public void BasicStopAndLimit()
{
long id = 1;
sho = new REGSHO_ShortTracker();
sho.SendDebugEvent += new DebugDelegate(rt.d);
sho.VerboseDebugging = true;
Order o = new OrderImpl();
// take a position
o = new BuyLimit(sym, 100, 21.18m, id++);
o.Account = ACCT;
Assert.IsFalse(sho.isOrderShort(o), "entry buy never a short.");
sho.GotOrder(o);
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 21.14m, 100)), "unable to fill order");
Trade t = (Trade)o;
Assert.IsTrue(t.isValid && t.isFilled, "not a valid trade");
sho.GotFill(t);
// accept two exits
o = new SellStop(sym, 100, 21.09m, id++);
o.Account = ACCT;
Assert.IsFalse(sho.isOrderShort(o), "first exit was wrongly a short");
sho.GotOrder(o);
o = new SellLimit(sym, 100, 21.19m, id++);
o.Account = ACCT;
Assert.IsTrue(sho.isOrderShort(o), "second exit was wrongly a sell");
sho.GotOrder(o);
}
public void BasicWithAccount()
{
long id = 1;
sho = new REGSHO_ShortTracker();
sho.SendDebugEvent += new DebugDelegate(rt.d);
Order o = new OrderImpl();
// take a position
sho.GotPosition(new PositionImpl(sym, 100, 300, 0, ACCT));
// accept two exits
o = new SellLimit(sym, 100, 200, id++);
o.Account = ACCT;
Assert.IsFalse(sho.isOrderShort(o));
sho.GotOrder(o);
o = new SellLimit(sym, 200, 105, id++);
o.Account = ACCT;
Assert.IsFalse(sho.isOrderShort(o));
sho.GotOrder(o);
// send another short
o = new SellStop(sym, 300, 99);
o.Account = ACCT;
Assert.IsTrue(sho.isOrderShort(o));
}
public void FillThenStopAndLimitOversell()
{
long id = 1;
sho = new REGSHO_ShortTracker();
sho.SendDebugEvent += new DebugDelegate(rt.d);
sho.VerboseDebugging = true;
lastids.Clear();
Order o = new OrderImpl();
// send some initial orders
so(new SellLimit(sym, 100, 25.83m, id++));
so(new SellStop(sym, 100, 25.83m, id++));
o = new SellStop(sym, 200, 25.83m, id++);
so(o);
// cancel first two orders
sho.GotCancel(lastids[0]);
sho.GotCancel(lastids[1]);
// fill last order
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 25.80m, 200)), "missing initial fill");
sho.GotFill((Trade)o);
// check pending size
Assert.AreEqual(0, pendingsize(sym), "had pending size after cancels and fills");
// flat position
sho.GotPosition(new PositionImpl(sym, 0, 0, 0, ACCT));
// take a position
o = new BuyLimit(sym, 100, 25.83m, id++);
o.Account = ACCT;
Assert.IsFalse(sho.isOrderShort(o), "entry buy never a short.");
sho.GotOrder(o);
Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 25.80m, 100)), "unable to fill order");
Trade t = (Trade)o;
Assert.IsTrue(t.isValid && t.isFilled, "not a valid trade");
sho.GotFill(t);
// accept two exits
o = new SellStop(sym, 100, 21.09m, id++);
o.Account = ACCT;
Assert.IsFalse(sho.isOrderShort(o), "first exit was wrongly a short");
sho.GotOrder(o);
o = new SellLimit(sym, 100, 21.19m, id++);
o.Account = ACCT;
Assert.IsTrue(sho.isOrderShort(o), "second exit was wrongly a sell");
sho.GotOrder(o);
}
public void DoubleBasicWithFlat()
{
long id = 1;
sho = new REGSHO_ShortTracker();
sho.SendDebugEvent += new DebugDelegate(sho_SendDebugEvent);
sho.VerboseDebugging = true;
Order o = new OrderImpl();
// take a position
sho.GotPosition(new PositionImpl(sym, 89.7m, 100));
// accept two exits
o = new SellStop(sym, 100, 89.65m, id++);
long stop1 = o.id;
Assert.IsFalse(sho.isOrderShort(o), "entry1: first sell was incorrectly short");
sho.GotOrder(o);
o = new SellLimit(sym, 100, 89.75m, id++);
long profit1 = o.id;
Assert.IsTrue(sho.isOrderShort(o), "entry1: second sell was incorrectly sell");
sho.GotOrder(o);
// flat
o = new SellStop(sym, 100, 89.65m, stop1);
o.Fill(TickImpl.NewTrade(sym, 89.62m, 100));
sho.GotFill((Trade)o);
sho.GotCancel(profit1);
// do again
// take a position
o = new BuyMarket(sym, 100);
o.id = id++;
o.Fill(TickImpl.NewTrade(sym, 89.64m, 100));
sho.GotFill((Trade)o);
// accept two exits
o = new SellStop(sym, 100, 89.65m, id++);
Assert.IsFalse(sho.isOrderShort(o), "entry2: first sell was incorrectly short");
sho.GotOrder(o);
o = new SellLimit(sym, 100, 89.75m, id++);
Assert.IsTrue(sho.isOrderShort(o), "entry2: second sell was incorrectly NOT short");
sho.GotOrder(o);
}
void so(Order o)
{
lastids.Add(o.id);
o.Account = ACCT;
sho.GotOrder(o);
}