private void UpdateTradesNotFullyOffsetEachOther(PositionRowUpdater updater, MockFutureInstrument instrument, string qty1, string price1, string qty2, string price2) { //Todo: check the sign qty2 and qty1 is opposite and qty2 not equal to qty1 updater.UpdateTrade(createMockFutureTrade(instrument, qty1, price1)); updater.UpdateTrade(createMockFutureTrade(instrument, qty2, price2)); }
public void Init() { _futureInstrument = new MockFutureInstrument("HSI16J"); _futureInstrumentSymbol2 = new MockFutureInstrument("HSI16K"); _positionRow = new PositionRowImpl(_futureInstrument, "Account1"); _positionRowWithAccount2 = new PositionRowImpl(_futureInstrument, "Account2"); _positionRowWithSymbol2 = new PositionRowImpl(_futureInstrumentSymbol2, "Account1"); _futureMarketData = new MockFutureMarketData(_futureInstrument); _futureMarketDataWithSymbol2 = new MockFutureMarketData(_futureInstrumentSymbol2); _rowUpdater = new PositionRowUpdater(_positionRow, _futureMarketData); _rowUpdaterWithAccount2 = new PositionRowUpdater(_positionRowWithAccount2, _futureMarketData); _rowUpdaterWithSymbol2 = new PositionRowUpdater(_positionRowWithSymbol2, _futureMarketDataWithSymbol2); }
private MockFutureTrade createMockFutureTrade(MockFutureInstrument futureInstrument, string quantity, string price) { return(new MockFutureTrade(futureInstrument, Convert(quantity).Value, Convert(price).Value)); }
public void Init() { _calculator = new PositionMetricsCalculatorImpl(); _futureInstrument = new MockFutureInstrument("HSI16J"); }