public void close_all_position()
{
RestoreDb();
MatchService ms = new MatchService();
var t1 = ms.Model.Traders.Where(a => a.Id == 1).First();
var t2 = ms.Model.Traders.Where(a => a.Id == 2).First();
var c = ms.Model.Contracts.Where(a => a.Id == 1 && a.IsDel == false).First();
var sl = new List <OrderResult>();
for (int i = 0; i < 6; i++)
{
var t = ms.AddOrder(t1.Id, c.Id, TradeDirectType.卖, OrderType.开仓, OrderPolicy.限价申报, i + 1, i + 1);
sl.Add(t);
}
var b1 = ms.AddOrder(t2.Id, c.Id, TradeDirectType.买, OrderType.开仓, OrderPolicy.限价申报, 21, 6);
var t1bt = t1.Account.BailAccount.Total;
var t2bt = t2.Account.BailAccount.Total;
var sc = ms.AddOrder(t1.Id, c.Id, TradeDirectType.买, OrderType.平仓, OrderPolicy.限价申报, 21, 6);
var bc = ms.AddOrder(t2.Id, c.Id, TradeDirectType.卖, OrderType.平仓, OrderPolicy.限价申报, 21, 6);
vo_s_dp_dc(sc.Order, OrderState.已成交, 6, 21);
vo_s_dp_dc(bc.Order, OrderState.已成交, 6, 21);
var ps = t1.GetPositionSummary(c.Code, PositionType.义务仓);
var pb = t2.GetPositionSummary(c.Code, PositionType.权利仓);
vp_c_bp_m(ps, 0, 6, 0);
vp_c_bp_m(pb, 0, 6, 0);
vb_t_f_m(t1.Account.BailAccount, t1bt - (decimal)(21 * 6) - (decimal)(21 * 6 * 0.001), 0, 0);
vb_t_f_m(t2.Account.BailAccount, t2bt + (decimal)(21 * 6) - (decimal)(21 * 6 * 0.001), 0, 0);
}
public void s_o_1_1_2_2_b_o_3_2()
{
RestoreDb();
MatchService ms = new MatchService();
var t1 = ms.Model.Traders.Where(a => a.Id == 1).First();
var t2 = ms.Model.Traders.Where(a => a.Id == 2).First();
var c = ms.Model.Contracts.Where(a => a.Id == 1 && a.IsDel == false).First();
//1块钱卖1个
var r1 = ms.AddOrder(t1.Id, 1, TradeDirectType.卖, OrderType.开仓, OrderPolicy.限价申报, 1, 1);
//2块钱卖2个
var r2 = ms.AddOrder(t1.Id, 1, TradeDirectType.卖, OrderType.开仓, OrderPolicy.限价申报, 2, 2);
//3块钱买2个
var r3 = ms.AddOrder(t2.Id, 1, TradeDirectType.买, OrderType.开仓, OrderPolicy.限价申报, 2, 3);
//成交
vo_s_dp_dc(r1.Order, OrderState.已成交, 1, 1);
vo_s_dp_dc(r2.Order, OrderState.部分成交, 2, 1);
vo_s_dp_dc(r3.Order, OrderState.已成交, 2, 1);
//持仓
var p1 = t1.GetPositionSummary(c.Code, PositionType.义务仓);
vp_c_bp_m(p1, 2, 1.5m, 0);
var p2 = t2.GetPositionSummary(c.Code, PositionType.权利仓);
vp_c_bp_m(p2, 2, 1.5m, 0m);
//金额
var delta = (decimal)(1 * 1 + 2 * 1);
var commission = (decimal)(0.001 * 3);
vb_t_f_m(t1.Account.BailAccount, orignalSum + delta - commission, 2m, 0);
vb_t_f_m(t2.Account.BailAccount, (decimal)(orignalSum - delta - commission), 0m, 0m);
}
public void one_deal_ok()
{
var ms = new MatchService();
var r = ms.AddOrder(3, 2, Core.TradeDirectType.卖, OrderType.开仓, OrderPolicy.限价申报, 10, 10);
Assert.AreEqual(true, r.IsSuccess);
Assert.AreEqual(ms.Matcher.Container.Orders.Count, 1);
var r1 = ms.AddOrder(2, 2, Core.TradeDirectType.买, OrderType.开仓, OrderPolicy.限价申报, 10, 10);
Assert.AreEqual(true, r1.IsSuccess);
Assert.AreEqual(ms.Matcher.Container.Orders.Count, 1);
}
public void anti_sell_and_has_position()//买卖平仓
{
var ms = new MatchService();
var t = ms.Model.Traders.Where(a => a.Id == 1).FirstOrDefault(); // ms.dataCenter.Db.Set<Trader>().Find(1);
var t2 = ms.Model.Traders.Where(a => a.Id == 2).FirstOrDefault(); //ms.dataCenter.Db.Set<Trader>().Find(2);
var orginalCount = t.Positions.Count;
var orginalCount2 = t2.Positions.Count;
var r = ms.AddOrder(1, 1, Core.TradeDirectType.买, OrderType.开仓, OrderPolicy.限价申报, 10, 10);
var r1 = ms.AddOrder(2, 1, Core.TradeDirectType.卖, OrderType.开仓, OrderPolicy.限价申报, 10, 10);
Assert.AreEqual(1, t.Positions.Count - orginalCount);
Assert.AreEqual(1, t2.Positions.Count - orginalCount2);
}
public void sell_close_fail_because_no_position()
{
var ms = new MatchService();
var r = ms.AddOrder(1, 1, Core.TradeDirectType.买, OrderType.平仓, OrderPolicy.限价申报, 10, 10);
Assert.AreEqual(false, r.IsSuccess);
}
public void sell_open_ok()
{
var ms = new MatchService();
var r = ms.AddOrder(1, 1, Core.TradeDirectType.卖, OrderType.开仓, OrderPolicy.限价申报, 10, 10);
Assert.AreEqual(true, r.IsSuccess);
Assert.AreEqual(ms.Matcher.Container.Orders.Count, 1);
}
public void s_o_i_to10_i_to10_b_o_10_55()
{
RestoreDb();
MatchService ms = new MatchService();
var t1 = ms.Model.Traders.Where(a => a.Id == 1).First();
var t2 = ms.Model.Traders.Where(a => a.Id == 2).First();
var c = ms.Model.Contracts.Where(a => a.Id == 1 && a.IsDel == false).First();
var sl = new List <OrderResult>();
for (int i = 0; i < 10; i++)
{
var t = ms.AddOrder(t1.Id, c.Id, TradeDirectType.卖, OrderType.开仓, OrderPolicy.限价申报, i + 1, i + 1);
sl.Add(t);
}
var b1 = ms.AddOrder(t2.Id, c.Id, TradeDirectType.买, OrderType.开仓, OrderPolicy.限价申报, 55, 10);
//成交确认
for (int i = 0; i < 10; i++)
{
vo_s_dp_dc(sl[i].Order, OrderState.已成交, i + 1, i + 1);
}
vo_s_dp_dc(b1.Order, OrderState.已成交, 10, 10);
//持仓确认
var p1 = t1.GetPositionSummary(c.Code, PositionType.义务仓);
decimal bt = 0;
decimal bm = 0;
for (int i = 0; i < 10; i++)
{
bt += (decimal)((i + 1) * (i + 1));
bm += 0;
}
vp_c_bp_m(p1, 55, bt / 55m, bm);
var p2 = t2.GetPositionSummary(c.Code, PositionType.权利仓);
vp_c_bp_m(p2, 55, bt / 55m, 0);
//金额确认
vb_t_f_m(t1.Account.BailAccount, orignalSum + bt - (decimal)(0.001m * bt), 0, bm);
vb_t_f_m(t2.Account.BailAccount, orignalSum - bt - (decimal)(0.001m * bt), 0, 0);
}
public void multi_trader_sell_buy_count_not_eaque()
{
var ms = new MatchService();
List <OperationResult> l = new List <OperationResult>();
for (int i = 0; i < 10; i++)
{
var r = ms.AddOrder(i + 1, 1, Core.TradeDirectType.卖, OrderType.开仓, OrderPolicy.限价申报, (i + 1) * 10, 10);
l.Add(r);
}
for (int i = 0; i < 10; i++)
{
var r = ms.AddOrder(i + 1, 1, Core.TradeDirectType.买, OrderType.开仓, OrderPolicy.限价申报, (i + 1) * 11, 10);
l.Add(r);
}
foreach (var v in l)
{
Assert.AreEqual(true, v.IsSuccess);
}
}
public void close_all()
{
var t1bt = t1.Account.BailAccount.Total;
var t2bt = t2.Account.BailAccount.Total;
var sc = ms.AddOrder(t1.Id, c.Id, TradeDirectType.买, OrderType.平仓, OrderPolicy.限价申报, 21, 6);
var bc = ms.AddOrder(t2.Id, c.Id, TradeDirectType.卖, OrderType.平仓, OrderPolicy.限价申报, 21, 6);
vo_s_dp_dc(sc.Order, OrderState.已成交, 6, 21);
vo_s_dp_dc(bc.Order, OrderState.已成交, 6, 21);
var ps = t1.GetPositionSummary(c.Code, PositionType.义务仓);
var pb = t2.GetPositionSummary(c.Code, PositionType.权利仓);
vp_c_bp_m(ps, 0, 6, 0);
vp_c_bp_m(pb, 0, 6, 0);
vb_t_f_m(t1.Account.BailAccount, t1bt - (decimal)(21 * 6) - (decimal)(21 * 6 * 0.001), 0, 0);
vb_t_f_m(t2.Account.BailAccount, t2bt + (decimal)(21 * 6) - (decimal)(21 * 6 * 0.001), 0, 0);
}