IProcessState_KtbSkel CheckAnd_Enter(double indicator, RawMarketData spotRmd, RawMarketData futureRmd)
{
long enterNotional = GetTargetNotional_Enter(indicator, spotRmd, futureRmd);
if (enterNotional >= 10)
{
//Enter
IInOutPolicy inPolicy = new InPolicy();
ProcessState_EnterExit entering = new ProcessState_EnterExit(
indicator,
_parent,
enterNotional,
spotRmd,
futureRmd,
inPolicy,
!_unittestVersion);
logger.Info("KtbSkel State from default --> entering.");
return entering.Run(indicator, spotRmd, futureRmd);
}
return this;
}
void TestKtbSkelProcess_Entering_Constructor_Raw(ProcessController_KtbSkel controller)
{
RawMarketData spotRmd = RmdManager.Ins().KtbSpot.GetData(controller.Parent.SpotCode);
RawMarketData futureRmd = RmdManager.Ins().Future.GetData(controller.Parent.FutureCode);
spotRmd = spotRmd.Clone() as RawMarketData;
futureRmd = futureRmd.Clone() as RawMarketData;
spotRmd.BidPrice1 = 8888F;
spotRmd.AskPrice1 = 8889F;
futureRmd.BidPrice1 = 107.01F;
futureRmd.AskPrice1 = 107.02F;
IInOutPolicy enterPolicy = new InPolicy();
ProcessState_EnterExit process = new ProcessState_EnterExit(
1.0F,
controller,
10,
spotRmd,
futureRmd,
enterPolicy,
false);
ProcessState_EnterExit_Accessor acc = new ProcessState_EnterExit_Accessor(new PrivateObject(process));
Assert.AreEqual(acc._enterExitPolicy.GetInOutType(), InOutType.InType);
}