public void DoubleBasicWithFlat() { long id = 1; sho = new REGSHO_ShortTracker(); sho.SendDebugEvent += new DebugDelegate(sho_SendDebugEvent); sho.VerboseDebugging = true; Order o = new OrderImpl(); // take a position sho.GotPosition(new PositionImpl(sym, 89.7m, 100)); // accept two exits o = new SellStop(sym, 100, 89.65m, id++); long stop1 = o.id; Assert.IsFalse(sho.isOrderShort(o), "entry1: first sell was incorrectly short"); sho.GotOrder(o); o = new SellLimit(sym, 100, 89.75m, id++); long profit1 = o.id; Assert.IsTrue(sho.isOrderShort(o), "entry1: second sell was incorrectly sell"); sho.GotOrder(o); // flat o = new SellStop(sym, 100, 89.65m, stop1); o.Fill(TickImpl.NewTrade(sym,89.62m,100)); sho.GotFill((Trade)o); sho.GotCancel(profit1); // do again // take a position o = new BuyMarket(sym,100); o.id = id++; o.Fill(TickImpl.NewTrade(sym, 89.64m, 100)); sho.GotFill((Trade)o); // accept two exits o = new SellStop(sym, 100, 89.65m, id++); Assert.IsFalse(sho.isOrderShort(o), "entry2: first sell was incorrectly short"); sho.GotOrder(o); o = new SellLimit(sym, 100, 89.75m, id++); Assert.IsTrue(sho.isOrderShort(o), "entry2: second sell was incorrectly NOT short"); sho.GotOrder(o); }
public void Basic() { long id = 1; sho = new REGSHO_ShortTracker(); sho.SendDebugEvent+=new DebugDelegate(rt.d); Order o = new OrderImpl(); // take a position sho.GotPosition(new PositionImpl(sym,100,300)); // accept two exits o = new SellLimit(sym, 100, 200, id++); Assert.IsFalse(sho.isOrderShort(o)); sho.GotOrder(o); o = new SellLimit(sym, 200, 105, id++); Assert.IsFalse(sho.isOrderShort(o)); sho.GotOrder(o); // send another short o = new SellStop(sym, 300, 99); Assert.IsTrue(sho.isOrderShort(o)); }
public void BasicStopAndLimit() { long id = 1; sho = new REGSHO_ShortTracker(); sho.SendDebugEvent += new DebugDelegate(rt.d); sho.VerboseDebugging = true; Order o = new OrderImpl(); // take a position o = new BuyLimit(sym, 100, 21.18m, id++); o.Account = ACCT; Assert.IsFalse(sho.isOrderShort(o), "entry buy never a short."); sho.GotOrder(o); Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym,21.14m,100)),"unable to fill order"); Trade t = (Trade)o; Assert.IsTrue(t.isValid && t.isFilled, "not a valid trade"); sho.GotFill(t); // accept two exits o = new SellStop(sym, 100, 21.09m, id++); o.Account = ACCT; Assert.IsFalse(sho.isOrderShort(o),"first exit was wrongly a short"); sho.GotOrder(o); o = new SellLimit(sym, 100, 21.19m, id++); o.Account = ACCT; Assert.IsTrue(sho.isOrderShort(o), "second exit was wrongly a sell"); sho.GotOrder(o); }
public void FillThenStopAndLimitOversell() { long id = 1; sho = new REGSHO_ShortTracker(); sho.SendDebugEvent += new DebugDelegate(rt.d); sho.VerboseDebugging = true; lastids.Clear(); Order o = new OrderImpl(); // send some initial orders so(new SellLimit(sym, 100, 25.83m, id++)); so(new SellStop(sym, 100, 25.83m, id++)); o = new SellStop(sym, 200, 25.83m, id++); so(o); // cancel first two orders sho.GotCancel(lastids[0]); sho.GotCancel(lastids[1]); // fill last order Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 25.80m, 200)), "missing initial fill"); sho.GotFill((Trade)o); // check pending size Assert.AreEqual(0, pendingsize(sym), "had pending size after cancels and fills"); // flat position sho.GotPosition(new PositionImpl(sym,0,0,0,ACCT)); // take a position o = new BuyLimit(sym, 100, 25.83m, id++); o.Account = ACCT; Assert.IsFalse(sho.isOrderShort(o), "entry buy never a short."); sho.GotOrder(o); Assert.IsTrue(o.Fill(TickImpl.NewTrade(sym, 25.80m, 100)), "unable to fill order"); Trade t = (Trade)o; Assert.IsTrue(t.isValid && t.isFilled, "not a valid trade"); sho.GotFill(t); // accept two exits o = new SellStop(sym, 100, 21.09m, id++); o.Account = ACCT; Assert.IsFalse(sho.isOrderShort(o), "first exit was wrongly a short"); sho.GotOrder(o); o = new SellLimit(sym, 100, 21.19m, id++); o.Account = ACCT; Assert.IsTrue(sho.isOrderShort(o), "second exit was wrongly a sell"); sho.GotOrder(o); }