public void Transaction_ImportTradesTransaction_import_three_orders()
{
StrategyHeader strategyHeader = new StrategyHeader(1, "First strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategyHeader);
StrategyHeader strategy1 = new StrategyHeader(2, "Second strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategy1);
StrategyHeader strategy2 = new StrategyHeader(3, "Third strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategy2);
Signal s1 = new Signal(strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000);
s1.Id = 1;
this.tradingData.Get <ICollection <Signal> >().Add(s1);
Signal s2 = new Signal(strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Sell, OrderType.Market, 150000, 0, 0);
s2.Id = 2;
this.tradingData.Get <ICollection <Signal> >().Add(s2);
Signal s3 = new Signal(strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Stop, 150000, 150000, 0);
s3.Id = 3;
this.tradingData.Get <ICollection <Signal> >().Add(s3);
Order o1 = new Order(s1);
o1.Id = 1;
this.tradingData.Get <ICollection <Order> >().Add(o1);
Order o2 = new Order(s2);
o2.Id = 2;
this.tradingData.Get <ICollection <Order> >().Add(o2);
Order o3 = new Order(s3);
o3.Id = 3;
this.tradingData.Get <ICollection <Order> >().Add(o3);
ITransaction import = new ImportTradesTransaction((IObservableHashSetFactory)this.tradingData, this.path);
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Trade> >().Count());
import.Execute();
Assert.AreEqual(3, this.tradingData.Get <IEnumerable <Trade> >().Count());
}
public void ignore_signals_when_backup_loaded_at_not_trading_time()
{
ITransaction importSignals = new ImportSignalsTransaction(this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\signals-backup.txt");
ITransaction importOrders = new ImportOrdersTransaction((IObservableHashSetFactory)this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\orders-backup.txt");
ITransaction importTrades = new ImportTradesTransaction((IObservableHashSetFactory)this.tradingData, ProjectRootFolderNameFactory.Make() + "\\TestData\\trades-backup.txt");
importSignals.Execute();
importOrders.Execute();
importTrades.Execute();
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Signal> >().Count());
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Order> >().Count());
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Trade> >().Count());
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Position> >().Count());
Assert.AreEqual(0, this.signalQueue.Count);
Assert.AreEqual(0, this.orderQueue.Count);
Assert.AreEqual(0, ((MockOrderManager)this.orderManager).PlaceCounter);
}
public void Transaction_import_trades_only_for_existent_orderss()
{
StrategyHeader strategyHeader = new StrategyHeader(1, "First strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(strategyHeader);
Signal signal = new Signal(strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Market, 150000, 0, 0);
signal.Id = 1;
this.tradingData.Get <ICollection <Signal> >().Add(signal);
Order o1 = new Order(signal);
o1.Id = 1;
this.tradingData.Get <ICollection <Order> >().Add(o1);
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Trade> >().Count());
ITransaction import = new ImportTradesTransaction((IObservableHashSetFactory)this.tradingData, this.path);
import.Execute();
Assert.AreEqual(1, this.tradingData.Get <IEnumerable <Trade> >().Count());
}
public void Transaction_ExportTradesTransaction_test()
{
StrategyHeader st1 = new StrategyHeader(1, "First strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 10);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(st1);
StrategyHeader st2 = new StrategyHeader(2, "Second strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 8);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(st2);
StrategyHeader st3 = new StrategyHeader(3, "Third strategyHeader", "BP12345-RF-01", "RTS-9.13_FT", 5);
this.tradingData.Get <ICollection <StrategyHeader> >().Add(st3);
Signal s1 = new Signal(st1, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Market, 150000, 0, 0);
this.tradingData.Get <ICollection <Signal> >().Add(s1);
Order o1 = new Order(s1);
this.tradingData.Get <ICollection <Order> >().Add(o1);
Signal s2 = new Signal(st2, BrokerDateTime.Make(DateTime.Now), TradeAction.Sell, OrderType.Limit, 150000, 0, 150000);
this.tradingData.Get <ICollection <Signal> >().Add(s2);
Order o2 = new Order(s2);
this.tradingData.Get <ICollection <Order> >().Add(o2);
Signal s3 = new Signal(st3, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Stop, 150000, 150000, 0);
this.tradingData.Get <ICollection <Signal> >().Add(s3);
Order o3 = new Order(s3);
this.tradingData.Get <ICollection <Order> >().Add(o3);
Trade t1 = new Trade(o1, o1.Portfolio, o1.Symbol, 150000, o1.Amount, BrokerDateTime.Make(DateTime.Now));
this.tradingData.Get <ObservableHashSet <Trade> >().Add(t1);
Trade t2 = new Trade(o2, o2.Portfolio, o2.Symbol, 150000, o2.Amount, BrokerDateTime.Make(DateTime.Now));
this.tradingData.Get <ObservableHashSet <Trade> >().Add(t2);
Trade t3 = new Trade(o3, o3.Portfolio, o3.Symbol, 150000, o3.Amount, BrokerDateTime.Make(DateTime.Now));
this.tradingData.Get <ObservableHashSet <Trade> >().Add(t3);
Assert.AreEqual(3, this.tradingData.Get <IEnumerable <Trade> >().Count());
ITransaction export = new ExportTradesTransaction((IObservableHashSetFactory)this.tradingData, this.path);
Assert.IsFalse(File.Exists(this.path));
export.Execute();
Assert.IsTrue(File.Exists(this.path));
this.tradingData.Get <ICollection <Trade> >().Clear();
Assert.AreEqual(0, this.tradingData.Get <IEnumerable <Trade> >().Count());
ITransaction import = new ImportTradesTransaction((IObservableHashSetFactory)this.tradingData, this.path);
import.Execute();
Assert.AreEqual(3, this.tradingData.Get <IEnumerable <Trade> >().Count());
}