コード例 #1
0
        public void test_IsPositionOnSignalOnOpen_Negative()
        {
            ISignalContext context = new SignalContext();

            context.CurrentMarketPosition = 1;
            Assert.AreEqual(false, context.isPositionOnSignalOnOpen());

            context = new SignalContext();
            context.CurrentMarketPosition = 0;
            context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
            context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
            Assert.AreEqual(false, context.isPositionOnSignalOnOpen());

            context = new SignalContext();
            context.CurrentMarketPosition = 1;
            context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
            Assert.AreEqual(false, context.isPositionOnSignalOnOpen());

            context = new SignalContext();
            context.CurrentMarketPosition = 1;
            context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
            context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
            Assert.AreEqual(false, context.isPositionOnSignalOnOpen());

            context = new SignalContext();
            context.CurrentMarketPosition = 1;
            context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order");
            Assert.AreEqual(false, context.isPositionOnSignalOnOpen());

            context = new SignalContext();
            context.CurrentMarketPosition = 1;
            context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_10Complete(), "Sell Order");
            Assert.AreEqual(false, context.isPositionOnSignalOnOpen());

            context = new SignalContext();
            context.CurrentMarketPosition = 1;
            context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order");
            context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
            Assert.AreEqual(false, context.isPositionOnSignalOnOpen());

            context = new SignalContext();
            context.CurrentMarketPosition = 1;
            context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
            context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_10Complete(), "Sell Order");
            Assert.AreEqual(false, context.isPositionOnSignalOnOpen());
        }