Пример #1
0
        public void Setup()
        {
            this.tradingData = new TradingDataContext();
            this.rawData     = new RawTradingDataContext();

            this.strategyHeader = new StrategyHeader(1, "Strategy", "ST12345-RF-01", "RTS-9.14", 10);
            this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.strategyHeader);

            this.signal = new Signal(this.strategyHeader, DateTime.Now, TradeAction.Buy, OrderType.Stop, 121000, 121000, 0);
            this.order  = this.tradingData.AddSignalAndItsOrder(this.signal);

            this.handler =
                new ExpireOrderOnUpdateOrder(this.tradingData, this.rawData, new NullLogger());

            Assert.IsFalse(this.order.IsExpired);
        }
Пример #2
0
        public AdapterHandlers()
        {
            this.RejectOrderOnOrderFailedHandler =
                new RejectOrderOnOrderFailed();

            this.RejectOrderOnUpdateOrderHandler =
                new RejectOrderOnUpdateOrder();

            this.CancelOrderOnUpdateOrderHandler =
                new CancelOrderOnUpdateOrder();

            this.CancelOrderOnUpdateOrderWithWrongCookie =
                new CancelOrderOnUpdateOrderWithWrongCookie();

            this.MakeOrderDeliveryConfirmationOnOrderSucceededHandler =
                new MakeOrderDeliveryConfirmationOnOrderSucceeded();

            this.UpdateOrderBookOnBidAskHandler =
                new UpdateOrderBookOnBidAsk();

            this.MakeExpectedTradeInfoOnUpdateOrderHandler =
                new MakeCookieToOrderNoAssociationOnUpdateOrder();

            this.MakeExpectedUpdateOrderOnTradeInfo =
                new MakePendingTradeInfoOnTradeInfo();

            this.MakeCookieToOrderNoAssociationOnUpdateOrderWithZeroCookie =
                new MakeCookieToOrderNoAssociationOnUpdateOrderWithZeroCookie();

            this.MakeTradeOnExpectedTradeInfo =
                new MakeTradeOnCookieToOrderNoAssociation();

            this.MakeTradeOnExpectedUpdateOrder =
                new MakeTradeOnPendingTradeInfo();

            this.ExpireOrderOnUpdateOrder =
                new ExpireOrderOnUpdateOrder();
        }