public void GenesisPositionTakesProfit_ClosesPosition()
{
//Arrange
var strategy = new Strategy();
strategy.Initialize(1, 0.0001, 0.67, 0, 1);
MarketOrderProperties lastMarketOrder = null;
Delegates.MarketOrder marketOrder = delegate(double lotSize, double entryPrice, sbyte position, double stopLossLevel, double takeProfitLevel)
{
lastMarketOrder = new MarketOrderProperties(entryPrice, stopLossLevel, takeProfitLevel);
return(true, "Success");
};
double limitOrderLotSize = double.NaN;
Delegates.LimitOrder limitOrder = delegate(double lotSize, double price, sbyte position, double stopLossLevel, double takeProfitLevel)
{
limitOrderLotSize = lotSize;
return(true, "Success");
};
strategy.StartSession(MarketPosition.Long, 1.1234, 1.1234, 0.0003, 0.0001, marketOrder, limitOrder);
//Act
var result = strategy.PriceTick(DateTime.Now.Ticks, 1.1237, 1.1237);
//Assert
Assert.Equal(PriceActionResult.TakeProfitLevelHit, result);
Assert.Equal(1.1234, lastMarketOrder.MarketOrderPrice);
}
public void GenesisPosition_TriggersMarketOrder()
{
//Arrange
var strategy = new Strategy();
strategy.Initialize(1, 0.0001, 0.67, 0, 1);
MarketOrderProperties lastMarketOrder = null;
Delegates.MarketOrder marketOrder = delegate(double lotSize, double entryPrice, sbyte position, double stopLossLevel, double takeProfitLevel)
{
lastMarketOrder = new MarketOrderProperties(entryPrice, stopLossLevel, takeProfitLevel);
return(true, "Success");
};
Delegates.LimitOrder limitOrder = delegate(double lotSize, double price, sbyte position, double stopLossLevel, double takeProfitLevel)
{
return(true, "Success");
};
//Act
strategy.StartSession(MarketPosition.Long, 1.1234, 1.1234, 0.0003, 0.0001, marketOrder, limitOrder);
//Assert
Assert.Equal(1.1234, lastMarketOrder.MarketOrderPrice);
Assert.Equal(1.1230, lastMarketOrder.StopLossLevel);
Assert.Equal(1.1237, lastMarketOrder.TakeProfitLevel);
}
public void GenesisPosition_PlacesLimitOrder()
{
//Arrange
var strategy = new Strategy();
strategy.Initialize(1, 0.0001, 0.67, 0, 1);
MarketOrderProperties lastMarketOrder = null;
Delegates.MarketOrder marketOrder = delegate(double lotSize, double entryPrice, sbyte position, double stopLossLevel, double takeProfitLevel)
{
lastMarketOrder = new MarketOrderProperties(entryPrice, stopLossLevel, takeProfitLevel);
return(true, "Success");
};
double limitOrderLotSize = double.NaN;
double limitOrderPrice = double.NaN;
double limitOrderStopLossLevel = double.NaN;
double limitOrderTakeProfitLevel = double.NaN;
sbyte limitOrderPosition = 0;
Delegates.LimitOrder limitOrder = delegate(double lotSize, double price, sbyte position, double stopLossLevel, double takeProfitLevel)
{
limitOrderLotSize = lotSize;
limitOrderPosition = position;
limitOrderPrice = price;
limitOrderStopLossLevel = stopLossLevel;
limitOrderTakeProfitLevel = takeProfitLevel;
return(true, "Success");
};
//Act
strategy.StartSession(MarketPosition.Long, 1.1234, 1.1234, 0.0003, 0.0001, marketOrder, limitOrder);
//Assert
Assert.True(limitOrderLotSize > 2);
Assert.Equal(MarketPosition.Short.GetValue(), limitOrderPosition);
Assert.Equal(1.1233, limitOrderPrice);
Assert.Equal(1.1237, limitOrderStopLossLevel);
Assert.Equal(1.1230, limitOrderTakeProfitLevel);
}
