public void TesSi_2017_10_18()
{
MockUserDealsPosBoxClient stubUserDealsPosBox = new MockUserDealsPosBoxClient(BrokerFeeCoef, InternalFeeCoef)
{
Bid = 91420,
Ask = 91430,
Ticker = "RTS-6.16",
MinSteps = 10,
StepPrice = 13.16974M,
Tol = 0.01M,
};
DateTime CurrMom = new DateTime(2017, 10, 10, 17, 11, 00);
lstRawDeal.Add(new CRawUserDeal {
Instrument = "RTS-12.17", Price = 91450, Amount = 2, Id_ord_buy = 8690468, Id_ord_sell = 8690463, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 0, Fee_sell = 2, ReplId = 78862587778, Moment = CurrMom
});
lstRawDeal.Add(new CRawUserDeal {
Instrument = "RTS-12.17", Price = 91540, Amount = 4, Id_ord_buy = 8699031, Id_ord_sell = 8698985, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 0, Fee_sell = 2, ReplId = 78862587784, Moment = CurrMom
});
lstRawDeal.Add(new CRawUserDeal {
Instrument = "RTS-12.17", Price = 91540, Amount = 4, Id_ord_buy = 8705959, Id_ord_sell = 8706194, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0, ReplId = 78862587790, Moment = CurrMom
});
CurrMom = new DateTime(2017, 10, 10, 17, 11, 31);
lstRawDeal.Add(new CRawUserDeal {
Instrument = "RTS-12.17", Price = 91480, Amount = 2, Id_ord_buy = 8710288, Id_ord_sell = 8710302, Ext_id_sell = 100, Ext_id_buy = 0, Fee_buy = 2, Fee_sell = 0, ReplId = 78862698051, Moment = CurrMom
});
stubUserDealsPosBox.DoTest(lstRawDeal,
lstCtrlPointsOpened,
lstCtrlPointsClosed
);
}
public void Test_Si()
{
MockUserDealsPosBoxClient stubUserDealsPosBox = new MockUserDealsPosBoxClient(BrokerFeeCoef, InternalFeeCoef)
{
Ask = 65500,
Bid = 65440,
Ticker = "Si-6.16",
MinSteps = 1,
StepPrice = 1M,
Tol = 0.01M,
BrokerFeeCoef = 200,
InternalFeeCoef = 130,
};
//deirection sell eincreasing position
lstRawDeal.Add(new CRawUserDeal {
Price = 65500, Amount = 1, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0
});
lstRawDeal.Add(new CRawUserDeal {
Price = 65440, Amount = 1, Ext_id_sell = 100, Ext_id_buy = 0, Fee_buy = 0, Fee_sell = 2
});
//lstRawDeal.Add(new CRawUserDeal { Price = 67125, Amount = 1, Id_ord_buy = 8705959, Id_ord_sell = 8706194, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0 });
//lstRawDeal.Add(new CRawUserDeal { Price = 67130, Amount = 1, Id_ord_buy = 8710288, Id_ord_sell = 8710302, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0 });
lstCtrlPointsOpened.Add(new Tuple <int, CBotPos>(1, new CBotPos {
Amount = 1, AvPos = 65500, VMCurrent_Points = -60, VMCurrent_Steps = -60
}));
//lstCtrlPointsOpened.Add(new Tuple<int, CBotPos>(2, new CBotPos { Amount = -2, AvPos = 91495, VMCurrent_Points = -65, VMCurrent_Steps = -6.5M }));
lstCtrlPointsClosed.Add((new Tuple <int, CBotPos>(2, new CBotPos {
CloseAmount = 1, VMClosed_Points = -60M, VMClosed_Steps = -60M, VMClosed_RUB_clean = -60.0M,
VMClosed_RUB = -64M
})));
stubUserDealsPosBox.DoTest(lstRawDeal,
lstCtrlPointsOpened,
lstCtrlPointsClosed
);
CleanControlPoints();
}
public void Test_RTS()
{
MockUserDealsPosBoxClient stubUserDealsPosBox = new MockUserDealsPosBoxClient(BrokerFeeCoef, InternalFeeCoef)
{
Bid = 91420,
Ask = 91430,
Ticker = "RTS-6.16",
MinSteps = 10,
StepPrice = 13.16974M,
Tol = 0.01M,
};
//deirection sell increasing position
DateTime CurrMom = new DateTime(2016, 08, 05);
int i = 1;
lstRawDeal.Add(new CRawUserDeal {
Price = 91450, Amount = 1, Id_ord_buy = 8690468, Id_ord_sell = 8690463, Ext_id_sell = 100, Ext_id_buy = 0, Fee_buy = 0, Fee_sell = 2, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91540, Amount = 1, Id_ord_buy = 8699031, Id_ord_sell = 8698985, Ext_id_sell = 100, Ext_id_buy = 0, Fee_buy = 0, Fee_sell = 2, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91540, Amount = 1, Id_ord_buy = 8705959, Id_ord_sell = 8706194, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91480, Amount = 1, Id_ord_buy = 8710288, Id_ord_sell = 8710302, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstCtrlPointsOpened.Add(new Tuple <int, CBotPos>(1, new CBotPos {
Amount = -1, AvPos = 91450, VMCurrent_Points = 20, VMCurrent_Steps = 2
}));
lstCtrlPointsOpened.Add(new Tuple <int, CBotPos>(2, new CBotPos {
Amount = -2, AvPos = 91495, VMCurrent_Points = 65, VMCurrent_Steps = 6.5M
}));
lstCtrlPointsClosed.Add((new Tuple <int, CBotPos>(4, new CBotPos {
CloseAmount = 2, VMClosed_Points = -15M, VMClosed_Steps = -1.5M, VMClosed_RUB_clean = -39.51M,
VMClosed_RUB = -47.51M
})));
stubUserDealsPosBox.DoTest(lstRawDeal,
lstCtrlPointsOpened,
lstCtrlPointsClosed
);
CleanControlPoints();
//direction buy increasing position
lstRawDeal.Add(new CRawUserDeal {
Price = 91540, Amount = 1, Id_ord_buy = 8705959, Id_ord_sell = 8706194, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91480, Amount = 2, Id_ord_buy = 8710288, Id_ord_sell = 8710302, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91450, Amount = 2, Id_ord_buy = 8690468, Id_ord_sell = 8690463, Ext_id_sell = 100, Ext_id_buy = 0, Fee_buy = 0, Fee_sell = 2, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91540, Amount = 1, Id_ord_buy = 8699031, Id_ord_sell = 8698985, Ext_id_sell = 100, Ext_id_buy = 0, Fee_buy = 0, Fee_sell = 2, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstCtrlPointsClosed.Add((new Tuple <int, CBotPos>(4, new CBotPos {
CloseAmount = 3, VMClosed_Points = -20M, VMClosed_Steps = -2.0M, VMClosed_RUB_clean = -79.02M, VMClosed_RUB = -87.02M
})));
stubUserDealsPosBox.DoTest(lstRawDeal,
lstCtrlPointsOpened,
lstCtrlPointsClosed
);
CleanControlPoints();
//direction buy increasing position then change direction
lstRawDeal.Add(new CRawUserDeal {
Price = 91540, Amount = 1, Id_ord_buy = 8705959, Id_ord_sell = 8706194, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91480, Amount = 2, Id_ord_buy = 8710288, Id_ord_sell = 8710302, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91450, Amount = 2, Id_ord_buy = 8690468, Id_ord_sell = 8690463, Ext_id_sell = 100, Ext_id_buy = 0, Fee_buy = 0, Fee_sell = 2, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
lstRawDeal.Add(new CRawUserDeal {
Price = 91540, Amount = 2, Id_ord_buy = 8699031, Id_ord_sell = 8698985, Ext_id_sell = 100, Ext_id_buy = 0, Fee_buy = 0, Fee_sell = 2, ReplId = i, Moment = CurrMom.AddSeconds(i++)
});
//special case when time is the same but repl_id is grater
lstRawDeal.Add(new CRawUserDeal {
Price = 91560, Amount = 1, Id_ord_buy = 8699031, Id_ord_sell = 8698985, Ext_id_sell = 0, Ext_id_buy = 100, Fee_buy = 2, Fee_sell = 0, ReplId = i--, Moment = CurrMom.AddSeconds(i)
});
lstCtrlPointsOpened.Add(new Tuple <int, CBotPos>(4, new CBotPos {
Amount = -1, AvPos = 91540, VMCurrent_Points = 110, VMCurrent_Steps = 11
}));
lstCtrlPointsOpened.Add(new Tuple <int, CBotPos>(5, new CBotPos {
Amount = 0, AvPos = 0, VMCurrent_Points = 0, VMCurrent_Steps = 0
}));
stubUserDealsPosBox.DoTest(lstRawDeal,
lstCtrlPointsOpened,
lstCtrlPointsClosed
);
CleanControlPoints();
}