static void InitBondArbNodeInputs(STR_Arb strategy, STR_ArbInput input, ref _InnerObjectsForUnittest innerData)
{
StrategyNode node = new StrategyNode();
innerData.BondArbNode = node;
node.InitRoot_1(strategy);
innerData.BondArbNodeEnterLimit = new EnterConditionLimit(
Util.ConvertFormatStringToInt64(input.BondArb_MaxLiveSweepCount),
Util.ConvertFormatStringToInt64(input.BondArb_MaxNewSweepCount));
node.InitEnterLimit_2(innerData.BondArbNodeEnterLimit);
DateTime dtStart = DateUtil.GetTodayDateTime(9 + Const.kHourAdjustment_Start, 0, 0);
DateTime dtEnd = DateUtil.GetTodayDateTime(12 + 2 + Const.kHourAdjustment_End, 37, 00);
innerData.BondArbNodeMonitorLimit = new MonitorLimit_Time(dtStart, dtEnd);
node.InitMonitorTimeLimit_3(innerData.BondArbNodeMonitorLimit);
SweeperCollectionDefault sweeperCollection = new SweeperCollectionDefault();
innerData.BondArbSweeperLeaf = sweeperCollection;
node.InitSweeperCollection_4(sweeperCollection);
innerData.BondArb_MonitorEnter = new MonitorEnter_BondArb(node);
node.InitMonitorEnter_5(innerData.BondArb_MonitorEnter);
strategy.AddNode(node, STR_Arb.NodeType.BondArb);
}
public static String GetInputTemplate()
{
STR_ArbInput input = new STR_ArbInput();
Serializer serializer = new Serializer(typeof(STR_ArbInput));
String jsonText = serializer.Serialize(input);
return jsonText;
}
static void InitCalFutNodeInputs(STR_Arb strategy, STR_ArbInput input, ref _InnerObjectsForUnittest innerData)
{
StrategyNode node = new StrategyNode();
innerData.CalFutNode = node;
node.InitRoot_1(strategy);
innerData.CalFutNodeEnterLimit = new EnterConditionLimit(
Util.ConvertFormatStringToInt64(input.CalFut_MaxLiveSweepCount),
Util.ConvertFormatStringToInt64(input.CalFut_MaxNewSweepCount));
node.InitEnterLimit_2(innerData.CalFutNodeEnterLimit);
DateTime dtStart = DateUtil.GetTodayDateTime(9 + Const.kHourAdjustment_Start, 0, 0);
DateTime dtEnd = DateUtil.GetTodayDateTime(12 + 3 + Const.kHourAdjustment_End, 4, 00);
innerData.CalFutNodeMonitorLimit = new MonitorLimit_Time(dtStart, dtEnd);
node.InitMonitorTimeLimit_3(innerData.CalFutNodeMonitorLimit);
SweeperCollectionDefault sweeperCollection = new SweeperCollectionDefault();
innerData.CalFutSweeperLeaf = sweeperCollection;
node.InitSweeperCollection_4(sweeperCollection);
innerData.CalFut_MonitorEnter = new MonitorEnter_CalFut(
node,
Detail.ProductType.KospiFuture,
KospiFutureUtil.Ins().KFSI.FutureCode1,
KospiFutureUtil.Ins().KFSI.Code,
KospiFutureUtil.Ins().KFSI.FutureCode2,
MonitorEnter_CalFut.ForwardBackward.Forward);
node.InitMonitorEnter_5(innerData.CalFut_MonitorEnter);
strategy.AddNode(node, STR_Arb.NodeType.CalFut);
}
static void InitRootInputs(STR_Arb strategy, STR_ArbInput input, ref _InnerObjectsForUnittest innerData)
{
TossClientSession.Ins().StartReadSession();
// 1.2. Account
strategy.InitAccount_1(input.Root_BondAccountName, input.Root_FutureAccountName);
// 1.3. Agent
strategy.InitAgent_2();
strategy.InitDefaultBondOrderLimit_3_1(input.BondArb_MaxNotionalPerOnce);
strategy.InitEmptyRMDBondOrderLimit_3_2(input.BondArb_MaxNotionalPerOnce);
strategy.InitDefaultFutureOrderLimit_3_3(input.Future_MaxCountPerOnce);
// 1.5. EnterLimit
strategy.InitEnterLimit_4(input.Root_MaxLiveSweepCount, input.Root_MaxNewSweepCount);
// 1.6. MonitorLimit
strategy.InitMonitorLimitWithMarketDataAccount_5();
}
public static String GetTestDefaultInputJsonTest()
{
String root_BondAccountName = "SimBond";
String root_FutureAccountName = "Sim";
String root_MaxLiveSweepCount = "256";
String root_MaxNewSweepCount = "64";
String bondArb_MaxNotionalPerOnce = "500,000,000";
String bondArb_MaxLiveSweepCount = "4";
String bondArb_MaxNewSweepCount = "2";
String future_MaxCountPerOnce = "1";
String calFut_MaxLiveSweepCount = "4";
String calFut_MaxNewSweepCount = "4";
STR_ArbInput input = new STR_ArbInput(
root_BondAccountName,
root_FutureAccountName,
root_MaxLiveSweepCount,
root_MaxNewSweepCount,
bondArb_MaxNotionalPerOnce,
bondArb_MaxLiveSweepCount,
bondArb_MaxNewSweepCount,
future_MaxCountPerOnce,
calFut_MaxLiveSweepCount,
calFut_MaxNewSweepCount);
return Util.GetJsonText(typeof(STR_ArbInput), input);
}
