public EDoorEachMonitorEnterController(
EDoorMonitorEnterController parent,
KospiOptionInfo koi_0,
KospiOptionInfo koi_1,
KospiOptionInfo koi_2,
KospiOptionInfo koi_3,
KospiOptionInfo koi_4,
ElwInfo ei)
{
this.Parent = parent;
this._data = new EDoorEachMonitorEnterData(this, koi_0, koi_1,
koi_2, koi_3, koi_4, ei);
this._monitorEnter = new MonitorState(this);
}
public static MonitorState.MonitorDataThisTurn CreateThisTurnInput(
EDoorEachMonitorEnterData eachData)
{
MonitorState.MonitorDataThisTurn monitorData =
new MonitorState.MonitorDataThisTurn();
monitorData.RmdKoi_0 =
RmdManager.Ins().GetDataClone(eachData.KOI_0.Code);
monitorData.RmdKoi_1 =
RmdManager.Ins().GetDataClone(eachData.KOI_1.Code);
monitorData.RmdKoi_2 =
RmdManager.Ins().GetDataClone(eachData.KOI_2.Code);
monitorData.RmdKoi_3 =
RmdManager.Ins().GetDataClone(eachData.KOI_3.Code);
monitorData.RmdKoi_4 =
RmdManager.Ins().GetDataClone(eachData.KOI_4.Code);
monitorData.RmdElw =
RmdManager.Ins().GetDataClone(eachData.EI.Code);
return monitorData;
}
void CalculateElwReqPriceTest(
MonitorState_Accessor ms,
MonitorState.MonitorDataThisTurn monitorData,
EDoorEachMonitorEnterData eachData)
{
String elwCode = monitorData.RmdElw.Code;
ElwInfo ei = ElwUtil.GetElwInfo(elwCode);
//1. Elw 가격이 없는 경우
// 4's koi가격
SetAsDefaultPrice(monitorData);
double actual = ms.CalculateElwReqPrice(monitorData, eachData);
double expected =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 0.8);
Assert.AreEqual(expected, actual);
//2. Elw 가격이 있는데 4's koi가격보다 낮은 경우
// 4's koi가격
double elwPrice =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 0.5);
monitorData.RmdElw.BidPrice1 = elwPrice;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
expected =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 0.8);
Assert.AreEqual(expected, actual);
//3. Elw 가격이 3's koi bidPrice보다 작은 경우
// Elw BidPrice + 1tick 가격이 리턴
double elwPriceOfKoi_3 = ElwOptionUtil.ConvertOptionPriceToElwPrice(
ei, monitorData.RmdKoi_3.BidPrice1);
TickValue tv = ProductUtil.Ins().GetTick(elwCode, elwPriceOfKoi_3);
double elwBidPrice = elwPriceOfKoi_3 - tv.DownTickValue * 2;
expected = elwPriceOfKoi_3 - tv.DownTickValue;
monitorData.RmdElw.BidPrice1 = elwBidPrice;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(expected, actual);
//4. Elw 가격이 2's koi bidPrice보다 작은 경우(3's koi 초과)
// 3's koi BidPrice해당 BidPrice
double elwPriceOfKoi_2 = ElwOptionUtil.ConvertOptionPriceToElwPrice(
ei, monitorData.RmdKoi_2.BidPrice1);
tv = ProductUtil.Ins().GetTick(elwCode, elwPriceOfKoi_2);
elwBidPrice = elwPriceOfKoi_2 - tv.DownTickValue * 2;
expected = ElwOptionUtil.ConvertOptionPriceToElwPrice(
ei, monitorData.RmdKoi_3.BidPrice1);
monitorData.RmdElw.BidPrice1 = elwBidPrice;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(expected, actual);
//5. Elw 가격이 너무 낮은 경우(4's koi)
SetAsDefaultPrice(monitorData);
actual = ms.CalculateElwReqPrice(monitorData, eachData);
expected =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 0.8);
Assert.AreEqual(expected, actual);
//6. Koi 0's 가격이 너무 낮은 경우(-1)
SetAsDefaultPrice(monitorData);
monitorData.RmdKoi_0.BidPrice1 = 0.69;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(-1, actual);
//7. Koi 1's 가격이 너무 낮은 경우(해당사항 없음)
//8. Koi 2's 가격이 너무 낮은 경우(해당사항 없음)
//9. Koi 3's 가격이 너무 낮은 경우(-1)
SetAsDefaultPrice(monitorData);
monitorData.RmdKoi_3.BidPrice1 = 0.19;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(-1, actual);
//10. Koi 4's 가격이 너무 낮은 경우(-1)
SetAsDefaultPrice(monitorData);
monitorData.RmdKoi_4.BidPrice1 = 0.19;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(-1, actual);
//11. 0's 매수호가 - 0.5 경우
SetAsDefaultPrice(monitorData);
monitorData.RmdKoi_0.BidPrice1 = 1.4;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
expected =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 1.4 - 0.5);
}
void EDoorEachMonitorEnterDataTest(
EDoorEachMonitorEnterData data)
{
EDoorEachMonitorEnterData_Accessor acc =
new EDoorEachMonitorEnterData_Accessor(
new PrivateObject(data));
Assert.AreEqual(acc.CurEDoorOrderState, EDoorEachMonitorEnterData.EDoorOrderState.Idle);
Assert.AreEqual(acc.LiveOrder, null);
// KOI 0, 1, 2, 3, 4와 ElwInfo 점검
Assert.AreEqual(acc.KOI_0.CallPut, acc.EI.CallPut);
Assert.AreEqual(acc.KOI_1.CallPut, acc.EI.CallPut);
Assert.AreEqual(acc.KOI_2.CallPut, acc.EI.CallPut);
Assert.AreEqual(acc.KOI_3.CallPut, acc.EI.CallPut);
Assert.AreEqual(acc.KOI_4.CallPut, acc.EI.CallPut);
// strike 점검
Assert.AreEqual(acc.KOI_0.Strike, acc.EI.Strike);
if (acc.EI.CallPut == CallPutFlag.Call)
{
Assert.AreEqual(acc.KOI_0.Strike < acc.KOI_1.Strike, true);
Assert.AreEqual(acc.KOI_1.Strike < acc.KOI_2.Strike, true);
Assert.AreEqual(acc.KOI_2.Strike < acc.KOI_3.Strike, true);
Assert.AreEqual(acc.KOI_3.Strike < acc.KOI_4.Strike, true);
}
else
{
Assert.AreEqual(acc.KOI_0.Strike > acc.KOI_1.Strike, true);
Assert.AreEqual(acc.KOI_1.Strike > acc.KOI_2.Strike, true);
Assert.AreEqual(acc.KOI_2.Strike > acc.KOI_3.Strike, true);
Assert.AreEqual(acc.KOI_3.Strike > acc.KOI_4.Strike, true);
}
}