public ProcessState_Default(ProcessController_KtbSkel parent) { _parent = parent; _spotCode = _parent.Parent.SpotCode; _futureCode = _parent.Parent.FutureCode; _maxNotional = _parent.Parent.MaxNotional; _monitorExit = _parent.MonitorExit; _stack = _parent.SortedPositionStack; }
public SortedPositionStack_KtbSkel( ProcessController_KtbSkel parent, String strategyName, String spotCode, String futureCode, long maxNotional, double downBoundary, double upBoundary) { _parent = parent; this.StrategyName = strategyName; this.SpotCode = spotCode; this.FutureCode = futureCode; this.MaxNotional = maxNotional; this.DownBoundary = downBoundary; this.UpBoundary = upBoundary; }
public ProcessState_EnterExit( double indicator, ProcessController_KtbSkel parent, long unsignedNotional, RawMarketData spotRmd, RawMarketData futureRmd, IInOutPolicy enterExitPolicy, Boolean showUI) { _parent = parent; _unsignedNotional = unsignedNotional; _enterExitPolicy = enterExitPolicy; _futureAccount = _parent.FutureAccount; SetTargetPosition(spotRmd, futureRmd); _sweepController = new ManualSweepController_KtbSkel(_targetPosition); if (showUI) { CreateUI(indicator); } }
void TestKtbSkelProcessConstructor_Raw(ProcessController_KtbSkel controller) { TestKtbSkelProcess_Default_Constructor_Raw(controller); TestKtbSkelProcess_Entering_Constructor_Raw(controller); TestKtbSkelProcess_Exiting_Constructor_Raw(controller); }
void TestKtbSkelProcess_Exiting_Constructor_Raw(ProcessController_KtbSkel controller) { RawMarketData spotRmd = RmdManager.Ins().KtbSpot.GetData(controller.Parent.SpotCode); RawMarketData futureRmd = RmdManager.Ins().Future.GetData(controller.Parent.FutureCode); spotRmd = spotRmd.Clone() as RawMarketData; futureRmd = futureRmd.Clone() as RawMarketData; spotRmd.BidPrice1 = 8888F; spotRmd.AskPrice1 = 8889F; futureRmd.BidPrice1 = 107.01F; futureRmd.AskPrice1 = 107.02F; IInOutPolicy exitPolicy = new OutPolicy(); ProcessState_EnterExit process = new ProcessState_EnterExit( 1.0F, controller, 10, spotRmd, futureRmd, exitPolicy, false); ProcessState_EnterExit_Accessor acc = new ProcessState_EnterExit_Accessor(new PrivateObject(process)); Assert.AreEqual(acc._enterExitPolicy.GetInOutType(), InOutType.OutType); }
void TestKtbSkelProcess_Default_Constructor_Raw(ProcessController_KtbSkel controller) { ProcessState_Default process = new ProcessState_Default(controller); ProcessState_Default_Accessor acc = new ProcessState_Default_Accessor( new PrivateObject(process)); Assert.AreEqual(acc._parent, controller); Assert.AreEqual(acc._futureCode, controller.Parent.FutureCode); Assert.AreEqual(acc._spotCode, controller.Parent.SpotCode); Assert.AreEqual(acc._maxNotional, controller.MaxNotional); Assert.AreEqual(acc._stack, controller.SortedPositionStack); Assert.AreEqual(acc._monitorExit, controller.MonitorExit); }
public void ExecuteAfterSweeperDone(ProcessController_KtbSkel controller, Position_KtbSkel position) { // Out, controller.SortedPositionStack.Erase(position); }
public MonitorExit_KtbSkel(ProcessController_KtbSkel parent) { _parent = parent; _spotCode = parent.Parent.SpotCode; _futureCode = parent.Parent.FutureCode; }