public void testOrderDuration()
{
var fillKill = symbol().buy("fill or kill", stop(10), 100, fillOrKill());
processBar(1, 1, 1, 1);
symbolSystem.placeOrder(fillKill);
hasOrders(fillKill);
processTick(1);
noOrders();
fillKill = symbol().buy("fill or kill", stop(10), 100, fillOrKill());
symbolSystem.placeOrder(fillKill);
processBar(1, 1, 1, 1);
noOrders();
var bar = symbol().buy("one bar", stop(10), 100, oneBar());
symbolSystem.placeOrder(bar);
hasOrders(bar);
processTick(1);
hasOrders(bar);
processTick(1);
hasOrders(bar);
O.freezeNow("2001/02/03 04:05:06");
processBar(1, 1, 1, 1, O.now());
noOrders();
var dayOrder = symbol().buy("day", stop(10), 100, oneDay());
symbolSystem.placeOrder(dayOrder);
hasOrders(dayOrder);
processBar(1, 1, 1, 1, O.now().AddHours(1));
hasOrders(dayOrder);
processBar(1, 1, 1, 1, O.now().AddDays(1));
noOrders();
}
public void testRunsLimitedOnCloseDoesNotRunPassedClose()
{
// set the time after the close
O.freezeNow(date("2008/10/08 16:15:00"));
tick(-17, -0.5, 21, 0.021, 2);
IsNull(symbolSystem.onCloseTimer);
}
public void testTimers()
{
var timers = new Timers <double>();
O.freezeNow("2008/11/11 11:11:11");
timers.add(0.0, millisAhead(100), () => call(0));
O.wait(() => didCall(0));
IsFalse(timers.has(0.0));
timers.add(0.0, millisAhead(100), () => call(0));
timers.add(1.0, millisAhead(100), () => call(1));
O.wait(() => didCall(0));
O.wait(() => didCall(1));
timers.add(0.0, millisAhead(1000), () => call(0));
Bombs(() => timers.add(0.0, millisAhead(100), () => call(1)), "value exists");
timers.replace(0.0, millisAhead(100), () => call(1));
O.wait(() => didCall(1));
IsFalse(timers.remove(0.0));
timers.replace(0.0, millisAhead(200), () => call(1));
IsTrue(timers.remove(0.0));
O.sleep(300);
IsFalse(didCall(1));
timers.add(0.0, millisAhead(800), () => call(0)); // adding removeOne tracking to Timers::clear method added
timers.add(1.0, millisAhead(800), () => call(1)); // enough overhead to require loosening this deadline by 400 millis.
timers.clear();
O.sleep(300);
IsFalse(didCall(0));
IsFalse(didCall(1));
timers.add(1.0, Objects.now().AddMilliseconds(100), d => call((int)d));
O.wait(() => didCall(1));
IsFalse(didCall(0));
}
public void testRunsLimitedOnCloseInLiveMode()
{
// set the time to early in the day, so that we haven't passed the close
O.freezeNow(date("2008/10/08 11:00:00"));
enterLong();
IsTrue(symbolSystem.runOnClose());
tick(-17, -0.5, 21, 0.021, 2);
IsTrue(symbolSystem.runOnClose());
IsNotNull(symbolSystem.onCloseTimer);
}
public void testNestedTimers()
{
var timers = new Timers <string>();
O.freezeNow("2008/11/11 11:11:11");
timers.add("first", millisAhead(100), name => {
call(1);
timers.replace("first", millisAhead(100), nameLater => {
didCall(1);
call(1);
timers.replace("first", millisAhead(100), s => call(0));
});
});
Objects.wait(() => didCall(0));
Objects.wait(() => didCall(1));
}
public void testOnCloseLive()
{
O.freezeNow("2009/01/01 09:00:00");
var bar = new Bar(1, 1, 1, 1);
processBar(bar);
var closeTime = date("2009/01/01 12:34:56");
symbolSystem.processCloseAt = closeTime;
O.timerManager().isInterceptingTimersForTest = true;
O.timerManager().intercept("2009/01/01 12:34:56", "subsystem close");
O.timerManager().intercept("2009/01/11 09:00:00", "multisystem close");
O.timerManager().intercept("2009/01/01 09:00:00", "system heartbeat");
processTick(3, closeTime);
processTick(2, closeTime);
IsFalse(symbolSystem.onCloseTriggered);
O.timerManager().runTimers(closeTime);
IsTrue(symbolSystem.onCloseTriggered);
AreEqual(2.0, symbolSystem.lastCloseProcessed);
}