public void LimOrderLimitIsOKTest() { { // IsOK, FilterOrderLimitCount에서 값을 root에 잘 전달하는지를 테스트한다. Account accountFO = AccountManager.Ins().CreateSimFOAccount(); String code = KospiFutureUtil.Ins().KFI.Code; double reqPrice = KospiFutureUtil.Ins().KFI.UpLimit; long reqCount = 1; TradingDirection ls = TradingDirection.Long; // 여기서는 rmd값이 존재하는 경우의 테스트이다. RawMarketData rmd = RmdManager.Ins().GetData(code); rmd.BidPrice1 = KospiFutureUtil.Ins().KFI.DownLimit; rmd.AskPrice1 = KospiFutureUtil.Ins().KFI.UpLimit; rmd.BidCount1 = 500; rmd.AskCount1 = 500; POrder o = new POrder(ls, code, reqCount, reqPrice, accountFO, rmd); Assert.AreEqual(o.IsInputValidated, true); // pass test { Boolean bActual = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(true, bActual); } { Util.LogOutCriticalError("\t\t# DummyOrderLimit 1 permitted."); Boolean bActual = g_lim_ol_with_dummy.IsOK(o); Assert.AreEqual(false, bActual); } { long actual = g_lim_ol_with_default.GetPossibleReqCount(o.RMDClone.Code, o.RMDClone.AskPrice1, 100); Assert.AreEqual(100, actual); } { Util.LogOutCriticalError("\t\t# DummyOrderLimit 1 permitted."); long actual = g_lim_ol_with_dummy.GetPossibleReqCount(o.RMDClone.Code, o.RMDClone.AskPrice1, 100); Assert.AreEqual(long.MinValue, actual); } // lim order limit에서 pivot이 0이 되는 상황을 테스트한다. long의 경우이다. // pivot 0 case o.RMDClone.AskPrice1 = 0; { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Assert.AreEqual(true, defaultSuccess); Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(false, limSuccess); } // RMD 가격이 존재하는 경우 자동적으로 범위 안으로 SetReqPrice가 된다. o.RMDClone.AskPrice1 = KospiFutureUtil.Ins().KFI.UpLimit; o.SetReqPrice(o.ReqPrice + 0.20); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(true, defaultSuccess); Assert.AreEqual(true, limSuccess); } o.SetReqPrice(o.ReqPrice + 0.05); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(true, defaultSuccess); Assert.AreEqual(true, limSuccess); } o.SetReqPrice(o.ReqPrice + 0.05); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Assert.AreEqual(true, defaultSuccess); Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(false, limSuccess); } o.Update(o.ReqCount, 0, true); } //long { Account accountFO = AccountManager.Ins().CreateSimFOAccount(); String code = KospiFutureUtil.Ins().KFI.Code; double reqPrice = KospiFutureUtil.Ins().KFI.UpLimit; long reqCount = 1; TradingDirection ls = TradingDirection.Long; RawMarketData rmd = RmdManager.Ins().GetData(code); rmd.BidPrice1 = 0; rmd.AskPrice1 = 0; rmd.BidCount1 = 0; rmd.AskCount1 = 0; POrder o = new POrder(ls, code, reqCount, reqPrice, accountFO, rmd); Assert.AreEqual(o.IsInputValidated, true); // pass test { Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean bActual = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(false, bActual); } { Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean bActual = g_lim_ol_with_dummy.IsOK(o); Assert.AreEqual(false, bActual); } { long actual = g_lim_ol_with_default.GetPossibleReqCount(o.RMDClone.Code, o.RMDClone.AskPrice1, 100); Assert.AreEqual(100, actual); } { Util.LogOutCriticalError("\t\t# DummyOrderLimit 1 permitted."); long actual = g_lim_ol_with_dummy.GetPossibleReqCount(o.RMDClone.Code, o.RMDClone.AskPrice1, 100); Assert.AreEqual(long.MinValue, actual); } // pivot 0 case o.RMDClone.AskPrice1 = 0; { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Assert.AreEqual(true, defaultSuccess); Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(false, limSuccess); } o.RMDClone.AskPrice1 = KospiFutureUtil.Ins().KFI.UpLimit; // 4tick 위 가능 o.SetReqPrice(o.ReqPrice + 0.20); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(true, defaultSuccess); Assert.AreEqual(true, limSuccess); } // 5tick 위 가능 o.SetReqPrice(o.ReqPrice + 0.05); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(true, defaultSuccess); Assert.AreEqual(true, limSuccess); } // 6tick 위 불가능 o.SetReqPrice(o.ReqPrice + 0.05); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Assert.AreEqual(true, defaultSuccess); Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(false, limSuccess); } o.Update(o.ReqCount, 0, true); } //short { Account accountFO = AccountManager.Ins().CreateSimFOAccount(); String code = KospiFutureUtil.Ins().KFI.Code; double reqPrice = KospiFutureUtil.Ins().KFI.UpLimit; long reqCount = 1; TradingDirection ls = TradingDirection.Short; RawMarketData rmd = RmdManager.Ins().GetData(code); rmd.BidPrice1 = 0; rmd.AskPrice1 = 0; rmd.BidCount1 = 0; rmd.AskCount1 = 0; POrder o = new POrder(ls, code, reqCount, reqPrice, accountFO, rmd); Assert.AreEqual(o.IsInputValidated, true); // pass test { Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean bActual = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(false, bActual); } { Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean bActual = g_lim_ol_with_dummy.IsOK(o); Assert.AreEqual(false, bActual); } { long actual = g_lim_ol_with_default.GetPossibleReqCount(o.RMDClone.Code, o.RMDClone.AskPrice1, 100); Assert.AreEqual(100, actual); } { Util.LogOutCriticalError("\t\t# DummyOrderLimit 1 permitted."); long actual = g_lim_ol_with_dummy.GetPossibleReqCount(o.RMDClone.Code, o.RMDClone.AskPrice1, 100); Assert.AreEqual(long.MinValue, actual); } // pivot 0 case o.RMDClone.AskPrice1 = 0; { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Assert.AreEqual(true, defaultSuccess); Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(false, limSuccess); } o.RMDClone.BidPrice1 = KospiFutureUtil.Ins().KFI.UpLimit; // 4tick 위 가능 Util.LogOutCriticalError("\t\t # Non exist code search 1 permitted."); o.SetReqPrice(o.ReqPrice - 0.20); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(true, defaultSuccess); Assert.AreEqual(true, limSuccess); } // 5tick 위 가능 Util.LogOutCriticalError("\t\t # Non exist code search 1 permitted."); o.SetReqPrice(o.ReqPrice - 0.05); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(true, defaultSuccess); Assert.AreEqual(true, limSuccess); } // 6tick 위 불가능 Util.LogOutCriticalError("\t\t # Non exist code search 1 permitted."); o.SetReqPrice(o.ReqPrice - 0.05); { Boolean defaultSuccess = g_default_orderlimit.IsOK(o); Assert.AreEqual(true, defaultSuccess); Util.LogOutCriticalError("\t\t# LimOrderLimit 1 permitted."); Boolean limSuccess = g_lim_ol_with_default.IsOK(o); Assert.AreEqual(false, limSuccess); } o.Update(o.ReqCount, 0, true); } }