public void parseRoute(Route r)
{
log("Parse Route: " + r.field("EMSX_SEQUENCE").value() + "." + r.field("EMSX_ROUTE_ID").value());
log("Creating newDataSet");
DataSet newDataSet = this.rmsx.CreateDataSet("DS_RT_" + r.field("EMSX_SEQUENCE").value() + "." + r.field("EMSX_ROUTE_ID").value());
log("Creating RouteStatus DataPoint");
newDataSet.AddDataPoint("RouteStatus", new EMSXFieldDataPointSource(this, r.field("EMSX_STATUS")));
log("Creating RouteOrderNumber DataPoint");
newDataSet.AddDataPoint("RouteOrderNumber", new EMSXFieldDataPointSource(this, r.field("EMSX_SEQUENCE")));
log("Creating RouteID DataPoint");
newDataSet.AddDataPoint("RouteID", new EMSXFieldDataPointSource(this, r.field("EMSX_ROUTE_ID")));
log("Creating RouteFilled DataPoint");
newDataSet.AddDataPoint("RouteFilled", new EMSXFieldDataPointSource(this, r.field("EMSX_FILLED")));
log("Creating RouteAmount DataPoint");
newDataSet.AddDataPoint("RouteAmount", new EMSXFieldDataPointSource(this, r.field("EMSX_AMOUNT")));
log("Creating RouteLastShares DataPoint");
newDataSet.AddDataPoint("RouteLastShares", new EMSXFieldDataPointSource(this, r.field("EMSX_LAST_SHARES")));
log("Creating LastFillShown DataPoint");
newDataSet.AddDataPoint("LastFillShown", new GenericIntegerDataPointSource(this, 0));
log("Executing RuleSet DemoRouteRuleSet with DataSet " + newDataSet.GetName());
this.rmsx.GetRuleSet("DemoRouteRuleSet").Execute(newDataSet);
}
public void DataSetDataPointAddReturnsNewDataPoint()
{
RuleMSX rmsx = new RuleMSX();
string newDataSetName = "NewDataSet";
string newDataPointName = "NewDataPointName";
DataSet ds = rmsx.CreateDataSet(newDataSetName);
DataPoint dpo = ds.AddDataPoint(newDataPointName);
Assert.That(dpo.GetName(), Is.EqualTo(newDataPointName));
}
public void SetDataPointSourceAtDataPointCreateCheckSource()
{
RuleMSX rmsx = new RuleMSX();
string newDataSetName = "NewDataSet";
string newDataPointName = "NewDataPointName";
string testDataPointValue = "TestDataPointValue";
DataSet ds = rmsx.CreateDataSet(newDataSetName);
DataPointSource srci = new TestDataPointSource(testDataPointValue);
DataPoint dpo = ds.AddDataPoint(newDataPointName, srci);
DataPointSource srco = dpo.GetSource();
Assert.That(srco.GetValue().ToString(), Is.EqualTo(testDataPointValue));
}
public void GetDataPointsReturnsCorrectDictOfPoints()
{
RuleMSX rmsx = new RuleMSX();
string newDataSetName = "NewDataSet";
string newDataPointName = "NewDataPointName";
DataSet ds = rmsx.CreateDataSet(newDataSetName);
DataPoint dpi = ds.AddDataPoint(newDataPointName);
Dictionary <string, DataPoint> dpd = ds.GetDataPoints();
DataPoint dpo;
dpd.TryGetValue(newDataPointName, out dpo);
Assert.That(dpo.GetName(), Is.EqualTo(newDataPointName));
}
public void DataPointSourceSetStaleNoError()
{
// Call to SetStale() on DataPointSource should return no error
RuleMSX rmsx = new RuleMSX();
string newDataSetName = "NewDataSet";
string newDataPointName = "NewDataPointName";
string testDataPointValue = "TestDataPointValue";
DataSet ds = rmsx.CreateDataSet(newDataSetName);
DataPoint dpo = ds.AddDataPoint(newDataPointName);
DataPointSource srci = new TestDataPointSource(testDataPointValue);
dpo.SetDataPointSource(srci);
Assert.DoesNotThrow(() => srci.SetStale());
}
public void parseOrder(Order o)
{
DataSet newDataSet = this.rmsx.CreateDataSet("DS_OR_" + o.field("EMSX_SEQUENCE").value());
newDataSet.AddDataPoint("OrderStatus", new EMSXFieldDataPointSource(o.field("EMSX_STATUS")));
newDataSet.AddDataPoint("OrderNumber", new EMSXFieldDataPointSource(o.field("EMSX_SEQUENCE")));
newDataSet.AddDataPoint("OrderWorking", new EMSXFieldDataPointSource(o.field("EMSX_WORKING")));
newDataSet.AddDataPoint("OrderAmount", new EMSXFieldDataPointSource(o.field("EMSX_AMOUNT")));
newDataSet.AddDataPoint("OrderIdleAmount", new EMSXFieldDataPointSource(o.field("EMSX_IDLE_AMOUNT")));
newDataSet.AddDataPoint("OrderTicker", new EMSXFieldDataPointSource(o.field("EMSX_TICKER")));
newDataSet.AddDataPoint("OrderSide", new EMSXFieldDataPointSource(o.field("EMSX_SIDE")));
this.rmsx.GetRuleSet("EMSX").Execute(newDataSet);
}
public void parseIOI(IOI i)
{
DataSet newDataSet = this.rmsx.CreateDataSet("DS_IOI_" + i.field("id_value").Value());
newDataSet.AddDataPoint("handle", new IOIFieldDataPointSource(i, i.field("id_value")));
newDataSet.AddDataPoint("change", new IOIFieldDataPointSource(i, i.field("change")));
newDataSet.AddDataPoint("ticker", new IOIFieldDataPointSource(i, i.field("ioi_instrument_stock_security_ticker")));
newDataSet.AddDataPoint("type", new IOIFieldDataPointSource(i, i.field("ioi_instrument_type")));
newDataSet.AddDataPoint("bid_quantity", new IOIFieldDataPointSource(i, i.field("ioi_bid_size_quantity")));
newDataSet.AddDataPoint("offer_quantity", new IOIFieldDataPointSource(i, i.field("ioi_offer_size_quantity")));
this.rmsx.GetRuleSet("IOI").Execute(newDataSet);
}
public void CreateConflictDataSet(IOI i, Order o)
{
DataSet newDataSet = this.rmsx.CreateDataSet("conflict_I" + i.field("id_value").Value() + "|O" + o.field("EMSX_SEQUENCE").value());
log("Creating DataSet: " + newDataSet.GetName());
newDataSet.AddDataPoint("ioiid", new IOIFieldDataPointSource(i, i.field("id_value")));
newDataSet.AddDataPoint("ioichange", new IOIFieldDataPointSource(i, i.field("change")));
newDataSet.AddDataPoint("ioiticker", new IOIFieldDataPointSource(i, i.field("ioi_instrument_stock_security_ticker")));
newDataSet.AddDataPoint("ioitype", new IOIFieldDataPointSource(i, i.field("ioi_instrument_type")));
newDataSet.AddDataPoint("ioigooduntil", new IOIFieldDataPointSource(i, i.field("ioi_goodUntil")));
newDataSet.AddDataPoint("ioibidquantity", new IOIFieldDataPointSource(i, i.field("ioi_bid_size_quantity")));
newDataSet.AddDataPoint("ioiofferquantity", new IOIFieldDataPointSource(i, i.field("ioi_offer_size_quantity")));
newDataSet.AddDataPoint("ioiroutingbroker", new IOIFieldDataPointSource(i, i.field("ioi_routing_broker")));
newDataSet.AddDataPoint("ioiisvalid", new GenericBooleanSource(false));
newDataSet.AddDataPoint("orderStatus", new EMSXFieldDataPointSource(o.field("EMSX_STATUS")));
newDataSet.AddDataPoint("orderNumber", new EMSXFieldDataPointSource(o.field("EMSX_SEQUENCE")));
newDataSet.AddDataPoint("orderWorking", new EMSXFieldDataPointSource(o.field("EMSX_WORKING")));
newDataSet.AddDataPoint("orderAmount", new EMSXFieldDataPointSource(o.field("EMSX_AMOUNT")));
newDataSet.AddDataPoint("orderIdleAmount", new EMSXFieldDataPointSource(o.field("EMSX_IDLE_AMOUNT")));
newDataSet.AddDataPoint("orderTicker", new EMSXFieldDataPointSource(o.field("EMSX_TICKER")));
newDataSet.AddDataPoint("orderSide", new EMSXFieldDataPointSource(o.field("EMSX_SIDE")));
newDataSet.AddDataPoint("orderAssetClass", new EMSXFieldDataPointSource(o.field("EMSX_ASSET_CLASS")));
newDataSet.AddDataPoint("orderisvalid", new GenericBooleanSource(false));
this.rmsx.GetRuleSet("AutoRouteFromIOI").Execute(newDataSet);
}
