sbiclient 0.1.0

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Files changed (24) hide show
  1. data/README +30 -0
  2. data/lib/jiji_plugin.rb +150 -0
  3. data/lib/sbiclient.rb +724 -0
  4. data/sample/common.rb +28 -0
  5. data/sample/sample_ifd_oco_order.rb +80 -0
  6. data/sample/sample_ifd_order.rb +80 -0
  7. data/sample/sample_list_positions.rb +17 -0
  8. data/sample/sample_list_rates.rb +16 -0
  9. data/sample/sample_oco_order.rb +126 -0
  10. data/sample/sample_order.rb +64 -0
  11. data/sample/sample_settle.rb +18 -0
  12. data/sample/sample_trail_order.rb +42 -0
  13. data/spec/cancel_order_spec.rb +62 -0
  14. data/spec/common.rb +20 -0
  15. data/spec/ifd_oco_order_spec.rb +59 -0
  16. data/spec/ifd_order_spec.rb +110 -0
  17. data/spec/jiji_plugin_spec!.rb +72 -0
  18. data/spec/limit_order_spec.rb +93 -0
  19. data/spec/list_orders_spec.rb +51 -0
  20. data/spec/market_order_spec!.rb +47 -0
  21. data/spec/oco_order_spec.rb +307 -0
  22. data/spec/order_error_spec.rb +405 -0
  23. data/spec/trail_order_spec.rb +51 -0
  24. metadata +106 -0
data/spec/ifd_order_spec.rb ADDED
@@ -0,0 +1,110 @@
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+ $: << "../lib"
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+
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+ require 'sbiclient'
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+ require 'common'
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+
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+ describe "IFD" do
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+ it_should_behave_like "login"
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+
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+ it "指値-指値" do
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+ @order_id = @s.order( SBIClient::FX::EURJPY, SBIClient::FX::BUY, 1, {
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+ :rate=>@rates[SBIClient::FX::EURJPY].ask_rate - 0.5,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
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+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY,
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+ :settle => {
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+ :rate=>@rates[SBIClient::FX::EURJPY].ask_rate + 0.5,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
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+ }
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+ })
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+ orders = @s.list_orders
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+ @order = orders[@order_id.order_no]
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+ @order_id.should_not be_nil
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+ @order_id.order_no.should_not be_nil
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+ @order.should_not be_nil
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+ @order.order_no.should == @order_id.order_no
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+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
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+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
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+ @order.sell_or_buy.should == SBIClient::FX::BUY
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+ @order.pair.should == SBIClient::FX::EURJPY
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+ @order.count.should == 1
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+ @order.rate.should == @rates[SBIClient::FX::EURJPY].ask_rate - 0.5
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+ @order.trail_range.should be_nil
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+ @order.order_type= SBIClient::FX::ORDER_TYPE_IFD
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+ end
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+
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+ it "指値-逆指値" do
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+ @order_id = @s.order( SBIClient::FX::USDJPY, SBIClient::FX::SELL, 1, {
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+ :rate=>@rates[SBIClient::FX::USDJPY].ask_rate + 0.5,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
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+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END,
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+ :settle => {
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+ :rate=>@rates[SBIClient::FX::USDJPY].ask_rate + 1,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
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+ }
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+ })
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+ @order = @s.list_orders[@order_id.order_no]
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+ @order_id.should_not be_nil
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+ @order_id.order_no.should_not be_nil
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+ @order.should_not be_nil
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+ @order.order_no.should == @order_id.order_no
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+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
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+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
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+ @order.sell_or_buy.should == SBIClient::FX::SELL
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+ @order.pair.should == SBIClient::FX::USDJPY
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+ @order.count.should == 1
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+ @order.rate.should == @rates[SBIClient::FX::USDJPY].ask_rate + 0.5
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+ @order.trail_range.should be_nil
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+ @order.order_type= SBIClient::FX::ORDER_TYPE_IFD
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+ end
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+
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+ it "逆指値-逆指値" do
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+ @order_id = @s.order( SBIClient::FX::EURUSD, SBIClient::FX::BUY, 1, {
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+ :rate=>@rates[SBIClient::FX::EURUSD].ask_rate + 0.05,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
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+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY,
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+ :settle => {
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+ :rate=>@rates[SBIClient::FX::EURUSD].ask_rate,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
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+ }
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+ })
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+ @order_id.should_not be_nil
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+ @order_id.order_no.should_not be_nil
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+ @order = @s.list_orders[@order_id.order_no]
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+ @order.should_not be_nil
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+ @order.order_no.should == @order_id.order_no
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+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
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+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
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+ @order.sell_or_buy.should == SBIClient::FX::BUY
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+ @order.pair.should == SBIClient::FX::EURUSD
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+ @order.count.should == 1
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+ @order.rate.to_s.should == (@rates[SBIClient::FX::EURUSD].ask_rate + 0.05).to_s
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+ @order.trail_range.should be_nil
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+ @order.order_type= SBIClient::FX::ORDER_TYPE_IFD
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+ end
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+
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+ it "逆指値-指値" do
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+ @order_id = @s.order( SBIClient::FX::MURJPY, SBIClient::FX::SELL, 2, {
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+ :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
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+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_SPECIFIED,
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+ :expiration_date=>Date.today+2,
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+ :settle => {
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+ :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 1,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
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+ }
95
+ })
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+ @order = @s.list_orders[@order_id.order_no]
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+ @order_id.should_not be_nil
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+ @order_id.order_no.should_not be_nil
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+ @order.should_not be_nil
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+ @order.order_no.should == @order_id.order_no
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+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
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+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
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+ @order.sell_or_buy.should == SBIClient::FX::SELL
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+ @order.pair.should == SBIClient::FX::MURJPY
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+ @order.count.should == 2
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+ @order.rate.should == @rates[SBIClient::FX::MURJPY].ask_rate - 0.5
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+ @order.trail_range.should be_nil
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+ @order.order_type= SBIClient::FX::ORDER_TYPE_IFD
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+ end
110
+ end
data/spec/jiji_plugin_spec!.rb ADDED
@@ -0,0 +1,72 @@
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+ #!/usr/bin/ruby
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+
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+ $: << "../lib"
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+
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+ require "rubygems"
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+ require "logger"
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+ require 'sbiclient'
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+ require "common"
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+ require 'jiji/plugin/plugin_loader'
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+ require 'jiji/plugin/securities_plugin'
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+
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+ # jijiプラグインのテスト
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+ # ※実際に取引を行うので注意!
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+ describe "market order" do
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+ before(:all) {
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+ # ロード
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+ JIJI::Plugin::Loader.new.load
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+ plugins = JIJI::Plugin.get( JIJI::Plugin::SecuritiesPlugin::FUTURE_NAME )
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+ @plugin = plugins.find {|i| i.plugin_id == :sbi_securities }
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+ @logger = Logger.new STDOUT
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+ }
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+ it "jiji pluginのテスト" do
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+ @plugin.should_not be_nil
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+ @plugin.display_name.should == "SBI Securities"
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+
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+ begin
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+ @plugin.init_plugin( {:user=>USER, :password=>PASS, :trade_password=>ORDER_PASS}, @logger )
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+
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+ # 利用可能な通貨ペア一覧とレート
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+ pairs = @plugin.list_pairs
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+ rates = @plugin.list_rates
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+ pairs.each {|p|
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+ # 利用可能とされたペアのレートが取得できていることを確認
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+ p.name.should_not be_nil
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+ p.trade_unit.should_not be_nil
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+ rates[p.name].should_not be_nil
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+ rates[p.name].bid.should_not be_nil
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+ rates[p.name].ask.should_not be_nil
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+ rates[p.name].sell_swap.should_not be_nil
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+ rates[p.name].buy_swap.should_not be_nil
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+ }
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+ sleep 1
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+
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+ 3.times {
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+ rates = @plugin.list_rates
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+ pairs.each {|p|
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+ # 利用可能とされたペアのレートが取得できていることを確認
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+ p.name.should_not be_nil
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+ p.trade_unit.should_not be_nil
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+ rates[p.name].should_not be_nil
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+ rates[p.name].bid.should_not be_nil
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+ rates[p.name].ask.should_not be_nil
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+ rates[p.name].sell_swap.should_not be_nil
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+ rates[p.name].buy_swap.should_not be_nil
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+ }
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+ sleep 3
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+ }
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+
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+ # 売り/買い
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+ sell = @plugin.order( :MSDJPY, :sell, 1 )
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+ buy = @plugin.order( :MSDJPY, :buy, 1 )
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+ sell.position_id.should_not be_nil
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+ buy.position_id.should_not be_nil
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+
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+ # 約定
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+ @plugin.commit sell.position_id, 1
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+ @plugin.commit buy.position_id, 1
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+ ensure
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+ @plugin.destroy_plugin
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+ end
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+ end
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+ end
data/spec/limit_order_spec.rb ADDED
@@ -0,0 +1,93 @@
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+ $: << "../lib"
2
+
3
+ require 'sbiclient'
4
+ require 'common'
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+
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+ describe "limit" do
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+ it_should_behave_like "login"
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+
9
+ it "指値-買い" do
10
+ @order_id = @s.order( SBIClient::FX::EURJPY, SBIClient::FX::BUY, 1, {
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+ :rate=>@rates[SBIClient::FX::EURJPY].ask_rate - 0.5,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
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+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
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+ })
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+ @order = @s.list_orders[@order_id.order_no]
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+ @order_id.should_not be_nil
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+ @order_id.order_no.should_not be_nil
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+ @order.should_not be_nil
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+ @order.order_no.should == @order_id.order_no
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+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
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+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
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+ @order.sell_or_buy.should == SBIClient::FX::BUY
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+ @order.pair.should == SBIClient::FX::EURJPY
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+ @order.count.should == 1
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+ @order.rate.should == @rates[SBIClient::FX::EURJPY].ask_rate - 0.5
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+ @order.trail_range.should be_nil
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+ @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
28
+ end
29
+
30
+ it "指値-売り" do
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+ @order_id = @s.order( SBIClient::FX::USDJPY, SBIClient::FX::SELL, 1, {
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+ :rate=>@rates[SBIClient::FX::USDJPY].ask_rate + 0.5,
33
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
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+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END
35
+ })
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+ @order = @s.list_orders[@order_id.order_no]
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+ @order_id.should_not be_nil
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+ @order_id.order_no.should_not be_nil
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+ @order.should_not be_nil
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+ @order.order_no.should == @order_id.order_no
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+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
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+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
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+ @order.sell_or_buy.should == SBIClient::FX::SELL
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+ @order.pair.should == SBIClient::FX::USDJPY
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+ @order.count.should == 1
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+ @order.rate.should == @rates[SBIClient::FX::USDJPY].ask_rate + 0.5
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+ @order.trail_range.should be_nil
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+ @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
49
+ end
50
+
51
+ it "逆指値-買い" do
52
+ @order_id = @s.order( SBIClient::FX::EURUSD, SBIClient::FX::BUY, 1, {
53
+ :rate=>@rates[SBIClient::FX::EURUSD].ask_rate + 0.05,
54
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
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+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
56
+ })
57
+ @order_id.should_not be_nil
58
+ @order_id.order_no.should_not be_nil
59
+ @order = @s.list_orders[@order_id.order_no]
60
+ @order.should_not be_nil
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+ @order.order_no.should == @order_id.order_no
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+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
63
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
64
+ @order.sell_or_buy.should == SBIClient::FX::BUY
65
+ @order.pair.should == SBIClient::FX::EURUSD
66
+ @order.count.should == 1
67
+ @order.rate.to_s.should == (@rates[SBIClient::FX::EURUSD].ask_rate + 0.05).to_s
68
+ @order.trail_range.should be_nil
69
+ @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
70
+ end
71
+
72
+ it "逆指値-売り" do
73
+ @order_id = @s.order( SBIClient::FX::MURJPY, SBIClient::FX::SELL, 2, {
74
+ :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
75
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
76
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_SPECIFIED, # 有効期限: 指定
77
+ :expiration_date=>Date.today+2 # 2日後
78
+ })
79
+ @order = @s.list_orders[@order_id.order_no]
80
+ @order_id.should_not be_nil
81
+ @order_id.order_no.should_not be_nil
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+ @order.should_not be_nil
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+ @order.order_no.should == @order_id.order_no
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+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
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+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
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+ @order.sell_or_buy.should == SBIClient::FX::SELL
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+ @order.pair.should == SBIClient::FX::MURJPY
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+ @order.count.should == 2
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+ @order.rate.should == @rates[SBIClient::FX::MURJPY].ask_rate - 0.5
90
+ @order.trail_range.should be_nil
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+ @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
92
+ end
93
+ end
data/spec/list_orders_spec.rb ADDED
@@ -0,0 +1,51 @@
1
+ $: << "../lib"
2
+
3
+ require 'sbiclient'
4
+ require 'common'
5
+
6
+ describe "list_orders" do
7
+ it_should_behave_like "login"
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+ before { @order_ids = [] }
9
+ after {
10
+ @order_ids.each {|id| @s.cancel_order(id.order_no) }
11
+ }
12
+
13
+ it "複数のページがあってもすべてのデータが取得できる" do
14
+ 3.times{|i|
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+ @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
16
+ :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
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+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
19
+ })
20
+ }
21
+ 3.times{|i|
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+ @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
23
+ :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
25
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY,
26
+ :settle => {
27
+ :rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
28
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
29
+ }
30
+ })
31
+ }
32
+ 2.times{|i|
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+ @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
34
+ :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
35
+ :second_order_sell_or_buy=>SBIClient::FX::BUY,
36
+ :second_order_rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
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+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
38
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
39
+ })
40
+ }
41
+ 3.times{|i|
42
+ @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
43
+ :rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
44
+ :trail_range=>0.5,
45
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
46
+ })
47
+ }
48
+ result = @s.list_orders
49
+ result.size.should == 13 #OCOは2つになるので、3*3+2*2=13になる
50
+ end
51
+ end
data/spec/market_order_spec!.rb ADDED
@@ -0,0 +1,47 @@
1
+ $: << "../lib"
2
+
3
+ require 'sbiclient'
4
+ require 'common'
5
+
6
+ # 成り行きで発注および決済を行うテスト。
7
+ # <b>注意:</b> 決済まで行う為、実行すると資金が減少します。
8
+ describe "market order" do
9
+ it_should_behave_like "login"
10
+
11
+ it "成り行きで発注し決済するテスト" do
12
+ prev = @s.list_positions
13
+
14
+ # 成り行きで注文
15
+ @s.order( SBIClient::FX::MSDJPY, SBIClient::FX::BUY, 1, {
16
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
17
+ })
18
+ @s.order( SBIClient::FX::MSDJPY, SBIClient::FX::SELL, 1, {
19
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END
20
+ })
21
+ sleep 1
22
+
23
+ #建玉一覧取得
24
+ after = @s.list_positions
25
+ positions = after.find_all {|i| !prev.include?(i[0]) }.map{|i| i[1] }
26
+ positions.length.should == 2 # 新規の建玉が2つ存在することを確認
27
+ positions.each {|p|
28
+ p.position_id.should_not be_nil
29
+ p.pair.should_not be_nil
30
+ p.sell_or_buy.should_not be_nil
31
+ p.count.should == 1
32
+ p.rate.should_not be_nil
33
+ p.profit_or_loss.should_not be_nil
34
+ p.date.should_not be_nil
35
+ }
36
+
37
+ # 決済注文
38
+ positions = after.map{|i| i[1] }
39
+ positions.each {|p|
40
+ @s.settle( p[0] ) if p[0] =~ /MURJPY/
41
+ }
42
+ sleep 1
43
+ after_settle = @s.list_positions
44
+ assert_false after_settle.key?( positions[0] )
45
+ assert_false after_settle.key?( positions[1] )
46
+ end
47
+ end
data/spec/oco_order_spec.rb ADDED
@@ -0,0 +1,307 @@
1
+ $: << "../lib"
2
+
3
+ require 'sbiclient'
4
+ require 'common'
5
+
6
+ describe "OCO" do
7
+ it_should_behave_like "login"
8
+
9
+ it "OCO-買x買-指値" do
10
+ # 買いx買い。2つめの取引は逆指値になる
11
+ @order_id = @s.order( SBIClient::FX::EURJPY, SBIClient::FX::BUY, 1, {
12
+ :rate=>@rates[SBIClient::FX::EURJPY].ask_rate - 0.5,
13
+ :second_order_sell_or_buy=>SBIClient::FX::BUY,
14
+ :second_order_rate=>@rates[SBIClient::FX::EURJPY].ask_rate + 0.5,
15
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
16
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
17
+ })
18
+ orders = @s.list_orders
19
+ @order = orders[@order_id.order_no]
20
+ @order_id.should_not be_nil
21
+ @order_id.order_no.should_not be_nil
22
+ @order.should_not be_nil
23
+ @order.order_no.should == @order_id.order_no
24
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
25
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
26
+ @order.sell_or_buy.should == SBIClient::FX::BUY
27
+ @order.pair.should == SBIClient::FX::EURJPY
28
+ @order.count.should == 1
29
+ @order.rate.should == @rates[SBIClient::FX::EURJPY].ask_rate - 0.5
30
+ @order.trail_range.should be_nil
31
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
32
+
33
+ @order = orders[(@order_id.order_no.to_i+1).to_s]
34
+ @order.should_not be_nil
35
+ @order.order_no.should == (@order_id.order_no.to_i+1).to_s
36
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
37
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
38
+ @order.sell_or_buy.should == SBIClient::FX::BUY
39
+ @order.pair.should == SBIClient::FX::EURJPY
40
+ @order.count.should == 1
41
+ @order.rate.should == @rates[SBIClient::FX::EURJPY].ask_rate + 0.5
42
+ @order.trail_range.should be_nil
43
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
44
+ end
45
+
46
+ it "OCO-売x売-指値" do
47
+ # 売りx売り。2つめの取引は逆指値になる
48
+ @order_id = @s.order( SBIClient::FX::GBPJPY, SBIClient::FX::SELL, 1, {
49
+ :rate=>@rates[SBIClient::FX::GBPJPY].ask_rate + 0.5,
50
+ :second_order_sell_or_buy=>SBIClient::FX::SELL,
51
+ :second_order_rate=>@rates[SBIClient::FX::GBPJPY].ask_rate - 0.5,
52
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
53
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END
54
+ })
55
+ orders = @s.list_orders
56
+ @order = orders[@order_id.order_no]
57
+ @order_id.should_not be_nil
58
+ @order_id.order_no.should_not be_nil
59
+ @order.should_not be_nil
60
+ @order.order_no.should == @order_id.order_no
61
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
62
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
63
+ @order.sell_or_buy.should == SBIClient::FX::SELL
64
+ @order.pair.should == SBIClient::FX::GBPJPY
65
+ @order.count.should == 1
66
+ @order.rate.should == @rates[SBIClient::FX::GBPJPY].ask_rate + 0.5
67
+ @order.trail_range.should be_nil
68
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
69
+
70
+ @order = orders[(@order_id.order_no.to_i+1).to_s]
71
+ @order.should_not be_nil
72
+ @order.order_no.should == (@order_id.order_no.to_i+1).to_s
73
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
74
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
75
+ @order.sell_or_buy.should == SBIClient::FX::SELL
76
+ @order.pair.should == SBIClient::FX::GBPJPY
77
+ @order.count.should == 1
78
+ @order.rate.should == @rates[SBIClient::FX::GBPJPY].ask_rate - 0.5
79
+ @order.trail_range.should be_nil
80
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
81
+ end
82
+
83
+ it "OCO-買x売-指値" do
84
+ # 買いx売り。両方とも指値になる
85
+ @order_id = @s.order( SBIClient::FX::USDJPY, SBIClient::FX::BUY, 1, {
86
+ :rate=>@rates[SBIClient::FX::USDJPY].ask_rate - 1,
87
+ :second_order_sell_or_buy=>SBIClient::FX::SELL,
88
+ :second_order_rate=>@rates[SBIClient::FX::USDJPY].ask_rate + 1,
89
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
90
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
91
+ })
92
+ orders = @s.list_orders
93
+ @order = orders[@order_id.order_no]
94
+ @order_id.should_not be_nil
95
+ @order_id.order_no.should_not be_nil
96
+ @order.should_not be_nil
97
+ @order.order_no.should == @order_id.order_no
98
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
99
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
100
+ @order.sell_or_buy.should == SBIClient::FX::BUY
101
+ @order.pair.should == SBIClient::FX::USDJPY
102
+ @order.count.should == 1
103
+ @order.rate.should == @rates[SBIClient::FX::USDJPY].ask_rate - 1
104
+ @order.trail_range.should be_nil
105
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
106
+
107
+ @order = orders[(@order_id.order_no.to_i+1).to_s]
108
+ @order.should_not be_nil
109
+ @order.order_no.should == (@order_id.order_no.to_i+1).to_s
110
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
111
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
112
+ @order.sell_or_buy.should == SBIClient::FX::SELL
113
+ @order.pair.should == SBIClient::FX::USDJPY
114
+ @order.count.should == 1
115
+ @order.rate.should == @rates[SBIClient::FX::USDJPY].ask_rate + 1
116
+ @order.trail_range.should be_nil
117
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
118
+ end
119
+
120
+ it "OCO-売x買-指値" do
121
+ # 買いx売り。両方とも指値になる
122
+ @order_id = @s.order( SBIClient::FX::MZDJPY, SBIClient::FX::SELL, 2, {
123
+ :rate=>@rates[SBIClient::FX::MZDJPY].ask_rate + 1,
124
+ :second_order_sell_or_buy=>SBIClient::FX::BUY,
125
+ :second_order_rate=>@rates[SBIClient::FX::MZDJPY].ask_rate - 1,
126
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
127
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_SPECIFIED, # 有効期限: 指定
128
+ :expiration_date=>Date.today+1
129
+ })
130
+ orders = @s.list_orders
131
+ @order = orders[@order_id.order_no]
132
+ @order_id.should_not be_nil
133
+ @order_id.order_no.should_not be_nil
134
+ @order.should_not be_nil
135
+ @order.order_no.should == @order_id.order_no
136
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
137
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
138
+ @order.sell_or_buy.should == SBIClient::FX::SELL
139
+ @order.pair.should == SBIClient::FX::MZDJPY
140
+ @order.count.should == 2
141
+ @order.rate.should == @rates[SBIClient::FX::MZDJPY].ask_rate + 1
142
+ @order.trail_range.should be_nil
143
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
144
+
145
+ @order = orders[(@order_id.order_no.to_i+1).to_s]
146
+ @order.should_not be_nil
147
+ @order.order_no.should == (@order_id.order_no.to_i+1).to_s
148
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
149
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
150
+ @order.sell_or_buy.should == SBIClient::FX::BUY
151
+ @order.pair.should == SBIClient::FX::MZDJPY
152
+ @order.count.should == 2
153
+ @order.rate.should == @rates[SBIClient::FX::MZDJPY].ask_rate - 1
154
+ @order.trail_range.should be_nil
155
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
156
+ end
157
+
158
+ it "OCO-買x買-逆指値" do
159
+ # 買いx買い。2つめの取引は指値になる
160
+ @order_id = @s.order( SBIClient::FX::EURJPY, SBIClient::FX::BUY, 1, {
161
+ :rate=>@rates[SBIClient::FX::EURJPY].ask_rate + 0.5,
162
+ :second_order_sell_or_buy=>SBIClient::FX::BUY,
163
+ :second_order_rate=>@rates[SBIClient::FX::EURJPY].ask_rate - 0.5,
164
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
165
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
166
+ })
167
+ orders = @s.list_orders
168
+ @order = orders[@order_id.order_no]
169
+ @order_id.should_not be_nil
170
+ @order_id.order_no.should_not be_nil
171
+ @order.should_not be_nil
172
+ @order.order_no.should == @order_id.order_no
173
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
174
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
175
+ @order.sell_or_buy.should == SBIClient::FX::BUY
176
+ @order.pair.should == SBIClient::FX::EURJPY
177
+ @order.count.should == 1
178
+ @order.rate.should == @rates[SBIClient::FX::EURJPY].ask_rate + 0.5
179
+ @order.trail_range.should be_nil
180
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
181
+
182
+ @order = orders[(@order_id.order_no.to_i+1).to_s]
183
+ @order.should_not be_nil
184
+ @order.order_no.should == (@order_id.order_no.to_i+1).to_s
185
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
186
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
187
+ @order.sell_or_buy.should == SBIClient::FX::BUY
188
+ @order.pair.should == SBIClient::FX::EURJPY
189
+ @order.count.should == 1
190
+ @order.rate.should == @rates[SBIClient::FX::EURJPY].ask_rate - 0.5
191
+ @order.trail_range.should be_nil
192
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
193
+ end
194
+
195
+ it "OCO-売x売-逆指値" do
196
+ # 売りx売り。2つめの取引は指値になる
197
+ @order_id = @s.order( SBIClient::FX::GBPJPY, SBIClient::FX::SELL, 1, {
198
+ :rate=>@rates[SBIClient::FX::GBPJPY].ask_rate - 0.5,
199
+ :second_order_sell_or_buy=>SBIClient::FX::SELL,
200
+ :second_order_rate=>@rates[SBIClient::FX::GBPJPY].ask_rate + 0.5,
201
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
202
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END
203
+ })
204
+ orders = @s.list_orders
205
+ @order = orders[@order_id.order_no]
206
+ @order_id.should_not be_nil
207
+ @order_id.order_no.should_not be_nil
208
+ @order.should_not be_nil
209
+ @order.order_no.should == @order_id.order_no
210
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
211
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
212
+ @order.sell_or_buy.should == SBIClient::FX::SELL
213
+ @order.pair.should == SBIClient::FX::GBPJPY
214
+ @order.count.should == 1
215
+ @order.rate.should == @rates[SBIClient::FX::GBPJPY].ask_rate - 0.5
216
+ @order.trail_range.should be_nil
217
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
218
+
219
+ @order = orders[(@order_id.order_no.to_i+1).to_s]
220
+ @order.should_not be_nil
221
+ @order.order_no.should == (@order_id.order_no.to_i+1).to_s
222
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
223
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
224
+ @order.sell_or_buy.should == SBIClient::FX::SELL
225
+ @order.pair.should == SBIClient::FX::GBPJPY
226
+ @order.count.should == 1
227
+ @order.rate.should == @rates[SBIClient::FX::GBPJPY].ask_rate + 0.5
228
+ @order.trail_range.should be_nil
229
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
230
+ end
231
+
232
+ it "OCO-買x売-逆指値" do
233
+ # 買いx売り。両方とも逆指値になる
234
+ @order_id = @s.order( SBIClient::FX::USDJPY, SBIClient::FX::BUY, 1, {
235
+ :rate=>@rates[SBIClient::FX::USDJPY].ask_rate + 1,
236
+ :second_order_sell_or_buy=>SBIClient::FX::SELL,
237
+ :second_order_rate=>@rates[SBIClient::FX::USDJPY].ask_rate - 1,
238
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
239
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
240
+ })
241
+ orders = @s.list_orders
242
+ @order = orders[@order_id.order_no]
243
+ @order_id.should_not be_nil
244
+ @order_id.order_no.should_not be_nil
245
+ @order.should_not be_nil
246
+ @order.order_no.should == @order_id.order_no
247
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
248
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
249
+ @order.sell_or_buy.should == SBIClient::FX::BUY
250
+ @order.pair.should == SBIClient::FX::USDJPY
251
+ @order.count.should == 1
252
+ @order.rate.should == @rates[SBIClient::FX::USDJPY].ask_rate + 1
253
+ @order.trail_range.should be_nil
254
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
255
+
256
+ @order = orders[(@order_id.order_no.to_i+1).to_s]
257
+ @order.should_not be_nil
258
+ @order.order_no.should == (@order_id.order_no.to_i+1).to_s
259
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
260
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
261
+ @order.sell_or_buy.should == SBIClient::FX::SELL
262
+ @order.pair.should == SBIClient::FX::USDJPY
263
+ @order.count.should == 1
264
+ @order.rate.should == @rates[SBIClient::FX::USDJPY].ask_rate - 1
265
+ @order.trail_range.should be_nil
266
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
267
+ end
268
+
269
+ it "OCO-売りx買い" do
270
+ # 買いx売り。両方とも指値になる
271
+ @order_id = @s.order( SBIClient::FX::MZDJPY, SBIClient::FX::SELL, 2, {
272
+ :rate=>@rates[SBIClient::FX::MZDJPY].ask_rate - 1,
273
+ :second_order_sell_or_buy=>SBIClient::FX::BUY,
274
+ :second_order_rate=>@rates[SBIClient::FX::MZDJPY].ask_rate + 1,
275
+ :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
276
+ :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_SPECIFIED,
277
+ :expiration_date=>Date.today+5
278
+ })
279
+ orders = @s.list_orders
280
+ @order = orders[@order_id.order_no]
281
+ @order_id.should_not be_nil
282
+ @order_id.order_no.should_not be_nil
283
+ @order.should_not be_nil
284
+ @order.order_no.should == @order_id.order_no
285
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
286
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
287
+ @order.sell_or_buy.should == SBIClient::FX::SELL
288
+ @order.pair.should == SBIClient::FX::MZDJPY
289
+ @order.count.should == 2
290
+ @order.rate.should == @rates[SBIClient::FX::MZDJPY].ask_rate - 1
291
+ @order.trail_range.should be_nil
292
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
293
+
294
+ @order = orders[(@order_id.order_no.to_i+1).to_s]
295
+ @order.should_not be_nil
296
+ @order.order_no.should == (@order_id.order_no.to_i+1).to_s
297
+ @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
298
+ @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
299
+ @order.sell_or_buy.should == SBIClient::FX::BUY
300
+ @order.pair.should == SBIClient::FX::MZDJPY
301
+ @order.count.should == 2
302
+ @order.rate.should == @rates[SBIClient::FX::MZDJPY].ask_rate + 1
303
+ @order.trail_range.should be_nil
304
+ @order.order_type= SBIClient::FX::ORDER_TYPE_OCO
305
+ end
306
+
307
+ end