public STR_Door(
STR_Door_Input input,
String strategyName,
Account elwAccount,
Account optionAccount,
MonitorLimit_Time_And_MarketData monitorLimit)
{
InitDefaultInfos(input, strategyName, elwAccount, optionAccount, monitorLimit);
InitController();
}
public IStrategy CreateStrategy(String inputJson, String strategyName)
{
STR_Door_Input input = Util.GetJsonObject(typeof(STR_Door_Input), inputJson) as STR_Door_Input;
Account elwAccount = StrategyManager.Ins().GetAccount(input.ElwAccountName);
Account optionAccount = StrategyManager.Ins().GetAccount(input.OptionAccountName);
MonitorLimit_Time_And_MarketData monitorLimit = new MonitorLimit_Time_And_MarketData(
DateUtil.GetTodayDateTime(9 + Const.kHourAdjustment_Start, 0, 0),
DateUtil.GetTodayDateTime(12 + 3 + Const.kHourAdjustment_End, 0, 0));
STR_Door strategy = new STR_Door(
input,
strategyName,
elwAccount,
optionAccount,
monitorLimit);
return strategy;
}
public void IsOKTest_in_MonitorLimit_Time_And_MarketDataTest()
{
// MarketDataDelayed이므로 Not OK인 시나리오
{
DateTime dtStart = DateTime.Now.AddSeconds(-2);
DateTime dtEnd = DateTime.Now.AddSeconds(-1);
MonitorLimit_Time_And_MarketData target = new MonitorLimit_Time_And_MarketData(dtStart, dtEnd);
bool actual = target.IsOK();
Assert.AreEqual(false, actual);
}
MarketDelayManager.Ins().SetFutureOptionLastUpdatedTime(DateTime.Now);
// 모니터링 끝 시간이 지났기 때문에 OK가 아닌 시나리오
{
DateTime dtStart = DateTime.Now.AddSeconds(-2);
DateTime dtEnd = DateTime.Now.AddSeconds(-1);
MonitorLimit_Time_And_MarketData target = new MonitorLimit_Time_And_MarketData(dtStart, dtEnd);
bool actual = target.IsOK();
Assert.AreEqual(false, actual);
}
// 모니터링 시작 시간이 아직 안되었기 때문에 OK가 아닌 시나리오
{
DateTime dtStart = DateTime.Now.AddSeconds(2);
DateTime dtEnd = DateTime.Now.AddSeconds(3);
MonitorLimit_Time_And_MarketData target = new MonitorLimit_Time_And_MarketData(dtStart, dtEnd);
bool actual = target.IsOK();
Assert.AreEqual(false, actual);
}
// 모니터링 시간이므로 OK인 시나리오
{
DateTime dtStart = DateTime.Now.AddSeconds(-1);
DateTime dtEnd = DateTime.Now.AddSeconds(1);
MonitorLimit_Time_And_MarketData target = new MonitorLimit_Time_And_MarketData(dtStart, dtEnd);
bool actual = target.IsOK();
Assert.AreEqual(true, actual);
}
}
public void InitMonitorLimitWithMarketDataAccount_7()
{
// 시작시간과 종료시간을 설정한다.
// Account의 준비여부를 확인하는 역할도 함께 수행한다.
DateTime dtStart = DateUtil.GetTodayDateTime(9 + Const.kHourAdjustment_Start, 0, 0);
DateTime dtEnd = DateUtil.GetTodayDateTime(12 + 3 + Const.kHourAdjustment_End, 4, 30);
_monitorLimitWithMarketDataAccount = new MonitorLimit_Time_And_MarketData(dtStart, dtEnd);
_bReadyMonitorLimit = true;
}
void InitDefaultInfos(
STR_Door_Input input,
String strategyName,
Account elwAccount,
Account optionAccount,
MonitorLimit_Time_And_MarketData monitorLimit)
{
// 1. set member variables
this.Input = input;
this._accountNames.Add(elwAccount.AccountName);
this._accountNames.Add(optionAccount.AccountName);
this._strategyName = strategyName;
this.ElwAccount = elwAccount;
this.OptionAccount = optionAccount;
this.MonitorLimit = monitorLimit;
List<Account> accounts = new List<Account>();
accounts.Add(this.ElwAccount);
accounts.Add(this.OptionAccount);
// 2. Set Agent
this._agent = new Agent(this, accounts);
// 3. Set Order Limit
IOrderLimit orderLimitFO = CreateOrderLimit_FO();
IOrderLimit orderLimitELW = CreateOrderLimit_ELW();
this.OptionAccount.SetOrderLimit(orderLimitFO);
this.OptionAccount.SetOrderLimitEmptyRMD(orderLimitFO);
this.ElwAccount.SetOrderLimit(orderLimitELW);
this.ElwAccount.SetOrderLimitEmptyRMD(orderLimitELW);
}
