public void GetLastOrder()
{
// Last order
Assert.IsNull(_emptyRecord.LastOrder);
Assert.AreEqual(Order.BuyAt(7), _openedRecord.LastOrder);
Assert.AreEqual(Order.SellAt(8), _closedRecord.LastOrder);
// Last BUY order
Assert.IsNull(_emptyRecord.GetLastOrder(OrderType.Buy));
Assert.AreEqual(Order.BuyAt(7), _openedRecord.GetLastOrder(OrderType.Buy));
Assert.AreEqual(Order.BuyAt(7), _closedRecord.GetLastOrder(OrderType.Buy));
// Last SELL order
Assert.IsNull(_emptyRecord.GetLastOrder(OrderType.Sell));
Assert.AreEqual(Order.SellAt(3), _openedRecord.GetLastOrder(OrderType.Sell));
Assert.AreEqual(Order.SellAt(8), _closedRecord.GetLastOrder(OrderType.Sell));
}
public void Operate()
{
var record = new TradingRecord();
record.Operate(1);
Assert.IsTrue(record.CurrentTrade.Opened);
Assert.AreEqual(0, record.TradeCount);
Assert.IsNull(record.LastTrade);
Assert.AreEqual(Order.BuyAt(1), record.LastOrder);
Assert.AreEqual(Order.BuyAt(1), record.GetLastOrder(OrderType.Buy));
Assert.IsNull(record.GetLastOrder(OrderType.Sell));
Assert.AreEqual(Order.BuyAt(1), record.LastEntry);
Assert.IsNull(record.LastExit);
record.Operate(3);
Assert.IsTrue(record.CurrentTrade.New);
Assert.AreEqual(1, record.TradeCount);
Assert.AreEqual(new Trade(Order.BuyAt(1), Order.SellAt(3)), record.LastTrade);
Assert.AreEqual(Order.SellAt(3), record.LastOrder);
Assert.AreEqual(Order.BuyAt(1), record.GetLastOrder(OrderType.Buy));
Assert.AreEqual(Order.SellAt(3), record.GetLastOrder(OrderType.Sell));
Assert.AreEqual(Order.BuyAt(1), record.LastEntry);
Assert.AreEqual(Order.SellAt(3), record.LastExit);
record.Operate(5);
Assert.IsTrue(record.CurrentTrade.Opened);
Assert.AreEqual(1, record.TradeCount);
Assert.AreEqual(new Trade(Order.BuyAt(1), Order.SellAt(3)), record.LastTrade);
Assert.AreEqual(Order.BuyAt(5), record.LastOrder);
Assert.AreEqual(Order.BuyAt(5), record.GetLastOrder(OrderType.Buy));
Assert.AreEqual(Order.SellAt(3), record.GetLastOrder(OrderType.Sell));
Assert.AreEqual(Order.BuyAt(5), record.LastEntry);
Assert.AreEqual(Order.SellAt(3), record.LastExit);
}
public override bool IsSatisfied(int index, TradingRecord tradingRecord)
{
var satisfied = false;
// No trading history, no need to wait
var lastOrder = tradingRecord?.GetLastOrder(_orderType);
if (lastOrder != null)
{
var currentNumberOfTicks = index - lastOrder.Index;
satisfied = currentNumberOfTicks >= _numberOfTicks;
}
TraceIsSatisfied(index, satisfied);
return(satisfied);
}