public void TestProcessOrderEvent()
{
var fsm = new FuturesSymbolMapper();
// Setup our test data
fsm.AddBloombergMapping("TRADS", "TY", "TY", "ZN", 1);
var positionManager = new TradingScreenPositionManager(fsm);
var fileOrders = MessageUtilTest.LoadTestOrders();
var confirmed = false;
positionManager.ReceiveOrders("Multiple", fileOrders, 1, ref confirmed);
var orderEventIds = positionManager.OrderEventIds;
Assert.IsNotNull(orderEventIds);
Assert.Contains(1, (ICollection)orderEventIds);
var positions = positionManager.Positions;
Assert.IsNotNull(positions);
Assert.AreEqual(5, positions.Count);
// ensure the RIC are converted correctly
var tym0Position = FindPosition("TYM0", positions);
Assert.IsNotNull(tym0Position);
}
public void TestMapping()
{
var fsm = new FuturesSymbolMapper();
const string platform = "TEST";
const string bloombergRoot = "SF";
const string platformReceiveRoot = "6S";
const string platformSendRoot = "SFSS";
// Setup our test data
fsm.AddBloombergMapping(platform, bloombergRoot, platformReceiveRoot, platformSendRoot, 10);
var mappedBloomberg = fsm.ConvertPlatformReceiving(platform, platformReceiveRoot, false);
Assert.AreEqual(mappedBloomberg, bloombergRoot);
var ricRoot = fsm.LookupPlatformSendingRoot(platform, bloombergRoot, false);
Assert.AreEqual(ricRoot, platformSendRoot);
var mappedPlatform = fsm.LookupPlatformRoot(platform, bloombergRoot, false);
Assert.AreEqual(mappedPlatform, platformReceiveRoot);
var toBloomberg = fsm.LookupToBloombergPriceMultiplier(platform, bloombergRoot);
Assert.AreEqual(toBloomberg, 10);
var toPlatform = fsm.LookupToPlatformPriceMultiplier(platform, bloombergRoot);
Assert.AreEqual(toPlatform, decimal.One / 10);
// Test logic for converting exchange to bloomberg pricing and vice versa
// multiply by 10
var bbPrice = (decimal)0.7268 * toBloomberg;
Assert.AreEqual(bbPrice, 7.268);
// multiply by 1/10
var platformPrice = (decimal)72.68 * toPlatform;
Assert.AreEqual(platformPrice, 7.268);
var bbSymbol = fsm.MapPlatformRootToBloombergSymbol(platform, platformReceiveRoot, "200906");
Assert.AreEqual(bbSymbol, "SFM9");
// Do the RIC to Bloomberg mapping
// We are using TRADS for the platform to cheat, ensure we have it
fsm.AddBloombergMapping("TRADS", bloombergRoot, platformReceiveRoot, platformSendRoot, 10);
var sfRoot = fsm.ConvertRicRoot("SFSS");
Assert.AreEqual("SF", sfRoot);
var fredRoot = fsm.ConvertRicRoot("1FRED");
Assert.IsNull(fredRoot);
}
public void TestLoadFuturesMapping()
{
var sessionFactory = BuildSessionFactory();
var fsm = new FuturesSymbolMapper();
var recordsLoaded = fsm.Initialize(sessionFactory.OpenSession());
Assert.IsTrue(recordsLoaded > 0);
var fsmC = new FuturesSymbolMapper();
var recordsLoadedC = fsmC.Initialize(sessionFactory.OpenSession());
Assert.IsTrue(recordsLoaded > 0);
Assert.AreEqual(recordsLoaded, recordsLoadedC);
var reloadCount = fsm.Reload(sessionFactory.OpenSession());
Assert.AreEqual(reloadCount, recordsLoaded);
}
public void TestLoadFuturesMapping()
{
var connectionString = BuildConnectionString();
var fsm = new FuturesSymbolMapper();
var recordsLoaded = fsm.Initialize(connectionString);
Assert.IsTrue(recordsLoaded > 0);
var badbContext = new BADBEntities(connectionString);
var fsmC = new FuturesSymbolMapper();
var recordsLoadedC = fsmC.Initialize(badbContext);
Assert.IsTrue(recordsLoaded > 0);
Assert.AreEqual(recordsLoaded, recordsLoadedC);
var reloadCount = fsm.Reload(badbContext);
Assert.AreEqual(reloadCount, recordsLoaded);
}
public TradingScreenPositionManager(FuturesSymbolMapper futuresSymbolMapper)
{
_fsm = futuresSymbolMapper;
}
