void TestEnterSweeperChance_TwoArb(MonitorEnter_BondArb_Accessor me)
{
// 두 pair 모두 0으로 값을 설정한 후 테스트한다.
BondPair housingBondPair = null;
RawMarketData rmdHousingNormal = null;
RawMarketData rmdHousingSmall = null;
SetHousingBondPairAndRmds(ref housingBondPair, ref rmdHousingNormal, ref rmdHousingSmall);
BondPair doosanBondPair = null;
RawMarketData rmdDoosanNormal = null;
RawMarketData rmdDoosanRetail = null;
SetCreditBondPairAndRmds(ref doosanBondPair, ref rmdDoosanNormal, ref rmdDoosanRetail);
SetAsZeroRMD(ref rmdHousingNormal);
SetAsZeroRMD(ref rmdHousingSmall);
SetAsZeroRMD(ref rmdDoosanNormal);
SetAsZeroRMD(ref rmdDoosanRetail);
me.BeforeEnterSweeperChance();
Assert.AreEqual(false, me.EnterSweeperChance(100));
Assert.AreEqual(me._node.GetSweeperCollection().GetTotalSweeperCount(), 0);
// 두개 모두 arb가능
SetImmeLongPart(rmdDoosanNormal, 100 * CommonConst._1_000_000, 5000);
SetImmeShortPart(rmdDoosanRetail, 100 * CommonConst._1_000_000, 15000);
SetImmeLongPart(rmdHousingNormal, 100 * CommonConst._1_000_000, 5000);
SetImmeShortPart(rmdHousingSmall, 100 * CommonConst._1_000_000, 15000);
me.BeforeEnterSweeperChance();
Assert.AreEqual(true, me.EnterSweeperChance(100));
Assert.AreEqual(me._node.GetSweeperCollection().GetTotalSweeperCount(), 2);
Unittest_BondArbUtil.ClearBondAccount(me._bondAccount);
Unittest_BondArbUtil.ClearSweeperCollection(me);
}
void TestEnterSweeperChance_NoArb(MonitorEnter_BondArb_Accessor me)
{
Assert.AreEqual(POrderBidAskCountManager.Ins().IsDirty(), false);
Assert.AreEqual(POrder_UnittestUtil.IsPOrderCommonResourceDirty(), false);
// 1. 두 pair 모두 0이므로 no arb
BondPair housingBondPair = null;
RawMarketData rmdHousingNormal = null;
RawMarketData rmdHousingSmall = null;
SetHousingBondPairAndRmds(ref housingBondPair, ref rmdHousingNormal, ref rmdHousingSmall);
BondPair doosanBondPair = null;
RawMarketData rmdDoosanNormal = null;
RawMarketData rmdDoosanRetail = null;
SetCreditBondPairAndRmds(ref doosanBondPair, ref rmdDoosanNormal, ref rmdDoosanRetail);
SetAsZeroRMD(ref rmdHousingNormal);
SetAsZeroRMD(ref rmdHousingSmall);
SetAsZeroRMD(ref rmdDoosanNormal);
SetAsZeroRMD(ref rmdDoosanRetail);
me.BeforeEnterSweeperChance();
Assert.AreEqual(false, me.EnterSweeperChance(100));
Assert.AreEqual(me._node.GetSweeperCollection().GetTotalSweeperCount(), 0);
// 2. arb이 성립하는지 본 뒤 EnterSweeperChance(0)이므로 no arb
SetImmeLongPart(rmdDoosanNormal, 100 * CommonConst._1_000, 5000);
SetImmeShortPart(rmdDoosanRetail, 100 * CommonConst._1_000, 15000);
me.BeforeEnterSweeperChance();
Assert.AreEqual(true, me.EnterSweeperChance(100));
Assert.AreEqual(me._node.GetSweeperCollection().GetTotalSweeperCount(), 1);
Unittest_BondArbUtil.ClearBondAccount(me._bondAccount);
Unittest_BondArbUtil.ClearSweeperCollection(me);
me.BeforeEnterSweeperChance();
const int kZero = 0;
Assert.AreEqual(false, me.EnterSweeperChance(kZero));
Assert.AreEqual(me._node.GetSweeperCollection().GetTotalSweeperCount(), 0);
}