public void Delete_createAndDelete_emptyList()
{
IInstrumBL instrumBL = new InstrumBLMock();
ITickSourceDA tickSourceDA = new TickSourceDAMock();
ITickSourceBL tickSourceBL = new TickSourceBL(instrumBL, tickSourceDA, null, null);
var ts = new TickSource(instrumBL, null, null);
ts.Name = "наименование";
ts.StartDate = new DateTime(2010, 1, 1);
ts.EndDate = new DateTime(2010, 12, 31);
ts.Timeframe = Timeframes.Hour;
ts.AddInstrum(1);
ts.AddInstrum(2);
ts.AddInstrum(3);
tickSourceBL.SaveTickSource(ts); // insert
var list = tickSourceBL.GetTickSourceList().ToList();
Assert.Single(list);
tickSourceBL.DeleteTickSourceByID(ts.TickSourceID);
var list1 = tickSourceBL.GetTickSourceList().ToList();
Assert.Empty(list1);
}
public void SaveGet_insert_getEqualTickSource()
{
IInstrumBL instrumBL = new InstrumBLMock();
ITickSourceDA tickSourceDA = new TickSourceDAMock();
TickSourceBL tickSourceBL = new TickSourceBL(instrumBL, tickSourceDA, null, null);
var ts0 = new TickSource(instrumBL, null, null);
ts0.Name = "наименование";
ts0.StartDate = new DateTime(2010, 1, 1);
ts0.EndDate = new DateTime(2010, 12, 31);
ts0.Timeframe = Timeframes.Hour;
ts0.AddInstrum(1);
ts0.AddInstrum(2);
ts0.AddInstrum(3);
tickSourceBL.SaveTickSource(ts0);
var ts = tickSourceBL.GetTickSourceByID(ts0.TickSourceID);
Assert.Equal(ts0.TickSourceID, ts.TickSourceID);
Assert.Equal(ts0.Name, ts.Name);
Assert.Equal(ts0.StartDate, ts.StartDate);
Assert.Equal(ts0.EndDate, ts.EndDate);
Assert.Equal(ts0.Timeframe, ts.Timeframe);
string ids0 = string.Join(',', ts0.GetInstrums().Select(r => r.InsID.ToString()).OrderBy(r => r));
string ids = string.Join(',', ts.GetInstrums().Select(r => r.InsID.ToString()).OrderBy(r => r));
Assert.Equal(ids0, ids);
}
public PositionBLTest()
{
var insBL = new InstrumBLMock();
var posDA = new PositionDAMock();
_positionBL = new PositionBL(posDA, insBL);
}
public void SerializeInitialize_tsclone_equalCloned()
{
IInstrumBL instrumBL = new InstrumBLMock();
TickSource ts = new TickSource(instrumBL, null, null);
ts.Name = "наименование";
ts.StartDate = new DateTime(2010, 1, 1);
ts.EndDate = new DateTime(2010, 12, 31);
ts.Timeframe = Timeframes.Min;
ts.AddInstrum(1);
ts.AddInstrum(2);
ts.AddInstrum(3);
var xdoc = ts.Serialize();
var ts1 = new TickSource(instrumBL, null, null);
ts1.Initialize(xdoc);
Assert.Equal(ts.StartDate, ts1.StartDate);
Assert.Equal(ts.EndDate, ts1.EndDate);
Assert.Equal(ts.Timeframe, ts1.Timeframe);
var ts1_instrums = ts1.GetInstrums();
Assert.Equal(3, ts1_instrums.Count());
Assert.Contains(ts1_instrums, r => r.InsID == 1);
Assert.Contains(ts1_instrums, r => r.InsID == 2);
Assert.Contains(ts1_instrums, r => r.InsID == 3);
}
public void RefreshPositions_()
{
// обработка сделок в правильном порядке в соответствии с их временем
// в тесте специально сделки идут не по порядку
PosDAMock posDAMock = new PosDAMock();
var insBL = new InstrumBLMock();
IPositionBL posBL = new PositionBL(posDAMock, insBL);
posBL.RefreshPositions(1);
var pos = posBL.GetAllPositions(1).ElementAt(0);
Assert.Equal(PosTypes.Long, pos.PosType);
Assert.Equal(100, pos.OpenPrice);
Assert.Equal(110, pos.ClosePrice);
}
public void ParseXml_attrCharCaseAndCommaDecSeparator_correctAttributes()
{
InstrumBLMock instrumBL = new InstrumBLMock();
TradesLoader importTrades = new TradesLoader(instrumBL, null);
IEnumerable <Trade> trades;
XmlDocument xd = new XmlDocument();
xd.LoadXml("<Trades><Trade TiMe=\"01.02.2010 10:20:30\" TIckeR=\"ticker1\" pRice=\"100,00\" lotS=\"10\" bS=\"buy\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.NotEmpty(trades);
Trade trade = trades.ElementAt(0);
Assert.Equal(new DateTime(2010, 2, 1, 10, 20, 30), trade.Time);
Assert.Equal(100.00m, trade.Price);
Assert.Equal(10, trade.LotCount);
Assert.Equal(BuySell.Buy, trade.BuySell);
Assert.Equal(1, trade.InsID);
}
public void SerializeInitialize_tsWithEmptyInstrums_clonedWithEmptyInstrums()
{
IInstrumBL instrumBL = new InstrumBLMock();
TickSource ts = new TickSource(instrumBL, null, null);
ts.Name = "наименование";
ts.StartDate = new DateTime(2010, 1, 1);
ts.EndDate = new DateTime(2010, 12, 31);
ts.Timeframe = Timeframes.Min;
var xdoc = ts.Serialize();
var ts1 = new TickSource(instrumBL, null, null);
ts1.Initialize(xdoc);
var ts1_instrums = ts1.GetInstrums();
Assert.Empty(ts1_instrums);
}
public void ParseXml_incorrectXml_emptyTradeList()
{
InstrumBLMock instrumBL = new InstrumBLMock();
TradesLoader importTrades = new TradesLoader(instrumBL, null);
IEnumerable <Trade> trades;
// null argument
Assert.Throws <ArgumentNullException>(() => { importTrades.ParseXml(null); });
// empty xml
XmlDocument xd = new XmlDocument();
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// incorrect root element
xd.LoadXml("<aaa />");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// empty trade list
xd.LoadXml("<Trades />");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// no trade node
xd.LoadXml("<Trades><aaa /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// empty trade node
xd.LoadXml("<Trades><Trade /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
}
public void ParseXml_incorrectTradeNode_emptyTradeList()
{
InstrumBLMock instrumBL = new InstrumBLMock();
TradesLoader importTrades = new TradesLoader(instrumBL, null);
IEnumerable <Trade> trades;
XmlDocument xd = new XmlDocument();
// не все атрибуты есть
xd.LoadXml("<Trades><Trade /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// Time есть, но он пустой
xd.LoadXml("<Trades><Trade Time=\"\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// Time неверного формата
xd.LoadXml("<Trades><Trade Time=\"qqqwwweee\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// Time неверного формата
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:90\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// Нет тикера
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// пустой тикер
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// неверный тикер
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"hello\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// нет цены
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// неверная цена
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// неверная цена
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"qqq.www\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// нет lots
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"100.00\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// пустой lots
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"100.00\" Lots=\"\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// неверный lots
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"100.00\" Lots=\"qqq\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// дробный lots
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"100.00\" Lots=\"10.15\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// нет bs
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"100.00\" Lots=\"10\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// пустой bs
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"100.00\" Lots=\"10\" BS=\"\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// неверный bs
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"100.00\" Lots=\"10\" BS=\"hello\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.Empty(trades);
// все верно
xd.LoadXml("<Trades><Trade Time=\"01.02.2010 10:20:30\" Ticker=\"ticker1\" Price=\"100.00\" Lots=\"10\" BS=\"buy\" /></Trades>");
trades = importTrades.ParseXml(xd);
Assert.NotEmpty(trades);
Trade trade = trades.ElementAt(0);
Assert.Equal(new DateTime(2010, 2, 1, 10, 20, 30), trade.Time);
Assert.Equal(100.00m, trade.Price);
Assert.Equal(10, trade.LotCount);
Assert.Equal(BuySell.Buy, trade.BuySell);
Assert.Equal(1, trade.InsID);
}
