public void make_CookieToOrderNoAssociation_for_SystemCancel_update_test()
{
this.rawData.GetData <UpdateOrder>().Add(this.filledStopOrder);
Assert.AreEqual(0, this.rawData.GetData <CookieToOrderNoAssociation>().Count());
this.filledMarketOrder =
new UpdateOrder("BP12354-RF-01",
"RTS-9.14_FT",
StOrder_State.StOrder_State_SystemCancel,
StOrder_Action.StOrder_Action_Buy,
StOrder_Type.StOrder_Type_Market,
StOrder_Validity.StOrder_Validity_Day,
150,
10,
0,
8,
DateTime.Now,
this.stopOrderNo,
this.marketOrderNo,
0,
0);
this.rawData.GetData <UpdateOrder>().Add(this.filledMarketOrder);
Assert.AreEqual(1, this.rawData.GetData <CookieToOrderNoAssociation>().Count());
CookieToOrderNoAssociation association = this.rawData.GetData <CookieToOrderNoAssociation>().Last();
Assert.AreEqual(this.cookie, association.Cookie);
Assert.AreEqual(this.marketOrderNo, association.OrderNo);
}
public void make_CookieToOrderNoAssociation_for_expired_update_test()
{
this.partialUpdate =
new UpdateOrder("BP12354-RF-01",
"RTS-9.14_FT",
StOrder_State.StOrder_State_Expired,
StOrder_Action.StOrder_Action_Buy,
StOrder_Type.StOrder_Type_Market,
StOrder_Validity.StOrder_Validity_Day,
150,
10,
0,
8,
DateTime.Now,
"0",
this.orderNo,
0,
this.cookie);
this.rawData.GetData <UpdateOrder>().Add(this.partialUpdate);
Assert.AreEqual(1, this.rawData.GetData <CookieToOrderNoAssociation>().Count());
CookieToOrderNoAssociation expectedTradeInfo = this.rawData.GetData <CookieToOrderNoAssociation>().Last();
Assert.AreEqual(this.cookie, expectedTradeInfo.Cookie);
Assert.AreEqual(this.orderNo, expectedTradeInfo.OrderNo);
}
public override void Update(UpdateOrder item)
{
if (!IsCancelUpdate(item))
{
return;
}
CookieToOrderNoAssociation association = FindCookieToOrderNoAssociation(item.OrderNo);
if (association == null)
{
association = FindCookieToOrderNoAssociation(item.OrderId);
}
if (association == null)
{
return;
}
Order order = FindOrder(association.Cookie);
if (order == null)
{
return;
}
order.Cancel(item.Datetime, item.State.ToString());
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, заявка отменена {2}",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
order.ToString()));
}
public void CookieToOrderNoAssociation_constructor_test()
{
int cookie = 150;
string orderNo = "12345678";
CookieToOrderNoAssociation item = new CookieToOrderNoAssociation(cookie, orderNo);
Assert.AreEqual(cookie, item.Cookie);
Assert.AreEqual(orderNo, item.OrderNo);
}
public void make_CookieToOrderNoAssociation_for_partial_update_test()
{
this.rawData.GetData <UpdateOrder>().Add(this.partialUpdate);
Assert.AreEqual(1, this.rawData.GetData <CookieToOrderNoAssociation>().Count());
CookieToOrderNoAssociation expectedTradeInfo = this.rawData.GetData <CookieToOrderNoAssociation>().Last();
Assert.AreEqual(this.cookie, expectedTradeInfo.Cookie);
Assert.AreEqual(this.orderNo, expectedTradeInfo.OrderNo);
}
public void CookieToOrderNoAssociation_ToString_test()
{
int cookie = 150;
string orderNo = "12345678";
CookieToOrderNoAssociation item = new CookieToOrderNoAssociation(cookie, orderNo);
string expected = String.Format("{0}, {1}", cookie, orderNo);
Assert.AreEqual(expected, item.ToString());
}
public void ignore_CookieToOrderNoAssociation_when_no_Order_exists_test()
{
this.cookieToOrderNoAssociation =
new CookieToOrderNoAssociation(1, this.tradeInfo.OrderNo);
this.rawData.GetData <PendingTradeInfo>().Add(this.pendingTradeInfo);
this.rawData.GetData <CookieToOrderNoAssociation>().Add(this.cookieToOrderNoAssociation);
Assert.AreEqual(1, this.rawData.GetData <CookieToOrderNoAssociation>().Count);
Assert.AreEqual(1, this.rawData.GetData <PendingTradeInfo>().Count);
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Trade> >().Count());
}
private void RegisterCookieToOrderNoAssociation(UpdateOrder item)
{
CookieToOrderNoAssociation association = new CookieToOrderNoAssociation(this.sourceUpdateOrder.Cookie, item.OrderNo);
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, {2}",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
association.ToString()));
this.dataContext.GetData <CookieToOrderNoAssociation>().Add(association);
}
private void RegisterTradeInfoPending(UpdateOrder item)
{
CookieToOrderNoAssociation expectedTradeInfo = new CookieToOrderNoAssociation(item.Cookie, item.OrderNo);
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, {2}",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
expectedTradeInfo.ToString()));
this.dataContext.GetData <CookieToOrderNoAssociation>().Add(expectedTradeInfo);
}
private void UpdateCookieAndOrderNoAssociationFor(PendingTradeInfo item)
{
try {
this.cookieAndOrderNoAssociation =
this.dataContext.GetData <CookieToOrderNoAssociation>().Where(i => i.OrderNo == item.OrderNo).Last();
}
catch
{
this.cookieAndOrderNoAssociation = null;
}
}
public void make_CookieToOrderNoAssociation_for_Partial_update_test()
{
this.rawData.GetData <UpdateOrder>().Add(this.filledStopOrder);
Assert.AreEqual(0, this.rawData.GetData <CookieToOrderNoAssociation>().Count());
this.rawData.GetData <UpdateOrder>().Add(this.filledMarketOrder);
Assert.AreEqual(1, this.rawData.GetData <CookieToOrderNoAssociation>().Count());
CookieToOrderNoAssociation association = this.rawData.GetData <CookieToOrderNoAssociation>().Last();
Assert.AreEqual(this.cookie, association.Cookie);
Assert.AreEqual(this.marketOrderNo, association.OrderNo);
}
public void make_Trade_when_multiple_PendingTradeInfo_exists_test()
{
this.tradeInfo =
new TradeInfo("ST12345-RF-01",
"RTS-9.14_FT",
"12345",
this.order.Price,
-5,
BrokerDateTime.Make(DateTime.Now),
"54321");
this.pendingTradeInfo =
new PendingTradeInfo(this.tradeInfo);
this.rawData.GetData <PendingTradeInfo>().Add(this.pendingTradeInfo);
this.tradeInfo =
new TradeInfo("ST12345-RF-01",
"RTS-9.14_FT",
"12345",
this.order.Price,
-5,
BrokerDateTime.Make(DateTime.Now),
"54325");
this.pendingTradeInfo =
new PendingTradeInfo(this.tradeInfo);
this.rawData.GetData <PendingTradeInfo>().Add(this.pendingTradeInfo);
this.cookieToOrderNoAssociation =
new CookieToOrderNoAssociation(this.order.Id, this.tradeInfo.OrderNo);
this.rawData.GetData <CookieToOrderNoAssociation>().Add(this.cookieToOrderNoAssociation);
Assert.AreEqual(1, this.rawData.GetData <CookieToOrderNoAssociation>().Count);
Assert.AreEqual(0, this.rawData.GetData <PendingTradeInfo>().Count);
Assert.AreEqual(2, this.tradingData.Get <IEnumerable <Trade> >().Count());
Trade trade = this.tradingData.Get <IEnumerable <Trade> >().Last();
Assert.AreEqual(this.tradeInfo.Amount, trade.Amount);
Assert.AreEqual(this.tradeInfo.DateTime, trade.DateTime);
Assert.AreEqual(this.tradeInfo.Portfolio, trade.Portfolio);
Assert.AreEqual(this.tradeInfo.Price, trade.Price);
Assert.AreEqual(this.order.Id, trade.OrderId);
Assert.AreEqual(this.order, trade.Order);
}
public void Setup()
{
this.rawData = new RawTradingDataContext();
this.tradingData = new TradingDataContext();
this.strategyHeader = new StrategyHeader(1,
"Strategy description",
"ST12345-RF-01",
"RTS-9.14_FT",
10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.strategyHeader);
this.signal = new Signal(this.strategyHeader,
BrokerDateTime.Make(DateTime.Now),
TradeAction.Sell,
OrderType.Market,
125000,
0,
0);
this.order = this.tradingData.AddSignalAndItsOrder(this.signal);
this.tradeInfo =
new TradeInfo("ST12345-RF-01",
"RTS-9.14_FT",
"12345",
this.order.Price,
-1,
BrokerDateTime.Make(DateTime.Now),
"54321");
this.cookieToOrderNoAssociation =
new CookieToOrderNoAssociation(this.order.Id, this.tradeInfo.OrderNo);
this.pendingTradeInfo =
new PendingTradeInfo(this.tradeInfo);
this.handler =
new MakeTradeOnCookieToOrderNoAssociation(this.rawData, this.tradingData, new NullLogger());
Assert.AreEqual(0, this.rawData.GetData <CookieToOrderNoAssociation>().Count);
Assert.AreEqual(0, this.rawData.GetData <PendingTradeInfo>().Count);
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Trade> >().Count());
}
public override void Update(PendingTradeInfo item)
{
UpdateCookieAndOrderNoAssociationFor(item);
if (!HasCookieAndOrderNoAssociation())
{
return;
}
UpdateOrder();
if (!HasOrder())
{
this.cookieAndOrderNoAssociation = null;
return;
}
if (this.order.IsFilled)
{
this.order = null;
return;
}
Trade trade = new Trade(this.order, item.Portfolio, item.Symbol, item.Price, item.Amount, item.DateTime);
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, исполнена сделка {2}",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
trade.ToString()));
this.dataContext.GetData <PendingTradeInfo>().Remove(item);
this.tradingData.Get <ObservableHashSet <Trade> >().Add(trade);
this.cookieAndOrderNoAssociation = null;
this.order = null;
}