@Test
public void testQuoteReceived_AllPricesInitialized_OrdersNotPlaced_AfterTradeTime() {
ZonedDateTime local = ZonedDateTime.of(2015, 6, 15, 0, 0, 0, 0, ZoneId.systemDefault());
ZoneOffset offset = local.getOffset();
ZonedDateTime zdt = ZonedDateTime.of(2015, 6, 15, 21, 50, 0, 0, ZoneId.of("Z"));
System.out.println("Offset: " + offset.getTotalSeconds() / 3600);
int hour = strategy.timeToPlaceOrders.getHour() + (-offset.getTotalSeconds() / (3600));
zdt = zdt.withHour(hour);
zdt = zdt.plusMinutes(1);
ILevel1Quote mockQuote = mock(ILevel1Quote.class);
strategy.longShortPairMap.put(longTicker, shortTicker);
when(mockQuote.getType()).thenReturn(QuoteType.LAST);
when(mockQuote.getTicker()).thenReturn(longTicker);
when(mockQuote.getValue()).thenReturn(BigDecimal.ONE);
when(mockQuote.getTimeStamp()).thenReturn(zdt);
doReturn(true).when(strategy).setAllPricesInitialized();
doNothing()
.when(strategy)
.placeMOCOrders(any(Ticker.class), any(Ticker.class), any(ZonedDateTime.class));
strategy.ordersPlaced = false;
strategy.quoteRecieved(mockQuote);
assertTrue(strategy.ordersPlaced);
verify(strategy).setAllPricesInitialized();
verify(strategy).placeMOCOrders(longTicker, shortTicker, zdt);
}
@Test
public void testQuoteReceived_AllPricesInitialized_OrdersNotPlaced_IsBeforeTradeTime() {
ZonedDateTime local = ZonedDateTime.of(2015, 6, 15, 0, 0, 0, 0, ZoneId.systemDefault());
ZoneOffset offset = local.getOffset();
ZonedDateTime zdt = ZonedDateTime.of(2015, 6, 15, 20, 30, 0, 0, ZoneId.of("Z"));
System.out.println("Offset: " + offset.getTotalSeconds() / 3600);
int hour = strategy.timeToPlaceOrders.getHour() + (-offset.getTotalSeconds() / (3600));
System.out.println("Offset hour: " + hour);
zdt = zdt.withHour(hour);
ILevel1Quote mockQuote = mock(ILevel1Quote.class);
Ticker ticker = new StockTicker("ABC");
when(mockQuote.getType()).thenReturn(QuoteType.LAST);
when(mockQuote.getTicker()).thenReturn(ticker);
when(mockQuote.getValue()).thenReturn(BigDecimal.ONE);
when(mockQuote.getTimeStamp()).thenReturn(zdt);
doReturn(true).when(strategy).setAllPricesInitialized();
strategy.ordersPlaced = false;
strategy.quoteRecieved(mockQuote);
assertFalse(strategy.ordersPlaced);
verify(strategy).setAllPricesInitialized();
verify(strategy, never())
.placeMOCOrders(any(Ticker.class), any(Ticker.class), any(ZonedDateTime.class));
}
@Test
public void testQuoteRecieved_NotLast() {
ILevel1Quote mockQuote = mock(ILevel1Quote.class);
when(mockQuote.getType()).thenReturn(QuoteType.VOLUME);
strategy.quoteRecieved(mockQuote);
verify(strategy, never()).setAllPricesInitialized();
verify(mockQuote, never()).getTimeStamp();
}
@Test
public void testQuoteReceived_NotAllPricesInitialized_OrdersNotPlaced() {
ZonedDateTime zdt = ZonedDateTime.of(2015, 6, 15, 15, 30, 0, 0, ZoneId.of("Z"));
ILevel1Quote mockQuote = mock(ILevel1Quote.class);
Ticker ticker = new StockTicker("ABC");
when(mockQuote.getType()).thenReturn(QuoteType.LAST);
when(mockQuote.getTicker()).thenReturn(ticker);
when(mockQuote.getValue()).thenReturn(BigDecimal.ONE);
when(mockQuote.getTimeStamp()).thenReturn(zdt);
doReturn(false).when(strategy).setAllPricesInitialized();
strategy.ordersPlaced = false;
strategy.quoteRecieved(mockQuote);
assertFalse(strategy.ordersPlaced);
verify(strategy).setAllPricesInitialized();
verify(strategy, never())
.placeMOCOrders(any(Ticker.class), any(Ticker.class), any(ZonedDateTime.class));
}
