public void Threshold_Is_Not_Exceeded_And_Start_Time_Expired()
{
// arrange
var interval = TimeSpan.FromSeconds(1);
var threshold = 100;
var markup = 0.002m;
var negativePnL = -10;
var pnLStopLossEngine = new PnLStopLossEngine
{
Id = Guid.NewGuid().ToString(),
Mode = PnLStopLossEngineMode.Idle,
Interval = interval,
Threshold = threshold,
Markup = markup
};
// act
pnLStopLossEngine.AddNegativePnL(negativePnL);
pnLStopLossEngine.Refresh();
Thread.Sleep(900);
pnLStopLossEngine.AddNegativePnL(negativePnL);
pnLStopLossEngine.Refresh();
// assert
Assert.IsFalse(string.IsNullOrWhiteSpace(pnLStopLossEngine.Id));
Assert.AreEqual(pnLStopLossEngine.Interval, interval);
Assert.AreEqual(pnLStopLossEngine.Threshold, threshold);
Assert.AreEqual(pnLStopLossEngine.Markup, markup);
Assert.AreEqual(pnLStopLossEngine.Mode, PnLStopLossEngineMode.Idle);
Assert.AreEqual(pnLStopLossEngine.TotalNegativePnL, negativePnL * 2);
Assert.IsNotNull(pnLStopLossEngine.StartTime);
Assert.IsNotNull(pnLStopLossEngine.LastTime);
// act again
Thread.Sleep(100);
pnLStopLossEngine.Refresh();
// assert again
Assert.IsFalse(string.IsNullOrWhiteSpace(pnLStopLossEngine.Id));
Assert.AreEqual(pnLStopLossEngine.Interval, interval);
Assert.AreEqual(pnLStopLossEngine.Threshold, threshold);
Assert.AreEqual(pnLStopLossEngine.Markup, markup);
Assert.AreEqual(pnLStopLossEngine.Mode, PnLStopLossEngineMode.Idle);
Assert.AreEqual(pnLStopLossEngine.TotalNegativePnL, 0);
Assert.IsNull(pnLStopLossEngine.StartTime);
Assert.IsNull(pnLStopLossEngine.LastTime);
}
public void Initialized_And_Refreshed_Without_Negative_PnL()
{
// arrange
var interval = TimeSpan.FromSeconds(1);
var threshold = 100;
var markup = 0.002m;
var pnLStopLossEngine = new PnLStopLossEngine
{
Id = Guid.NewGuid().ToString(),
Mode = PnLStopLossEngineMode.Idle,
Interval = interval,
Threshold = threshold,
Markup = markup
};
// act
pnLStopLossEngine.Refresh();
// assert
Assert.IsFalse(string.IsNullOrWhiteSpace(pnLStopLossEngine.Id));
Assert.AreEqual(pnLStopLossEngine.Interval, interval);
Assert.AreEqual(pnLStopLossEngine.Threshold, threshold);
Assert.AreEqual(pnLStopLossEngine.Markup, markup);
Assert.AreEqual(pnLStopLossEngine.Mode, PnLStopLossEngineMode.Idle);
Assert.AreEqual(pnLStopLossEngine.TotalNegativePnL, 0);
Assert.IsNull(pnLStopLossEngine.StartTime);
Assert.IsNull(pnLStopLossEngine.LastTime);
}
private async Task Refresh(PnLStopLossEngine pnLStopLossEngine)
{
var isUpdated = pnLStopLossEngine.Refresh();
if (isUpdated)
{
await UpdateAsync(pnLStopLossEngine);
}
}