public void test_IsPositionOnSignalOnClose_Negative()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 0;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
context = new SignalContext();
context.CurrentMarketPosition = 1;
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_5Complete(), "Buy Order");
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_5Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_5Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_5Complete(), "Sell Order");
Assert.AreEqual(false, context.isPositionOnSignalOnClose());
}
public void test_IsSignalBidirection_Negative()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
Assert.AreEqual(false, context.isSignalBidirection());
}
public void test_CompletePendingSignal()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(2, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
context.completePendingSignal();
Assert.AreEqual(0, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(11, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = -1;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_10Complete(), "Sell Order");
context.completePendingSignal();
Assert.AreEqual(-11, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(1, context.CurrentMarketPosition);
}
public void test_IsSignalBidirection_Positive()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(true, context.isSignalBidirection());
}
public void test_IsPositionSignalBothEmpty_Negative()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 1;
Assert.AreEqual(false, context.isPositionSignalBothEmpty());
context = new SignalContext();
context.CurrentMarketPosition = 0;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
Assert.AreEqual(false, context.isPositionSignalBothEmpty());
}
private void setupOrderAndContext(AppOrder appOrder, String buySell, double triggerPrice, String remark, int indexExecution)
{
appOrderManager.addAppOrUpdateOrder(appOrder);
appOrderManager.addOpenAppOrder(stgIndex, appOrder);
if (indexExecution == 1)
{
execution.setPendingSignal1(buySell, triggerPrice, appOrder, remark);
}
else
{
execution.setPendingSignal2(buySell, triggerPrice, appOrder, remark);
}
}
public void test_GetIndexClosedAppOrder()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(1, context.getIndexClosedAppOrder());
context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
Assert.AreEqual(2, context.getIndexClosedAppOrder());
}
public void test_GetCompleteSignalSide_Positive()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(AppConstant.BUY_SIGNAL, context.getCompleteSignalSide());
context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
Assert.AreEqual(AppConstant.SELL_SIGNAL, context.getCompleteSignalSide());
context = new SignalContext();
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Sell Order");
Assert.AreEqual(AppConstant.BUY_SIGNAL, context.getCompleteSignalSide());
}
public void test_GetFilled_Price()
{
ISignalContext context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
Assert.AreEqual(20010, context.getFilledPrice());
context = new SignalContext();
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
Assert.AreEqual(22010, context.getFilledPrice());
context = new SignalContext();
double filledPrice = (20010.0d * 1 + 20009 * 4 + 20008 * 5) / 10;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order");
context.setPendingSignal2(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order");
Assert.AreEqual(filledPrice, context.getFilledPrice());
}