public void CloseOrderNoLimitTest()
{
double spread = 0.1;
Dictionary <int, TradingOrder> OpenOrders = new Dictionary <int, TradingOrder>();
PriceCandle candle = new PriceCandle(DateTimeUTC.Now, TimeScale.Second1, 1, 1.2, 0.8, 1, spread);
TradingOrder order_0 = new TradingOrder(TradingOrderType.Long, 0, DateTimeUTC.Now, 1, 1, 0.01);
OpenOrders.Add(order_0.OrderTicket, order_0);
List <TradingOrder> orders = MarketModelSimulation.CheckOrderLimits(OpenOrders, candle);
Assert.AreEqual(orders.Count, 0);
}
public void CloseOrderLimit()
{
double spread = 0.05;
Dictionary <int, TradingOrder> OpenOrders0 = new Dictionary <int, TradingOrder>();
Dictionary <int, TradingOrder> OpenOrders1 = new Dictionary <int, TradingOrder>();
Dictionary <int, TradingOrder> OpenOrders2 = new Dictionary <int, TradingOrder>();
Dictionary <int, TradingOrder> OpenOrders3 = new Dictionary <int, TradingOrder>();
Dictionary <int, TradingOrder> OpenOrders4 = new Dictionary <int, TradingOrder>();
Dictionary <int, TradingOrder> OpenOrders5 = new Dictionary <int, TradingOrder>();
PriceCandle candle = new PriceCandle(DateTimeUTC.Now, TimeScale.Second1, 1, 1.2, 0.8, 1, spread);
TradingOrder order_0 = new TradingOrder(TradingOrderType.Long, 0, DateTimeUTC.Now, 1, 1, 0.01, true, 0.7, 1.1);
OpenOrders0.Add(order_0.OrderTicket, order_0);
TradingOrder order_1 = new TradingOrder(TradingOrderType.Long, 0, DateTimeUTC.Now, 1, 1, 0.01, true, 0.9, 1.3);
OpenOrders1.Add(order_0.OrderTicket, order_1);
TradingOrder order_2 = new TradingOrder(TradingOrderType.Short, 0, DateTimeUTC.Now, 1, 1, 0.01, true, 1.1, 0.7);
OpenOrders2.Add(order_0.OrderTicket, order_2);
TradingOrder order_3 = new TradingOrder(TradingOrderType.Short, 0, DateTimeUTC.Now, 1, 1, 0.01, true, 1.3, 0.9);
OpenOrders3.Add(order_0.OrderTicket, order_3);
TradingOrder order_4 = new TradingOrder(TradingOrderType.Long, 0, DateTimeUTC.Now, 1, 1, 0.01, true, 0.7, 1.3);
OpenOrders4.Add(order_0.OrderTicket, order_4);
TradingOrder order_5 = new TradingOrder(TradingOrderType.Short, 0, DateTimeUTC.Now, 1, 1, 0.01, true, 1.3, 0.7);
OpenOrders5.Add(order_0.OrderTicket, order_5);
Assert.AreEqual(1, MarketModelSimulation.CheckOrderLimits(OpenOrders0, candle).Count);
Assert.AreEqual(1, MarketModelSimulation.CheckOrderLimits(OpenOrders1, candle).Count);
Assert.AreEqual(1, MarketModelSimulation.CheckOrderLimits(OpenOrders2, candle).Count);
Assert.AreEqual(1, MarketModelSimulation.CheckOrderLimits(OpenOrders3, candle).Count);
Assert.AreEqual(0, MarketModelSimulation.CheckOrderLimits(OpenOrders4, candle).Count);
Assert.AreEqual(0, MarketModelSimulation.CheckOrderLimits(OpenOrders5, candle).Count);
}