void KtbFutureTest() { String future10yrCode = KtbFutureUtil.Ins().KtbFuture_10yr_1.Code; { TradingDirection longShort = TradingDirection.Long; string code = future10yrCode; long reqCount = 10; double reqPrice = 105.10; Account account = AccountManager.Ins().CreateSimFOAccount(); IOrderLimit orderLimit = new DefaultOrderLimit(account); orderLimit = new LimOrderLimit(orderLimit); account.SetOrderLimit(orderLimit); RawMarketData rmdClone = new RawMarketData(future10yrCode, Detail.ProductType.KtbFuture); rmdClone.BidPrice1 = 105.10; rmdClone.AskPrice1 = 105.15; POrder target = new POrder(longShort, code, reqCount, reqPrice, account, rmdClone); bool success = POrderUtil.RequestOrder(target, null); Assert.AreEqual(true, success); target.UpdateCancelMessage(target.ReqCount); POrder_UnittestUtil.ClearOrder(target); } }
public static void MyClassInitialize(TestContext testContext) { // 선물, 옵션, Elw 상품 정보를 CP에서 읽어오고 config를 설정한다. ConfigManager.Ins().Initialize("c:\\UnittestMadViper\\config.txt"); DB_DataLoader_Kospi_Future.Ins().Load(); DB_DataLoader_Option.Ins().Load(); DB_DataLoader_Elw.Ins().Load(); // 각각의 OrderLimit이 decorator pattern을 잘 지키고 있는지를 테스트 하기 위해서 TestDummy를 root로 설정하여 // 테스트를 진행한다. OrderLimitPassTestDummy dummy = new OrderLimitPassTestDummy(); g_ol_with_dummy = new ValuePerOnceOrderLimit(kValuePerOnce, dummy); g_account_fo = AccountManager.Ins().CreateSimFOAccount(); g_default_orderlimit = new DefaultOrderLimit(g_account_fo); g_ol_with_default = new ValuePerOnceOrderLimit(kValuePerOnce, g_default_orderlimit); }
public void InitFutureOrderLimit_3(String maxValuePerOnce) { IOrderLimit orderLimit = new DefaultOrderLimit(FutureAccount); orderLimit = new CountBidAskRangeOrderLimit(orderLimit); orderLimit = new PriceBidAskRangeOrderLimit(orderLimit); orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxValuePerOnce), orderLimit); orderLimit = new LimOrderLimit(orderLimit); //TODO // MaxNotionalLimit FutureAccount.SetOrderLimit(orderLimit); _bReadyFutureOrderLimit = true; }
void KtbSpotTest() { String spot10yrCode = KtbSpotUtil.Ins().KtbSpot_10yr.Code; { TradingDirection longShort = TradingDirection.Long; string code = spot10yrCode; long reqCount = CommonConst._100_000_000; double reqPrice = 8000; Account account = AccountManager.Ins().CreateSimBondAccount(); IOrderLimit orderLimit = new DefaultOrderLimit(account); orderLimit = new LimOrderLimit(orderLimit); account.SetOrderLimit(orderLimit); RawMarketData rmdClone = new RawMarketData(spot10yrCode, Detail.ProductType.KtbSpot); rmdClone.BidPrice1 = 8000; rmdClone.AskPrice1 = 8001; POrder target = new POrder(longShort, code, reqCount, reqPrice, account, rmdClone); bool success = POrderUtil.RequestOrder(target, null); Assert.AreEqual(true, success); target.UpdateCancelMessage(target.ReqCount); POrder_UnittestUtil.ClearOrder(target); } }
IOrderLimit CreateOrderLimit_FO() { IOrderLimit orderLimit = new DefaultOrderLimit(this.OptionAccount); orderLimit = new OutOfRangeOrderLimit(orderLimit); return orderLimit; }
public void CancelRemainsTest() { long reqCount = 3; double reqPrice = 220.0; Account account = AccountManager.Ins().CreateSimFOAccount(); IOrderLimit orderLimit = new DefaultOrderLimit(account); orderLimit = new CountBidAskRangeOrderLimit(orderLimit); orderLimit = new PriceBidAskRangeOrderLimit(orderLimit); orderLimit = new LimOrderLimit(orderLimit); account.SetOrderLimit(orderLimit); SimHTS target = account.Hts as SimHTS; string code = KospiFutureUtil.Ins().KFI.Code; string price = reqPrice.ToString("n0"); string quantity = Convert.ToString(reqCount); RawMarketData rmd = RmdManager.Ins().GetData(KospiFutureUtil.Ins().KFI.Code); rmd.BidPrice1 = 220; rmd.AskPrice1 = 225; rmd.BidCount1 = 100; rmd.AskCount1 = 101; { POrder o = new POrder(TradingDirection.Long, code, reqCount, reqPrice, account, rmd); Assert.AreEqual(o.IsInputValidated, true); bool expected = true; bool actual; actual = account.RequestOrder(o); Assert.AreEqual(expected, actual); SimPOrder simOrder = new SimPOrder(o, 1500); simOrder.Execute(); StringPacket inOrderPacket = simOrder.GetContractPacket(SimPOrder.접수); target.ReceiveDTRealEventHandler(inOrderPacket.GetStream()); account.HandleCallBackData(); o.CancelRemains(); StringPacket cancelPacket = simOrder.GetCancelPacket(); target.ReceiveDTRealEventHandler(cancelPacket.GetStream()); account.HandleCallBackData(); Assert.AreEqual(o.IsDone(), true); Assert.AreEqual(o.CanceledCount, o.ReqCount); POrderLegalManager.Ins().Remove(o); POrderBidAskCountManager.Ins().Unregister(o); } { POrder o = new POrder(TradingDirection.Long, code, reqCount, reqPrice, account, rmd); Assert.AreEqual(o.IsInputValidated, true); bool expected = true; bool actual; actual = account.RequestOrder(o); Assert.AreEqual(expected, actual); SimPOrder simOrder = new SimPOrder(o, 1500); simOrder.Execute(); StringPacket inOrderPacket = simOrder.GetContractPacket(SimPOrder.접수); target.ReceiveDTRealEventHandler(inOrderPacket.GetStream()); simOrder.CurTotalContractedCount = reqCount; StringPacket contractCompletePacket = simOrder.GetContractPacket(SimPOrder.전량체결); target.ReceiveDTRealEventHandler(contractCompletePacket.GetStream()); o.CancelRemains(); account.HandleCallBackData(); Assert.AreEqual(o.IsDone(), true); Assert.AreEqual(o.CanceledCount, 0); Assert.AreEqual(o.ContractedCount, o.ReqCount); POrderLegalManager.Ins().Remove(o); POrderBidAskCountManager.Ins().Unregister(o); } }
IOrderLimit CreateOrderLimit_ELW() { IOrderLimit orderLimit = new DefaultOrderLimit(this.ElwAccount); orderLimit = new OutOfRangeOrderLimit(orderLimit); return orderLimit; }
public void InitEmptyRMDBondOrderLimit_3_2(String maxNotionalPerOnce) { IOrderLimit orderLimit = new DefaultOrderLimit(this.BondAccount); orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxNotionalPerOnce), orderLimit); const int longUpperLimit = 12000; const int shortLowerLimit = 8000; orderLimit = new StaticBoundaryOrderLimit(orderLimit, longUpperLimit, shortLowerLimit); this.BondAccount.SetOrderLimitEmptyRMD(orderLimit); _bReadyBondOrderLimit_3_2 = true; }
public void InitDefaultFutureOrderLimit_3_3(String maxCountPerOnce) { long maxCount = Util.ConvertFormatStringToInt64(maxCountPerOnce); Trace.Assert(maxCount < Const.kFutureLimitCountPerOnce); IOrderLimit orderLimit = new DefaultOrderLimit(this.FutureAccount); orderLimit = new CountBidAskRangeOrderLimit(orderLimit); orderLimit = new PriceBidAskRangeOrderLimit(orderLimit); orderLimit = new CountPerOnceOrderLimit(maxCount, orderLimit); orderLimit = new LimOrderLimit(orderLimit); this.FutureAccount.SetOrderLimit(orderLimit); _bReadyFutureOrderLimit_3_3 = true; }
public void InitDefaultBondOrderLimit_3_1(String maxNotionalPerOnce) { IOrderLimit orderLimit = new DefaultOrderLimit(this.BondAccount); orderLimit = new CountBidAskRangeOrderLimit(orderLimit); orderLimit = new PriceBidAskRangeOrderLimit(orderLimit); orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxNotionalPerOnce), orderLimit); orderLimit = new LimOrderLimit(orderLimit); this.BondAccount.SetOrderLimit(orderLimit); _bReadyBondOrderLimit_3_1 = true; }
public void InitEmptyRMDElwOrderLimit_3_2() { IOrderLimit orderLimit = new DefaultOrderLimit(this.ElwAccount); orderLimit = new BeforeMarketOpenOrderLimit(orderLimit); this.ElwAccount.SetOrderLimitEmptyRMD(orderLimit); _bReadyElwOrderLimit_3_2 = true; }