public void ExpectedUpdateOrder_ToString_test()
{
TradeInfo tradeInfo =
new TradeInfo("ST12345-RF-01",
"RTS-9.14_FT",
"23409",
130000,
-1,
DateTime.Now,
"82398");
PendingTradeInfo expectedUpdateOrder =
new PendingTradeInfo(tradeInfo);
string expected = String.Format("{0}, {1}, {2}, {3}, {4}, {5}, {6}",
expectedUpdateOrder.Portfolio,
expectedUpdateOrder.Symbol,
expectedUpdateOrder.OrderNo,
expectedUpdateOrder.Price,
expectedUpdateOrder.Amount,
expectedUpdateOrder.DateTime,
expectedUpdateOrder.TradeNo);
Assert.AreEqual(expected, expectedUpdateOrder.ToString());
}
public void make_ExpectedUpdateOrder_test()
{
this.rawData.GetData <TradeInfo>().Add(this.tradeInfo);
Assert.AreEqual(1, this.rawData.GetData <TradeInfo>().Count);
Assert.AreEqual(1, this.rawData.GetData <PendingTradeInfo>().Count);
PendingTradeInfo item = this.rawData.GetData <PendingTradeInfo>().Last();
Assert.AreEqual(this.tradeInfo.Portfolio, item.Portfolio);
Assert.AreEqual(this.tradeInfo.Symbol, item.Symbol);
Assert.AreEqual(this.tradeInfo.OrderNo, item.OrderNo);
Assert.AreEqual(this.tradeInfo.Price, item.Price);
Assert.AreEqual(this.tradeInfo.Amount, item.Amount);
Assert.AreEqual(this.tradeInfo.DateTime, item.DateTime);
Assert.AreEqual(this.tradeInfo.TradeNo, item.TradeNo);
}
public override void Update(TradeInfo item)
{
if (HasDuplicate(item))
{
return;
}
PendingTradeInfo expectedUpdateOrder =
new PendingTradeInfo(item);
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, {2}",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
expectedUpdateOrder.ToString()));
this.dataContext.GetData <PendingTradeInfo>().Add(expectedUpdateOrder);
}
public void make_Trade_when_multiple_PendingTradeInfo_exists_test()
{
this.tradeInfo =
new TradeInfo("ST12345-RF-01",
"RTS-9.14_FT",
"12345",
this.order.Price,
-5,
BrokerDateTime.Make(DateTime.Now),
"54321");
this.pendingTradeInfo =
new PendingTradeInfo(this.tradeInfo);
this.rawData.GetData <PendingTradeInfo>().Add(this.pendingTradeInfo);
this.tradeInfo =
new TradeInfo("ST12345-RF-01",
"RTS-9.14_FT",
"12345",
this.order.Price,
-5,
BrokerDateTime.Make(DateTime.Now),
"54325");
this.pendingTradeInfo =
new PendingTradeInfo(this.tradeInfo);
this.rawData.GetData <PendingTradeInfo>().Add(this.pendingTradeInfo);
this.cookieToOrderNoAssociation =
new CookieToOrderNoAssociation(this.order.Id, this.tradeInfo.OrderNo);
this.rawData.GetData <CookieToOrderNoAssociation>().Add(this.cookieToOrderNoAssociation);
Assert.AreEqual(1, this.rawData.GetData <CookieToOrderNoAssociation>().Count);
Assert.AreEqual(0, this.rawData.GetData <PendingTradeInfo>().Count);
Assert.AreEqual(2, this.tradingData.Get <IEnumerable <Trade> >().Count());
Trade trade = this.tradingData.Get <IEnumerable <Trade> >().Last();
Assert.AreEqual(this.tradeInfo.Amount, trade.Amount);
Assert.AreEqual(this.tradeInfo.DateTime, trade.DateTime);
Assert.AreEqual(this.tradeInfo.Portfolio, trade.Portfolio);
Assert.AreEqual(this.tradeInfo.Price, trade.Price);
Assert.AreEqual(this.order.Id, trade.OrderId);
Assert.AreEqual(this.order, trade.Order);
}
public void Setup()
{
this.rawData = new RawTradingDataContext();
this.tradingData = new TradingDataContext();
this.strategyHeader = new StrategyHeader(1,
"Strategy description",
"ST12345-RF-01",
"RTS-9.14_FT",
10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.strategyHeader);
this.signal = new Signal(this.strategyHeader,
BrokerDateTime.Make(DateTime.Now),
TradeAction.Sell,
OrderType.Market,
125000,
0,
0);
this.order = this.tradingData.AddSignalAndItsOrder(this.signal);
this.tradeInfo =
new TradeInfo("ST12345-RF-01",
"RTS-9.14_FT",
"12345",
this.order.Price,
-1,
BrokerDateTime.Make(DateTime.Now),
"54321");
this.cookieToOrderNoAssociation =
new CookieToOrderNoAssociation(this.order.Id, this.tradeInfo.OrderNo);
this.pendingTradeInfo =
new PendingTradeInfo(this.tradeInfo);
this.handler =
new MakeTradeOnCookieToOrderNoAssociation(this.rawData, this.tradingData, new NullLogger());
Assert.AreEqual(0, this.rawData.GetData <CookieToOrderNoAssociation>().Count);
Assert.AreEqual(0, this.rawData.GetData <PendingTradeInfo>().Count);
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Trade> >().Count());
}
public void ExpectedUpdateOrder_constructor_test()
{
TradeInfo tradeInfo =
new TradeInfo("ST12345-RF-01",
"RTS-9.14_FT",
"23409",
130000,
-1,
DateTime.Now,
"82398");
PendingTradeInfo expectedUpdateOrder =
new PendingTradeInfo(tradeInfo);
Assert.IsInstanceOfType(expectedUpdateOrder, typeof(TradeInfo));
Assert.AreEqual(tradeInfo.Portfolio, expectedUpdateOrder.Portfolio);
Assert.AreEqual(tradeInfo.Symbol, expectedUpdateOrder.Symbol);
Assert.AreEqual(tradeInfo.Price, expectedUpdateOrder.Price);
Assert.AreEqual(tradeInfo.Amount, expectedUpdateOrder.Amount);
Assert.AreEqual(tradeInfo.DateTime, expectedUpdateOrder.DateTime);
Assert.AreEqual(tradeInfo.OrderNo, expectedUpdateOrder.OrderNo);
Assert.AreEqual(tradeInfo.TradeNo, expectedUpdateOrder.TradeNo);
}
