示例#1
0
        public void testStartsWithNoPositions()
        {
            O.freezeNow("2001/01/01 16:01:00");
            var rediBlid1 = new QTopic("some.redi.topic." + BLID1);
            var rediBlid2 = new QTopic("some.redi.topic." + BLID2);
            var rediBlid3 = new QTopic("some.redi.topic." + BLID3);
            var aimBlid1  = new QTopic("some.aim.topic." + BLID1);
            var aimBlid2  = new QTopic("some.aim.topic." + BLID2);
            var fakeGui   = new FakePositionTrackerGui();
            var tracker   = new PositionTracker(fakeGui, new QTopic("some.redi.topic.*"), new QTopic("some.aim.topic.*"));

            tracker.initialize();
            IsTrue(O.isEmpty(tracker.ids()));
            fakeGui.requireRowCount(0);
            rediBlid1.send(fields("REDI", BLID1, 5, 4, "2001/01/01 16:00:00"));
            fakeGui.requireRowCount(1);
            fakeGui.requireStatus(fakeGui.row(0), PositionTracker.Status.UNMATCHED);
            rediBlid1.send(fields("REDI", BLID1, 6, 4, "2001/01/01 16:00:01"));
            fakeGui.requireRowCount(1);
            fakeGui.requireStatus(fakeGui.row(0), PositionTracker.Status.UNMATCHED);

            aimBlid1.send(fields("AIM", BLID1, 6, 4, "2001/01/01 16:00:03"));
            waitMatches(6, () => tracker.buyCount("AIM", BLID1));
            waitMatches(4, () => tracker.sellCount("AIM", BLID1));
            fakeGui.requireRowCount(1);
            fakeGui.requireStatus(fakeGui.row(0), PositionTracker.Status.MATCHED);
            aimBlid1.send(fields("AIM", BLID1, 7, 5, "2001/01/01 16:00:04"));
            fakeGui.requireRowCount(1);
            fakeGui.requireStatus(fakeGui.row(0), PositionTracker.Status.UNMATCHED);

            waitMatches(0, () => tracker.skipped);

            rediBlid1.send(fields("REDI", BLID1, 7, 5, "2001/01/01 16:00:06"));
            aimBlid2.send(fields("AIM", BLID2, 8, 6, "2001/01/01 16:00:08"));
            fakeGui.requireRowCount(2);
            fakeGui.requireStatus(fakeGui.row(0), PositionTracker.Status.MATCHED);
            fakeGui.requireStatus(fakeGui.row(1), PositionTracker.Status.UNMATCHED);

            rediBlid2.send(fields("REDI", BLID2, 8, 5, "2001/01/01 16:00:09"));
            fakeGui.requireRowCount(2);
            fakeGui.requireStatus(fakeGui.row(0), PositionTracker.Status.MATCHED);
            fakeGui.requireStatus(fakeGui.row(1), PositionTracker.Status.UNMATCHED);

            rediBlid3.send(fields("REDI", BLID3, 8, 5, "2000/12/31 23:59:59"));
            waitMatches(1, () => tracker.skipped);
            fakeGui.requireRowCount(2);

            rediBlid2.send(fields("REDI", BLID2, 8, 6, "2001/01/01 16:00:10"));
            fakeGui.requireRowCount(2);
            fakeGui.requireStatus(fakeGui.row(0), PositionTracker.Status.MATCHED);
            fakeGui.requireStatus(fakeGui.row(1), PositionTracker.Status.MATCHED);
        }
示例#2
0
        [Test] public void testOneSubscribe()
        {
            OrderTable.prefix = "PREFIX";
            O.freezeNow("2009/07/10 13:00:00");
            var liveSystem = OneSystemTest <EmptySystem> .fakeLiveSystem(new Parameters(), false);

            liveSystem.removeAllLiveMarkets();
            insertMarket("FOO", 0);
            liveSystem.addLiveMarket("FOO", "2009/07/07", null);
            insertMarket("BAR", 0);
            liveSystem.addLiveMarket("BAR", "2009/07/07", null);
            var fooTopic = new QTopic("PREFIX.TestSystem1.1.0.daily.Slow.FOO.heartbeat");

            O.timerManager().isInterceptingTimersForTest = true;

            O.timerManager().intercept("2009/07/10 13:00:00", "gui update");
            var map = new StatusTreeMap(new FakeStatusMapGUI(), O.list(liveSystem));

            map.setIsEqualSizes(false);
            var systemNode = O.the(map.nodes());

            AreEqual("TestSystem1", systemNode.text);
            var pvNode = O.the(systemNode.children());

            AreEqual("Slow", pvNode.text);
            var symbolNodes = O.dictionaryFromValues(O.convert(pvNode.children(), child => child as LiveMarketNode), child => child.id);

            AreEqual(1d, symbolNodes["FOO"].size);
            AreEqual(0, symbolNodes["FOO"].ticksReceived);
            AreEqual(1d, symbolNodes["BAR"].size);
            var message = new Fields();

            message.put("timestamp", "2009/07/10 12:59:59");
            message.put("lastTickProcessed", "2009/07/10 12:59:58");
            message.put("ticksReceived", "200");
            message.put("hostname", "hullabaloo");
            fooTopic.send(message);
            Objects.timerManager().intercept("2009/07/10 13:00:01", "second gui update");
            O.timerManager().runTimers("2009/07/10 13:00:00");
            waitMatches(200d, () => symbolNodes["FOO"].ticksReceived); // you just
        }