public void test_IsPositionEmptySignalOnOpen_Negative() { ISignalContext context = new SignalContext(); context.CurrentMarketPosition = 1; context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order"); Assert.AreEqual(false, context.isPositionEmptySignalOnOpen()); context = new SignalContext(); context.CurrentMarketPosition = 0; context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order"); Assert.AreEqual(false, context.isPositionEmptySignalOnOpen()); context = new SignalContext(); context.CurrentMarketPosition = 0; context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order"); Assert.AreEqual(false, context.isPositionEmptySignalOnOpen()); context = new SignalContext(); context.CurrentMarketPosition = 0; context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order"); Assert.AreEqual(false, context.isPositionEmptySignalOnOpen()); context = new SignalContext(); context.CurrentMarketPosition = 0; context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_10Complete(), "Sell Order"); Assert.AreEqual(false, context.isPositionEmptySignalOnOpen()); }
public void test_IsSignalBidirection_Positive() { ISignalContext context = new SignalContext(); context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order"); Assert.AreEqual(true, context.isSignalBidirection()); }
private void setupOrderAndContext(AppOrder appOrder, String buySell, double triggerPrice, String remark, int indexExecution) { appOrderManager.addAppOrUpdateOrder(appOrder); appOrderManager.addOpenAppOrder(stgIndex, appOrder); if (indexExecution == 1) { execution.setPendingSignal1(buySell, triggerPrice, appOrder, remark); } else { execution.setPendingSignal2(buySell, triggerPrice, appOrder, remark); } }
public void test_GetIndexClosedAppOrder() { ISignalContext context = new SignalContext(); context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order"); Assert.AreEqual(1, context.getIndexClosedAppOrder()); context = new SignalContext(); context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order"); Assert.AreEqual(2, context.getIndexClosedAppOrder()); }
public void test_GetCompleteSignalSide_Positive() { ISignalContext context = new SignalContext(); context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order"); Assert.AreEqual(AppConstant.BUY_SIGNAL, context.getCompleteSignalSide()); context = new SignalContext(); context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order"); Assert.AreEqual(AppConstant.SELL_SIGNAL, context.getCompleteSignalSide()); context = new SignalContext(); context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Sell Order"); Assert.AreEqual(AppConstant.BUY_SIGNAL, context.getCompleteSignalSide()); }
public void test_GetFilled_Price() { ISignalContext context = new SignalContext(); context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order"); Assert.AreEqual(20010, context.getFilledPrice()); context = new SignalContext(); context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order"); context.setPendingSignal2(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order"); Assert.AreEqual(22010, context.getFilledPrice()); context = new SignalContext(); double filledPrice = (20010.0d * 1 + 20009 * 4 + 20008 * 5) / 10; context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_0Complete(), "Sell Order"); context.setPendingSignal2(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order"); Assert.AreEqual(filledPrice, context.getFilledPrice()); }