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namespace StockSharp.Tests;
using Moq;
using StockSharp.Algo;
using StockSharp.BusinessEntities;
using StockSharp.Messages;
/// <summary>
/// Tests for <see cref="EntityCache"/>.
/// </summary>
[TestClass]
public class EntityCacheTests : BaseTestClass
{
private Mock<ILogReceiver> _logReceiver;
private Mock<IExchangeInfoProvider> _exchangeInfoProvider;
private Mock<IPositionProvider> _positionProvider;
private Security _security;
private EntityCache _cache;
[TestInitialize]
public void Setup()
{
_logReceiver = new Mock<ILogReceiver>();
_exchangeInfoProvider = new Mock<IExchangeInfoProvider>();
_positionProvider = new Mock<IPositionProvider>();
_security = new Security
{
Id = "AAPL@NASDAQ",
Code = "AAPL",
Board = ExchangeBoard.Nasdaq
};
_cache = new EntityCache(
_logReceiver.Object,
_ => _security,
_exchangeInfoProvider.Object,
_positionProvider.Object);
}
[TestMethod]
public void Constructor_WithValidArgs_CreatesInstance()
{
IsNotNull(_cache);
_cache.ExchangeInfoProvider.AssertEqual(_exchangeInfoProvider.Object);
}
[TestMethod]
public void OrdersKeepCount_Default_Is1000()
{
_cache.OrdersKeepCount.AssertEqual(1000);
}
[TestMethod]
public void OrdersKeepCount_SetNegative_ThrowsArgumentOutOfRangeException()
{
ThrowsExactly<ArgumentOutOfRangeException>(() => _cache.OrdersKeepCount = -1);
}
[TestMethod]
public void Clear_EmptiesAllCollections()
{
_cache.Clear();
_cache.Orders.Count().AssertEqual(0);
_cache.MyTrades.Count().AssertEqual(0);
_cache.News.Count().AssertEqual(0);
}
[TestMethod]
public void AddOrderByRegistrationId_AddsOrder()
{
var order = CreateOrder();
_cache.AddOrderByRegistrationId(order);
_cache.Orders.Count(o => o == order).AssertEqual(1);
}
[TestMethod]
public void TryGetOrder_ByTransactionId_ReturnsOrder()
{
var order = CreateOrder();
_cache.AddOrderByRegistrationId(order);
var found = _cache.TryGetOrder(order.TransactionId, OrderOperations.Register);
found.AssertEqual(order);
}
[TestMethod]
public void TryGetOrder_ByOrderId_ReturnsNull_WhenNotProcessed()
{
var order = CreateOrder();
_cache.AddOrderByRegistrationId(order);
// Order is added but not yet processed with an exchange ID
var found = _cache.TryGetOrder(123L, null);
found.IsNull();
}
[TestMethod]
public void AddOrderByCancelationId_AddsOrderForCancel()
{
var order = CreateOrder();
_cache.AddOrderByRegistrationId(order);
var cancelTransId = 999L;
_cache.AddOrderByCancelationId(order, cancelTransId);
var found = _cache.TryGetOrder(cancelTransId, OrderOperations.Cancel);
found.AssertEqual(order);
}
[TestMethod]
public void IsMassCancelation_ReturnsFalse_WhenNotAdded()
{
_cache.IsMassCancelation(123).AssertFalse();
}
[TestMethod]
public void TryAddMassCancelationId_ThenIsMassCancelation_ReturnsTrue()
{
_cache.TryAddMassCancelationId(123);
_cache.IsMassCancelation(123).AssertTrue();
}
[TestMethod]
public void IsOrderStatusRequest_ReturnsFalse_WhenNotAdded()
{
_cache.IsOrderStatusRequest(123).AssertFalse();
}
[TestMethod]
public void AddOrderStatusTransactionId_ThenIsOrderStatusRequest_ReturnsTrue()
{
_cache.AddOrderStatusTransactionId(123);
_cache.IsOrderStatusRequest(123).AssertTrue();
}
[TestMethod]
public void RemoveOrderStatusTransactionId_RemovesId()
{
_cache.AddOrderStatusTransactionId(123);
_cache.RemoveOrderStatusTransactionId(123);
_cache.IsOrderStatusRequest(123).AssertFalse();
}
[TestMethod]
public void GetOrders_BySecurityAndState_ReturnsMatchingOrders()
{
var order = CreateOrder();
order.State = OrderStates.Active;
_cache.AddOrderByRegistrationId(order);
// Process order to set state
var message = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = _security.ToSecurityId(),
OrderState = OrderStates.Active,
ServerTime = DateTime.UtcNow,
LocalTime = DateTime.UtcNow,
};
foreach (var _ in _cache.ProcessOrderMessage(order, _security, message, order.TransactionId, _ => order.Portfolio))
{
// Process
}
var orders = _cache.GetOrders(_security, OrderStates.Active).ToArray();
orders.Length.AssertEqual(1);
}
[TestMethod]
public void ProcessOrderMessage_DoneThenActive_IgnoresStateRegression()
{
var order = CreateOrder();
_cache.AddOrderByRegistrationId(order);
var doneMsg = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = _security.ToSecurityId(),
OrderState = OrderStates.Done,
ServerTime = DateTime.UtcNow,
LocalTime = DateTime.UtcNow,
};
foreach (var _ in _cache.ProcessOrderMessage(order, _security, doneMsg, order.TransactionId, _ => order.Portfolio))
{
// Process
}
order.State.AssertEqual(OrderStates.Done);
var activeMsg = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = _security.ToSecurityId(),
OrderState = OrderStates.Active,
ServerTime = DateTime.UtcNow.AddSeconds(1),
LocalTime = DateTime.UtcNow.AddSeconds(1),
};
foreach (var _ in _cache.ProcessOrderMessage(order, _security, activeMsg, order.TransactionId, _ => order.Portfolio))
{
// Process
}
order.State.AssertEqual(OrderStates.Done);
}
[TestMethod]
public void ProcessOrderFailMessage_FailedThenActive_IgnoresStateResurrection()
{
var order = CreateOrder();
_cache.AddOrderByRegistrationId(order);
var failMsg = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = _security.ToSecurityId(),
OrderType = order.Type,
OriginalTransactionId = order.TransactionId,
Error = new InvalidOperationException("Test fail"),
ServerTime = DateTime.UtcNow,
LocalTime = DateTime.UtcNow,
};
_cache.ProcessOrderFailMessage(order, _security, failMsg).ToArray();
order.State.AssertEqual(OrderStates.Failed);
var activeMsg = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = _security.ToSecurityId(),
OrderState = OrderStates.Active,
ServerTime = DateTime.UtcNow.AddSeconds(1),
LocalTime = DateTime.UtcNow.AddSeconds(1),
};
foreach (var _ in _cache.ProcessOrderMessage(order, _security, activeMsg, order.TransactionId, _ => order.Portfolio))
{
// Process
}
order.State.AssertEqual(OrderStates.Failed);
}
[TestMethod]
public void ProcessNewsMessage_NewNews_ReturnsIsNewTrue()
{
var newsMessage = new NewsMessage
{
Id = "news-123",
Headline = "Test News",
ServerTime = DateTime.UtcNow,
};
var (news, isNew) = _cache.ProcessNewsMessage(null, newsMessage);
isNew.AssertTrue();
news.Id.AssertEqual("news-123");
news.Headline.AssertEqual("Test News");
}
[TestMethod]
public void ProcessNewsMessage_SameNewsId_ReturnsIsNewFalse()
{
var newsMessage = new NewsMessage
{
Id = "news-123",
Headline = "Test News",
ServerTime = DateTime.UtcNow,
};
_cache.ProcessNewsMessage(null, newsMessage);
var (_, isNew) = _cache.ProcessNewsMessage(null, newsMessage);
isNew.AssertFalse();
}
[TestMethod]
public void Level1Info_SetAndGetValue_Works()
{
var info = _cache.GetSecurityValues(_security, DateTime.UtcNow);
info.SetValue(DateTime.UtcNow, Level1Fields.LastTradePrice, 150.5m);
var value = info.GetValue(Level1Fields.LastTradePrice);
value.AssertEqual(150.5m);
}
[TestMethod]
public void HasLevel1Info_ReturnsFalse_WhenNoData()
{
_cache.HasLevel1Info(_security).AssertFalse();
}
[TestMethod]
public void HasLevel1Info_ReturnsTrue_AfterGetSecurityValues()
{
_cache.GetSecurityValues(_security, DateTime.UtcNow);
_cache.HasLevel1Info(_security).AssertTrue();
}
[TestMethod]
public void GetSecurityValue_ReturnsNull_WhenNoData()
{
var value = _cache.GetSecurityValue(_security, Level1Fields.LastTradePrice);
value.IsNull();
}
[TestMethod]
public void AddFail_Register_AddsToOrderRegisterFails()
{
var order = CreateOrder();
var fail = new OrderFail { Order = order, Error = new Exception("Test") };
_cache.AddFail(OrderOperations.Register, fail);
_cache.OrderRegisterFails.Count(f => f == fail).AssertEqual(1);
}
[TestMethod]
public void AddFail_Cancel_AddsToOrderCancelFails()
{
var order = CreateOrder();
var fail = new OrderFail { Order = order, Error = new Exception("Test") };
_cache.AddFail(OrderOperations.Cancel, fail);
_cache.OrderCancelFails.Count(f => f == fail).AssertEqual(1);
}
[TestMethod]
public void AddFail_Edit_AddsToOrderEditFails()
{
var order = CreateOrder();
var fail = new OrderFail { Order = order, Error = new Exception("Test") };
_cache.AddFail(OrderOperations.Edit, fail);
_cache.OrderEditFails.Count(f => f == fail).AssertEqual(1);
}
private Order CreateOrder()
{
return new Order
{
Security = _security,
Portfolio = new Portfolio { Name = "TestPortfolio" },
TransactionId = 100 + Random.Shared.Next(1000),
Type = OrderTypes.Limit,
Price = 150m,
Volume = 10m,
Side = Sides.Buy,
};
}
[TestMethod]
public void EntityCache_ProcessOwnTradeMessage_ZeroVolume()
{
// Create dependencies
var logReceiver = new Mock<ILogReceiver>();
var exchangeInfoProvider = new Mock<IExchangeInfoProvider>();
var positionProvider = new Mock<IPositionProvider>();
var security = new Security
{
Id = "AAPL@NASDAQ",
Code = "AAPL",
Board = ExchangeBoard.Nasdaq
};
// Create EntityCache
var cache = new EntityCache(
logReceiver.Object,
_ => security,
exchangeInfoProvider.Object,
positionProvider.Object);
// Create order
var order = new Order
{
Security = security,
Portfolio = new Portfolio { Name = "Test" },
TransactionId = 123,
Type = OrderTypes.Limit,
Price = 100m,
Volume = 10m,
State = OrderStates.Active,
// AveragePrice is null - this triggers the average price calculation
};
// Create ExecutionMessage with ZERO volume - this should cause division by zero
var message = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = security.ToSecurityId(),
OrderId = 456,
TradeId = 789,
TradePrice = 100m,
TradeVolume = 0m, // BUG: Zero volume will cause division by zero
ServerTime = DateTime.UtcNow,
};
Throws<ArgumentException>(() => cache.ProcessOwnTradeMessage(order, security, message, order.TransactionId));
}
[TestMethod]
public void EntityCache_ProcessOwnTradeMessage_ZeroPrice()
{
var logReceiver = new Mock<ILogReceiver>();
var exchangeInfoProvider = new Mock<IExchangeInfoProvider>();
var positionProvider = new Mock<IPositionProvider>();
var security = new Security { Id = "AAPL@NASDAQ", Code = "AAPL", Board = ExchangeBoard.Nasdaq };
var cache = new EntityCache(logReceiver.Object, _ => security, exchangeInfoProvider.Object, positionProvider.Object);
var order = new Order { Security = security, Portfolio = new Portfolio { Name = "Test" }, TransactionId = 123, Type = OrderTypes.Limit, Price = 100m, Volume = 10m, State = OrderStates.Active };
var message = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = security.ToSecurityId(),
OrderId = 456,
TradeId = 789,
TradePrice = 0m,
TradeVolume = 1m,
ServerTime = DateTime.UtcNow,
};
Throws<ArgumentException>(() => cache.ProcessOwnTradeMessage(order, security, message, order.TransactionId));
}
[TestMethod]
public void EntityCache_ProcessOwnTradeMessage_NegativePrice()
{
var logReceiver = new Mock<ILogReceiver>();
var exchangeInfoProvider = new Mock<IExchangeInfoProvider>();
var positionProvider = new Mock<IPositionProvider>();
var security = new Security { Id = "AAPL@NASDAQ", Code = "AAPL", Board = ExchangeBoard.Nasdaq };
var cache = new EntityCache(logReceiver.Object, _ => security, exchangeInfoProvider.Object, positionProvider.Object);
var order = new Order { Security = security, Portfolio = new Portfolio { Name = "Test" }, TransactionId = 124, Type = OrderTypes.Limit, Price = 100m, Volume = 10m, State = OrderStates.Active };
var message = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = security.ToSecurityId(),
OrderId = 456,
TradeId = 790,
TradePrice = -1m,
TradeVolume = 1m,
ServerTime = DateTime.UtcNow,
};
Throws<ArgumentException>(() => cache.ProcessOwnTradeMessage(order, security, message, order.TransactionId));
}
[TestMethod]
public void EntityCache_ProcessOwnTr
5285
adeMessage_NullPrice()
{
var logReceiver = new Mock<ILogReceiver>();
var exchangeInfoProvider = new Mock<IExchangeInfoProvider>();
var positionProvider = new Mock<IPositionProvider>();
var security = new Security { Id = "AAPL@NASDAQ", Code = "AAPL", Board = ExchangeBoard.Nasdaq };
var cache = new EntityCache(logReceiver.Object, _ => security, exchangeInfoProvider.Object, positionProvider.Object);
var order = new Order { Security = security, Portfolio = new Portfolio { Name = "Test" }, TransactionId = 125, Type = OrderTypes.Limit, Price = 100m, Volume = 10m, State = OrderStates.Active };
var message = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = security.ToSecurityId(),
OrderId = 456,
TradeId = 791,
TradePrice = null,
TradeVolume = 1m,
ServerTime = DateTime.UtcNow,
};
Throws<ArgumentException>(() => cache.ProcessOwnTradeMessage(order, security, message, order.TransactionId));
}
[TestMethod]
public void EntityCache_ProcessOwnTradeMessage_NullVolume()
{
var logReceiver = new Mock<ILogReceiver>();
var exchangeInfoProvider = new Mock<IExchangeInfoProvider>();
var positionProvider = new Mock<IPositionProvider>();
var security = new Security { Id = "AAPL@NASDAQ", Code = "AAPL", Board = ExchangeBoard.Nasdaq };
var cache = new EntityCache(logReceiver.Object, _ => security, exchangeInfoProvider.Object, positionProvider.Object);
var order = new Order { Security = security, Portfolio = new Portfolio { Name = "Test" }, TransactionId = 126, Type = OrderTypes.Limit, Price = 100m, Volume = 10m, State = OrderStates.Active };
var message = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = security.ToSecurityId(),
OrderId = 456,
TradeId = 792,
TradePrice = 100m,
TradeVolume = null,
ServerTime = DateTime.UtcNow,
};
Throws<ArgumentException>(() => cache.ProcessOwnTradeMessage(order, security, message, order.TransactionId));
}
[TestMethod]
public void EntityCache_ProcessOwnTradeMessage_NegativeVolume()
{
var logReceiver = new Mock<ILogReceiver>();
var exchangeInfoProvider = new Mock<IExchangeInfoProvider>();
var positionProvider = new Mock<IPositionProvider>();
var security = new Security { Id = "AAPL@NASDAQ", Code = "AAPL", Board = ExchangeBoard.Nasdaq };
var cache = new EntityCache(logReceiver.Object, _ => security, exchangeInfoProvider.Object, positionProvider.Object);
var order = new Order { Security = security, Portfolio = new Portfolio { Name = "Test" }, TransactionId = 127, Type = OrderTypes.Limit, Price = 100m, Volume = 10m, State = OrderStates.Active };
var message = new ExecutionMessage
{
DataTypeEx = DataType.Transactions,
SecurityId = security.ToSecurityId(),
OrderId = 456,
TradeId = 793,
TradePrice = 100m,
TradeVolume = -1m,
ServerTime = DateTime.UtcNow,
};
Throws<ArgumentException>(() => cache.ProcessOwnTradeMessage(order, security, message, order.TransactionId));
}
}