public void testIsolatedAimMessages()
{
O.freezeNow("07/01/2009");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("FV.1C"), "anything");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("TU.1C"), "TOE");
var fvTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "anything", "Comdty");
var tuTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "TOE", "Comdty");
var brokenTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "BROKE", "Comdty");
var fakeGui = new FakeWatcherGui();
var watcher = new LiveWatcher(fakeGui);
watcher.initialize();
watcher.eachRow(row => AreEqual(row["aim"], 0));
watcher.requireContains("QF.NDayBreak", "anything Comdty");
var fv1C = new Symbol("FV.1C");
var tu1C = new Symbol("TU.1C");
Action <Symbol, double> waitForCount = (symbol, expected) => fakeGui.waitMatches(expected, () => watcher.row("QF.NDayBreak", symbol)["aim"]);
publishAim(fvTopic, "QF.NDayBreak", "anything", "COMDTY", 3, "2009/07/01 14:00:00");
waitForCount(fv1C, 3);
publishAim(fvTopic, "QF.NDayBreak", "anything", "COMDTY", 2, "2009/07/01 14:00:01");
waitForCount(fv1C, 2);
publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 5, "2009/07/01 14:00:03");
waitForCount(tu1C, 5);
publishAim(brokenTopic, "QF.NDayBreak", "BROKE", "COMDTY", 7, "2009/07/01 14:00:03");
fakeGui.waitMatches(7.0, () => watcher.firstRow()["aim"]);
AreEqual(watcher.firstRow()["symbol"], "BROKE Comdty");
}
public void testShowHidden()
{
O.freezeNow("07/01/2009");
WatcherExclusionsTable.EXCLUSIONS.insert("QF.NDayBreak");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("TU.1C"), "TOE");
var tuTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "TOE", "Comdty");
var fakeGui = new FakeWatcherGui();
var watcher = new LiveWatcher(fakeGui);
watcher.initialize();
watcher.requireVisible(0);
publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 5, "2009/07/01 14:00:03");
fakeGui.waitMatches(0, watcher.visible);
watcher.setShowHidden(true);
fakeGui.waitMatches(1, watcher.visible);
var visible = O.first(watcher.visibleRows());
watcher.setShowHidden(false);
fakeGui.waitMatches(0, watcher.visible);
watcher.removeExclusion(visible);
fakeGui.waitMatches(1, watcher.visible);
watcher.addExclusion(visible);
fakeGui.waitMatches(0, watcher.visible);
}
public void testIntegratedMessages()
{
O.freezeNow("07/01/2009");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("FV.1C"), "anything");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("TU.1C"), "TOE");
var nday20 = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD20.FV.1C.optimalPosition");
var nday30 = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD30.FV.1C.optimalPosition");
var fvTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "anything", "Comdty");
var tuTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "TOE", "Comdty");
var brokenTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "BROKE", "Comdty");
var fakeGui = new FakeWatcherGui();
var watcher = new LiveWatcher(fakeGui);
watcher.initialize();
var fv1C = new Symbol("FV.1C");
var tu1C = new Symbol("TU.1C");
tu1C.setTypeForTest("Equity");
Action <Symbol, double, double, double> waitForCount = (symbol, aim, tomahawk, diff) => {
var last = new [] { 0.0, 0, 0 };
try {
fakeGui.wait(() => {
var row = watcher.row("QF.NDayBreak", symbol);
last[0] = (double)row["aim"];
last[1] = (double)row["tomahawk"];
last[2] = (double)row["diff"];
return(last[0] == aim && last[1] == tomahawk && last[2] == diff);
});
} catch (Exception e) {
throw Bomb.toss("count never matched - last: " + O.toShortString(last), e);
}
};
publishAim(fvTopic, "QF.NDayBreak", "anything", "COMDTY", 3, "2009/07/01 14:00:00");
waitForCount(fv1C, 3, 0, -3);
AreEqual(SystemStatus.RED, fakeGui.status(watcher.row("QF.NDayBreak", fv1C)));
publishAim(fvTopic, "QF.NDayBreak", "anything", "COMDTY", 2, "2009/07/01 14:00:01");
waitForCount(fv1C, 2, 0, -2);
AreEqual(SystemStatus.RED, fakeGui.status(watcher.row("QF.NDayBreak", fv1C)));
publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 105, "2009/07/01 14:00:03");
waitForCount(tu1C, 105, 0, -105);
AreEqual(SystemStatus.RED, fakeGui.status(watcher.row("QF.NDayBreak", tu1C)));
publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 5, "2009/07/01 14:00:03");
waitForCount(tu1C, 5, 0, -5);
AreEqual(SystemStatus.GREEN, fakeGui.status(watcher.row("QF.NDayBreak", tu1C)));
publishAim(brokenTopic, "QF.NDayBreak", "BROKE", "COMDTY", 7, "2009/07/01 14:00:03");
fakeGui.waitMatches(7.0, () => watcher.firstRow()["aim"]);
AreEqual(SystemStatus.RED, fakeGui.status(watcher.firstRow()));
AreEqual(watcher.firstRow()["symbol"], "BROKE Comdty");
publishTomahawk(nday20, 11, "2009/07/01 14:00:04");
waitForCount(fv1C, 2, 11, 9);
AreEqual(SystemStatus.RED, fakeGui.status(watcher.row("QF.NDayBreak", fv1C)));
publishTomahawk(nday20, 2, "2009/07/01 14:00:04");
waitForCount(fv1C, 2, 2, 0);
AreEqual(SystemStatus.GREEN, fakeGui.status(watcher.row("QF.NDayBreak", fv1C)));
}
public void testTagFilter()
{
O.freezeNow("07/01/2009");
var fakeGui = new FakeWatcherGui();
var watcher = new LiveWatcher(fakeGui);
watcher.initialize();
watcher.setFilterZeroes(false);
fakeGui.wait(() => watcher.visible() > 10);
var count = watcher.visible();
watcher.setTagFilter("QF.NDayBreak");
fakeGui.wait(() => watcher.visible() < count);
watcher.eachVisible(row => AreEqual("QF.NDayBreak", row["tag"]));
}
public void testHideShowZeros()
{
O.freezeNow("07/01/2009");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("FV.1C"), "anything");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("TU.1C"), "TOE");
var nday20 = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD20.FV.1C.optimalPosition");
var tuTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "TOE", "Comdty");
var fakeGui = new FakeWatcherGui();
var watcher = new LiveWatcher(fakeGui);
watcher.initialize();
watcher.requireVisible(0);
publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 5, "2009/07/01 14:00:03");
fakeGui.waitMatches(1, watcher.visible);
publishTomahawk(nday20, 11, "2009/07/01 14:00:04");
fakeGui.waitMatches(2, watcher.visible);
watcher.setFilterZeroes(false);
fakeGui.wait(() => watcher.visible() > 10);
}
public void testIsolatedTomahawkMessages()
{
O.freezeNow("07/01/2009");
MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("FV.1C"), "anything");
var nday20 = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD20.FV.1C.optimalPosition");
var nday30 = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD30.FV.1C.optimalPosition");
var fakeGui = new FakeWatcherGui();
var watcher = new LiveWatcher(fakeGui);
watcher.initialize();
watcher.eachRow(row => AreEqual(row["tomahawk"], 0));
watcher.requireContains("QF.NDayBreak", "anything Comdty");
var fv1C = new Symbol("FV.1C");
Action <double> waitForCount = expected => fakeGui.waitMatches(expected, () => watcher.row("QF.NDayBreak", fv1C)["tomahawk"]);
publishTomahawk(nday20, 3, "2009/07/01 14:00:00");
waitForCount(3);
publishTomahawk(nday20, 2, "2009/07/01 14:00:01");
waitForCount(2);
publishTomahawk(nday30, 3, "2009/07/01 14:00:03");
waitForCount(5);
}
public override void setUp()
{
base.setUp();
LiveWatcher.setPositionsBrokerForTest(JMSTestCase.TEST_BROKER2);
}