public void parseRoute(Route r) { log("Parse Route: " + r.field("EMSX_SEQUENCE").value() + "." + r.field("EMSX_ROUTE_ID").value()); log("Creating newDataSet"); DataSet newDataSet = this.rmsx.CreateDataSet("DS_RT_" + r.field("EMSX_SEQUENCE").value() + "." + r.field("EMSX_ROUTE_ID").value()); log("Creating RouteStatus DataPoint"); newDataSet.AddDataPoint("RouteStatus", new EMSXFieldDataPointSource(this, r.field("EMSX_STATUS"))); log("Creating RouteOrderNumber DataPoint"); newDataSet.AddDataPoint("RouteOrderNumber", new EMSXFieldDataPointSource(this, r.field("EMSX_SEQUENCE"))); log("Creating RouteID DataPoint"); newDataSet.AddDataPoint("RouteID", new EMSXFieldDataPointSource(this, r.field("EMSX_ROUTE_ID"))); log("Creating RouteFilled DataPoint"); newDataSet.AddDataPoint("RouteFilled", new EMSXFieldDataPointSource(this, r.field("EMSX_FILLED"))); log("Creating RouteAmount DataPoint"); newDataSet.AddDataPoint("RouteAmount", new EMSXFieldDataPointSource(this, r.field("EMSX_AMOUNT"))); log("Creating RouteLastShares DataPoint"); newDataSet.AddDataPoint("RouteLastShares", new EMSXFieldDataPointSource(this, r.field("EMSX_LAST_SHARES"))); log("Creating LastFillShown DataPoint"); newDataSet.AddDataPoint("LastFillShown", new GenericIntegerDataPointSource(this, 0)); log("Executing RuleSet DemoRouteRuleSet with DataSet " + newDataSet.GetName()); this.rmsx.GetRuleSet("DemoRouteRuleSet").Execute(newDataSet); }
public void DataSetDataPointAddReturnsNewDataPoint() { RuleMSX rmsx = new RuleMSX(); string newDataSetName = "NewDataSet"; string newDataPointName = "NewDataPointName"; DataSet ds = rmsx.CreateDataSet(newDataSetName); DataPoint dpo = ds.AddDataPoint(newDataPointName); Assert.That(dpo.GetName(), Is.EqualTo(newDataPointName)); }
public void SetDataPointSourceAtDataPointCreateCheckSource() { RuleMSX rmsx = new RuleMSX(); string newDataSetName = "NewDataSet"; string newDataPointName = "NewDataPointName"; string testDataPointValue = "TestDataPointValue"; DataSet ds = rmsx.CreateDataSet(newDataSetName); DataPointSource srci = new TestDataPointSource(testDataPointValue); DataPoint dpo = ds.AddDataPoint(newDataPointName, srci); DataPointSource srco = dpo.GetSource(); Assert.That(srco.GetValue().ToString(), Is.EqualTo(testDataPointValue)); }
public void GetDataPointsReturnsCorrectDictOfPoints() { RuleMSX rmsx = new RuleMSX(); string newDataSetName = "NewDataSet"; string newDataPointName = "NewDataPointName"; DataSet ds = rmsx.CreateDataSet(newDataSetName); DataPoint dpi = ds.AddDataPoint(newDataPointName); Dictionary <string, DataPoint> dpd = ds.GetDataPoints(); DataPoint dpo; dpd.TryGetValue(newDataPointName, out dpo); Assert.That(dpo.GetName(), Is.EqualTo(newDataPointName)); }
public void DataPointSourceSetStaleNoError() { // Call to SetStale() on DataPointSource should return no error RuleMSX rmsx = new RuleMSX(); string newDataSetName = "NewDataSet"; string newDataPointName = "NewDataPointName"; string testDataPointValue = "TestDataPointValue"; DataSet ds = rmsx.CreateDataSet(newDataSetName); DataPoint dpo = ds.AddDataPoint(newDataPointName); DataPointSource srci = new TestDataPointSource(testDataPointValue); dpo.SetDataPointSource(srci); Assert.DoesNotThrow(() => srci.SetStale()); }
public void parseOrder(Order o) { DataSet newDataSet = this.rmsx.CreateDataSet("DS_OR_" + o.field("EMSX_SEQUENCE").value()); newDataSet.AddDataPoint("OrderStatus", new EMSXFieldDataPointSource(o.field("EMSX_STATUS"))); newDataSet.AddDataPoint("OrderNumber", new EMSXFieldDataPointSource(o.field("EMSX_SEQUENCE"))); newDataSet.AddDataPoint("OrderWorking", new EMSXFieldDataPointSource(o.field("EMSX_WORKING"))); newDataSet.AddDataPoint("OrderAmount", new EMSXFieldDataPointSource(o.field("EMSX_AMOUNT"))); newDataSet.AddDataPoint("OrderIdleAmount", new EMSXFieldDataPointSource(o.field("EMSX_IDLE_AMOUNT"))); newDataSet.AddDataPoint("OrderTicker", new EMSXFieldDataPointSource(o.field("EMSX_TICKER"))); newDataSet.AddDataPoint("OrderSide", new EMSXFieldDataPointSource(o.field("EMSX_SIDE"))); this.rmsx.GetRuleSet("EMSX").Execute(newDataSet); }
public void parseIOI(IOI i) { DataSet newDataSet = this.rmsx.CreateDataSet("DS_IOI_" + i.field("id_value").Value()); newDataSet.AddDataPoint("handle", new IOIFieldDataPointSource(i, i.field("id_value"))); newDataSet.AddDataPoint("change", new IOIFieldDataPointSource(i, i.field("change"))); newDataSet.AddDataPoint("ticker", new IOIFieldDataPointSource(i, i.field("ioi_instrument_stock_security_ticker"))); newDataSet.AddDataPoint("type", new IOIFieldDataPointSource(i, i.field("ioi_instrument_type"))); newDataSet.AddDataPoint("bid_quantity", new IOIFieldDataPointSource(i, i.field("ioi_bid_size_quantity"))); newDataSet.AddDataPoint("offer_quantity", new IOIFieldDataPointSource(i, i.field("ioi_offer_size_quantity"))); this.rmsx.GetRuleSet("IOI").Execute(newDataSet); }
public void CreateConflictDataSet(IOI i, Order o) { DataSet newDataSet = this.rmsx.CreateDataSet("conflict_I" + i.field("id_value").Value() + "|O" + o.field("EMSX_SEQUENCE").value()); log("Creating DataSet: " + newDataSet.GetName()); newDataSet.AddDataPoint("ioiid", new IOIFieldDataPointSource(i, i.field("id_value"))); newDataSet.AddDataPoint("ioichange", new IOIFieldDataPointSource(i, i.field("change"))); newDataSet.AddDataPoint("ioiticker", new IOIFieldDataPointSource(i, i.field("ioi_instrument_stock_security_ticker"))); newDataSet.AddDataPoint("ioitype", new IOIFieldDataPointSource(i, i.field("ioi_instrument_type"))); newDataSet.AddDataPoint("ioigooduntil", new IOIFieldDataPointSource(i, i.field("ioi_goodUntil"))); newDataSet.AddDataPoint("ioibidquantity", new IOIFieldDataPointSource(i, i.field("ioi_bid_size_quantity"))); newDataSet.AddDataPoint("ioiofferquantity", new IOIFieldDataPointSource(i, i.field("ioi_offer_size_quantity"))); newDataSet.AddDataPoint("ioiroutingbroker", new IOIFieldDataPointSource(i, i.field("ioi_routing_broker"))); newDataSet.AddDataPoint("ioiisvalid", new GenericBooleanSource(false)); newDataSet.AddDataPoint("orderStatus", new EMSXFieldDataPointSource(o.field("EMSX_STATUS"))); newDataSet.AddDataPoint("orderNumber", new EMSXFieldDataPointSource(o.field("EMSX_SEQUENCE"))); newDataSet.AddDataPoint("orderWorking", new EMSXFieldDataPointSource(o.field("EMSX_WORKING"))); newDataSet.AddDataPoint("orderAmount", new EMSXFieldDataPointSource(o.field("EMSX_AMOUNT"))); newDataSet.AddDataPoint("orderIdleAmount", new EMSXFieldDataPointSource(o.field("EMSX_IDLE_AMOUNT"))); newDataSet.AddDataPoint("orderTicker", new EMSXFieldDataPointSource(o.field("EMSX_TICKER"))); newDataSet.AddDataPoint("orderSide", new EMSXFieldDataPointSource(o.field("EMSX_SIDE"))); newDataSet.AddDataPoint("orderAssetClass", new EMSXFieldDataPointSource(o.field("EMSX_ASSET_CLASS"))); newDataSet.AddDataPoint("orderisvalid", new GenericBooleanSource(false)); this.rmsx.GetRuleSet("AutoRouteFromIOI").Execute(newDataSet); }