@Test
public void testPlaceMOCOrders() {
String corrId = "123";
int longSize = 100;
int shortSize = 200;
ZonedDateTime currentDateTime =
ZonedDateTime.of(2016, 3, 3, 5, 5, 1, 0, ZoneId.systemDefault());
ZonedDateTime orderTime = ZonedDateTime.now();
strategy.ibClient = mockIbClient;
doReturn(corrId).when(strategy).getUUID();
doReturn(longSize).when(strategy).getOrderSize(longTicker);
doReturn(shortSize).when(strategy).getOrderSize(shortTicker);
doReturn(orderTime).when(strategy).getNextBusinessDay(currentDateTime);
when(mockIbClient.getNextOrderId()).thenReturn("100", "101", "102", "103", "104", "105");
TradeOrder expectedLongOrder = new TradeOrder("100", longTicker, longSize, TradeDirection.BUY);
expectedLongOrder.setType(TradeOrder.Type.MARKET_ON_CLOSE);
expectedLongOrder.setReference("EOD-Pair-Strategy:123:Entry:Long*");
TradeOrder expectedLongExitOrder =
new TradeOrder("101", longTicker, longSize, TradeDirection.SELL);
expectedLongExitOrder.setType(TradeOrder.Type.MARKET_ON_OPEN);
expectedLongExitOrder.setGoodAfterTime(orderTime);
expectedLongExitOrder.setReference("EOD-Pair-Strategy:123:Exit:Long*");
expectedLongOrder.addChildOrder(expectedLongExitOrder);
TradeOrder expectedShortOrder =
new TradeOrder("102", shortTicker, shortSize, TradeDirection.SELL_SHORT);
expectedShortOrder.setType(TradeOrder.Type.MARKET_ON_CLOSE);
expectedShortOrder.setReference("EOD-Pair-Strategy:123:Entry:Short*");
TradeOrder expectedShortExitOrder =
new TradeOrder("103", shortTicker, shortSize, TradeDirection.BUY_TO_COVER);
expectedShortExitOrder.setType(TradeOrder.Type.MARKET_ON_OPEN);
expectedShortExitOrder.setGoodAfterTime(orderTime);
expectedShortExitOrder.setReference("EOD-Pair-Strategy:123:Exit:Short*");
expectedShortOrder.addChildOrder(expectedShortExitOrder);
strategy.placeMOCOrders(longTicker, shortTicker, currentDateTime);
verify(mockIbClient).placeOrder(expectedLongOrder);
verify(mockIbClient).placeOrder(expectedShortOrder);
}
@Test
public void testStart() {
TradeOrder order = new TradeOrder("123", longTicker, 100, TradeDirection.SELL);
List<TradeOrder> openOrders = new ArrayList<>();
openOrders.add(order);
when(mockIbClient.getOpenOrders()).thenReturn(openOrders);
doReturn(true).when(strategy).checkOpenOrders(openOrders, strategy.longShortPairMap);
strategy.start(propFile);
verify(mockIbClient).addOrderStatusListener(mockReportGenerator);
verify(mockIbClient)
.subscribeLevel1(eq(new StockTicker("QQQ")), any(Level1QuoteListener.class));
verify(mockIbClient)
.subscribeLevel1(eq(new StockTicker("SPY")), any(Level1QuoteListener.class));
verify(mockIbClient)
.subscribeLevel1(eq(new StockTicker("DIA")), any(Level1QuoteListener.class));
verify(mockIbClient)
.subscribeLevel1(eq(new StockTicker("IWM")), any(Level1QuoteListener.class));
}
