public void TestNormal()
{
lasto = new OrderImpl();
oc = 0;
ost = new OversellTracker();
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(rt.d);
// take a position
ost.GotPosition(new PositionImpl("TST"));
// over sell
ost.sendorder(new SellMarket("TST", 500));
// verify that was sent
Assert.AreEqual(1, oc);
Assert.AreEqual(-500, lasto.size);
}
public void TestOverBuyAdjust()
{
lasto = new OrderImpl();
oc = 0;
ost = new OversellTracker();
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(rt.d);
ost.Split = true;
// take a position
ost.GotPosition(new PositionImpl("TST", 100, -300));
// over sell
ost.sendorder(new BuyMarket("TST", 500));
// verify that only flat was sent
Assert.AreEqual(2, oc);
Assert.AreEqual(200, lasto.size);
}
public void SplitWithPartialFillRoundMinsize100()
{
lasto = new OrderImpl();
oc = 0;
ost = new OversellTracker();
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(rt.d);
ost.MinLotSize = 100;
ost.Split = true;
// take a position
ost.GotPosition(new PositionImpl("TST", 100, 58));
// over sell
Order o = new SellMarket("TST", 100);
o.id = 1;
ost.sendorder(o);
// verify that flat and adjustment were sent
Assert.AreEqual(1, oc);
Assert.AreEqual(-100, lasto.size);
}
public void SplitCancelCopy()
{
lasto = new OrderImpl();
oc = 0;
cancels.Clear();
ost = new OversellTracker();
ost.SendOrderEvent += new OrderDelegate(ost_SendOrderEvent);
ost.SendDebugEvent += new DebugDelegate(rt.d);
ost.SendCancelEvent += new LongDelegate(ost_SendCancelEvent);
ost.Split = true;
// take a position
ost.GotPosition(new PositionImpl("TST", 100, 300));
// over sell
Order o = new SellMarket("TST", 500);
o.id = 5;
ost.sendorder(o);
// verify that only flat was sent
Assert.AreEqual(2, oc);
Assert.AreEqual(-200, lasto.size);
// make sure we've not canceled
Assert.AreEqual(0, cancels.Count);
// cancel original order
ost.sendcancel(5);
// ensure two cancels sent
Assert.AreEqual(2, cancels.Count);
// ensure different cancels
Assert.AreEqual(5, cancels[0]);
Assert.AreNotEqual(5, cancels[1]);
// do it again
// take a position
ost.GotPosition(new PositionImpl("TST", 100, 300));
// over sell
o = new SellMarket("TST", 500);
o.id = 10;
ost.sendorder(o);
// verify that only flat was sent
Assert.AreEqual(4, oc);
Assert.AreEqual(-200, lasto.size);
// make sure we've not canceled
Assert.AreEqual(2, cancels.Count);
// cancel original order
ost.sendcancel(10);
// ensure two cancels sent
Assert.AreEqual(4, cancels.Count);
// ensure different cancels
Assert.AreEqual(10, cancels[2]);
Assert.AreNotEqual(10, cancels[3]);
}
