void CalculateElwReqPriceTest(
MonitorState_Accessor ms,
MonitorState.MonitorDataThisTurn monitorData,
EDoorEachMonitorEnterData eachData)
{
String elwCode = monitorData.RmdElw.Code;
ElwInfo ei = ElwUtil.GetElwInfo(elwCode);
//1. Elw 가격이 없는 경우
// 4's koi가격
SetAsDefaultPrice(monitorData);
double actual = ms.CalculateElwReqPrice(monitorData, eachData);
double expected =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 0.8);
Assert.AreEqual(expected, actual);
//2. Elw 가격이 있는데 4's koi가격보다 낮은 경우
// 4's koi가격
double elwPrice =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 0.5);
monitorData.RmdElw.BidPrice1 = elwPrice;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
expected =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 0.8);
Assert.AreEqual(expected, actual);
//3. Elw 가격이 3's koi bidPrice보다 작은 경우
// Elw BidPrice + 1tick 가격이 리턴
double elwPriceOfKoi_3 = ElwOptionUtil.ConvertOptionPriceToElwPrice(
ei, monitorData.RmdKoi_3.BidPrice1);
TickValue tv = ProductUtil.Ins().GetTick(elwCode, elwPriceOfKoi_3);
double elwBidPrice = elwPriceOfKoi_3 - tv.DownTickValue * 2;
expected = elwPriceOfKoi_3 - tv.DownTickValue;
monitorData.RmdElw.BidPrice1 = elwBidPrice;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(expected, actual);
//4. Elw 가격이 2's koi bidPrice보다 작은 경우(3's koi 초과)
// 3's koi BidPrice해당 BidPrice
double elwPriceOfKoi_2 = ElwOptionUtil.ConvertOptionPriceToElwPrice(
ei, monitorData.RmdKoi_2.BidPrice1);
tv = ProductUtil.Ins().GetTick(elwCode, elwPriceOfKoi_2);
elwBidPrice = elwPriceOfKoi_2 - tv.DownTickValue * 2;
expected = ElwOptionUtil.ConvertOptionPriceToElwPrice(
ei, monitorData.RmdKoi_3.BidPrice1);
monitorData.RmdElw.BidPrice1 = elwBidPrice;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(expected, actual);
//5. Elw 가격이 너무 낮은 경우(4's koi)
SetAsDefaultPrice(monitorData);
actual = ms.CalculateElwReqPrice(monitorData, eachData);
expected =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 0.8);
Assert.AreEqual(expected, actual);
//6. Koi 0's 가격이 너무 낮은 경우(-1)
SetAsDefaultPrice(monitorData);
monitorData.RmdKoi_0.BidPrice1 = 0.69;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(-1, actual);
//7. Koi 1's 가격이 너무 낮은 경우(해당사항 없음)
//8. Koi 2's 가격이 너무 낮은 경우(해당사항 없음)
//9. Koi 3's 가격이 너무 낮은 경우(-1)
SetAsDefaultPrice(monitorData);
monitorData.RmdKoi_3.BidPrice1 = 0.19;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(-1, actual);
//10. Koi 4's 가격이 너무 낮은 경우(-1)
SetAsDefaultPrice(monitorData);
monitorData.RmdKoi_4.BidPrice1 = 0.19;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
Assert.AreEqual(-1, actual);
//11. 0's 매수호가 - 0.5 경우
SetAsDefaultPrice(monitorData);
monitorData.RmdKoi_0.BidPrice1 = 1.4;
actual = ms.CalculateElwReqPrice(monitorData, eachData);
expected =
ElwOptionUtil.ConvertOptionPriceToElwPrice(ei, 1.4 - 0.5);
}
void MonitorDataThisTurnTest(
EDoorEachMonitorEnterController_Accessor each,
MonitorState_Accessor ms,
EDoorCenterData centerData)
{
MonitorState.MonitorDataThisTurn monitorData =
EDoorUtil.CreateThisTurnInput(each._data);
// 1. IsAllValid test
monitorData.RmdKoi_0.BidPrice1 = 0;
Assert.AreEqual(EDoorUtil.IsAllValid(monitorData), false);
MakeValidRMD(ref monitorData);
Assert.AreEqual(EDoorUtil.IsAllValid(monitorData), true);
// 2. IsAllRefOK test
Assert.AreEqual(EDoorUtil.IsAllRefOK(monitorData), false);
MakeRefOKRMD_01(ref monitorData);
Assert.AreEqual(EDoorUtil.IsAllRefOK(monitorData), false);
MakeRefOKRMD_2(ref monitorData);
Assert.AreEqual(EDoorUtil.IsAllRefOK(monitorData), false);
MakeRefOKRMD_3(ref monitorData);
Assert.AreEqual(EDoorUtil.IsAllRefOK(monitorData), false);
// AllRefOK case
MakeRefOKRMD_4(ref monitorData);
Assert.AreEqual(EDoorUtil.IsAllRefOK(monitorData), true);
}
void MonitorStateRunTest(
EDoorEachMonitorEnterController_Accessor each,
MonitorState_Accessor ms,
EDoorCenterData centerData)
{
MonitorState.MonitorDataThisTurn monitorData =
EDoorUtil.CreateThisTurnInput(each._data);
MakeRefOKRMD_01(ref monitorData);
MakeRefOKRMD_2(ref monitorData);
MakeRefOKRMD_3(ref monitorData);
MakeRefOKRMD_4(ref monitorData);
CalculateElwReqPriceTest(ms, monitorData, each._data);
SetAsDefaultPrice(monitorData);
each._monitorEnter = ms.Run(centerData, each._data, monitorData);
Assert.AreEqual(each._monitorEnter.GetState(),
EDoorEachMonitorEnterState.EnteringState);
}
void EDoorOrderTest(STR_EDoor_Accessor edoor)
{
// 주문이 안나가는 경우에 대해서 꼼꼼히 점검해본다.
EDoorMonitorEnterController_Accessor controller = new EDoorMonitorEnterController_Accessor(
new PrivateObject(edoor._monitorController));
controller.BlockAfterCancel = false;
EDoorEachMonitorEnterController_Accessor callEach_0 = new EDoorEachMonitorEnterController_Accessor(
new PrivateObject(GetController(controller._eachControllers, CallPutFlag.Call, 0)));
EDoorEachMonitorEnterController_Accessor callEach_1 = new EDoorEachMonitorEnterController_Accessor(
new PrivateObject(GetController(controller._eachControllers, CallPutFlag.Call, 1)));
EDoorEachMonitorEnterController_Accessor putEach_0 = new EDoorEachMonitorEnterController_Accessor(
new PrivateObject(GetController(controller._eachControllers, CallPutFlag.Put, 0)));
EDoorCenterData centerData = edoor._centerData;
// run test
Assert.AreEqual(controller._eachControllers.Count, controller.Run(centerData));
MonitorState rawMS_0 = callEach_0._monitorEnter as MonitorState;
MonitorState_Accessor msCallEach_0 = new MonitorState_Accessor(new PrivateObject(rawMS_0));
MonitorState rawMS_1 = callEach_1._monitorEnter as MonitorState;
MonitorState_Accessor msCallEach_1 = new MonitorState_Accessor(new PrivateObject(rawMS_1));
MonitorState rawMS_2 = putEach_0._monitorEnter as MonitorState;
MonitorState_Accessor msPutEach_0 = new MonitorState_Accessor(new PrivateObject(rawMS_2));
MonitorDataThisTurnTest(callEach_0, msCallEach_0, centerData);
MonitorDataThisTurnTest(putEach_0, msPutEach_0, centerData);
MonitorStateRunTest(callEach_0, msCallEach_0, centerData);
Assert.AreEqual(1, centerData.GetAvailableChannelCount());
MonitorStateRunTest(putEach_0, msPutEach_0, centerData);
Assert.AreEqual(0, centerData.GetAvailableChannelCount());
// 2개 다 나갔다. Valid하지 않다.
Assert.AreEqual(false, controller.IsValid(centerData));
// run test
Assert.AreEqual(0, controller.Run(centerData));
// entering test
EnteringStateTest(callEach_0, centerData);
Assert.AreEqual(true, controller.IsValid(centerData));
EnteringStateTest(putEach_0, centerData);
Assert.AreEqual(true, controller.IsValid(centerData));
// rebalance test
RebalanceStateTest(callEach_0, centerData);
Assert.AreEqual(true, controller.IsValid(centerData));
RebalanceStateTest(putEach_0, centerData);
Assert.AreEqual(false, controller.IsValid(centerData));
// cancel done test
CencelOrderDoneTest(centerData, callEach_0);
}
