public void DoubleBasicWithFlat()
{
long id = 1;
sho = new REGSHO_ShortTracker();
sho.SendDebugEvent += new DebugDelegate(sho_SendDebugEvent);
sho.VerboseDebugging = true;
Order o = new OrderImpl();
// take a position
sho.GotPosition(new PositionImpl(sym, 89.7m, 100));
// accept two exits
o = new SellStop(sym, 100, 89.65m, id++);
long stop1 = o.id;
Assert.IsFalse(sho.isOrderShort(o), "entry1: first sell was incorrectly short");
sho.GotOrder(o);
o = new SellLimit(sym, 100, 89.75m, id++);
long profit1 = o.id;
Assert.IsTrue(sho.isOrderShort(o), "entry1: second sell was incorrectly sell");
sho.GotOrder(o);
// flat
o = new SellStop(sym, 100, 89.65m, stop1);
o.Fill(TickImpl.NewTrade(sym, 89.62m, 100));
sho.GotFill((Trade)o);
sho.GotCancel(profit1);
// do again
// take a position
o = new BuyMarket(sym, 100);
o.id = id++;
o.Fill(TickImpl.NewTrade(sym, 89.64m, 100));
sho.GotFill((Trade)o);
// accept two exits
o = new SellStop(sym, 100, 89.65m, id++);
Assert.IsFalse(sho.isOrderShort(o), "entry2: first sell was incorrectly short");
sho.GotOrder(o);
o = new SellLimit(sym, 100, 89.75m, id++);
Assert.IsTrue(sho.isOrderShort(o), "entry2: second sell was incorrectly NOT short");
sho.GotOrder(o);
}
public void Test()
{
// reset measurements
reset();
// create tests
long id = 1;
Order o = new BuyMarket(sym, 2 * size);
o.id = id++;
// start measuring
lt.sendorder(o);
// ack
lt.GotOrder(o);
// ensure we got a measurement
Assert.IsTrue(gotmeasurement(), mez);
// reset measurements
reset();
// fill
o.Fill(TickImpl.NewTrade(sym, 100, size));
Trade t = (Trade)o;
lt.GotFill(t);
// ensure we got a measurement
Assert.IsTrue(gotmeasurement(), mez);
// reset measurements
reset();
// cancel
lt.sendcancel(o.id);
System.Threading.Thread.Sleep(50);
// ack cancel
lt.GotCancel(o.id);
// ensure we got a measurement
Assert.IsTrue(gotmeasurement(), mez);
}
public void Fill()
{
const string s = "TST";
// market should fill on trade but not on quote
OrderImpl o = new BuyMarket(s, 100);
Assert.That(o.Fill(TickImpl.NewTrade(s, 9, 100)));
Assert.That(!o.Fill(TickImpl.NewBid(s, 8, 100)));
// buy limit
// limit should fill if order price is inside market
o = new BuyLimit(s, 100, 10m);
Assert.That(o.Fill(TickImpl.NewTrade(s, 9, 100)));
// shouldn't fill outside market
o = new BuyLimit(s, 100, 10m);
Assert.That(!o.Fill(TickImpl.NewTrade(s, 11, 100)));
// sell limit
// limit should fill if order price is inside market
o = new SellLimit(s, 100, 10m);
Assert.That(o.Fill(TickImpl.NewTrade(s, 11, 100)));
// shouldn't fill outside market
o = new SellLimit(s, 100, 10m);
Assert.That(!o.Fill(TickImpl.NewTrade(s, 9, 100)));
// buy stop
o = new BuyStop(s, 100, 10m);
Assert.That(o.Fill(TickImpl.NewTrade(s, 11, 100)));
// shouldn't fill outside market
o = new BuyStop(s, 100, 10m);
Assert.That(!o.Fill(TickImpl.NewTrade(s, 9, 100)));
// sell stop
o = new SellStop(s, 100, 10m);
Assert.That(o.Fill(TickImpl.NewTrade(s, 9, 100)));
// shouldn't fill outside market
o = new SellStop(s, 100, 10m);
Assert.That(!o.Fill(TickImpl.NewTrade(s, 11, 100)));
// always fail filling an invalid tick
o = new BuyMarket(s, 100);
Assert.IsFalse(o.Fill(TickImpl.NewTrade(s, 0, 0)));
// always fail filling invalid order
o = new BuyLimit(s, 100, 10);
OrderImpl x = new OrderImpl();
Assert.IsFalse(o.Fill(x));
// always fail filling an order that doesn't cross market
x = new BuyMarket(s, 100);
Assert.IsFalse(o.Fill(x));
const string t2 = "trader2";
// suceed on crossing market
x = new SellMarket(s, 100);
x.Account = t2;
Assert.IsTrue(o.Fill(x));
// fail when accounts are the same
x = new SellMarket(s, 100);
x.Account = o.Account;
Assert.IsFalse(o.Fill(x));
// fail on match outside of market
x = new SellLimit(s, 100, 11);
x.Account = t2;
Assert.IsFalse(o.Fill(x));
// succeed on limit cross
o = new BuyLimit(s, 100, 10);
x = new SellLimit(s, 100, 10);
x.Account = t2;
Assert.IsTrue(o.Fill(x));
// make sure we can stop cross
o = new SellStop(s, 100, 10);
x = new BuyMarket(s, 100);
x.Account = t2;
Assert.IsTrue(o.Fill(x));
}
