示例#1
0
        public void testIntegratedMessages()
        {
            O.freezeNow("07/01/2009");
            MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("FV.1C"), "anything");
            MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("TU.1C"), "TOE");
            var nday20      = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD20.FV.1C.optimalPosition");
            var nday30      = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD30.FV.1C.optimalPosition");
            var fvTopic     = LiveWatcher.tickerTopic("QF.NDayBreak", "anything", "Comdty");
            var tuTopic     = LiveWatcher.tickerTopic("QF.NDayBreak", "TOE", "Comdty");
            var brokenTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "BROKE", "Comdty");
            var fakeGui     = new FakeWatcherGui();
            var watcher     = new LiveWatcher(fakeGui);

            watcher.initialize();
            var fv1C = new Symbol("FV.1C");
            var tu1C = new Symbol("TU.1C");

            tu1C.setTypeForTest("Equity");
            Action <Symbol, double, double, double> waitForCount = (symbol, aim, tomahawk, diff) => {
                var last = new [] { 0.0, 0, 0 };
                try {
                    fakeGui.wait(() => {
                        var row = watcher.row("QF.NDayBreak", symbol);
                        last[0] = (double)row["aim"];
                        last[1] = (double)row["tomahawk"];
                        last[2] = (double)row["diff"];
                        return(last[0] == aim && last[1] == tomahawk && last[2] == diff);
                    });
                } catch (Exception e) {
                    throw Bomb.toss("count never matched - last: " + O.toShortString(last), e);
                }
            };

            publishAim(fvTopic, "QF.NDayBreak", "anything", "COMDTY", 3, "2009/07/01 14:00:00");
            waitForCount(fv1C, 3, 0, -3);
            AreEqual(SystemStatus.RED, fakeGui.status(watcher.row("QF.NDayBreak", fv1C)));
            publishAim(fvTopic, "QF.NDayBreak", "anything", "COMDTY", 2, "2009/07/01 14:00:01");
            waitForCount(fv1C, 2, 0, -2);
            AreEqual(SystemStatus.RED, fakeGui.status(watcher.row("QF.NDayBreak", fv1C)));
            publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 105, "2009/07/01 14:00:03");
            waitForCount(tu1C, 105, 0, -105);
            AreEqual(SystemStatus.RED, fakeGui.status(watcher.row("QF.NDayBreak", tu1C)));
            publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 5, "2009/07/01 14:00:03");
            waitForCount(tu1C, 5, 0, -5);
            AreEqual(SystemStatus.GREEN, fakeGui.status(watcher.row("QF.NDayBreak", tu1C)));
            publishAim(brokenTopic, "QF.NDayBreak", "BROKE", "COMDTY", 7, "2009/07/01 14:00:03");
            fakeGui.waitMatches(7.0, () => watcher.firstRow()["aim"]);
            AreEqual(SystemStatus.RED, fakeGui.status(watcher.firstRow()));
            AreEqual(watcher.firstRow()["symbol"], "BROKE Comdty");
            publishTomahawk(nday20, 11, "2009/07/01 14:00:04");
            waitForCount(fv1C, 2, 11, 9);
            AreEqual(SystemStatus.RED, fakeGui.status(watcher.row("QF.NDayBreak", fv1C)));
            publishTomahawk(nday20, 2, "2009/07/01 14:00:04");
            waitForCount(fv1C, 2, 2, 0);
            AreEqual(SystemStatus.GREEN, fakeGui.status(watcher.row("QF.NDayBreak", fv1C)));
        }
示例#2
0
        public void testIsolatedAimMessages()
        {
            O.freezeNow("07/01/2009");
            MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("FV.1C"), "anything");
            MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("TU.1C"), "TOE");
            var fvTopic     = LiveWatcher.tickerTopic("QF.NDayBreak", "anything", "Comdty");
            var tuTopic     = LiveWatcher.tickerTopic("QF.NDayBreak", "TOE", "Comdty");
            var brokenTopic = LiveWatcher.tickerTopic("QF.NDayBreak", "BROKE", "Comdty");
            var fakeGui     = new FakeWatcherGui();
            var watcher     = new LiveWatcher(fakeGui);

            watcher.initialize();
            watcher.eachRow(row => AreEqual(row["aim"], 0));
            watcher.requireContains("QF.NDayBreak", "anything Comdty");
            var fv1C = new Symbol("FV.1C");
            var tu1C = new Symbol("TU.1C");
            Action <Symbol, double> waitForCount = (symbol, expected) => fakeGui.waitMatches(expected, () => watcher.row("QF.NDayBreak", symbol)["aim"]);

            publishAim(fvTopic, "QF.NDayBreak", "anything", "COMDTY", 3, "2009/07/01 14:00:00");
            waitForCount(fv1C, 3);
            publishAim(fvTopic, "QF.NDayBreak", "anything", "COMDTY", 2, "2009/07/01 14:00:01");
            waitForCount(fv1C, 2);
            publishAim(tuTopic, "QF.NDayBreak", "TOE", "COMDTY", 5, "2009/07/01 14:00:03");
            waitForCount(tu1C, 5);
            publishAim(brokenTopic, "QF.NDayBreak", "BROKE", "COMDTY", 7, "2009/07/01 14:00:03");
            fakeGui.waitMatches(7.0, () => watcher.firstRow()["aim"]);
            AreEqual(watcher.firstRow()["symbol"], "BROKE Comdty");
        }
示例#3
0
        public void testIsolatedTomahawkMessages()
        {
            O.freezeNow("07/01/2009");
            MarketTickersTable.TICKERS.C_BLOOMBERG.updateOne(MarketTickersTable.TICKERS.C_MARKET.@is("FV.1C"), "anything");
            var nday20  = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD20.FV.1C.optimalPosition");
            var nday30  = new Topic("TOMAHAWK.NDayBreak.1.0.daily.BFBD30.FV.1C.optimalPosition");
            var fakeGui = new FakeWatcherGui();
            var watcher = new LiveWatcher(fakeGui);

            watcher.initialize();
            watcher.eachRow(row => AreEqual(row["tomahawk"], 0));
            watcher.requireContains("QF.NDayBreak", "anything Comdty");
            var             fv1C         = new Symbol("FV.1C");
            Action <double> waitForCount = expected => fakeGui.waitMatches(expected, () => watcher.row("QF.NDayBreak", fv1C)["tomahawk"]);

            publishTomahawk(nday20, 3, "2009/07/01 14:00:00");
            waitForCount(3);
            publishTomahawk(nday20, 2, "2009/07/01 14:00:01");
            waitForCount(2);
            publishTomahawk(nday30, 3, "2009/07/01 14:00:03");
            waitForCount(5);
        }