public static Boolean IsSame(POrder a, POrder b)
{
if (a.IsDone() || b.IsDone())
{
return false;
}
if (a.ContractedCount > 0 ||
b.ContractedCount > 0)
{
return false;
}
if (a.IsCancelRemains() ||
b.IsCancelRemains())
{
return false;
}
if (a.Code.CompareTo(b.Code) == 0 &&
a.ReqCount == b.ReqCount &&
a.ReqPrice == b.ReqPrice &&
a.LongShort == b.LongShort &&
a.TargetAccount == b.TargetAccount)
{
return true;
}
return false;
}
public void CancelRemainsTest()
{
long reqCount = 3;
double reqPrice = 220.0;
Account account = AccountManager.Ins().CreateSimFOAccount();
IOrderLimit orderLimit = new DefaultOrderLimit(account);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
account.SetOrderLimit(orderLimit);
SimHTS target = account.Hts as SimHTS;
string code = KospiFutureUtil.Ins().KFI.Code;
string price = reqPrice.ToString("n0");
string quantity = Convert.ToString(reqCount);
RawMarketData rmd = RmdManager.Ins().GetData(KospiFutureUtil.Ins().KFI.Code);
rmd.BidPrice1 = 220;
rmd.AskPrice1 = 225;
rmd.BidCount1 = 100;
rmd.AskCount1 = 101;
{
POrder o = new POrder(TradingDirection.Long, code, reqCount, reqPrice, account, rmd);
Assert.AreEqual(o.IsInputValidated, true);
bool expected = true;
bool actual;
actual = account.RequestOrder(o);
Assert.AreEqual(expected, actual);
SimPOrder simOrder = new SimPOrder(o, 1500);
simOrder.Execute();
StringPacket inOrderPacket = simOrder.GetContractPacket(SimPOrder.접수);
target.ReceiveDTRealEventHandler(inOrderPacket.GetStream());
account.HandleCallBackData();
o.CancelRemains();
StringPacket cancelPacket = simOrder.GetCancelPacket();
target.ReceiveDTRealEventHandler(cancelPacket.GetStream());
account.HandleCallBackData();
Assert.AreEqual(o.IsDone(), true);
Assert.AreEqual(o.CanceledCount, o.ReqCount);
POrderLegalManager.Ins().Remove(o);
POrderBidAskCountManager.Ins().Unregister(o);
}
{
POrder o = new POrder(TradingDirection.Long, code, reqCount, reqPrice, account, rmd);
Assert.AreEqual(o.IsInputValidated, true);
bool expected = true;
bool actual;
actual = account.RequestOrder(o);
Assert.AreEqual(expected, actual);
SimPOrder simOrder = new SimPOrder(o, 1500);
simOrder.Execute();
StringPacket inOrderPacket = simOrder.GetContractPacket(SimPOrder.접수);
target.ReceiveDTRealEventHandler(inOrderPacket.GetStream());
simOrder.CurTotalContractedCount = reqCount;
StringPacket contractCompletePacket = simOrder.GetContractPacket(SimPOrder.전량체결);
target.ReceiveDTRealEventHandler(contractCompletePacket.GetStream());
o.CancelRemains();
account.HandleCallBackData();
Assert.AreEqual(o.IsDone(), true);
Assert.AreEqual(o.CanceledCount, 0);
Assert.AreEqual(o.ContractedCount, o.ReqCount);
POrderLegalManager.Ins().Remove(o);
POrderBidAskCountManager.Ins().Unregister(o);
}
}
public static long GetSignedMaxPossibleExposureCount(POrder o)
{
long count = 0;
long tmp = o.ReqCount;
if (o.IsDone())
{
tmp = o.ContractedCount;
}
if (o.LongShort == TradingDirection.Short)
{
tmp = tmp * (-1);
}
count += tmp;
return count;
}
