public void Transaction_import_positions()
{
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Position> >().Count());
string ef = String.Concat(ProjectRootFolderNameFactory.Make(), "\\TestData\\positions.txt");
ITransaction import = new ImportPositionsTransaction((IObservableHashSetFactory)this.tradingData, ef);
import.Execute();
Assert.AreEqual(3, this.tradingData.Get <IEnumerable <Position> >().Count());
}
public void Transaction_import_bars_when_file_exists()
{
string path = String.Concat(ProjectRootFolderNameFactory.Make(), "\\TestData\\SPFB.RTS_130807_130807.txt");
Assert.AreEqual(0, this.marketData.Get <ObservableCollection <Bar> >().Count);
ITransaction import = new ImportBarsTransaction(this.marketData.Get <ObservableCollection <Bar> >(), path);
import.Execute();
Assert.AreEqual(7, this.marketData.Get <ObservableCollection <Bar> >().Count);
}
public void Transaction_import_signal_only_for_existent_strategy()
{
StrategyHeader strategyHeader = new StrategyHeader(1, "First strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategyHeader);
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Signal> >().Count());
string ef = String.Concat(ProjectRootFolderNameFactory.Make(), "\\TestData\\signals.txt");
ITransaction import = new ImportSignalsTransaction(this.tradingData, ef);
import.Execute();
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Signal> >().Count());
}
public void Transaction_Setup()
{
this.tradingData = new TradingDataContext();
this.path = String.Concat(ProjectRootFolderNameFactory.Make(), "\\TestData\\orders.txt");
}
public void Transaction_Setup()
{
this.tradingData = new TradingDataContext();
this.ef = String.Concat(ProjectRootFolderNameFactory.Make(), "\\export-signals.txt");
}
public void ignore_signals_when_backup_loaded_at_not_trading_time()
{
ITransaction importSignals = new ImportSignalsTransaction(this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\signals-backup.txt");
ITransaction importOrders = new ImportOrdersTransaction((IObservableHashSetFactory)this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\orders-backup.txt");
ITransaction importTrades = new ImportTradesTransaction((IObservableHashSetFactory)this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\trades-backup.txt");
importSignals.Execute();
importOrders.Execute();
importTrades.Execute();
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Signal> >().Count());
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Order> >().Count());
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Trade> >().Count());
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Position> >().Count());
Assert.AreEqual(0, this.signalQueue.Count);
Assert.AreEqual(0, this.orderQueue.Count);
Assert.AreEqual(0, ((MockOrderManager)this.orderManager).PlaceCounter);
}
public void BarsFactory_Load_All_Bars_From_File()
{
IEnumerable <Bar> bars = BarsFactory.Make(String.Concat(ProjectRootFolderNameFactory.Make(), "\\App_Data\\Import\\SPFB.RTS_120901_121001_Hour.txt"));
Assert.AreEqual(294, bars.Count());
}
public void BarsFactory_Make_ForHour()
{
IEnumerable <Bar> bars = BarsFactory.Make(String.Concat(ProjectRootFolderNameFactory.Make(), "\\TestData\\SPFB.RTS.txt"));
Assert.AreEqual(574, bars.Count());
}