public void Update()
{
InstrumentList instruments = new InstrumentList();
instruments.Load();
Instrument instrument = instruments.FirstOrDefault(ct => ct.Description == "SLTEST");
Instrument retrievedInstrument = new Instrument();
if (instrument != null)
{
retrievedInstrument.Id = instrument.Id;
instrument.Description = "SLTEST1";
//Act
HttpClient client = InitializeClient();
//Serialize a question object that we're trying to insert
string serializedInstrument = JsonConvert.SerializeObject(instrument);
var content = new StringContent(serializedInstrument);
content.Headers.ContentType = new System.Net.Http.Headers.MediaTypeHeaderValue("application/json");
HttpResponseMessage response = client.PutAsync("Instrument/" + instrument.Id, content).Result;
retrievedInstrument.LoadById();
}
//Assert
Assert.AreEqual(instrument.Description, retrievedInstrument.Description);
}
public void UpdateTest()
{
//Load up Guids
PerformerList performers = new PerformerList();
Performer performer = new Performer();
performers.Load();
performer = performers.FirstOrDefault(p => p.FirstName == "Hunter");
GroupList groups = new GroupList();
Group group = new Group();
groups.Load();
group = groups.FirstOrDefault(c => c.Name == "Jazz Ensemble");
InstrumentList instruments = new InstrumentList();
Instrument instrument = new Instrument();
instruments.Load();
instrument = instruments.FirstOrDefault(c => c.Description == "Euphonium");
GroupMember groupMember = new GroupMember();
GroupMemberList groupMembers = new GroupMemberList();
groupMembers.Load();
groupMember = groupMembers.FirstOrDefault(p => p.GroupId == group.Id && p.PerformerId == performer.Id);
groupMember.StartDate = Convert.ToDateTime("04/24/3000");
groupMember.EndDate = Convert.ToDateTime("04/25/3000");
groupMember.Instrument = instrument.Id;
int results = groupMember.Update();
Assert.IsTrue(results == 1);
}
void RefreshResult()
{
ResultList.Clear();
foreach (var condition in ConditionList)
{
var l = condition.GetResult(null, AnalyseEndTime);
foreach (var r in l)
{
var inst = InstrumentList.FirstOrDefault(v => v.Ticker == r.Ticker);
if (inst != null)
{
if (!ResultList.Any(v => v.Ticker == inst.Ticker))
{
ResultList.Add(inst);
}
}
}
}
var rl = new List <IInstrument>();
foreach (var preicate in PredicateList)
{
rl.Clear();
var l = preicate.GetResult(null, AnalyseEndTime);
foreach (var r in l)
{
var inst = InstrumentList.FirstOrDefault(v => v.Ticker == r.Ticker);
rl.Add(inst);
}
ResultList.RemoveAll(v => !rl.Any(r => r.Ticker == v.Ticker));
}
}
public void DeleteTest()
{
Instrument instrument = new Instrument();
InstrumentList instruments = new InstrumentList();
instruments.Load();
instrument = instruments.FirstOrDefault(i => i.Description == "Update");
int results = instrument.Delete();
Assert.IsTrue(results == 1);
}
public void LoadById()
{
Instrument instrument = new Instrument();
InstrumentList instruments = new InstrumentList();
instruments.Load();
instrument = instruments.FirstOrDefault(i => i.Description == "Update");
Instrument newInstrument = new Instrument {
Id = instrument.Id
};
newInstrument.LoadById();
Assert.AreEqual(instrument.Description, newInstrument.Description);
}
public override void Refresh()
{
CheckRunningStatus();
CommonProc.SynchroniseList <IMarketData>(TargetProject.MarketDataList, MarketDataList);
//CommonProc.SynchroniseList<IIndicatorValue>(TargetProject.IndicatorDataList, IndicatorDataList);
CommonProc.SynchroniseList <IOrder>(TargetProject.OrderList, OrderList);
CommonProc.SynchroniseList <TimeValueObject>(TargetProject.CurrentValueList, CurrentValueList);
CommonProc.SynchroniseList <TimeValueObject>(TargetProject.StandardValueList, StandardValueList);
if (CurrentInstrument == null && InstrumentList.Count > 0)
{
CurrentInstrument = InstrumentList.FirstOrDefault();
}
if (CurrentInstrument != null)
{
var l = MarketDataList.Where(v => v.InstrumentTicker == CurrentInstrument.Ticker);
CommonProc.SynchroniseList <IMarketData>(l, CurrentInstrumentMarketDataList);
var ol = OrderList.Where(v => v.Ticker == CurrentInstrument.Ticker);
CommonProc.SynchroniseList <IOrder>(ol, CurrentInstrumentOrderList);
}
TestCurrentTime = TargetProject.TestCurrentTime;
OnPropertyChanged("CurrentValue");
OnPropertyChanged("Pnl");
OnPropertyChanged("StatusPnl");
OnPropertyChanged("Efficiency");
OnPropertyChanged("MaxLost");
refreshChartAxis();
OnPropertyChanged("CanStart");
OnPropertyChanged("CanPause");
OnPropertyChanged("CanStop");
OnPropertyChanged("FinishPercent");
if (TargetSummaryVM != null)
{
TargetSummaryVM.Refresh();
}
OnPropertyChanged("CanStart");
OnPropertyChanged("CanPause");
OnPropertyChanged("CanStop");
OnPropertyChanged("TestCurrentTimeInfo");
base.Refresh();
}
public void Delete()
{
//Setup
InstrumentList instruments = new InstrumentList();
instruments.Load();
int originalCount = instruments.Count();
Instrument instrument = instruments.FirstOrDefault(ct => ct.Description == "SLTEST1");
//Act
if (instrument != null)
{
HttpClient client = InitializeClient();
HttpResponseMessage response = client.DeleteAsync("Instrument/" + instrument.Id).Result;
}
//Assert
instruments.Clear();
instruments.Load();
Assert.AreEqual(originalCount - 1, instruments.Count);
}
public void LoadById()
{
//Load up Guids
PerformerList performers = new PerformerList();
Performer performer = new Performer();
performers.Load();
performer = performers.FirstOrDefault(p => p.FirstName == "Hunter");
GroupList groups = new GroupList();
Group group = new Group();
groups.Load();
group = groups.FirstOrDefault(c => c.Name == "Jazz Ensemble");
InstrumentList instruments = new InstrumentList();
Instrument instrument = new Instrument();
instruments.Load();
instrument = instruments.FirstOrDefault(c => c.Description == "Euphonium");
GroupMember groupMember = new GroupMember();
GroupMemberList groupMembers = new GroupMemberList();
groupMembers.Load();
groupMember = groupMembers.FirstOrDefault(p => p.GroupId == group.Id && p.PerformerId == performer.Id);
groupMember.StartDate = Convert.ToDateTime("04/24/3000");
groupMember.EndDate = Convert.ToDateTime("04/25/3000");
GroupMember newgroupmember = new GroupMember {
Id = groupMember.Id
};
newgroupmember.LoadById();
Assert.AreEqual(groupMember.Instrument, newgroupmember.Instrument);
}
public void GetOne()
{
//Setup
Instrument instrument = new Instrument();
Instrument retrievedInstrument = new Instrument();
InstrumentList instruments = new InstrumentList();
instruments.Load();
instrument = instruments.FirstOrDefault(ct => ct.Description == "Saxophone");
//Act
if (instrument != null)
{
HttpClient client = InitializeClient();
HttpResponseMessage response = client.GetAsync("Instrument/" + instrument.Id).Result;
string result = response.Content.ReadAsStringAsync().Result;
retrievedInstrument = JsonConvert.DeserializeObject <Instrument>(result);
}
//Assert
Assert.IsTrue(instrument.Description == retrievedInstrument.Description && !string.IsNullOrEmpty(retrievedInstrument.Description));
}
void TestStep(DateTime start, DateTime end)
{
TestStrategy.CurrentTime = end;
AddInfo("test step, start:" + start.ToString() + ",end:" + end.ToString());
var dl = CurrentDataSource.GetDataList(InstrumentList, start, end, Grade);
AddInfo("got market data ,count is:" + dl.Count.ToString());
if (dl == null || dl.Count == 0)
{
return;
}
TestStrategy.CurrentTime = dl.Max(d => d.Time);
dl.ForEach(v =>
{
var inst = InstrumentList.FirstOrDefault(i => i.Ticker == v.InstrumentTicker);
if (inst != null)
{
AddInfo("update " + inst.Name + " price, value is:" + v.Close.ToString() + "(" + v.Time.ToString() + ")");
inst.CurrentPrice = v.Close;
}
});
MarketDataList.AddRange(dl);
AddInfo("portfolio process market data!");
TargetPortfolio.ProcessMarketData(dl);
AddInfo("standard portfolio process market data!");
standardPortfolio.ProcessMarketData(dl);
AddInfo("strategy process market data!");
TestStrategy.ProcessMarketData(dl);
if (analyseTime <= end)
{
AddInfo("prepare analyse, analyse time is:" + analyseTime.ToString());
AnalyseStep();
analyseTime = MarketData.GetNextTime(end, AnalyseGrade);
var cl = new List <ISignal>();
foreach (var condition in ConditionList)
{
var rl = condition.GetResult();
if (rl != null && rl.Count > 0)
{
cl.AddRange(rl);
}
}
if (cl.Count > 0)
{
AddInfo("got signal, count is " + cl.Count.ToString());
TestStrategy.ProcessSignal(cl);
}
}
AddInfo("strategy process portfolio");
TestStrategy.ProcessPortfolio();
var ol = TestStrategy.GetOrderList();
if (ol.Count > 0)
{
AddInfo("strategy generate order, count is :" + ol.Count.ToString());
List <IOrder> col = new List <IOrder>();
foreach (var o in ol)
{
if (o != null && RiskPolicy.PredictOrder(o, TargetPortfolio))
{
col.Add(o);
}
}
OrderList.AddRange(col);
AddInfo("trade gate process order");
CurrentTradeGate.ProcessorOrder(col);
AddInfo("portfolio info before process order is" + GetPortfolioMemo(TargetPortfolio));
TargetPortfolio.ProcessOrderList(col);
AddInfo("portfolio info after process order is" + GetPortfolioMemo(TargetPortfolio));
}
if (!IsUnlimited)//adjust risk
{
AddInfo("adjust risk");
ol = RiskPolicy.AdjustRisk(TargetPortfolio);
if (ol.Count > 0)
{
AddInfo("risk order generate, count is:" + ol.Count.ToString());
OrderList.AddRange(ol);
List <IOrder> col = ol.Where(v => v != null).ToList();
CurrentTradeGate.ProcessorOrder(col);
TargetPortfolio.ProcessOrderList(col);
}
}
CurrentValueList.Add(new TimeValueObject()
{
Time = dl.Max(v => v.Time), Value = CurrentValue, Memo = GetPortfolioMemo(TargetPortfolio)
});
StandardValueList.Add(new TimeValueObject()
{
Time = dl.Max(v => v.Time), Value = StandardValue, Memo = GetPortfolioMemo(standardPortfolio)
});
if (_MaxLost.Number > Pnl.Number)
{
_MaxLost.Number = Pnl.Number;
}
if (TestStepDelayMS > 0)
{
Thread.Sleep(TestStepDelayMS);
}
}