public void Parsing()
{
// tests to parse and generate user-supplied security specifiers
SecurityImpl nyse = new SecurityImpl("LVS");
string p = nyse.ToString();
SecurityImpl t = SecurityImpl.Parse(p);
Assert.That(t.Symbol == nyse.Symbol, t.Symbol);
Assert.That(!t.hasDest, t.DestEx);
Assert.That(t.Type == nyse.Type, t.Type.ToString());
SecurityImpl crude = SecurityImpl.Parse("CLV8 FUT GLOBEX");
Assert.That(crude.Symbol == "CLV8", crude.Symbol);
Assert.That(crude.hasDest, crude.DestEx);
Assert.That(crude.Type == SecurityType.FUT, crude.Type.ToString());
SecurityImpl goog = SecurityImpl.Parse("GOOG");
Assert.AreEqual("GOOG", goog.FullName);
Security opt = SecurityImpl.Parse("IBM PUT 201004 100.00");
Assert.That(opt.Type == SecurityType.OPT);
Assert.AreEqual(100, opt.Strike);
Assert.AreEqual("PUT", opt.Details);
Assert.AreEqual(201004, opt.Date);
}
public void Parsing()
{
// tests to parse and generate user-supplied security specifiers
SecurityImpl nyse = new SecurityImpl("LVS");
string p = nyse.ToString();
SecurityImpl t = SecurityImpl.Parse(p);
Assert.True(t.Name == nyse.Name, t.Name);
Assert.True(t.Type == nyse.Type, t.Type.ToString());
SecurityImpl crude = SecurityImpl.Parse("CLV8 FUT GLOBEX");
Assert.True(crude.Name == "CLV8", crude.Name);
Assert.True(crude.HasDest, crude.DestEx);
Assert.True(crude.Type == SecurityType.Future, crude.Type.ToString());
SecurityImpl goog = SecurityImpl.Parse("GOOG");
Assert.Equal("GOOG", goog.Name);
}
public void Serialization()
{
BasketImpl mb = new BasketImpl();
mb.Add(new SecurityImpl("IBM"));
BasketImpl compare = BasketImpl.Deserialize(mb.ToString());
Assert.That(compare.Count == 1);
mb.Clear();
compare = BasketImpl.Deserialize(mb.ToString());
Assert.That(compare.Count == 0);
mb.Clear();
SecurityImpl longform = SecurityImpl.Parse("CLZ8 FUT NYMEX");
mb.Add(longform);
compare = BasketImpl.Deserialize(mb.ToString());
Assert.AreEqual(longform.ToString(), compare[0].ToString());
}
private void Trade_Click(object sender, EventArgs e)
{
// user clicks on trade button
// make sure a response is selected
if (_availresponses.SelectedIndex == -1)
{
status("Please select a response.");
return;
}
// get all the provided symbols
string[] syms = _symstraded.Text.Split(',');
// prepare a list of valid symbols
List <string> valid = new List <string>();
// process every provided symbol
foreach (string symt in syms)
{
// make it uppercase
string sym = symt.ToUpper();
// parse out security information
SecurityImpl sec = SecurityImpl.Parse(sym);
// if it's an invalid security, ignore it
if (!sec.isValid)
{
status("Security invalid: " + sec.ToString());
continue;
}
// otherwise add the security
_mb.Add(sec);
// save simple symbol as valid
valid.Add(sec.Symbol);
// if we don't have this security
if (!_seclist.ContainsKey(sec.Symbol))
{
// lock so other threads don't modify seclist at same time
lock (_seclist)
{
// add security to our list
_seclist.Add(sec.Symbol, sec);
}
}
}
// add working response to response list after obtaining a lock
lock (_reslist)
{
_reslist.Add(_workingres);
}
// get index to this response
int idx = _reslist.Count - 1;
// send response current positions
foreach (Position p in _pt)
{
_reslist[idx].GotPosition(p);
}
// subscribe to whatever symbols were requested
try
{
tl.Subscribe(_mb);
}
catch (TLServerNotFound) { debug("subscribe failed because no TL server is running."); }
// add name to user's screen
_resnames.Items.Add(_workingres.FullName + " [" + string.Join(",", valid.ToArray()) + "]");
// update their screen
_resnames.Invalidate(true);
// process all securities and build a quick index for a security's name to the response that requests it
foreach (SecurityImpl sec in _seclist.Values)
{
if (_symidx.ContainsKey(sec.FullName)) // we already had one requestor
{
// get current length of request list for security
int len = _symidx[sec.FullName].Length;
// add one to it for our new requestor
int[] a = new int[len + 1];
// add our new requestor's index at the end
a[len] = idx;
}
else // otherwise it's just this guy so add him
{
_symidx.Add(sec.FullName, new int[] { idx });
}
}
// clear the symbol list
_symstraded.Clear();
// show we added response
status(_workingres.FullName + " [" + string.Join(",", valid.ToArray()) + "]");
// unselect response
_availresponses.SelectedIndex = -1;
}
