//[TestMethod]
public void test_deals()
{
FinancialInstrument instr = controller.get_instrument("SPFB_LKOH_140101_140331.txt");
TradingStrategy strategy = controller.get_strategy("Test5").Originator;
ForecastingModule forecastingModule = new ForecastingModule(strategy, instr);
ForecastResult result = forecastingModule.run();
int numDeal = 5;
TypeDeal expType = TypeDeal.Sell;
DateTime expDateOpen = new DateTime(14, 2, 12, 12, 35, 0);
DateTime expDateClose = new DateTime(14, 2, 12, 12, 36, 0);
double expOpenPrice = 20430, expClosePrice = 20438;
TradeDeal tradeDeal = result.get_deal(numDeal);
double actOpenPrice = tradeDeal.OpeningPrice;
double actClosePrice = tradeDeal.ClosingPrice;
Assert.AreEqual(
true,
tradeDeal.Opening == false &&
tradeDeal.Type == expType &&
actOpenPrice == expOpenPrice
//&& tradeDeal.DateTimeOpen.Equals(expDateOpen)
//&& tradeDeal.DateTimeClose == expDateClose
&& actClosePrice == expClosePrice
);
}
public void test_run()
{
FinancialInstrument instr = controller.get_instrument("SPFB.Si_090101_091231.txt");
TradingStrategy strategy = controller.get_strategy("Test5").Originator;
strategy.subscribe_analyzer(new AnalyzerDirection());
ForecastingModule forecastingModule = new ForecastingModule(strategy, instr);
ForecastResult result = forecastingModule.run();
//result.print();
double profitExepted = -3419;
int numDeal = 5;
TypeDeal expType = TypeDeal.Buy;
DateTime expDateOpen = new DateTime(2009, 5, 13, 10, 49, 0);
DateTime expDateClose = new DateTime(2009, 5, 13, 10, 53, 0);
double expOpenPrice = 32110, expClosePrice = 32094;
TradeDeal tradeDeal = result.get_deal(numDeal);
double actOpenPrice = tradeDeal.OpeningPrice;
double actClosePrice = tradeDeal.ClosingPrice;
DateTime actDateTimeOpen = tradeDeal.DateTimeOpen;
DateTime actDateTimeClose = tradeDeal.DateTimeClose;
Assert.AreEqual(true,
profitExepted == result.CurProfit &&
tradeDeal.Opening == false &&
tradeDeal.Type == expType &&
actOpenPrice == expOpenPrice &&
actClosePrice == expClosePrice &&
actDateTimeOpen == expDateOpen &&
actDateTimeClose == expDateClose);
}