public void TestUpdateMarketPositionMultipleOrders()
{
var orderCreator = new OrderCreator();
var manager = new StrategyManager(orderCreator);
orderCreator.MarketThisBar(
new SOrderParameters(EOrderAction.Buy)).Send();
orderCreator.MarketThisBar(
new SOrderParameters(EOrderAction.Buy)).Send();
orderCreator.MarketThisBar(
new SOrderParameters(
Contracts.Default, EOrderAction.Sell, OrderExit.FromAll)).Send();
Assert.Equal(0, manager.StrategyInfo.MarketPosition);
}
public void TestUpdateMarketPosition()
{
var orderCreator = new OrderCreator();
var manager = new StrategyManager(orderCreator);
var order = orderCreator.MarketThisBar(
new SOrderParameters(EOrderAction.Buy));
order.Send();
Assert.Equal(100, manager.StrategyInfo.MarketPosition);
}
public void TestMarketThisBar()
{
var orderCreator = new OrderCreator();
using var monitoredOrderCreator = orderCreator.Monitor();
var order = orderCreator.MarketThisBar(
new SOrderParameters(Contracts.CreateUserSpecified(10), EOrderAction.Buy));
order.Send(99);
monitoredOrderCreator
.Should().Raise("OrderSent")
.WithArgs <OrderInfo>(info => info.Order == order)
.WithArgs <OrderInfo>(info => info.OrderAction == EOrderAction.Buy)
.WithArgs <OrderInfo>(info => info.Size == 99);
}
