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();
}
static object prolog()
{
var thread = O.paren("c" + Thread.CurrentThread.ManagedThreadId);
var reallyNow = DateTime.Now.ToString("yyyy/MM/dd HH:mm:ss");
var frozenNow = Dates.nowFrozen() ? O.paren(O.ymdHuman(O.now())) : "";
return(thread + " " + reallyNow + frozenNow + ": ");
}
public void testTimerSequence()
{
Objects.freezeNow("2008/11/11 11:11:11");
double currentState = -1;
var sequence = new TimerSequence <double>(d => { currentState = d; });
sequence.add(1.1, 500);
sequence.add(2.2, 500);
sequence.add(3.3);
IsFalse(sequence.running());
// starts in 1.1
sequence.startAsOf(O.now());
O.wait(() => currentState == 1.1);
IsTrue(sequence.running());
Objects.advanceNow(500);
O.wait(() => currentState == 2.2);
Objects.advanceNow(500);
O.wait(() => currentState == 3.3);
IsFalse(sequence.running());
sequence.startAsOf(O.now());
O.wait(() => currentState == 1.1);
Objects.advanceNow(500);
O.wait(() => currentState == 2.2);
sequence.startAsOf(O.now());
O.wait(() => currentState == 1.1);
Objects.advanceNow(500);
O.wait(() => currentState == 2.2);
Objects.advanceNow(500);
O.wait(() => currentState == 3.3);
// starts in 2.2
var asOf = O.now();
Objects.advanceNow(500);
sequence.startAsOf(asOf);
O.wait(() => currentState == 2.2);
Objects.advanceNow(500);
O.wait(() => currentState == 3.3);
// starts in 3.3
asOf = O.now();
currentState = -1;
Objects.advanceNow(1000);
sequence.startAsOf(asOf);
O.wait(() => currentState == 3.3);
}
static DateTime millisAhead(int millis)
{
return(O.now().AddMilliseconds(millis));
}
