/**
* Test method for {@link
* lt.norma.crossbow.indicators.MeasureList#orderUpdated(lt.norma.crossbow.trading.OrderUpdatedEvent)}
* .
*
* @throws Throwable
*/
@Test
public void testOrderUpdated() throws Throwable {
Contract c = new StockContract("B", Exchange.createNasdaq(), Currency.createEur());
MarketOrder o = new MarketOrder(0, c, Direction.LONG, 500);
OrderUpdatedEvent e = new OrderUpdatedEvent(this, o);
MockMeasure m1 = new MockMeasure("AA", false);
MockMeasure m2 = new MockMeasure("BB", false);
MockIndicator i1 = new MockIndicator("CC", true);
MeasureList l = new MeasureList(new TimePeriodSplitter(1000 * 60, DateTimeZone.UTC));
l.add(m1);
l.add(m2);
l.add(i1);
l.orderUpdated(e);
assertEquals(o, m1.lastUpdatedOrder);
assertEquals(o, m2.lastUpdatedOrder);
}
/**
* Test method for {@link
* lt.norma.crossbow.indicators.MeasureList#orderExecuted(lt.norma.crossbow.trading.OrderExecutedEvent)}
* .
*
* @throws Throwable
*/
@Test
public void testOrderExecuted() throws Throwable {
Contract c = new StockContract("B", Exchange.createNasdaq(), Currency.createEur());
MarketOrder o = new MarketOrder(0, c, Direction.LONG, 500);
FilledBlock b = new FilledBlock(Direction.LONG, 100, new BigDecimal("8"), new DateTime());
ExecutionReport r = new ExecutionReport(o, b);
OrderExecutedEvent e = new OrderExecutedEvent(this, r);
MockMeasure m1 = new MockMeasure("AA", false);
MockMeasure m2 = new MockMeasure("BB", false);
MockIndicator i1 = new MockIndicator("CC", true);
MeasureList l = new MeasureList(new TimePeriodSplitter(1000 * 60, DateTimeZone.UTC));
l.add(m1);
l.add(m2);
l.add(i1);
l.orderExecuted(e);
assertEquals(r, m1.lastExecutionReport);
assertEquals(r, m2.lastExecutionReport);
}
