public void FillBidAskPartial()
{
PapertradeTracker ptt = new PapertradeTracker();
PositionTracker pt = new PositionTracker();
ptt.UseBidAskFills = true;
ptt.GotFillEvent += new FillDelegate(pt.GotFill);
foreach (bool side in new bool[] { true, false })
{
pt.Clear();
Order o = new MarketOrder("IBM", side, 1000);
int size = o.size;
o.id = 1;
ptt.sendorder(o);
Tick k = TickImpl.NewQuote("IBM", 100, 101, 400, 400, "", "");
ptt.newTick(k); // partial fill
ptt.newTick(k); // partial fill
ptt.newTick(k); // partial fill, completed
Expect(pt["IBM"].Size, Is.EqualTo(size));
}
}
public void MultipleAccount()
{
// setup defaults for 1st and 2nd accounts and positions
string sym = "TST";
string a1 = "account1";
string a2 = "account2";
int s1 = 300;
int s2 = 500;
decimal p = 100m;
// create position tracker
PositionTracker pt = new PositionTracker();
// set initial position in 1st account
pt.Adjust(new PositionImpl(sym, p, s1, 0, a1));
// set initial position in 2nd account
pt.Adjust(new PositionImpl(sym, p, s2, 0, a2));
// verify I can query default account and it's correct
Assert.AreEqual(s1, pt[sym].Size);
// change default to 2nd account
pt.DefaultAccount = a2;
// verify I can query default and it's correct
Assert.AreEqual(s2, pt[sym].Size);
// verify I can query 1st account and correct
Assert.AreEqual(s1, pt[sym,a1].Size);
// verify I can query 2nd account and correct
Assert.AreEqual(s2, pt[sym,a2].Size);
// get fill in sym for 1st account
TradeImpl f = new TradeImpl(sym, p, s1);
f.Account = a1;
pt.Adjust(f);
// get fill in sym for 2nd account
TradeImpl f2 = new TradeImpl(sym, p, s2);
f2.Account = a2;
pt.Adjust(f2);
// verify that I can querry 1st account and correct
Assert.AreEqual(s1*2, pt[sym, a1].Size);
// verify I can query 2nd account and correct
Assert.AreEqual(s2*2, pt[sym, a2].Size);
// reset
pt.Clear();
// ensure I can query first and second account and get flat symbols
Assert.AreEqual(0, pt[sym].Size);
Assert.AreEqual(0, pt[sym, a1].Size);
Assert.AreEqual(0, pt[sym, a2].Size);
Assert.IsTrue(pt[sym, a1].isFlat);
Assert.IsTrue(pt[sym, a2].isFlat);
Assert.IsTrue(pt[sym].isFlat);
Assert.AreEqual(string.Empty, pt.DefaultAccount);
}