Assert.IsTrue(hydratedRun.SeachIntervalMilliseconds == seachIntervalMilliseconds);
                Assert.IsTrue(hydratedRun.MaxBtcTradeAmount == maxBtcTradeAmount);
                Assert.IsTrue(hydratedRun.MaxFiatTradeAmount == maxFiatTradeAmount);
                Assert.IsTrue(hydratedRun.OpportunitySelectionMethod == opportunitySelectionMethod);
                Assert.IsTrue(hydratedRun.ExchangeBaseCurrencyPercentageRestriction == exchangeBaseCurrencyPercentageRestriction);
                Assert.IsTrue(hydratedRun.LogFileName == logFileName);
                Assert.IsTrue(hydratedRun.ArbitrationMode == arbitrationMode);
                Assert.IsTrue(hydratedRun.TransferMode == transferMode);
                Assert.IsTrue(hydratedRun.RollupNumber == rollupNumber);
                Assert.IsTrue(hydratedRun.RollupHours == rollupHours);
                Assert.IsTrue(hydratedRun.RoundsRequiredForValidation == roundsRequiredForValidation);
                Assert.IsTrue(hydratedRun.FiatType == fiatType);
                Assert.IsTrue(DateTime.Compare(hydratedRun.StartDateTime.Value, startDateTime) == 0);
                Assert.IsTrue(DateTime.Compare(hydratedRun.EndDateTime.Value, endDateTime) == 0);

                //This fields are populated in the persist method, so they don't have a predetermiend value. Just ensure that they have any value
                Assert.IsTrue(hydratedRun.CreateDateTime != null);
                Assert.IsTrue(hydratedRun.LastModifiedDateTime != null);

                //Test that the nullable fields hyrdate correctly when null:
                exchangeBaseCurrencyPercentageRestriction = null;
                rollupNumber = null;
                rollupHours  = null;

                testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentageRestriction;
                testRun.RollupNumber = rollupNumber;
                testRun.RollupHours  = rollupHours;
                testRun.PersistToDb();

                hydratedRun = ArbitrationRun.GetArbitrationRunFromDbById(testRun.Id.Value);
                Assert.IsTrue(hydratedRun.ExchangeBaseCurrencyPercentageRestriction == exchangeBaseCurrencyPercentageRestriction);
                Assert.IsTrue(hydratedRun.RollupNumber == rollupNumber);
                Assert.IsTrue(hydratedRun.RollupHours == rollupHours);
            }

            finally
            {
                //Remove test data from the database
                if (testRun.Id != null)
                {
                    TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
                }
            }
        }
Esempio n. 3
0
        public void PersistArbitrationRun()
        {
            //Variables for arbitrary arbitration run values
            bool    useAnx      = false;
            bool    useBitfinex = true;
            bool    useBitstamp = false;
            bool    useBitX     = false;
            bool    useBtce     = false;
            bool    useItBit    = true;
            bool    useKraken   = true;
            bool    useOkCoin   = false;
            bool    useCoinbase = true;
            decimal minProfit   = 0.12m;
            OpportunitySelectionType opportunitySelectionMethod = OpportunitySelectionType.MostProfitableWithPercentRestriction;
            ArbitrationMode          mode         = ArbitrationMode.Simulation;
            TransferMode             transferMode = TransferMode.OnTime;
            FiatType fiatType          = FiatType.Eur;
            int?     rollupTradeNumber = null;
            decimal? rollupHours       = null;
            decimal? exchangeBaseCurrencyPercentRestriction = 0.34m;
            int      searchInterval = 20;
            int      roundsRequiredForValidation = 5;
            decimal  maxBtc    = 47.49684435m;
            decimal  maxFiat   = 984.41m;
            string   logFile   = "C:\\temp\\hunterOutput.csv";
            DateTime startTime = DateTime.Now;

            ArbitrationRun testRun = new ArbitrationRun();

            try
            {
                testRun.UseAnx                      = useAnx;
                testRun.UseBitfinex                 = useBitfinex;
                testRun.UseBitstamp                 = useBitstamp;
                testRun.UseBitX                     = useBitX;
                testRun.UseBtce                     = useBtce;
                testRun.UseCoinbase                 = useCoinbase;
                testRun.UseItBit                    = useItBit;
                testRun.UseKraken                   = useKraken;
                testRun.UseOkCoin                   = useOkCoin;
                testRun.MinimumProfit               = minProfit;
                testRun.SeachIntervalMilliseconds   = searchInterval;
                testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
                testRun.MaxBtcTradeAmount           = maxBtc;
                testRun.MaxFiatTradeAmount          = maxFiat;
                testRun.LogFileName                 = logFile;
                testRun.StartDateTime               = startTime;
                testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentRestriction;
                testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
                testRun.ArbitrationMode            = mode;
                testRun.TransferMode = transferMode;
                testRun.RollupNumber = rollupTradeNumber;
                testRun.RollupHours  = rollupHours;
                testRun.FiatType     = fiatType;

                //Now that the arbitration run has been set up, save it to the db.
                testRun.PersistToDb();

                //Ensure an id was set after the initial insert
                Assert.IsTrue(testRun.Id != null);

                string insertFetchSql = string.Format("" +
                                                      "select " +
                                                      "   ID, " +
                                                      "   CREATE_DATETIME, " +
                                                      "   LAST_MODIFIED_DATETIME " +
                                                      "from " +
                                                      "   ARBITRATION_RUN " +
                                                      "where " +
                                                      "   ID = {0} and " +
                                                      "   USE_ANX = {1} and " +
                                                      "   USE_BITFINEX = {2} and " +
                                                      "   USE_BITSTAMP = {3} and " +
                                                      "   USE_BITX = {4} and " +
                                                      "   USE_BTCE = {5} and " +
                                                      "   USE_COINBASE = {6} and " +
                                                      "   USE_ITBIT = {7} and " +
                                                      "   USE_KRAKEN = {8} and " +
                                                      "   USE_OKCOIN = {9} and " +
                                                      "   MINIMUM_PROFIT_FOR_TRADE = {10} and " +
                                                      "   SEARCH_INTERVAL_MILLISECONDS = {11} and " +
                                                      "   MAX_BTC_FOR_TRADE = {12} and " +
                                                      "   MAX_FIAT_FOR_TRADE = {13} and " +
                                                      "   LOG_FILE = '{14}' and " +
                                                      "   START_DATETIME = '{15}' and " +
                                                      "   OPPORTUNITY_SELECTION_METHOD = '{16}' and " +
                                                      "   MODE = '{17}' and " +
                                                      "   EXCHANGE_BASE_CURRENCY_PERCENTAGE_RESTRICTION = {18} and " +
                                                      "   TRANSFER_MODE = '{19}' and " +
                                                      "   ROUNDS_REQUIRED_FOR_VALIDATION = {20} and " +
                                                      "   ROLLUP_TRADE_NUMBER IS NULL and " +
                                                      "   ROLLUP_HOURS IS NULL and " +
                                                      "   FIAT_TYPE = '{21}'", testRun.Id.Value, useAnx ? 1 : 0, useBitfinex ? 1 : 0, useBitstamp ? 1 : 0, useBitX ? 1 : 0, useBtce ? 1 : 0, useCoinbase ? 1 : 0, useItBit ? 1 : 0, useKraken ? 1 : 0, useOkCoin ? 1 : 0, minProfit, searchInterval, maxBtc, maxFiat, logFile, startTime.ToString("yyy-MM-dd HH:mm:ss"), opportunitySelectionMethod, mode, exchangeBaseCurrencyPercentRestriction, transferMode, roundsRequiredForValidation, fiatType);

                //Ensure all the values were properly inserted.
                DataTable result = DatabaseManager.ExecuteQuery(insertFetchSql);
                Assert.IsTrue(result != null && Convert.ToInt32(result.Rows[0]["ID"]) == testRun.Id.Value);

                //Create some bogus dates for CREATE_DATETIME and LAST_MODIFIED_DATETIME
                DateTime createDateTime       = new DateTime(2014, 1, 1, 13, 25, 05);
                DateTime lastModifiedDateTime = new DateTime(2014, 1, 1, 13, 25, 05);

                //In order to test that CREATE_DATETIME and LAST_MODIFIED_DATETIME behave properly on updates, need to put some bogus data in there:
                DatabaseManager.ExecuteNonQuery(string.Format("update ARBITRATION_RUN set CREATE_DATETIME = '{0}', LAST_MODIFIED_DATETIME = '{1}' where ID = {2}", createDateTime.ToString("yyy-MM-dd HH:mm:ss"), lastModifiedDateTime.ToString("yyy-MM-dd HH:mm:ss"), testRun.Id.Value));

                useAnx                                 = true;
                useBitstamp                            = true;
                useBtce                                = true;
                useItBit                               = false;
                useBitfinex                            = false;
                useBitX                                = true;
                useKraken                              = true;
                useOkCoin                              = false;
                useCoinbase                            = false;
                minProfit                              = 98.15m;
                searchInterval                         = 85;
                maxBtc                                 = 228m;
                maxFiat                                = 5412m;
                startTime                              = DateTime.Now;
                opportunitySelectionMethod             = OpportunitySelectionType.MostProfitableOpportunity;
                exchangeBaseCurrencyPercentRestriction = null;
                mode                        = ArbitrationMode.Live;
                transferMode                = TransferMode.RollupOnTrades;
                rollupTradeNumber           = 3;
                rollupHours                 = 2.54m;
                roundsRequiredForValidation = 8;
                fiatType                    = FiatType.Usd;

                testRun.UseAnx                    = useAnx;
                testRun.UseBitfinex               = useBitfinex;
                testRun.UseBitstamp               = useBitstamp;
                testRun.UseBitX                   = useBitX;
                testRun.UseBtce                   = useBtce;
                testRun.UseCoinbase               = useCoinbase;
                testRun.UseItBit                  = useItBit;
                testRun.UseKraken                 = useKraken;
                testRun.UseOkCoin                 = useOkCoin;
                testRun.MinimumProfit             = minProfit;
                testRun.SeachIntervalMilliseconds = searchInterval;
                testRun.MaxBtcTradeAmount         = maxBtc;
                testRun.MaxFiatTradeAmount        = maxFiat;
                testRun.LogFileName               = logFile;
                testRun.StartDateTime             = startTime;
                testRun.ExchangeBaseCurrencyPercentageRestriction = exchangeBaseCurrencyPercentRestriction;
                testRun.OpportunitySelectionMethod = opportunitySelectionMethod;
                testRun.ArbitrationMode            = mode;
                testRun.TransferMode = transferMode;
                testRun.RollupNumber = rollupTradeNumber;
                testRun.RollupHours  = rollupHours;
                testRun.RoundsRequiredForValidation = roundsRequiredForValidation;
                testRun.FiatType = fiatType;

                testRun.PersistToDb();

                string updateFetchSql = string.Format("" +
                                                      "select " +
                                                      "   ID, " +
                                                      "   CREATE_DATETIME, " +
                                                      "   LAST_MODIFIED_DATETIME " +
                                                      "from " +
                                                      "   ARBITRATION_RUN " +
                                                      "where " +
                                                      "   ID = {0} and " +
                                                      "   USE_ANX = {1} and " +
                                                      "   USE_BITFINEX = {2} and " +
                                                      "   USE_BITSTAMP = {3} and " +
                                                      "   USE_BITX = {4} and " +
                                                      "   USE_BTCE = {5} and " +
                                                      "   USE_COINBASE = {6} and " +
                                                      "   USE_ITBIT = {7} and " +
                                                      "   USE_KRAKEN = {8} and " +
                                                      "   USE_OKCOIN = {9} and " +
                                                      "   MINIMUM_PROFIT_FOR_TRADE = {10} and " +
                                                      "   SEARCH_INTERVAL_MILLISECONDS = {11} and " +
                                                      "   MAX_BTC_FOR_TRADE = {12} and " +
                                                      "   MAX_FIAT_FOR_TRADE = {13} and " +
                                                      "   LOG_FILE = '{14}' and " +
                                                      "   START_DATETIME = '{15}' and " +
                                                      "   OPPORTUNITY_SELECTION_METHOD = '{16}' and " +
                                                      "   MODE = '{17}' and " +
                                                      "   EXCHANGE_BASE_CURRENCY_PERCENTAGE_RESTRICTION is NULL and " +
                                                      "   TRANSFER_MODE = '{18}' and " +
                                                      "   ROLLUP_TRADE_NUMBER = {19} and " +
                                                      "   ROLLUP_HOURS = {20} and " +
                                                      "   ROUNDS_REQUIRED_FOR_VALIDATION = {21} and " +
                                                      "   FIAT_TYPE = '{22}'", testRun.Id.Value, useAnx ? 1 : 0, useBitfinex ? 1 : 0, useBitstamp ? 1 : 0, useBitX ? 1 : 0, useBtce ? 1 : 0, useCoinbase ? 1 : 0, useItBit ? 1 : 0, useKraken ? 1 : 0, useOkCoin ? 1 : 0, minProfit, searchInterval, maxBtc, maxFiat, logFile, startTime.ToString("yyy-MM-dd HH:mm:ss"), opportunitySelectionMethod, mode, transferMode, rollupTradeNumber, rollupHours, roundsRequiredForValidation, fiatType);

                result = DatabaseManager.ExecuteQuery(updateFetchSql);

                //Ensure a record was found with all the updated values
                Assert.IsTrue(result != null);

                //Ensure the CREATE_DATETIME is the same, but the LAST_MODIFIED_DATETIME is different
                Assert.IsTrue(createDateTime == (DateTime)result.Rows[0]["CREATE_DATETIME"]);
                Assert.IsTrue(lastModifiedDateTime != (DateTime)result.Rows[0]["LAST_MODIFIED_DATETIME"]);
            }

            finally
            {
                //Remove test data from the database
                if (testRun.Id != null)
                {
                    TestsHelper.DeleteArbitrationRun(testRun.Id.Value);
                }
            }
        }