public void WhenPriceGoesUpAndThenDownThenTakesTheMinimumSustainedIncrease()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 1.5M
};
stopLossManager.Consume(priceUpdated);
priceUpdated = new PriceUpdated {
Price = 1.2M
};
stopLossManager.Consume(priceUpdated);
bus.Clear();
priceUpdated = new PriceUpdated {
Price = 1.5M
};
var sendToMeInX = new SendToMeInX <PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage <TargetUpdated>();
Assert.NotNull(targetUpdated);
Assert.Equal(targetUpdated.TargetPrice, 1.1M);
}
public void WhenPriceGoesDownAndIsNotSustainedForLongerThan7SecondsThenDoesntTriggerStopLoss()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 0.89M
};
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated {
Price = 0.91M
};
stopLossManager.Consume(priceUpdated2);
var sendToMeInX = new SendToMeInX <PriceUpdated>(7.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var stopLossTriggered = bus.GetLastMessage <StopLossTriggered>();
Assert.Null(stopLossTriggered);
}
public void WhenPriceUpdatedAfterThresholdThenTargetUpdatedWithNewPriceWithoutObsoletePricesAffectingIt()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 1.0M
};
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated {
Price = 1.2M
};
stopLossManager.Consume(priceUpdated2);
bus.Clear();
stopLossManager.Consume(new SendToMeInX <PriceUpdated>(10.0M, priceUpdated));
stopLossManager.Consume(new SendToMeInX <PriceUpdated>(10.0M, priceUpdated2));
var targetUpdated = bus.GetLastMessage <TargetUpdated>();
Assert.NotNull(targetUpdated);
Assert.Equal(targetUpdated.TargetPrice, 1.1M);
}
public void AfterSellingDoesntSellAgain()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 0.89M
};
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated {
Price = 0.5M
};
stopLossManager.Consume(priceUpdated);
stopLossManager.Consume(new SendToMeInX <PriceUpdated>(7.0M, priceUpdated));
bus.Clear();
stopLossManager.Consume(new SendToMeInX <PriceUpdated>(7.0M, priceUpdated2));
var stopLossTriggered = bus.GetLastMessage <StopLossTriggered>();
Assert.Null(stopLossTriggered);
}
public void WhenPriceUpdatedWithinTenSecondsThenRaisesTwoSendInX()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 1.5M
};
stopLossManager.Consume(priceUpdated);
var events = bus.GetMessages().OfType <SendToMeInX <PriceUpdated> >().ToArray();
Assert.Equal(events.Length, 2);
var sendToMeInX1 = events.First();
var sendToMeInX2 = events.Last();
Assert.NotNull(sendToMeInX1);
Assert.Equal(sendToMeInX1.Message, priceUpdated);
Assert.Equal(sendToMeInX1.X, 10.0M);
Assert.NotNull(sendToMeInX2);
Assert.Equal(sendToMeInX2.Message, priceUpdated);
Assert.Equal(sendToMeInX2.X, 7.0M);
}
public void WhenPriceNotSustainedForLongerThan10SecondsThenTargetNotUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 0.8M
};
stopLossManager.Consume(priceUpdated);
bus.Clear();
priceUpdated = new PriceUpdated {
Price = 1.5M
};
var sendToMeInX = new SendToMeInX <PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage <TargetUpdated>();
Assert.Null(targetUpdated);
}
public void WhenPositionAcquiredThenTargetUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var events = bus.GetMessages();
var targetUpdated = events.First() as TargetUpdated;
Assert.That(targetUpdated, Is.Not.Null, "Should be TargetUpdated");
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(0.9M));
}
public void WhenPositionAcquiredThenTargetUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var events = bus.GetMessages();
var targetUpdated = events.First() as TargetUpdated;
Assert.That(targetUpdated, Is.Not.Null, "Should be TargetUpdated");
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(0.9M));
}
public void WhenPositionAcquiredThenTargetUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var events = bus.GetMessages();
var targetUpdated = events.First() as TargetUpdated;
Assert.NotNull(targetUpdated);
Assert.Equal(targetUpdated.TargetPrice, 0.9M);
}
public void AquirePosition(PositionAcquired newPosition)
{
if (newPosition == null)
{
throw new ArgumentNullException("newPosition");
}
if (newPosition.Price <= 0)
{
throw new ArgumentException("Price must be > 0 (zero)", "newPosition");
}
_state = _stateProvider.CalculateState(newPosition.Price, newPosition.Price);
}
public void WhenPriceSustainedForLongerThan10SecondsThenTargetUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 1.5M };
stopLossManager.Consume(priceUpdated);
var sendToMeInX = new SendToMeInX<PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage<TargetUpdated>();
Assert.That(targetUpdated, Is.Not.Null);
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(1.4M));
}
public void Handle(PositionAcquired message)
{
_price10SecondWindow.Add(message.Price);
_price13SecondWindow.Add(message.Price);
UpdateStopLossPrice();
_publisher.Publish(new SendToMeIn {
DelayInSeconds = 10, Inner = new RemoveFrom10SecondWindow {
Price = message.Price
}
});
_publisher.Publish(new SendToMeIn {
DelayInSeconds = 13, Inner = new RemoveFrom13SecondWindow {
Price = message.Price
}
});
}
public void WhenPriceSustainedForLongerThan10SecondsThenTargetUpdated()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {
Price = 1.5M
};
stopLossManager.Consume(priceUpdated);
var sendToMeInX = new SendToMeInX <PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage <TargetUpdated>();
Assert.That(targetUpdated, Is.Not.Null);
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(1.4M));
}
public void Handle(PositionAcquired message)
{
_possibleStopLossPrices.Add(message.Price);
_currentPrices.Add(message.Price);
UpdateStopLossPrice();
_publisher.Publish(new StopLossPriceUpdated {
Price = _currentStopLossPrice
});
_publisher.Publish(new SendMessageIn {
MessageToSend = new PriceExpiredFromStopLossWindow {
Price = message.Price
}
});
_publisher.Publish(new SendMessageIn {
MessageToSend = new PriceExpiredFromStopLossHitWindow {
Price = message.Price
}
});
}
public void WhenPriceUpdatedWithinTenSecondsThenRaisesTwoSendInX()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated {Price = 1.5M};
stopLossManager.Consume(priceUpdated);
var events = bus.GetMessages().OfType<SendToMeInX<PriceUpdated>>().ToArray();
Assert.That(events, Has.Length.EqualTo(2));
var sendToMeInX1 = events.First();
var sendToMeInX2 = events.Last();
Assert.That(sendToMeInX1, Is.Not.Null);
Assert.That(sendToMeInX1.Message, Is.EqualTo(priceUpdated));
Assert.That(sendToMeInX1.X, Is.EqualTo(10.0M));
Assert.That(sendToMeInX2, Is.Not.Null);
Assert.That(sendToMeInX2.Message, Is.EqualTo(priceUpdated));
Assert.That(sendToMeInX2.X, Is.EqualTo(7.0M));
}
public void WhenPriceGoesUpAndThenDownThenTakesTheMinimumSustainedIncrease()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 1.5M };
stopLossManager.Consume(priceUpdated);
priceUpdated = new PriceUpdated { Price = 1.2M };
stopLossManager.Consume(priceUpdated);
bus.Clear();
priceUpdated = new PriceUpdated { Price = 1.5M };
var sendToMeInX = new SendToMeInX<PriceUpdated>(10.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var targetUpdated = bus.GetLastMessage<TargetUpdated>();
Assert.That(targetUpdated, Is.Not.Null);
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(1.1M));
}
public void WhenPriceGoesDownAndIsNotSustainedForLongerThan7SecondsThenDoesntTriggerStopLoss()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 0.89M };
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated { Price = 0.91M };
stopLossManager.Consume(priceUpdated2);
var sendToMeInX = new SendToMeInX<PriceUpdated>(7.0M, priceUpdated);
stopLossManager.Consume(sendToMeInX);
var stopLossTriggered = bus.GetLastMessage<StopLossTriggered>();
Assert.That(stopLossTriggered, Is.Null);
}
public void WhenPriceUpdatedAfterThresholdThenTargetUpdatedWithNewPriceWithoutObsoletePricesAffectingIt()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 1.0M };
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated { Price = 1.2M };
stopLossManager.Consume(priceUpdated2);
bus.Clear();
stopLossManager.Consume(new SendToMeInX<PriceUpdated>(10.0M, priceUpdated));
stopLossManager.Consume(new SendToMeInX<PriceUpdated>(10.0M, priceUpdated2));
var targetUpdated = bus.GetLastMessage<TargetUpdated>();
Assert.That(targetUpdated, Is.Not.Null);
Assert.That(targetUpdated.TargetPrice, Is.EqualTo(1.1M));
}
public void AfterSellingDoesntSellAgain()
{
var positionAcquired = new PositionAcquired(1.0M);
stopLossManager.Consume(positionAcquired);
var priceUpdated = new PriceUpdated { Price = 0.89M };
stopLossManager.Consume(priceUpdated);
var priceUpdated2 = new PriceUpdated { Price = 0.5M };
stopLossManager.Consume(priceUpdated);
stopLossManager.Consume(new SendToMeInX<PriceUpdated>(7.0M, priceUpdated));
bus.Clear();
stopLossManager.Consume(new SendToMeInX<PriceUpdated>(7.0M, priceUpdated2));
var stopLossTriggered = bus.GetLastMessage<StopLossTriggered>();
Assert.That(stopLossTriggered, Is.Null);
}
