public void Handlers_Setup() { this.tradingData = new TradingDataContext(); this.outdateSeconds = 10; this.strategyHeader = new StrategyHeader(1, "Scalping", "BP12345-RF-01", "RTS-9.13_FT", 5); this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategyHeader); UpdatePositionOnTrade updatePosition = new UpdatePositionOnTrade(this.tradingData, new NullLogger()); MarkPartiallyFilledOrderAsOutdatedOnTick cancelHandler = new MarkPartiallyFilledOrderAsOutdatedOnTick(this.strategyHeader, this.outdateSeconds, this.tradingData, new NullLogger()); }
public void Handlers_Setup() { this.tradingData = new TradingDataContext(); this.orderQueue = new ObservableQueue <Order>(); this.manager = new MockOrderManager(); OrderQueueProcessor processor = new OrderQueueProcessor(this.manager, this.tradingData, this.orderQueue, new NullLogger()); UpdatePositionOnTrade tradeHandler = new UpdatePositionOnTrade(this.tradingData, new NullLogger()); AddStrategies(); AddSignals(); }
public void Handlers_Setup() { this.tradingData = new TradingDataContext(); UpdatePositionOnTrade updateHandler = new UpdatePositionOnTrade(this.tradingData, new NullLogger()); CancelOrderOnTrade cancelHandler = new CancelOrderOnTrade(this.tradingData, new NullLogger()); this.str1 = new StrategyHeader(1, "Strategy 1", "BP12345-RF-01", "RTS-9.13_FT", 10); this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.str1); this.str2 = new StrategyHeader(2, "Strategy 2", "BP12345-RF-01", "Si-9.13_FT", 10); this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.str2); this.str3 = new StrategyHeader(3, "Strategy 3", "BP12345-RF-01", "RTS-9.13_FT", 10); this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.str3); this.s1 = new Signal(this.str1, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150100); this.tradingData.Get <ICollection <Signal> >().Add(this.s1); Order o1 = new Order(this.s1); this.tradingData.Get <ICollection <Order> >().Add(o1); Trade t1 = new Trade(o1, this.str1.Portfolio, this.str1.Symbol, this.s1.Limit, this.str1.Amount, BrokerDateTime.Make(DateTime.Now)); this.tradingData.Get <ObservableHashSet <Trade> >().Add(t1); this.s2 = new Signal(this.str2, BrokerDateTime.Make(DateTime.Now), TradeAction.Sell, OrderType.Market, 33000, 0, 0); this.tradingData.Get <ICollection <Signal> >().Add(this.s2); Order o2 = new Order(this.s2); this.tradingData.Get <ICollection <Order> >().Add(o2); Trade t2 = new Trade(o2, this.str2.Portfolio, this.str2.Symbol, 33030, -this.str2.Amount, BrokerDateTime.Make(DateTime.Now)); this.tradingData.Get <ObservableHashSet <Trade> >().Add(t2); this.s3 = new Signal(this.str3, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Market, 150000, 0, 0); this.tradingData.Get <ICollection <Signal> >().Add(this.s1); Order o3 = new Order(this.s3); this.tradingData.Get <ICollection <Order> >().Add(o3); Trade t3 = new Trade(o3, this.str3.Portfolio, this.str3.Symbol, this.s3.Limit, this.str3.Amount, BrokerDateTime.Make(DateTime.Now)); this.tradingData.Get <ObservableHashSet <Trade> >().Add(t3); }
public void Handlers_Setup() { this.tradingData = new TradingDataContext(); UpdatePositionOnTrade handler = new UpdatePositionOnTrade(this.tradingData, new NullLogger()); CancelStopOrderOnTrade cancelHandler = new CancelStopOrderOnTrade(this.tradingData, new NullLogger()); }