public void ThrottlesTest()
{
LimitsTest b = new LimitsTest();
// we're skipping the first trade bc it's pre-market and we're not testing
// that in this test
int i = 1;
Order o;
Position p = new Position(s);
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 0);
Assert.That(b.TradeCaps);
Assert.That(!b.Off);
Assert.That(b.PosSize == 0);
o = b.Trade(timesales[i++], new BarList(), p, new BoxInfo());
Assert.That(o.isValid);
// fill our order with next tick and just our position
o.Fill(timesales[i]);
p.Adjust((Trade)o);
Assert.That(b.Adjusts == 1);
Assert.That(b.Turns == 0);
o = b.Trade(timesales[i++], new BarList(), p, new BoxInfo());
Assert.That(o.isValid);
Assert.That(b.Adjusts == 2);
Assert.That(b.Turns == 1); // should be flat now
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
Assert.That(!o.isValid); // no more orders, as
Assert.That(b.Off); // we should be shutdown
}
public void ThrottlesTest()
{
LimitsTest b = new LimitsTest();
// we're skipping the first trade bc it's pre-market and we're not testing
// that in this test
int i = 1;
Order o;
Position p = new Position(s);
Assert.That(b.Turns == 0);
Assert.That(b.Adjusts == 0);
Assert.That(b.TradeCaps);
Assert.That(!b.Off);
Assert.That(b.PosSize == 0);
o = b.Trade(timesales[i++], new BarList(), p, new BoxInfo());
Assert.That(o.isValid);
// fill our order with next tick and just our position
o.Fill(timesales[i]);
p.Adjust((Trade)o);
Assert.That(b.Adjusts == 1);
Assert.That(b.Turns == 0);
o = b.Trade(timesales[i++], new BarList(), p, new BoxInfo());
Assert.That(o.isValid);
Assert.That(b.Adjusts == 2);
Assert.That(b.Turns == 1); // should be flat now
o = b.Trade(timesales[i++], new BarList(), new Position(s), new BoxInfo());
Assert.That(!o.isValid); // no more orders, as
Assert.That(b.Off); // we should be shutdown
}
