public void test_IsPositionSignalBothEmpty_Positive()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 0;
Assert.AreEqual(true, context.isPositionSignalBothEmpty());
}
private void enterTradeStrategy(Series <DateTime, MarketDataElement> series)
{
if (!execution.isPositionSignalBothEmpty())
{
return;
}
if (series == null)
{
return;
}
double tickClose = calculateMid();
if (tickClose.Equals(double.NaN))
{
return;
}
Random rnd = new Random();
int number = rnd.Next(0, 19);
int residure = number % 10;
int q = number / 10;
if (residure == 5)
{
if (q == 0)
{
String reason = "[Strategy] : residure={0}; q={1}; tickClose={2}".Replace("{0}", residure.ToString()).Replace("{1}", q.ToString()).Replace("{2}", tickClose.ToString());
log.Info("[Strategy] : Buy Signal Generated!");
log.Info(reason);
log.Info("******************************************************************");
if (sentOrder)
{
stgHelper.placeMarketTrade(AppConstant.BUY_SIGNAL, "Random Rule", tickClose, "", orderSize, 1);
//stgHelper.placeEnterTrade(TSAppConstant.BUY_SIGNAL, "Random Rule", reason, tickClose, orderSize);
}
}
if (q == 1)
{
String reason = "[Strategy] : residure={0}; q={1}; tickClose={2}".Replace("{0}", residure.ToString()).Replace("{1}", q.ToString()).Replace("{2}", tickClose.ToString());
log.Info("[Strategy] : Sell Signal Generated!");
log.Info(reason);
log.Info("******************************************************************");
if (sentOrder)
{
stgHelper.placeMarketTrade(AppConstant.SELL_SIGNAL, "Random Rule", tickClose, "", orderSize, 1);
//stgHelper.placeEnterTrade(TSAppConstant.SELL_SIGNAL, "Random Rule", reason, tickClose, orderSize);
}
}
}
}
public void test_IsPositionSignalBothEmpty_Negative()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 1;
Assert.AreEqual(false, context.isPositionSignalBothEmpty());
context = new SignalContext();
context.CurrentMarketPosition = 0;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
Assert.AreEqual(false, context.isPositionSignalBothEmpty());
}