public void Sum_10and_20_30returned()
{
//arrange
int label1 = 10;
int textbox1 = 20;
int end1 = 30;
//act
MyCalc c = new MyCalc();
int actual = c.Sum(label1, textbox1);
//assert
Assert.AreEqual(end1, actual);
}
public void Sum_10and20_30retun()
{
//arrange
int firstNumber = 10;
int secondNumber = 20;
int expected = 30;
//act
MyCalc myCalc = new MyCalc();
int actual = myCalc.Sum(firstNumber, secondNumber);
//assert
Assert.AreEqual(expected, actual);
}
public void Del_80_4and_20returned()
{
//arrange
int label3 = 10;
int textbox3 = 20;
int end1 = 30;
//act
MyCalc c = new MyCalc();
int actual = c.Sum(label3, textbox3);
//assert
Assert.AreEqual(end1, actual);
}
public void Sum_10and20_30returned()
{
//arrangr
int a = 10;
int b = 20;
int expected = 30;
//act
MyCalc c = new MyCalc();
int actual = c.Sum(a, b);
//assert
Assert.AreEqual(expected, actual);
}
public void Test()
{
using (var interp = new Interpreter<MyCalc>())
{
Assert.IsTrue(interp.Parse("1 + 2 * 3"));
Assert.AreEqual(7, interp.Context.Outcome);
}
using (var freezer = new CilFreezer<MyCalc>())
{
Pipe<MyCalc> code = freezer.Compile("1 + 2 * 3");
var context = new MyCalc();
Assert.AreEqual(7, code(context).Outcome);
}
}
public void Test()
{
using (var interp = new Interpreter <MyCalc>())
{
Assert.IsTrue(interp.Parse("1 + 2 * 3"));
Assert.AreEqual(7, interp.Context.Outcome);
}
using (var freezer = new CilFreezer <MyCalc>())
{
Pipe <MyCalc> code = freezer.Compile("1 + 2 * 3");
var context = new MyCalc();
Assert.AreEqual(7, code(context).Outcome);
}
}
public void DivideOnZero()
{
MyCalc myCalc = new MyCalc();
try
{
myCalc.Divide(1, 0);
}
catch (MyException ex)
{
return;
}
catch (Exception ex)
{
Assert.Fail("Неверный тип исключения");
}
Assert.Fail("Исключение не сгенерировано");
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(MyCalc obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
void blt_GotNewBar(string symbol, int interval)
{
int idx = _active.getindex(symbol);
BarList myBarList = blt[symbol];
Bar curBar = myBarList.RecentBar;
int barCount = myBarList.Count; int lastBar = barCount - 1;
decimal oneTick = tickValue; //this is hard-coded for ES contracts
tradeLog curTrade = new tradeLog();
turtleSignal curSignal = new turtleSignal();
//doing manual sizing here
int units = manualTradeUnit;
if (myBarList.Count < myParams.ATRLen)
{
D("Error: waiting for more bars. or you can request more history data"); return;
}
// calculate the SMA using closing prices for so many bars back
//decimal SMA = MyCalc.Avg(Calc.EndSlice(blt[symbol].Close(), _barsback));
//TODO: optimize this one calculation
curSignal.ATR = MyCalc.AverageTrueRange(blt[symbol], myParams.ATRLen);
if (curSignal.ATR < 0)
{
D("Error calc ATR"); return;
}
switch (myParams.TurtleSystem)
{
case SystemType.System_One:
if (myTrades.Count == 0) //essentially trade.Init
{
lastTrade = 0;
entry = 0; exit = 0;
curTrade = trade.Flat;
myTrades.Add(curTrade);
tradeProfitPoints = 0;
stop = 0;
entryUnits = units; //using this for now.
}
break;
switch (myTrades[myTrades.Count - 1])
{
case trade.Init:
{
lastTrade = 0;
}
case trade.Flat:
if ((curBar.High > longEntry && lastTrade == 1 && curBar.High < failSafeLongEntry) && skipConsecutiveTrades)
{
entry = Math.Max(longEntry + oneTick, curBar.Low);
exit = 0;
curTrade = trade.SkipLong;
tradeProfitPoints = 0;
stop = entry - ATRMultiplier * ATR;
entryUnits = units;
lastTrade = 0;
}
else if (((curBar.Low < shortEntry && lastTrade == 1 && curBar.Low > failSafeShortEntry)) && skipConsecutiveTrades)
{
entry = Math.Min(shortEntry - oneTick, curBar.High);
exit = 0;
curTrade = trade.SkipShort;
tradeProfitPoints = 0;
stop = entry + ATRMultiplier * ATR;
entryUnits = units;
lastTrade = 0;
}
else if (curBar.High > longEntry)
{
entry = Math.Max(longEntry + oneTick, curBar.Low);
exit = 0;
curTrade = trade.GoLong;
tradeProfitPoints = 0;
stop = entry - ATRMultiplier * ATR;
entryUnits = units;
lastTrade = 0;
}
else if (curBar.Low < shortEntry)
{
entry = Math.Min(shortEntry - oneTick, curBar.High);
exit = 0;
curTrade = trade.GoShort;
tradeProfitPoints = 0;
stop = entry + ATRMultiplier * ATR;
entryUnits = units;
lastTrade = 0;
}
else
{
entry = 0;
exit = 0;
curTrade = trade.Flat;
tradeProfitPoints = 0;
stop = -1.0m;
entryUnits = entryUnits[1];
lastTrade = lastTrade[1];
}
case trade.GoLong:
entryUnits = entryUnits[1];
if (curBar.Low < longExit || curBar.Low < stop[1])
{
exit = Math.Min(curBar.Open, Math.Max(longExit - oneTick, stop[1] - oneTick));
entry = entry[1];
curTrade = trade.Flat;
tradeProfitPoints = exit - entry[1];
stop = -1m;
lastTrade = tradeProfitPoints > 0 ? 1 : 0;
}
else
{
exit = 0;
entry = entry[1];
curTrade = trade.GoLong;
tradeProfitPoints = 0;
stop = stop[1];
lastTrade = lastTrade[1];
}
case trade.GoShort:
entryUnits = entryUnits[1];
if (curBar.High > shortExit || curBar.High > stop[1])
{
exit = Math.Max(curBar.Open, Math.Min(shortExit + oneTick, stop[1] + oneTick));
entry = entry[1];
curTrade = trade.Flat;
tradeProfitPoints = entry[1] - exit;
stop = -1m;
lastTrade = tradeProfitPoints > ? 1 : 0;
}
else
{
exit = 0;
entry = entry[1];
curTrade = trade.GoShort;
tradeProfitPoints = 0;
stop = stop[1];
lastTrade = lastTrade[1];
}
case trade.SkipLong:
if (curBar.Low < longExit || curBar.Low < stop[1])
{
exit = Math.Min(curBar.Open, Math.Max(longExit - oneTick, stop[1] - oneTick));
entry = entry[1];
curTrade = trade.Flat;
tradeProfitPoints = exit - entry[1];
stop = -1m;
lastTrade = 0;
entryUnits = 0;
}
else if (curBar.High > failSafeLongEntry)
{
entry = Math.Max(failSafeLongEntry + oneTick, curBar.Low);
exit = 0;
curTrade = trade.GoLong;
tradeProfitPoints = 0;
stop = Math.Max(failSafeLongEntry + oneTick, curBar.Low) - ATRMultiplier * ATR;
entryUnits = units;
lastTrade = 0;
}
else
{
exit = 0;
entry = entry[1];
curTrade = trade.SkipLong;
tradeProfitPoints = 0;
stop = stop[1];
lastTrade = lastTrade[1];
entryUnits = 0;
}
case trade.SkipShort:
if (curBar.High > shortExit || curBar.High > stop[1])
{
entryUnits = 0;
exit = Math.Max(curBar.Open, Math.Min(shortExit + oneTick, stop[1] + oneTick));
entry = entry[1];
curTrade = trade.Flat;
tradeProfitPoints = entry[1] - exit;
stop = -1m;
lastTrade = 0;
}
else if (curBar.Low < failSafeShortEntry)
{
entry = Math.Min(failSafeShortEntry - oneTick, curBar.High);
exit = 0;
curTrade = trade.GoShort;
tradeProfitPoints = 0;
stop = entry + ATRMultiplier * ATR;
entryUnits = units;
lastTrade = 0;
}
else
{
exit = 0;
entry = entry[1];
curTrade = trade.SkipShort;
tradeProfitPoints = 0;
stop = stop[1];
lastTrade = lastTrade[1];
entryUnits = 0;
}
}
break;
case SystemType.System_Two:
switch (trade[1])
{
case trade.Init:
lastTrade = 0;
entry = 0;
exit = 0;
curTrade = barNumber() >= 1 ? trade.Flat : trade.Init;
tradeProfitPoints = 0;
stop = 0;
entryUnits = unit;
case trade.Flat:
if (curBar.High > failSafeLongEntry)
{
entry = Math.Max(failSafeLongEntry + oneTick, curBar.Low);
exit = 0;
curTrade = trade.GoLong;
tradeProfitPoints = 0;
stop = entry - ATRMultiplier * ATR;
entryUnits = units;
lastTrade = 0;
}
else if (curBar.Low < failSafeShortEntry)
{
entry = Math.Min(failSafeShortEntry - oneTick, curBar.High);
exit = 0;
curTrade = trade.GoShort;
tradeProfitPoints = 0;
stop = entry + ATRMultiplier * ATR;
entryUnits = unit;
lastTrade = 0;
}
else
{
entry = 0;
exit = 0;
curTrade = trade.Flat;
tradeProfitPoints = 0;
stop = -1m;
entryUnits = entryUnits[1];
lastTrade = 0;
}
case trade.GoLong:
entryUnits = entryUnits[1];
if (curBar.Low < longExit || curBar.Low < stop[1])
{
exit = Math.Min(curBar.Open, Math.Max(longExit - oneTick, stop[1] - oneTick));
entry = entry[1];
curTrade = trade.Flat;
tradeProfitPoints = exit - entry[1];
stop = -1m;
lastTrade = 0;
}
else
{
exit = 0;
entry = entry[1];
curTrade = trade.GoLong;
tradeProfitPoints = 0;
stop = stop[1];
lastTrade = 0;
}
case trade.GoShort:
entryUnits = entryUnits[1];
if (curBar.High > shortExit || curBar.High > stop[1])
{
exit = Math.Max(curBar.Open, Math.Min(shortExit + oneTick, stop[1] + oneTick));
entry = entry[1];
curTrade = trade.Flat;
tradeProfitPoints = entry[1] - exit;
stop = -1m;
lastTrade = 0;
}
else
{
exit = 0;
entry = entry[1];
curTrade = trade.GoShort;
tradeProfitPoints = 0;
stop = stop[1];
lastTrade = 0;
}
case trade.SkipShort:
entryUnits = 0;
exit = 0;
entry = 0;
curTrade = trade.GoShort;
tradeProfitPoints = 0;
stop = 0;
lastTrade = 0;
case trade.SkipLong:
entryUnits = 0;
exit = 0;
entry = 0;
trade = trade.GoShort;
tradeProfitPoints = 0;
stop = 0;
lastTrade = 0;
}
break;
}
//
// D("received new bar. close is "+ (blt[symbol].RecentBar.Close).ToString() +"SMA is "+SMA.ToString());
/* for the moment let me assume we always get a fill
* //ensure we aren't waiting for previous order to fill
* if (!_wait[symbol])
* {
*
* // if we're flat and not waiting
* if (pt[symbol].isFlat)
* {
* // if our current price is above SMA, buy
* if (blt[symbol].RecentBar.Close > ATR)
* {
* D("crosses above MA, buy");
* sendorder(new BuyMarket(symbol, EntrySize));
* // wait for fill
* _wait[symbol] = true;
* }
* // otherwise if it's less than SMA, sell
* if (blt[symbol].RecentBar.Close < ATR)
* {
* D("crosses below MA, sell");
* sendorder(new SellMarket(symbol, EntrySize));
* // wait for fill
* _wait[symbol] = true;
* }
* }
* else if ((pt[symbol].isLong && (blt[symbol].RecentBar.Close < SMA))
|| (pt[symbol].isShort && (blt[symbol].RecentBar.Close > SMA)))
|| {
|| D("counter trend, exit.");
|| sendorder(new MarketOrderFlat(pt[symbol]));
|| // wait for fill
|| _wait[symbol] = true;
|| }
|| }
|| else
|| {
|| D("no action, waiting for previous order to fill");
|| }
*/
// this way we can debug our indicators during development
// indicators are sent in the same order as they are named above
sendindicators(new string[] { time.ToString(), SMA.ToString("N2") });
// draw the MA as a line
sendchartlabel(SMA, time);
}
