public void TestGetOpeningPriceAndVolume3()
{
IOrderAccessService orderAccessService = new OrderAccessService(true, @"MockOrdersWithMultipleMatchingPointAndImbalance.txt", @"MockOrdersSummary.txt");
var orders = orderAccessService.GetOrders();
var lastClosingPrice = orderAccessService.GetLastClosingPrice();
var calculator = new Calculator();
var normalizedOrders = calculator.GetNormalizedOrders(orders);
var result = calculator.PredictOpeningPrice(normalizedOrders, lastClosingPrice);
Assert.Equal(97.5, result.Item1);
Assert.Equal(140, result.Item2);
}
public void TestGetNormalizedOrders()
{
IOrderAccessService orderAccessService = new OrderAccessService(true, @"MockOrders.txt", @"MockOrdersSummary.txt");
var orders = orderAccessService.GetOrders();
var calculator = new Calculator();
var normalizedOrders = calculator.GetNormalizedOrders(orders);
normalizedOrders.ForEach(order =>
{
Trace.WriteLine(
$"{order.BidVolume}|{order.Price}|{order.MatchVolume}|{order.AskVolume}");
});
Assert.Equal(9, normalizedOrders.Count);
}
