public void MatchedAndUnmatchedTransactions()
{
string path = @"C:\Users\Nick\Documents\Visual Studio 2013\Projects\LeanITrend\Engine\bin\Debug\";
string pathname = path + "transactions.csv";
// This part of the test is just to look at the JsonConvert
//string txt;
//using (StreamReader sr = new StreamReader(pathname))
//{
// txt = sr.ReadToEnd();
// sr.Close();
//}
//int index = txt.IndexOf("\r\n", System.StringComparison.Ordinal);
//string titlesremoved = txt.Substring(index + 2);
int counter = 0;
List <OrderTransaction> list = new List <OrderTransaction>();
OrderTransactionProcessor processor = new OrderTransactionProcessor();
using (StreamReader sr = new StreamReader(pathname))
{
string line = sr.ReadLine(); // read the header but do not count it.
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (line != null && line.Contains("Symbol"))
{
continue;
}
Assert.IsNotNull(line);
counter++;
OrderTransaction t = new OrderTransaction();
CsvSerializer.Deserialize(",", line, ref t, false);
list.Add(t);
processor.ProcessTransaction(t);
}
sr.Close();
}
var csv = CsvSerializer.Serialize(",", processor.Trades, true);
using (StreamWriter sw = new StreamWriter(path + "Trades.csv"))
{
foreach (var s in csv)
{
sw.WriteLine(s);
}
sw.Flush();
sw.Close();
}
var x = JsonConvert.SerializeObject(list);
Assert.IsTrue(counter == list.Count);
Assert.IsTrue(processor.TotalProfit == 52.75m);
Assert.IsTrue(processor.TotalCommission == -26m);
}
public void CanOpenPosition()
{
OrderTransaction trans = new OrderTransaction();
trans.Symbol = "AAPL";
trans.Direction = OrderDirection.Buy;
OrderTransactionProcessor processor = new OrderTransactionProcessor();
IPositionInventory openPosition = processor.OpenPosition(trans, PositionInventoryMethod.Fifo);
processor.OpenPositions.Add(openPosition);
Assert.IsTrue(processor.OpenPositions.Count > 0);
}
public void Setup()
{
p = new OrderTransactionProcessor();
}
