public void AlwaysEnter()
{
Always b = new Always();
b.AllowMultipleOrders = true;
Assert.That(b.MinSize == 100);
int good = 0;
int i = 0;
Order o = new Order();
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
if (o.isValid)
good++;
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 0);
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
if (o.isValid)
good++;
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 1);
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
if (o.isValid)
good++;
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 2);
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
if (o.isValid)
good++;
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 3);
// first trade was pre-market so we only have 3 total;
Assert.That(good == 3);
// no debugs were sent
Assert.That(debugs == 0);
}
// make sure this box only generates orders when last one has been filled
public void OneOrderAtTime()
{
Always b = new Always();
b.AllowMultipleOrders = false; // this is the default, but it's what we're testing
b.MaxSize = Int32.MaxValue; // lets not restrict our maximum position for this example
Broker broker = new Broker();
Tick t;
Assert.That(b.MinSize == 100);
int good = 0;
int i = 0;
Order o = new Order();
t = new Tick(timesales[i++]);
broker.Execute(t);
o = b.Trade(t, new BarList(), broker.GetOpenPosition(s), new BoxInfo());
broker.sendOrder(o);
if (o.isValid)
{
good++;
}
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 0);
t = new Tick(timesales[i++]);
broker.Execute(t);
o = b.Trade(t, new BarList(), broker.GetOpenPosition(s), new BoxInfo());
broker.sendOrder(o);
if (o.isValid)
{
good++;
}
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 1);
t = new Tick(timesales[i++]);
broker.Execute(t);
o = b.Trade(t, new BarList(), broker.GetOpenPosition(s), new BoxInfo());
// lets change this to a limit order, so he doesn't get filled on just any tick
o.price = 1;
broker.sendOrder(o);
if (o.isValid)
{
good++;
}
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 2);
t = new Tick(timesales[i++]);
broker.Execute(t);
o = b.Trade(t, new BarList(), broker.GetOpenPosition(s), new BoxInfo());
broker.sendOrder(o);
if (o.isValid)
{
good++;
}
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 2);
// first trade was pre-market 2nd order was never filled so 3rd was ignored... 2 total.
Assert.That(good == 2);
}
public void AlwaysEnter()
{
Always b = new Always();
b.AllowMultipleOrders = true;
Assert.That(b.MinSize == 100);
int good = 0;
int i = 0;
Order o = new Order();
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
if (o.isValid)
{
good++;
}
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 0);
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
if (o.isValid)
{
good++;
}
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 1);
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
if (o.isValid)
{
good++;
}
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 2);
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
if (o.isValid)
{
good++;
}
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 3);
// first trade was pre-market so we only have 3 total;
Assert.That(good == 3);
// no debugs were sent
Assert.That(debugs == 0);
}
public void MaxSizeTest()
{
Always b = new Always();
b.MinSize = 100;
b.MaxSize = 200;
Position p = new Position(s);
Order o = new Order();
Assert.That(b.MinSize == 100);
Assert.That(b.MaxSize == 200);
for (int i = 0; i < timesales.Length; i++)
{
Tick t = new Tick(timesales[i]);
if (o.isValid && t.isTrade)
{
o.Fill(t);
p.Adjust((Trade)o);
o = new Order();
}
Assert.That(p.Size <= b.MaxSize);
o = b.Trade(timesales[i], new BarList(), p, new BoxInfo());
}
Assert.That(p.Size == 200);
// Now we'll set maxsize to 100
b = new Always();
b.MinSize = 100;
b.MaxSize = 100;
p = new Position(s);
o = new Order();
Assert.That(b.MinSize == 100);
Assert.That(b.MaxSize == 100);
for (int i = 0; i < timesales.Length; i++)
{
Tick t = new Tick(timesales[i]);
if (o.isValid && t.isTrade)
{
o.Fill(t);
p.Adjust((Trade)o);
o = new Order();
}
Assert.That(p.Size <= b.MaxSize);
o = b.Trade(timesales[i], new BarList(), p, new BoxInfo());
}
Assert.That(p.Size == 100);
}
public void NewsTest()
{
// subscribe to news service that will count everytime a debug is sent
Always b = new Always(); // send debugs from this box to our news service
b.GotDebug += new DebugFullDelegate(b_GotDebug);
b.AllowMultipleOrders = true; // lets allow multiple orders for more debugging
// this time we want to throw news events for debugging statements
b.Debug = true;
int good = 0;
b.D("Starting debug test for NUnit...");
for (int i = 0; i < timesales.Length; i++)
{
if (b.Trade(timesales[i], new BarList(), new Position(s), new BoxInfo()).isValid)
{
good++;
}
}
b.D("NUnit testing complete...");
Assert.That(good == 3);
// news from the box was received.
Assert.That(debugs > 0);
}
public void MaxSizeTest()
{
Always b = new Always();
b.MinSize = 100;
b.MaxSize = 200;
Position p = new Position(s);
Order o = new Order();
Assert.That(b.MinSize==100);
Assert.That(b.MaxSize==200);
for (int i = 0; i < timesales.Length; i++)
{
Tick t = new Tick(timesales[i]);
if (o.isValid && t.isTrade)
{
o.Fill(t);
p.Adjust((Trade)o);
o = new Order();
}
Assert.That(p.Size<=b.MaxSize);
o = b.Trade(timesales[i], new BarList(), p, new BoxInfo());
}
Assert.That(p.Size == 200);
// Now we'll set maxsize to 100
b = new Always();
b.MinSize = 100;
b.MaxSize = 100;
p = new Position(s);
o = new Order();
Assert.That(b.MinSize == 100);
Assert.That(b.MaxSize == 100);
for (int i = 0; i < timesales.Length; i++)
{
Tick t = new Tick(timesales[i]);
if (o.isValid && t.isTrade)
{
o.Fill(t);
p.Adjust((Trade)o);
o = new Order();
}
Assert.That(p.Size <= b.MaxSize);
o = b.Trade(timesales[i], new BarList(), p, new BoxInfo());
}
Assert.That(p.Size == 100);
}
public void NewsTest()
{
// subscribe to news service that will count everytime a debug is sent
Always b = new Always(); // send debugs from this box to our news service
b.GotDebug += new DebugFullDelegate(b_GotDebug);
b.AllowMultipleOrders = true; // lets allow multiple orders for more debugging
// this time we want to throw news events for debugging statements
b.Debug = true;
int good = 0;
b.D("Starting debug test for NUnit...");
for (int i = 0; i < timesales.Length; i++)
if (b.Trade(timesales[i], new BarList(), new Position(s), new BoxInfo()).isValid)
good++;
b.D("NUnit testing complete...");
Assert.That(good == 3);
// news from the box was received.
Assert.That(debugs>0);
}
// make sure this box only generates orders when last one has been filled
public void OneOrderAtTime()
{
Always b = new Always();
b.AllowMultipleOrders = false; // this is the default, but it's what we're testing
b.MaxSize = Int32.MaxValue; // lets not restrict our maximum position for this example
Broker broker = new Broker();
Tick t;
Assert.That(b.MinSize == 100);
int good = 0;
int i = 0;
Order o = new Order();
t = new Tick(timesales[i++]);
broker.Execute(t);
o = b.Trade(t, new BarList(), broker.GetOpenPosition(s), new BoxInfo());
broker.sendOrder(o);
if (o.isValid)
good++;
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 0);
t = new Tick(timesales[i++]);
broker.Execute(t);
o = b.Trade(t, new BarList(), broker.GetOpenPosition(s), new BoxInfo());
broker.sendOrder(o);
if (o.isValid)
good++;
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 1);
t = new Tick(timesales[i++]);
broker.Execute(t);
o = b.Trade(t, new BarList(), broker.GetOpenPosition(s), new BoxInfo());
// lets change this to a limit order, so he doesn't get filled on just any tick
o.price = 1;
broker.sendOrder(o);
if (o.isValid)
good++;
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 2);
t = new Tick(timesales[i++]);
broker.Execute(t);
o = b.Trade(t, new BarList(), broker.GetOpenPosition(s), new BoxInfo());
broker.sendOrder(o);
if (o.isValid)
good++;
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 2);
// first trade was pre-market 2nd order was never filled so 3rd was ignored... 2 total.
Assert.That(good == 2);
}
