public void ignore_OrderMoveSucceeded_if_request_already_confirmed_test() { Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000); this.tradingData.Get <ICollection <Signal> >().Add(signal); Order order = new Order(signal); this.tradingData.Get <ICollection <Order> >().Add(order); OrderMoveRequest request = new OrderMoveRequest(order, 151000, 0, "Move order"); this.tradingData.Get <ICollection <OrderMoveRequest> >().Add(request); Assert.IsFalse(request.IsDelivered); OrderMoveSucceeded confirmation = new OrderMoveSucceeded(request.OrderId, "588"); this.rawData.GetData <OrderMoveSucceeded>().Add(confirmation); Assert.IsTrue(request.IsDelivered); OrderMoveSucceeded duplicate = new OrderMoveSucceeded(request.OrderId, "588"); duplicate.DateTime = duplicate.DateTime.AddMilliseconds(1); this.rawData.GetData <OrderMoveSucceeded>().Add(duplicate); Assert.AreNotEqual(request.DeliveryDate, duplicate.DateTime); Assert.AreEqual(request.DeliveryDate, confirmation.DateTime); }
public void OrderMoveSucceeded_constructor_test() { OrderMoveSucceeded os = new OrderMoveSucceeded(35, "9028347"); Assert.AreEqual(35, os.Cookie); Assert.AreEqual("9028347", os.OrderId); Assert.AreEqual(BrokerDateTime.Make(DateTime.Now).Date, os.DateTime.Date); }
public void ConfirmMoveRequest_on_OrderMoveSucceeded_test() { Signal signal = new Signal(this.strategyHeader, BrokerDateTime.Make(DateTime.Now), TradeAction.Buy, OrderType.Limit, 150000, 0, 150000); this.tradingData.Get <ICollection <Signal> >().Add(signal); Order order = new Order(signal); this.tradingData.Get <ICollection <Order> >().Add(order); OrderMoveRequest request = new OrderMoveRequest(order, 151000, 0, "Move order"); this.tradingData.Get <ICollection <OrderMoveRequest> >().Add(request); Assert.IsFalse(request.IsDelivered); OrderMoveSucceeded confirmation = new OrderMoveSucceeded(request.OrderId, "588"); this.rawData.GetData <OrderMoveSucceeded>().Add(confirmation); Assert.IsTrue(request.IsDelivered); }