jiji 1.2.5

data/test/dao/test_TradeResultDao.rb

@@ -0,0 +1,487 @@
+#!/usr/bin/ruby
+
+$: << "../lib"
+
+require 'rubygems'
+require 'runit/testcase'
+require 'runit/cui/testrunner'
+require 'jiji/dao/trade_result_dao'
+require 'jiji/operator'
+require 'fileutils'
+require 'rubygems'
+require 'test_utils'
+
+class TradeResultDaoTest <  RUNIT::TestCase
+
+  include Test::Constants
+
+  def setup
+    @dir = File.dirname(__FILE__) + "/TradeResultDaoTest.tmp"
+    FileUtils.mkdir_p @dir
+
+    @dao = JIJI::Dao::TradeResultDao.new( @dir, [ "30s", "1m", "5m" ] )
+  end
+
+  def teardown
+    FileUtils.rm_rf @dir
+  end
+
+  def test_basic
+
+    pair_infos = {
+      :USDJPY => Info.new( 10000 ),
+      :AUDUSD => Info.new( 10000 )
+    }
+
+    op = JIJI::Operator.new @dao
+    op.conf = CONF
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 101.0, 101.05, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 101.0, 101.05, -250, 250 )
+    }, Time.local(2008,8,7,0,0,0)))
+
+    assert_equals @dao.list_positions("30s"), {}
+    assert_equals read_profit_or_loss("30s"), []
+    assert_equals @dao.list_positions("1m"), {}
+    assert_equals read_profit_or_loss("1m"), []
+
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 101.03, 101.08, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 101.03, 101.08, -250, 250 )
+    }, Time.local(2008,8,7,0,0,40)))
+
+    assert_equals @dao.list_positions("30s"), {}
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {}
+    assert_equals read_profit_or_loss("1m"), []
+
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,50)), {}
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,50)), {}
+    
+    # 注文
+    p1 = op.buy( 1, :USDJPY, "a" )
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 101.0, 101.05, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 101.0, 101.05, -250, 250 )
+    }, Time.local(2008,8,7,0,1,1)  ))
+
+    p1_props = {
+       :count=>1,
+       :rate=>101.08,
+       :state=>1,
+       :fix_rate=>nil,
+       :date=>1218034840,
+       :pair=>:USDJPY,
+       :fix_date=>0,
+       :sell_or_buy=>:buy,
+       :price=>1010800.0,
+       :trader=>"a",
+       :position_id=>p1.position_id,
+       :raw_position_id=>nil,
+       :profit_or_loss=>-500.0,
+       :swap=>0
+    }
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s],
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,30).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props
+    }
+    assert_equals read_profit_or_loss("1m"), [
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s]
+    ]
+
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,30)), {}
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,30)), {}
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,2)), {
+      p1.position_id=> p1_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,2)), {
+      p1.position_id=> p1_props
+    }
+
+    # 注文
+    p2 = op.sell( 1, :USDJPY, "b" )
+    p2_props = p2.values
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 100.0, 100.05, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -250, 250 )
+    }, Time.local(2008,8,7,0,1,21)  ))
+
+    # プロパティは購入/売却/コミット時にのみ更新される。
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s],
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,30).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("1m"), [
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s]
+    ]
+
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,30)), {}
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,30)), {}
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,0)), {
+      p1.position_id=> p1_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,0)), {
+      p1.position_id=> p1_props
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,1,10), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,1,10), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    
+    # 次のレート
+    # 取引データ、損益データが記録される
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 100.1, 100.15, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 100.1, 100.15, -250, 250 )
+    }, Time.local(2008,8,7,0,1,33)  ))
+
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s],
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,30).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s],
+      ["-1300", "0", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,1,30).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("1m"), [
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s]
+    ]
+
+    # 約定
+    op.commit(p1)
+    p1_props = p1.values
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s],
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,30).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s],
+      ["-1300", "0", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,1,30).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("1m"), [
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s]
+    ]
+    
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,30)), {}
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,30)), {}
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,0)), {
+      p1.position_id=> p1_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,0)), {
+      p1.position_id=> p1_props
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,1,10), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,1,10), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    
+    # 次のレート
+    # 取引データ、損益データが記録される
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 101.0, 101.05, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 101.0, 101.05, -250, 250 )
+    }, Time.local(2008,8,7,0,2,0)  ))
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s],
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,30).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s],
+      ["-1300", "0", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,1,30).to_i.to_s],
+      ["-10300", "-9800", "0.0", Time.local(2008,8,7,0,1,30).to_i.to_s, Time.local(2008,8,7,0,2,0).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("1m"), [
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,1,0).to_i.to_s],
+      ["-10300", "-9800", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,2,0).to_i.to_s]
+    ]
+
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,30)), {}
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,30)), {}
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,0)), {
+      p1.position_id=> p1_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,0)), {
+      p1.position_id=> p1_props
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,1,10), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,1,10), Time.local(2008,8,7,0,2,0)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,30)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,2,0)), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,1,35), Time.local(2008,8,7,0,2,0)), {
+      p2.position_id=> p2_props
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,1,35), Time.local(2008,8,7,0,2,0)), {
+      p2.position_id=> p2_props
+    }
+
+    # 次
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 100.5, 100.55, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 100.5, 100.55, -250, 250 )
+    }, Time.local(2008,8,7,0,2,31)  ))
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s],
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,30).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s],
+      ["-1300", "0", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,1,30).to_i.to_s],
+      ["-10300", "-9800", "0.0", Time.local(2008,8,7,0,1,30).to_i.to_s, Time.local(2008,8,7,0,2,0).to_i.to_s],
+      ["-5300", "-9800", "0.0", Time.local(2008,8,7,0,2,0).to_i.to_s, Time.local(2008,8,7,0,2,30).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("1m"), [
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,1,0).to_i.to_s],
+      ["-10300", "-9800", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,2,0).to_i.to_s]
+    ]
+
+    # p2をコミット
+    op.commit(p2)
+    p2_props = p2.values
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 100.5, 100.55, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 100.5, 100.55, -250, 250 )
+    }, Time.local(2008,8,7,0,3,0)  ))
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s],
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,30).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s],
+      ["-1300", "0", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,1,30).to_i.to_s],
+      ["-10300", "-9800", "0.0", Time.local(2008,8,7,0,1,30).to_i.to_s, Time.local(2008,8,7,0,2,0).to_i.to_s],
+      ["-5300", "-9800", "0.0", Time.local(2008,8,7,0,2,0).to_i.to_s, Time.local(2008,8,7,0,2,30).to_i.to_s],
+      ["-5300", "-5300", "0.5", Time.local(2008,8,7,0,2,30).to_i.to_s, Time.local(2008,8,7,0,3,0).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("1m"), [
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,1,0).to_i.to_s],
+      ["-10300", "-9800", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,2,0).to_i.to_s],
+      ["-5300", "-5300", "0.5", Time.local(2008,8,7,0,2,0).to_i.to_s, Time.local(2008,8,7,0,3,0).to_i.to_s]
+    ]
+
+    # 次
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 101.5, 101.55, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 101.5, 101.55, -250, 250 )
+    }, Time.local(2008,8,7,0,3,31)  ))
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s],
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,30).to_i.to_s, Time.local(2008,8,7,0,0,60).to_i.to_s],
+      ["-1300", "0", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,1,30).to_i.to_s],
+      ["-10300", "-9800", "0.0", Time.local(2008,8,7,0,1,30).to_i.to_s, Time.local(2008,8,7,0,2,0).to_i.to_s],
+      ["-5300", "-9800", "0.0", Time.local(2008,8,7,0,2,0).to_i.to_s, Time.local(2008,8,7,0,2,30).to_i.to_s],
+      ["-5300", "-5300", "0.5", Time.local(2008,8,7,0,2,30).to_i.to_s, Time.local(2008,8,7,0,3,0).to_i.to_s],
+      ["-5300", "-5300", "0.5", Time.local(2008,8,7,0,3,0).to_i.to_s, Time.local(2008,8,7,0,3,30).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props,
+      p2.position_id=> p2_props
+    }
+    assert_equals read_profit_or_loss("1m"), [
+      ["-800", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,1,0).to_i.to_s],
+      ["-10300", "-9800", "0.0", Time.local(2008,8,7,0,1,0).to_i.to_s, Time.local(2008,8,7,0,2,0).to_i.to_s],
+      ["-5300", "-5300", "0.5", Time.local(2008,8,7,0,2,0).to_i.to_s, Time.local(2008,8,7,0,3,0).to_i.to_s]
+    ]
+
+    # コミット済みデータは削除される
+    assert_equals op.positions.length, 0
+
+    # 部分取得
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,50)), {}
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,0)), {
+      p1.position_id=> p1_props
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,2,0), Time.local(2008,8,7,0,2,30)), {
+      p2.position_id=> p2_props,
+    }
+    assert_equals @dao.list_positions("30s", Time.local(2008,8,7,0,3,0), Time.local(2008,8,7,0,3,30)), {}
+
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,0,50)), {}
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,0,0), Time.local(2008,8,7,0,1,0)), {
+      p1.position_id=> p1_props,
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,2,1), Time.local(2008,8,7,0,3,0)), {
+      p2.position_id=> p2_props,
+    }
+    assert_equals @dao.list_positions("1m", Time.local(2008,8,7,0,3,1), Time.local(2008,8,7,0,7,0)), {}
+
+  end
+
+  # flush のテスト。
+  def test_flush()
+    pair_infos = {
+      :USDJPY => Info.new( 10000 ),
+      :AUDUSD => Info.new( 10000 )
+    }
+
+    op = JIJI::Operator.new @dao
+    op.conf = CONF
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 101.0, 101.05, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 101.0, 101.05, -250, 250 )
+    }, Time.local(2008,8,7,0,0,0)))
+
+    assert_equals @dao.list_positions("30s"), {}
+    assert_equals @dao.list_positions("1m"), {}
+    assert_equals @dao.list_positions("5m"), {}
+
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 101.03, 101.08, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 101.03, 101.08, -250, 250 )
+    }, Time.local(2008,8,7,0,0,40)))
+
+    assert_equals @dao.list_positions("30s"), {}
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {}
+    assert_equals read_profit_or_loss("1m"), []
+    assert_equals @dao.list_positions("5m"), {}
+    assert_equals read_profit_or_loss("5m"), []
+
+    # 注文
+    p1 = op.buy( 1, :USDJPY, "a" )
+    op.next_rates( JIJI::Rates.new( pair_infos, {
+      :USDJPY => JIJI::Rate.new( 101.0, 101.05, -250, 250 ),
+      :AUDUSD => JIJI::Rate.new( 101.0, 101.05, -250, 250 )
+    }, Time.local(2008,8,7,0,0,50)  ))
+
+    # 1mは経過していないので、バッファ内のデータは保存されていない。
+    p1_props = {
+       :count=>1,
+       :rate=>101.08,
+       :state=>1,
+       :fix_rate=>nil,
+       :date=>1218034840,
+       :pair=>:USDJPY,
+       :fix_date=>0,
+       :sell_or_buy=>:buy,
+       :price=>1010800.0,
+       :trader=>"a",
+       :position_id=>p1.position_id,
+       :raw_position_id=>nil,
+       :profit_or_loss=>-500.0,
+       :swap=>0
+    }
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props
+    }
+    assert_equals read_profit_or_loss("1m"), []
+    assert_equals @dao.list_positions("5m"), {
+      p1.position_id=> p1_props
+    }
+    assert_equals read_profit_or_loss("5m"), []
+
+    # 強制書き出し
+    # ポジションデータのみ強制的に書き出される。
+    @dao.flush( Time.local(2008,8,7,0,0,55) )
+    assert_equals @dao.list_positions("30s"), {
+      p1.position_id=> p1_props
+    }
+    assert_equals read_profit_or_loss("30s"), [
+      ["0", "0", "0.0", Time.local(2008,8,7,0,0,0).to_i.to_s, Time.local(2008,8,7,0,0,30).to_i.to_s]
+    ]
+    assert_equals @dao.list_positions("1m"), {
+      p1.position_id=> p1_props # データが書き出される
+    }
+    assert_equals read_profit_or_loss("1m"), []
+    assert_equals @dao.list_positions("5m"), {
+      p1.position_id=> p1_props # データが書き出される
+    }
+    assert_equals read_profit_or_loss("5m"), []
+  end
+
+
+  def read_profit_or_loss( scale, start_date=nil, end_date=nil )
+    list = []
+    @dao.each( scale, start_date, end_date ) {|row| list << row }
+    return list
+  end
+
+end

data/test/jiji_plugin.rb

@@ -0,0 +1,7 @@
+
+require 'jiji/plugin/securities_plugin'
+require 'test_utils'
+
+JIJI::Plugin.register( 
+  JIJI::Plugin::SecuritiesPlugin::FUTURE_NAME, 
+  Test::MockClient.new )

data/test/migration/migration_tests.rb

@@ -0,0 +1,10 @@
+#!/usr/bin/ruby
+
+require 'rubygems'
+require 'runit/testcase'
+require 'runit/cui/testrunner'
+
+require 'migration/test_Migrator'
+require 'migration/test_Migrator1_0_3'
+require 'migration/test_Migrator1_1_0'
+require 'migration/test_Migrator1_2_0'

data/test/migration/migrator1_0_3test_data/rmt/out/M2NlOTA2ODEtZDdlNi00NWU1LWIwNDQtMjBmODY2ZGNkNzBj/56e75YuV5bmz5Z2H57ea/meta.yaml

@@ -0,0 +1,8 @@
+--- 
+name: "\xE7\xA7\xBB\xE5\x8B\x95\xE5\xB9\xB3\xE5\x9D\x87\xE7\xB7\x9A"
+:column_count: 2
+:graph_type: :rate
+type: graph
+:colors: 
+- "#779999"
+- "#557777"

data/test/migration/migrator1_0_3test_data/rmt/out/NjM5YWFhZmQtNDFjNy00NjUxLWIwYmItNTc3ZjAyZTg5ODA5/56e75YuV5bmz5Z2H57ea/meta.yaml

@@ -0,0 +1,12 @@
+--- 
+name: "\xE7\xA7\xBB\xE5\x8B\x95\xE5\xB9\xB3\xE5\x9D\x87\xE7\xB7\x9A"
+:column_count: 2
+type: graph
+:graph_type: :rate
+colors: 
+- "#ff33bb"
+- "#557777"
+visible: true
+:colors: 
+- "#ff33bb"
+- "#557777"

data/test/migration/migrator1_0_3test_data/rmt/out/NjM5YWFhZmQtNDFjNy00NjUxLWIwYmItNTc3ZjAyZTg5ODA5/56e75Yuasdwqdd/meta.yaml

@@ -0,0 +1,12 @@
+--- 
+name: "\xE7\xA7\xBB\xE5\x8B\x95\xE5\xB9\xB3\xE5\x9D\x87\xE7\xB7\x9A"
+:column_count: 2
+type: graph
+:graph_type: :rate
+colors: 
+- "#ff33bb"
+- "#557777"
+visible: true
+:colors: 
+- "#ff33bb"
+- "#557777"

data/test/migration/migrator1_1_0test_data/configuration.yaml

@@ -0,0 +1,11 @@
+---
+server:
+ port: 8080
+
+securities:
+  account:
+    user:     "foo"
+    password: "xxxx"
+
+foo:
+  var: aaa

data/test/migration/migrator1_2_0test_data/basic/out/M2NlOTA2ODEtZDdlNi00NWU1LWIwNDQtMjBmODY2ZGNkNzBj/56e75YuV5bmz5Z2H57ea/1d/2009-04.csv

@@ -0,0 +1,8 @@
+130.79212,130.226926666667,1238508259,1238457600,1238544000,1238544000
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+133.749184976526,134.07923286385,1239106207,1239062400,1239148800,1239148800

data/test/migration/migrator1_2_0test_data/basic/out/M2NlOTA2ODEtZDdlNi00NWU1LWIwNDQtMjBmODY2ZGNkNzBj/56e75YuV5bmz5Z2H57ea/meta.yaml

@@ -0,0 +1,8 @@
+--- 
+:type: graph
+:column_count: 2
+:graph_type: :rate
+:name: "\xE7\xA7\xBB\xE5\x8B\x95\xE5\xB9\xB3\xE5\x9D\x87\xE7\xB7\x9A"
+:colors: 
+- "#779999"
+- "#557777"

data/test/migration/migrator1_2_0test_data/basic/out/MDVhYzcxMjYtMGFlMS00Mzk0LWEyNmUtYjVjZjgwNDA0ZmE2/56e75YuV5bmz5Z2H57ea/1d/2009-07.csv

@@ -0,0 +1 @@
+134.164674074074,134.754755555556,1246574106,1246492800,1246579200,1246579200

data/test/migration/migrator1_2_0test_data/basic/out/MDVhYzcxMjYtMGFlMS00Mzk0LWEyNmUtYjVjZjgwNDA0ZmE2/56e75YuV5bmz5Z2H57ea/meta.yaml

@@ -0,0 +1,8 @@
+--- 
+:type: graph
+:column_count: 2
+:colors: 
+- "#779999"
+- "#557777"
+:graph_type: :rate
+:name: "\xE7\xA7\xBB\xE5\x8B\x95\xE5\xB9\xB3\xE5\x9D\x87\xE7\xB7\x9A"

data/test/migration/migrator1_2_0test_data/basic/out/MzA1YTk0NDgtNzhjNi00NDk3LTk2NTktYzE1ZjBhNzdiYjNj/56e75YuV5bmz5Z2H57ea/1d/2009-07.csv

@@ -0,0 +1 @@
+134.164674074074,134.754755555556,1246574106,1246492800,1246579200,1246579200

data/test/migration/migrator1_2_0test_data/basic/out/MzA1YTk0NDgtNzhjNi00NDk3LTk2NTktYzE1ZjBhNzdiYjNj/56e75YuV5bmz5Z2H57ea/meta.yaml

@@ -0,0 +1,8 @@
+--- 
+:type: graph
+:column_count: 2
+:colors: 
+- "#779999"
+- "#557777"
+:graph_type: :rate
+:name: "\xE7\xA7\xBB\xE5\x8B\x95\xE5\xB9\xB3\xE5\x9D\x87\xE7\xB7\x9A"

data/test/migration/migrator1_2_0test_data/basic/out/YjRkOTI1MzEtZTM4MS00YjQwLTg1ZTQtMWFmZDRlNDUwMzBm/56e75YuV5bmz5Z2H57ea/1d/2009-04.csv

@@ -0,0 +1,10 @@
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+129.814922666667,130.141407288889,1239975565,1239926400,1240012800,1240012800
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+128.206601877934,127.7292885759,1241007163,1240963200,1241049600,1241049600

data/test/migration/migrator1_2_0test_data/basic/out/YjRkOTI1MzEtZTM4MS00YjQwLTg1ZTQtMWFmZDRlNDUwMzBm/56e75YuV5bmz5Z2H57ea/1d/2009-05.csv

@@ -0,0 +1,20 @@
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+133.996568764569,133.518923076923,1243512644,1243468800,1243555200,1243555200

data/test/migration/migrator1_2_0test_data/basic/out/YjRkOTI1MzEtZTM4MS00YjQwLTg1ZTQtMWFmZDRlNDUwMzBm/56e75YuV5bmz5Z2H57ea/1d/2009-06.csv

@@ -0,0 +1,20 @@
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