public void IgnoreByDefault()
{
// ignore all symbols by default, unless custom defined
ot.IgnoreDefault = true;
// reset "book"
profits.Clear();
stops.Clear();
// reset offsets
ot.ClearCustom();
// make sure offsets don't exist
Assert.AreEqual(0, profits.Count);
Assert.AreEqual(0, stops.Count);
// send position update to generate offsets
ot.Adjust(new PositionImpl(SYM, PRICE, SIZE));
// make sure offsets don't exist
Assert.AreEqual(0, profits.Count);
Assert.AreEqual(0, stops.Count);
// add a custom offset
ot[SYMB] = SampleOffset();
// send position update to generate offsets
ot.Adjust(new PositionImpl(SYMB, PRICE, SIZE));
// verify orders exist
Assert.AreEqual(1, profits.Count);
Assert.AreEqual(1, stops.Count);
// get orders
Order profit = profits[0];
Order stop = stops[0];
// verify profit offset
Assert.IsTrue(profit.isValid);
Assert.AreEqual(PRICE + POFFSET, profit.price);
Assert.AreEqual(SIZE, profit.UnsignedSize);
// verify stop offset
Assert.IsTrue(stop.isValid);
Assert.AreEqual(PRICE - SOFFSET, stop.stopp);
Assert.AreEqual(SIZE, stop.UnsignedSize);
}
public override void GotFill(Trade f)
{
ot.Adjust(f);
pt.Adjust(f);
}