public static void MyClassInitialize(TestContext testContext)
{
// 선물, 옵션, Elw 상품 정보를 CP에서 읽어오고 config를 설정한다.
ConfigManager.Ins().Initialize("c:\\UnittestMadViper\\config.txt");
DB_DataLoader_Kospi_Future.Ins().Load();
DB_DataLoader_Option.Ins().Load();
DB_DataLoader_Elw.Ins().Load();
// 각각의 OrderLimit이 decorator pattern을 잘 지키고 있는지를 테스트 하기 위해서 TestDummy를 root로 설정하여
// 테스트를 진행한다.
OrderLimitPassTestDummy dummy = new OrderLimitPassTestDummy();
g_ol_with_dummy = new ValuePerOnceOrderLimit(kValuePerOnce, dummy);
g_account_fo = AccountManager.Ins().CreateSimFOAccount();
g_default_orderlimit = new DefaultOrderLimit(g_account_fo);
g_ol_with_default = new ValuePerOnceOrderLimit(kValuePerOnce, g_default_orderlimit);
}
public void InitFutureOrderLimit_3(String maxValuePerOnce)
{
IOrderLimit orderLimit = new DefaultOrderLimit(FutureAccount);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxValuePerOnce), orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
//TODO
// MaxNotionalLimit
FutureAccount.SetOrderLimit(orderLimit);
_bReadyFutureOrderLimit = true;
}
public void InitEmptyRMDBondOrderLimit_3_2(String maxNotionalPerOnce)
{
IOrderLimit orderLimit = new DefaultOrderLimit(this.BondAccount);
orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxNotionalPerOnce), orderLimit);
const int longUpperLimit = 12000;
const int shortLowerLimit = 8000;
orderLimit = new StaticBoundaryOrderLimit(orderLimit, longUpperLimit, shortLowerLimit);
this.BondAccount.SetOrderLimitEmptyRMD(orderLimit);
_bReadyBondOrderLimit_3_2 = true;
}
public void InitDefaultBondOrderLimit_3_1(String maxNotionalPerOnce)
{
IOrderLimit orderLimit = new DefaultOrderLimit(this.BondAccount);
orderLimit = new CountBidAskRangeOrderLimit(orderLimit);
orderLimit = new PriceBidAskRangeOrderLimit(orderLimit);
orderLimit = new ValuePerOnceOrderLimit(Util.ConvertFormatStringToInt64(maxNotionalPerOnce), orderLimit);
orderLimit = new LimOrderLimit(orderLimit);
this.BondAccount.SetOrderLimit(orderLimit);
_bReadyBondOrderLimit_3_1 = true;
}