public void LimitCloseLongProfitTest()
{
double initial_cash = 1000;
double commission_per_unit = 0.01;
List <Price> prices = new List <Price>();
prices.Add(new Price(new DateTimeUTC(2000, 0, 0, 0, 0, 0), 1.0, 1.1));
prices.Add(new Price(new DateTimeUTC(2000, 0, 0, 0, 0, 1), 1.4, 1.5));
prices.Add(new Price(new DateTimeUTC(2000, 0, 0, 0, 0, 2), 2.0, 2.1));
PriceSet price_set = new PriceSet(ToolsPrice.DefaultSymbolGBPUSD, prices.AsReadOnly());
MarketModelSimulation market = new MarketModelSimulation(initial_cash, commission_per_unit, price_set);
market.ProcessOrderCommand(new TradingOrderCommand(TradingOrderType.Long, 1.0, 1.0, 0.0, 0.9, 1.6));
market.StepSecond();
List <int> open_orders_0 = new List <int>(market.OpenOrders.Keys);
Assert.AreEqual(1, open_orders_0.Count);
market.StepSecond();
List <int> open_orders_1 = new List <int>(market.OpenOrders.Keys);
Assert.AreEqual(0, open_orders_1.Count);
Assert.AreEqual(1000.49, market.Cash);
}
public void ManualCloseShortTest()
{
double initial_cash = 1000;
double commission_per_unit = 0.01;
List <Price> prices = new List <Price>();
prices.Add(new Price(new DateTimeUTC(2000, 0, 0, 0, 0, 0), 1.0, 1.1));
prices.Add(new Price(new DateTimeUTC(2000, 0, 0, 0, 0, 1), 2.0, 2.1));
PriceSet price_set = new PriceSet(ToolsPrice.DefaultSymbolGBPUSD, prices.AsReadOnly());
MarketModelSimulation market = new MarketModelSimulation(initial_cash, commission_per_unit, price_set);
market.ProcessOrderCommand(new TradingOrderCommand(TradingOrderType.Short, 1.0, 1.0, 0.0));
List <int> open_orders = new List <int>(market.OpenOrders.Keys);
foreach (int open_order in open_orders)
{
market.CloseOrder(open_order);
}
Assert.AreEqual(998.89, market.Cash);
}