unageanu-jiji 0.1.0

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  1. data/ChangeLog +0 -0
  2. data/README +0 -0
  3. data/bin/jiji.rb +6 -0
  4. data/html/css/calendar.css +432 -0
  5. data/html/css/datatable.css +299 -0
  6. data/html/css/default.css +557 -0
  7. data/html/css/dialog.css +77 -0
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  61. data/html/img/h3_rt-setting_0.gif +0 -0
  62. data/html/img/h3_rt-setting_1.gif +0 -0
  63. data/html/img/head.jpg +0 -0
  64. data/html/img/line_white.gif +0 -0
  65. data/html/img/loading.gif +0 -0
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  129. data/html/img/sidebar_bt_create_s.png +0 -0
  130. data/html/img/sidebar_bt_result.png +0 -0
  131. data/html/img/sidebar_bt_result_over.png +0 -0
  132. data/html/img/sidebar_bt_result_s.png +0 -0
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  136. data/html/img/sidebar_rt.png +0 -0
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  139. data/html/img/sidebar_rt_setting_s.png +0 -0
  140. data/html/img/sprite.png +0 -0
  141. data/html/img/submenu_agents.png +0 -0
  142. data/html/img/submenu_agents_over.png +0 -0
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  158. data/html/img/submenu_trade_s.png +0 -0
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  162. data/html/img/thead.gif +0 -0
  163. data/html/img/transparent.gif +0 -0
  164. data/html/index.html +480 -0
  165. data/html/js/W3CDTF.js +131 -0
  166. data/html/js/agent-editor-page.js +350 -0
  167. data/html/js/agent-selector.js +642 -0
  168. data/html/js/app.js +226 -0
  169. data/html/js/bt-create-page.js +186 -0
  170. data/html/js/codepress/codepress.css +21 -0
  171. data/html/js/codepress/codepress.html +35 -0
  172. data/html/js/codepress/codepress.js +138 -0
  173. data/html/js/codepress/engines/gecko.js +293 -0
  174. data/html/js/codepress/engines/khtml.js +0 -0
  175. data/html/js/codepress/engines/msie.js +304 -0
  176. data/html/js/codepress/engines/older.js +0 -0
  177. data/html/js/codepress/engines/opera.js +260 -0
  178. data/html/js/codepress/images/line-numbers.gif +0 -0
  179. data/html/js/codepress/images/line-numbers.png +0 -0
  180. data/html/js/codepress/index.html +443 -0
  181. data/html/js/codepress/languages/asp.css +71 -0
  182. data/html/js/codepress/languages/asp.js +117 -0
  183. data/html/js/codepress/languages/autoit.css +13 -0
  184. data/html/js/codepress/languages/autoit.js +32 -0
  185. data/html/js/codepress/languages/csharp.css +9 -0
  186. data/html/js/codepress/languages/csharp.js +25 -0
  187. data/html/js/codepress/languages/css.css +10 -0
  188. data/html/js/codepress/languages/css.js +23 -0
  189. data/html/js/codepress/languages/generic.css +9 -0
  190. data/html/js/codepress/languages/generic.js +25 -0
  191. data/html/js/codepress/languages/html.css +13 -0
  192. data/html/js/codepress/languages/html.js +59 -0
  193. data/html/js/codepress/languages/java.css +7 -0
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  195. data/html/js/codepress/languages/javascript.css +8 -0
  196. data/html/js/codepress/languages/javascript.js +30 -0
  197. data/html/js/codepress/languages/perl.css +11 -0
  198. data/html/js/codepress/languages/perl.js +27 -0
  199. data/html/js/codepress/languages/php.css +12 -0
  200. data/html/js/codepress/languages/php.js +61 -0
  201. data/html/js/codepress/languages/ruby.css +10 -0
  202. data/html/js/codepress/languages/ruby.js +26 -0
  203. data/html/js/codepress/languages/sql.css +10 -0
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  205. data/html/js/codepress/languages/text.css +5 -0
  206. data/html/js/codepress/languages/text.js +9 -0
  207. data/html/js/codepress/languages/vbscript.css +71 -0
  208. data/html/js/codepress/languages/vbscript.js +117 -0
  209. data/html/js/codepress/languages/xsl.css +15 -0
  210. data/html/js/codepress/languages/xsl.js +103 -0
  211. data/html/js/codepress/license.txt +458 -0
  212. data/html/js/container-min.js +1 -0
  213. data/html/js/container-utils.js +78 -0
  214. data/html/js/dialog.js +270 -0
  215. data/html/js/edit_area/autocompletion.js +493 -0
  216. data/html/js/edit_area/edit_area.css +507 -0
  217. data/html/js/edit_area/edit_area.js +510 -0
  218. data/html/js/edit_area/edit_area_compressor.php +408 -0
  219. data/html/js/edit_area/edit_area_full.gz +0 -0
  220. data/html/js/edit_area/edit_area_full.js +38 -0
  221. data/html/js/edit_area/edit_area_full_with_plugins.gz +0 -0
  222. data/html/js/edit_area/edit_area_full_with_plugins.js +39 -0
  223. data/html/js/edit_area/edit_area_functions.js +1098 -0
  224. data/html/js/edit_area/edit_area_loader.js +1070 -0
  225. data/html/js/edit_area/elements_functions.js +337 -0
  226. data/html/js/edit_area/highlight.js +283 -0
  227. data/html/js/edit_area/images/Thumbs.db +0 -0
  228. data/html/js/edit_area/images/autocompletion.gif +0 -0
  229. data/html/js/edit_area/images/close.gif +0 -0
  230. data/html/js/edit_area/images/fullscreen.gif +0 -0
  231. data/html/js/edit_area/images/go_to_line.gif +0 -0
  232. data/html/js/edit_area/images/help.gif +0 -0
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  247. data/html/js/edit_area/keyboard.js +145 -0
  248. data/html/js/edit_area/langs/cs.js +65 -0
  249. data/html/js/edit_area/langs/de.js +65 -0
  250. data/html/js/edit_area/langs/dk.js +65 -0
  251. data/html/js/edit_area/langs/en.js +65 -0
  252. data/html/js/edit_area/langs/eo.js +65 -0
  253. data/html/js/edit_area/langs/es.js +62 -0
  254. data/html/js/edit_area/langs/fr.js +65 -0
  255. data/html/js/edit_area/langs/hr.js +65 -0
  256. data/html/js/edit_area/langs/it.js +65 -0
  257. data/html/js/edit_area/langs/ja.js +65 -0
  258. data/html/js/edit_area/langs/mk.js +65 -0
  259. data/html/js/edit_area/langs/nl.js +65 -0
  260. data/html/js/edit_area/langs/pl.js +65 -0
  261. data/html/js/edit_area/langs/pt.js +65 -0
  262. data/html/js/edit_area/langs/ru.js +65 -0
  263. data/html/js/edit_area/langs/sk.js +65 -0
  264. data/html/js/edit_area/license_apache.txt +7 -0
  265. data/html/js/edit_area/license_bsd.txt +10 -0
  266. data/html/js/edit_area/license_lgpl.txt +458 -0
  267. data/html/js/edit_area/manage_area.js +466 -0
  268. data/html/js/edit_area/plugins/charmap/charmap.js +90 -0
  269. data/html/js/edit_area/plugins/charmap/css/charmap.css +64 -0
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  271. data/html/js/edit_area/plugins/charmap/jscripts/map.js +373 -0
  272. data/html/js/edit_area/plugins/charmap/langs/cs.js +6 -0
  273. data/html/js/edit_area/plugins/charmap/langs/de.js +6 -0
  274. data/html/js/edit_area/plugins/charmap/langs/dk.js +6 -0
  275. data/html/js/edit_area/plugins/charmap/langs/en.js +6 -0
  276. data/html/js/edit_area/plugins/charmap/langs/eo.js +6 -0
  277. data/html/js/edit_area/plugins/charmap/langs/es.js +6 -0
  278. data/html/js/edit_area/plugins/charmap/langs/fr.js +6 -0
  279. data/html/js/edit_area/plugins/charmap/langs/hr.js +6 -0
  280. data/html/js/edit_area/plugins/charmap/langs/it.js +6 -0
  281. data/html/js/edit_area/plugins/charmap/langs/ja.js +6 -0
  282. data/html/js/edit_area/plugins/charmap/langs/mk.js +6 -0
  283. data/html/js/edit_area/plugins/charmap/langs/nl.js +6 -0
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  286. data/html/js/edit_area/plugins/charmap/langs/ru.js +6 -0
  287. data/html/js/edit_area/plugins/charmap/langs/sk.js +6 -0
  288. data/html/js/edit_area/plugins/charmap/popup.html +24 -0
  289. data/html/js/edit_area/plugins/test/css/test.css +3 -0
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  292. data/html/js/edit_area/plugins/test/langs/cs.js +4 -0
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  332. data/html/js/edit_area/template.html +99 -0
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  334. data/html/js/page-manager.js +93 -0
  335. data/html/js/prototype.js +4184 -0
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  337. data/html/js/rt-setting-page.js +122 -0
  338. data/html/js/sidebar.js +246 -0
  339. data/html/js/templates.js +208 -0
  340. data/html/js/utils.js +716 -0
  341. data/html/js/uuid.js +103 -0
  342. data/html/swf/chart.swf +0 -0
  343. data/lib/jiji/agent/agent.rb +93 -0
  344. data/lib/jiji/agent/agent_manager.rb +133 -0
  345. data/lib/jiji/agent/agent_registry.rb +248 -0
  346. data/lib/jiji/agent/permitter.rb +128 -0
  347. data/lib/jiji/agent/util.rb +16 -0
  348. data/lib/jiji/collector.rb +219 -0
  349. data/lib/jiji/command.rb +129 -0
  350. data/lib/jiji/configuration.rb +80 -0
  351. data/lib/jiji/dao/rate_dao.rb +149 -0
  352. data/lib/jiji/dao/timed_data_dao.rb +334 -0
  353. data/lib/jiji/dao/trade_result_dao.rb +128 -0
  354. data/lib/jiji/error.rb +33 -0
  355. data/lib/jiji/models.rb +169 -0
  356. data/lib/jiji/observer.rb +105 -0
  357. data/lib/jiji/operator.rb +405 -0
  358. data/lib/jiji/output.rb +165 -0
  359. data/lib/jiji/process.rb +182 -0
  360. data/lib/jiji/process_manager.rb +189 -0
  361. data/lib/jiji/registry.rb +255 -0
  362. data/lib/jiji/server.rb +115 -0
  363. data/lib/jiji/service/agent_service.rb +131 -0
  364. data/lib/jiji/service/hello_service.rb +10 -0
  365. data/lib/jiji/service/output_service.rb +58 -0
  366. data/lib/jiji/service/process_service.rb +78 -0
  367. data/lib/jiji/service/rate_service.rb +33 -0
  368. data/lib/jiji/service/system_service.rb +14 -0
  369. data/lib/jiji/service/trade_result_service.rb +32 -0
  370. data/lib/jiji/single_click_client.rb +95 -0
  371. data/lib/jiji/util/block_to_session.rb +70 -0
  372. data/lib/jiji/util/cache.rb +79 -0
  373. data/lib/jiji/util/csv_append_support.rb +15 -0
  374. data/lib/jiji/util/file_lock.rb +86 -0
  375. data/lib/jiji/util/fix_yaml_bug.rb +11 -0
  376. data/lib/jiji/util/iterator.rb +70 -0
  377. data/lib/jiji/util/json_broker.rb +53 -0
  378. data/lib/jiji/util/json_rpc_requestor.rb +30 -0
  379. data/lib/jiji/util/synchronize_interceptor.rb +41 -0
  380. data/lib/jiji/util/thread_use_generator.rb +52 -0
  381. data/lib/jiji/util/util.rb +179 -0
  382. data/swf/build.xml +23 -0
  383. data/swf/chart/FxChart-config.xml +9 -0
  384. data/swf/chart/FxChart.mxml +17 -0
  385. data/swf/chart/fx/chart/Chart.as +155 -0
  386. data/swf/chart/fx/chart/ctrl/AutoUpdate.as +96 -0
  387. data/swf/chart/fx/chart/ctrl/Controller.as +258 -0
  388. data/swf/chart/fx/chart/ctrl/Event.as +75 -0
  389. data/swf/chart/fx/chart/model/Model.as +226 -0
  390. data/swf/chart/fx/chart/model/TimedData.as +40 -0
  391. data/swf/chart/fx/chart/ui/AbstractChartUI.as +59 -0
  392. data/swf/chart/fx/chart/ui/AbstractDrawChartUI.as +63 -0
  393. data/swf/chart/fx/chart/ui/Constants.as +233 -0
  394. data/swf/chart/fx/chart/ui/InformationWindow.as +224 -0
  395. data/swf/chart/fx/chart/ui/LayerManager.as +95 -0
  396. data/swf/chart/fx/chart/ui/Loading.as +32 -0
  397. data/swf/chart/fx/chart/ui/Pointer.as +59 -0
  398. data/swf/chart/fx/chart/ui/RangeInfoWindow.as +84 -0
  399. data/swf/chart/fx/chart/ui/RenderingContext.as +54 -0
  400. data/swf/chart/fx/chart/ui/ScaleSelector.as +95 -0
  401. data/swf/chart/fx/chart/ui/Scroll.as +240 -0
  402. data/swf/chart/fx/chart/ui/ScrollBar.as +378 -0
  403. data/swf/chart/fx/chart/ui/Stage.as +97 -0
  404. data/swf/chart/fx/chart/ui/TradeDetailWindow.as +146 -0
  405. data/swf/chart/fx/chart/ui/TradeResult.as +334 -0
  406. data/swf/chart/fx/chart/ui/Window.as +96 -0
  407. data/swf/chart/fx/chart/ui/candle/Axis.as +112 -0
  408. data/swf/chart/fx/chart/ui/candle/Candle.as +79 -0
  409. data/swf/chart/fx/chart/ui/candle/CandleChart.as +81 -0
  410. data/swf/chart/fx/chart/ui/graph/Graph.as +198 -0
  411. data/swf/chart/fx/chart/ui/graph/GraphManager.as +177 -0
  412. data/swf/chart/fx/chart/ui/resource/buy.gif +0 -0
  413. data/swf/chart/fx/chart/ui/resource/cursor_hand.gif +0 -0
  414. data/swf/chart/fx/chart/ui/resource/diff_label.gif +0 -0
  415. data/swf/chart/fx/chart/ui/resource/down.gif +0 -0
  416. data/swf/chart/fx/chart/ui/resource/down_buy.gif +0 -0
  417. data/swf/chart/fx/chart/ui/resource/down_buy_1.gif +0 -0
  418. data/swf/chart/fx/chart/ui/resource/down_buy_2.gif +0 -0
  419. data/swf/chart/fx/chart/ui/resource/down_buy_3.gif +0 -0
  420. data/swf/chart/fx/chart/ui/resource/down_sell.gif +0 -0
  421. data/swf/chart/fx/chart/ui/resource/down_sell_1.gif +0 -0
  422. data/swf/chart/fx/chart/ui/resource/down_sell_2.gif +0 -0
  423. data/swf/chart/fx/chart/ui/resource/down_sell_3.gif +0 -0
  424. data/swf/chart/fx/chart/ui/resource/draw_buy.gif +0 -0
  425. data/swf/chart/fx/chart/ui/resource/draw_sell.gif +0 -0
  426. data/swf/chart/fx/chart/ui/resource/end_label.gif +0 -0
  427. data/swf/chart/fx/chart/ui/resource/fixed.gif +0 -0
  428. data/swf/chart/fx/chart/ui/resource/loading.gif +0 -0
  429. data/swf/chart/fx/chart/ui/resource/max_label.gif +0 -0
  430. data/swf/chart/fx/chart/ui/resource/min_label.gif +0 -0
  431. data/swf/chart/fx/chart/ui/resource/scroll_bar.gif +0 -0
  432. data/swf/chart/fx/chart/ui/resource/scroll_bar_a.gif +0 -0
  433. data/swf/chart/fx/chart/ui/resource/scroll_bar_handle.gif +0 -0
  434. data/swf/chart/fx/chart/ui/resource/scroll_bar_handle_a.gif +0 -0
  435. data/swf/chart/fx/chart/ui/resource/scroll_bar_handle_o.gif +0 -0
  436. data/swf/chart/fx/chart/ui/resource/scroll_bar_left.gif +0 -0
  437. data/swf/chart/fx/chart/ui/resource/scroll_bar_left_a.gif +0 -0
  438. data/swf/chart/fx/chart/ui/resource/scroll_bar_left_o.gif +0 -0
  439. data/swf/chart/fx/chart/ui/resource/scroll_bar_o.gif +0 -0
  440. data/swf/chart/fx/chart/ui/resource/scroll_bar_right.gif +0 -0
  441. data/swf/chart/fx/chart/ui/resource/scroll_bar_right_a.gif +0 -0
  442. data/swf/chart/fx/chart/ui/resource/scroll_bar_right_o.gif +0 -0
  443. data/swf/chart/fx/chart/ui/resource/scroll_handle.gif +0 -0
  444. data/swf/chart/fx/chart/ui/resource/scroll_info_handle.gif +0 -0
  445. data/swf/chart/fx/chart/ui/resource/scroll_left_button.gif +0 -0
  446. data/swf/chart/fx/chart/ui/resource/scroll_left_button_d.gif +0 -0
  447. data/swf/chart/fx/chart/ui/resource/scroll_left_button_down.gif +0 -0
  448. data/swf/chart/fx/chart/ui/resource/scroll_left_button_g.gif +0 -0
  449. data/swf/chart/fx/chart/ui/resource/scroll_left_button_o.gif +0 -0
  450. data/swf/chart/fx/chart/ui/resource/scroll_left_button_up.gif +0 -0
  451. data/swf/chart/fx/chart/ui/resource/scroll_outer.gif +0 -0
  452. data/swf/chart/fx/chart/ui/resource/scroll_outer_left.gif +0 -0
  453. data/swf/chart/fx/chart/ui/resource/scroll_outer_right.gif +0 -0
  454. data/swf/chart/fx/chart/ui/resource/scroll_right_button.gif +0 -0
  455. data/swf/chart/fx/chart/ui/resource/scroll_right_button_d.gif +0 -0
  456. data/swf/chart/fx/chart/ui/resource/scroll_right_button_down.gif +0 -0
  457. data/swf/chart/fx/chart/ui/resource/scroll_right_button_g.gif +0 -0
  458. data/swf/chart/fx/chart/ui/resource/scroll_right_button_o.gif +0 -0
  459. data/swf/chart/fx/chart/ui/resource/scroll_right_button_up.gif +0 -0
  460. data/swf/chart/fx/chart/ui/resource/scroll_slider_left.gif +0 -0
  461. data/swf/chart/fx/chart/ui/resource/scroll_slider_right.gif +0 -0
  462. data/swf/chart/fx/chart/ui/resource/sell.gif +0 -0
  463. data/swf/chart/fx/chart/ui/resource/start_label.gif +0 -0
  464. data/swf/chart/fx/chart/ui/resource/stripe.gif +0 -0
  465. data/swf/chart/fx/chart/ui/resource/stripe_b.gif +0 -0
  466. data/swf/chart/fx/chart/ui/resource/stripe_r.gif +0 -0
  467. data/swf/chart/fx/chart/ui/resource/unfixed.gif +0 -0
  468. data/swf/chart/fx/chart/ui/resource/up.gif +0 -0
  469. data/swf/chart/fx/chart/ui/resource/up_buy.gif +0 -0
  470. data/swf/chart/fx/chart/ui/resource/up_buy_1.gif +0 -0
  471. data/swf/chart/fx/chart/ui/resource/up_buy_2.gif +0 -0
  472. data/swf/chart/fx/chart/ui/resource/up_buy_3.gif +0 -0
  473. data/swf/chart/fx/chart/ui/resource/up_sell.gif +0 -0
  474. data/swf/chart/fx/chart/ui/resource/up_sell_1.gif +0 -0
  475. data/swf/chart/fx/chart/ui/resource/up_sell_2.gif +0 -0
  476. data/swf/chart/fx/chart/ui/resource/up_sell_3.gif +0 -0
  477. data/swf/chart/fx/net/StubFactory.as +113 -0
  478. data/swf/chart/fx/util/ListenerSupport.as +55 -0
  479. data/swf/chart/fx/util/PositionManager.as +94 -0
  480. data/swf/chart/fx/util/ScaleFormatter.as +156 -0
  481. data/swf/chart/fx/util/Util.as +61 -0
  482. data/swf/chart/log.as +40 -0
  483. data/swf/lib/corelib.swc +0 -0
  484. data/test/BackCollectorTest/basic/2008-08-04/AUDJPY.csv +5 -0
  485. data/test/BackCollectorTest/basic/2008-08-04/USDJPY.csv +5 -0
  486. data/test/BackCollectorTest/basic/2008-08-04/ZARJPY.csv +5 -0
  487. data/test/BackCollectorTest/basic/2008-08-05/AUDJPY.csv +5 -0
  488. data/test/BackCollectorTest/basic/2008-08-05/USDJPY.csv +5 -0
  489. data/test/BackCollectorTest/basic/2008-08-05/ZARJPY.csv +5 -0
  490. data/test/BackCollectorTest/basic/2008-08-06/AUDJPY.csv +5 -0
  491. data/test/BackCollectorTest/basic/2008-08-06/USDJPY.csv +5 -0
  492. data/test/BackCollectorTest/basic/2008-08-06/ZARJPY.csv +5 -0
  493. data/test/BackCollectorTest/basic/2008-08-07/AUDJPY.csv +5 -0
  494. data/test/BackCollectorTest/basic/2008-08-07/USDJPY.csv +5 -0
  495. data/test/BackCollectorTest/basic/2008-08-07/ZARJPY.csv +5 -0
  496. data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-04.csv +5 -0
  497. data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-05.csv +5 -0
  498. data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-06.csv +5 -0
  499. data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-07.csv +5 -0
  500. data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-04.csv +5 -0
  501. data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-05.csv +5 -0
  502. data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-06.csv +5 -0
  503. data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-07.csv +5 -0
  504. data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-04.csv +5 -0
  505. data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-05.csv +5 -0
  506. data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-06.csv +5 -0
  507. data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-07.csv +5 -0
  508. data/test/BackCollectorTest/lack/2008-08-04/AUDJPY.csv +5 -0
  509. data/test/BackCollectorTest/lack/2008-08-04/USDJPY.csv +5 -0
  510. data/test/BackCollectorTest/lack/2008-08-04/ZARJPY.csv +5 -0
  511. data/test/BackCollectorTest/lack/2008-08-06/AUDJPY.csv +5 -0
  512. data/test/BackCollectorTest/lack/2008-08-06/USDJPY.csv +5 -0
  513. data/test/BackCollectorTest/lack/2008-08-06/ZARJPY.csv +5 -0
  514. data/test/BackCollectorTest/lack/2008-08-07/AUDJPY.csv +5 -0
  515. data/test/BackCollectorTest/lack/2008-08-07/USDJPY.csv +5 -0
  516. data/test/BackCollectorTest/lack/2008-08-07/ZARJPY.csv +5 -0
  517. data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-04.csv +5 -0
  518. data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-06.csv +5 -0
  519. data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-07.csv +5 -0
  520. data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-04.csv +5 -0
  521. data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-06.csv +5 -0
  522. data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-07.csv +5 -0
  523. data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-04.csv +5 -0
  524. data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-06.csv +5 -0
  525. data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-07.csv +5 -0
  526. data/test/ProcessManagerTest/agents/moving_average.rb +95 -0
  527. data/test/ProcessManagerTest/conf/configuration.yaml +19 -0
  528. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-21.csv +5853 -0
  529. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-22.csv +5821 -0
  530. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-23.csv +5921 -0
  531. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-24.csv +5956 -0
  532. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-25.csv +5796 -0
  533. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-21.csv +5853 -0
  534. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-22.csv +5821 -0
  535. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-23.csv +5921 -0
  536. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-24.csv +5956 -0
  537. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-25.csv +5796 -0
  538. data/test/all_tests.rb +26 -0
  539. data/test/service/all_service_tests.rb +10 -0
  540. data/test/service/test_AgentService.rb +185 -0
  541. data/test/service/test_OutputService.rb +33 -0
  542. data/test/service/test_RateService.rb +56 -0
  543. data/test/test_AgentManager.rb +307 -0
  544. data/test/test_AgentRegistory.rb +566 -0
  545. data/test/test_BackTestCollector.rb +281 -0
  546. data/test/test_BlockToSession.rb +74 -0
  547. data/test/test_CSV.rb +85 -0
  548. data/test/test_Collector.rb +246 -0
  549. data/test/test_Configuration.rb +61 -0
  550. data/test/test_Configuration_a.yaml +6 -0
  551. data/test/test_Operator.rb +501 -0
  552. data/test/test_Output.rb +169 -0
  553. data/test/test_Output_registry.rb +49 -0
  554. data/test/test_PeriodicallyAgent.rb +180 -0
  555. data/test/test_Permitter.rb +217 -0
  556. data/test/test_Process.rb +186 -0
  557. data/test/test_ProcessManager.rb +312 -0
  558. data/test/test_RateDao.rb +697 -0
  559. data/test/test_SingleClickClient.rb +115 -0
  560. data/test/test_SynchronizeInterceptor.rb +75 -0
  561. data/test/test_TradeResultDao.rb +487 -0
  562. data/test/test_configuration.yaml +16 -0
  563. data/test/testutils.rb +37 -0
  564. metadata +750 -0
@@ -0,0 +1,61 @@
1
+ #!/usr/bin/ruby
2
+
3
+ $: << "../lib"
4
+
5
+
6
+ require "runit/testcase"
7
+ require "runit/cui/testrunner"
8
+ require "jiji/configuration"
9
+
10
+ class ConfigurationTest < RUNIT::TestCase
11
+
12
+ def setup
13
+ end
14
+
15
+ def teardown
16
+ end
17
+
18
+ def test_basic
19
+ conf = JIJI::Configuration.new File.dirname(__FILE__) + "/test_Configuration_a.yaml"
20
+
21
+ assert_equals conf.key?( [:a] ), true
22
+ assert_equals conf.key?( [:aa, :a] ), true
23
+ assert_equals conf.key?( [:x] ), false
24
+
25
+ assert_equals "aaa", conf.get( [:a], "foo" )
26
+ assert_equals 10, conf.get( [:b], "foo" )
27
+ assert_equals "foo", conf.get( [:c], "foo" )
28
+ assert_equals "foo", conf.get( [:d], "foo" )
29
+ assert_equals "aaa", conf.get( [:aa, :a], "foo" )
30
+ assert_equals "foo", conf.get( [:aa, :b], "foo" )
31
+ assert_equals "foo", conf.get( [:aa, :a, :b], "foo" )
32
+ assert_equals "foo", conf.get( [:bb], "foo" )
33
+ assert_equals "foo", conf.get( [:bb, :b], "foo" )
34
+
35
+ conf.set( [:a], "x" )
36
+ conf.set( [:x], "x" )
37
+ conf.set( [:aa, :a], "x" )
38
+ conf.set( [:aa, :x], "x" )
39
+ conf.set( [:xxx, :xx, :x], "x" )
40
+
41
+ assert_equals "x", conf.get( [:a], "foo" )
42
+ assert_equals "x", conf.get( [:x], "foo" )
43
+ assert_equals "x", conf.get( [:aa, :a], "foo" )
44
+ assert_equals "x", conf.get( [:aa, :x], "foo" )
45
+ assert_equals "x", conf.get( [:xxx, :xx, :x], "foo" )
46
+
47
+
48
+ conf = JIJI::Configuration.new File.dirname(__FILE__) + "/not found.yaml"
49
+ assert_equals "foo", conf.get( [:a], "foo" )
50
+ assert_equals "foo", conf.get( [:b], "foo" )
51
+ assert_equals "foo", conf.get( [:c], "foo" )
52
+ assert_equals "foo", conf.get( [:d], "foo" )
53
+ assert_equals "foo", conf.get( [:aa, :a], "foo" )
54
+ assert_equals "foo", conf.get( [:aa, :b], "foo" )
55
+ assert_equals "foo", conf.get( [:aa, :a, :b], "foo" )
56
+ assert_equals "foo", conf.get( [:bb], "foo" )
57
+ assert_equals "foo", conf.get( [:bb, :b], "foo" )
58
+
59
+ end
60
+
61
+ end
@@ -0,0 +1,6 @@
1
+ ---
2
+ a: "aaa"
3
+ b: 10
4
+ aa:
5
+ a: "aaa"
6
+ b:
@@ -0,0 +1,501 @@
1
+ #!/usr/bin/ruby
2
+
3
+ $: << "../lib"
4
+
5
+
6
+ require "runit/testcase"
7
+ require "runit/cui/testrunner"
8
+ require "jiji/operator"
9
+ require "jiji/collector"
10
+ require 'jiji/agent/agent'
11
+ require 'jiji/agent/agent_manager'
12
+ require 'jiji/agent/agent_registry'
13
+ require 'jiji/agent/permitter'
14
+ require 'jiji/agent/util'
15
+ require "testutils"
16
+
17
+ class OperatorTest < RUNIT::TestCase
18
+
19
+ include Test::Constants
20
+
21
+ def setup
22
+ @operator = JIJI::Operator.new nil, 200000
23
+ @operator.conf = CONF
24
+ end
25
+
26
+ def teardown
27
+ end
28
+
29
+ def test_basic
30
+
31
+ pair_infos = {
32
+ ClickClient::FX::EURJPY => Info.new( 10000 )
33
+ }
34
+
35
+ # 初期状態は建玉,損益共に0
36
+ assert_equals @operator.profit_or_loss, 0
37
+ assert_equals @operator.positions, {}
38
+
39
+ # レートを挿入
40
+ rates = JIJI::Rates.new( pair_infos, {
41
+ :EURJPY => Rate.new( 100.0,100.05,-200,200,1 )
42
+ })
43
+ time_1 = rates.time
44
+ @operator.next_rates( rates )
45
+ assert_equals @operator.profit_or_loss, 0
46
+ assert_equals @operator.positions, {}
47
+
48
+ # 購入
49
+ sell_1 = @operator.sell 1
50
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
51
+ assert_equals sell_1.state, JIJI::Position::STATE_START
52
+ assert_equals sell_1.date, time_1
53
+ assert_equals sell_1.fix_date, nil
54
+ assert_equals sell_1.count, 1
55
+ assert_equals sell_1.price, 1000000
56
+ assert_equals sell_1.current_price, 1000500
57
+ assert_equals sell_1.profit_or_loss, -500
58
+
59
+ buy_1 = @operator.buy 1
60
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
61
+ assert_equals buy_1.state, JIJI::Position::STATE_START
62
+ assert_equals buy_1.date, time_1
63
+ assert_equals buy_1.fix_date, nil
64
+ assert_equals buy_1.count, 1
65
+ assert_equals buy_1.price, 1000500
66
+ assert_equals buy_1.current_price, 1000000
67
+ assert_equals buy_1.profit_or_loss, -500
68
+
69
+ assert_equals @operator.profit_or_loss, -1000
70
+ assert_equals @operator.fixed_profit_or_loss, 0
71
+ assert_equals @operator.positions.length, 2
72
+ assert_equals @operator.win_rate, 0.0
73
+
74
+ # レートを更新
75
+ rates = JIJI::Rates.new( pair_infos, {
76
+ :EURJPY => Rate.new( 100.05,100.10,-200,200,2 )
77
+ })
78
+ @operator.next_rates( rates )
79
+
80
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
81
+ assert_equals sell_1.state, JIJI::Position::STATE_START
82
+ assert_equals sell_1.date, time_1
83
+ assert_equals sell_1.fix_date, nil
84
+ assert_equals sell_1.count, 1
85
+ assert_equals sell_1.price, 1000000
86
+ assert_equals sell_1.current_price, 1001000
87
+ assert_equals sell_1.profit_or_loss, -1000
88
+
89
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
90
+ assert_equals buy_1.state, JIJI::Position::STATE_START
91
+ assert_equals buy_1.date, time_1
92
+ assert_equals buy_1.fix_date, nil
93
+ assert_equals buy_1.count, 1
94
+ assert_equals buy_1.price, 1000500
95
+ assert_equals buy_1.current_price, 1000500
96
+ assert_equals buy_1.profit_or_loss, 0
97
+
98
+ assert_equals @operator.profit_or_loss, -1000
99
+ assert_equals @operator.fixed_profit_or_loss, 0
100
+ assert_equals @operator.positions.length, 2
101
+ assert_equals @operator.win_rate, 0.0
102
+
103
+ # レートを更新
104
+ rates = JIJI::Rates.new( pair_infos, {
105
+ :EURJPY => Rate.new( 100.20,100.25,-200,200,3 )
106
+ })
107
+ time_3 = rates.time
108
+ @operator.next_rates( rates )
109
+
110
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
111
+ assert_equals sell_1.state, JIJI::Position::STATE_START
112
+ assert_equals sell_1.date, time_1
113
+ assert_equals sell_1.fix_date, nil
114
+ assert_equals sell_1.count, 1
115
+ assert_equals sell_1.price, 1000000
116
+ assert_equals sell_1.current_price, 1002500
117
+ assert_equals sell_1.profit_or_loss, -2500
118
+
119
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
120
+ assert_equals buy_1.state, JIJI::Position::STATE_START
121
+ assert_equals buy_1.date, time_1
122
+ assert_equals buy_1.fix_date, nil
123
+ assert_equals buy_1.count, 1
124
+ assert_equals buy_1.price, 1000500
125
+ assert_equals buy_1.current_price, 1002000
126
+ assert_equals buy_1.profit_or_loss, 1500
127
+
128
+ assert_equals @operator.profit_or_loss, -1000
129
+ assert_equals @operator.fixed_profit_or_loss, 0
130
+ assert_equals @operator.positions.length, 2
131
+ assert_equals @operator.win_rate, 0.0
132
+
133
+
134
+ # sell をコミット
135
+ @operator.commit(sell_1)
136
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
137
+ assert_equals sell_1.state, JIJI::Position::STATE_FIXED
138
+ assert_equals sell_1.date, time_1
139
+ assert_equals sell_1.fix_date, time_3
140
+ assert_equals sell_1.count, 1
141
+ assert_equals sell_1.price, 1000000
142
+ assert_equals sell_1.current_price, 1002500
143
+ assert_equals sell_1.profit_or_loss, -2500
144
+
145
+
146
+ # レートを更新
147
+ rates = JIJI::Rates.new( pair_infos, {
148
+ :EURJPY => Rate.new( 100.15,100.20,-200,200,4 )
149
+ })
150
+ time_4 = rates.time
151
+ @operator.next_rates( rates )
152
+
153
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
154
+ assert_equals sell_1.state, JIJI::Position::STATE_FIXED
155
+ assert_equals sell_1.date, time_1
156
+ assert_equals sell_1.fix_date, time_3
157
+ assert_equals sell_1.count, 1
158
+ assert_equals sell_1.price, 1000000
159
+ assert_equals sell_1.current_price, 1002500
160
+ assert_equals sell_1.profit_or_loss, -2500
161
+
162
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
163
+ assert_equals buy_1.state, JIJI::Position::STATE_START
164
+ assert_equals buy_1.date, time_1
165
+ assert_equals buy_1.fix_date, nil
166
+ assert_equals buy_1.count, 1
167
+ assert_equals buy_1.price, 1000500
168
+ assert_equals buy_1.current_price, 1001500
169
+ assert_equals buy_1.profit_or_loss, 1000
170
+
171
+ assert_equals @operator.profit_or_loss, -1500
172
+ assert_equals @operator.fixed_profit_or_loss, -2500
173
+ assert_equals @operator.positions.length, 1
174
+ assert_equals @operator.win_rate, 0.0
175
+
176
+ # 新規買い
177
+ buy_2 = @operator.buy 2
178
+ assert_equals buy_2.sell_or_buy, JIJI::Position::BUY
179
+ assert_equals buy_2.state, JIJI::Position::STATE_START
180
+ assert_equals buy_2.date, time_4
181
+ assert_equals buy_2.fix_date, nil
182
+ assert_equals buy_2.count, 2
183
+ assert_equals buy_2.price, 2004000
184
+ assert_equals buy_2.current_price, 2003000
185
+ assert_equals buy_2.profit_or_loss, -1000
186
+
187
+ assert_equals @operator.profit_or_loss, -2500
188
+ assert_equals @operator.fixed_profit_or_loss, -2500
189
+ assert_equals @operator.positions.length, 2
190
+ assert_equals @operator.win_rate, 0.0
191
+
192
+
193
+ # レートを更新
194
+ rates = JIJI::Rates.new( pair_infos, {
195
+ :EURJPY => Rate.new( 100.20,100.25,-200,200,5 )
196
+ })
197
+ time_5 = rates.time
198
+ @operator.next_rates( rates )
199
+
200
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
201
+ assert_equals sell_1.state, JIJI::Position::STATE_FIXED
202
+ assert_equals sell_1.date, time_1
203
+ assert_equals sell_1.fix_date, time_3
204
+ assert_equals sell_1.count, 1
205
+ assert_equals sell_1.price, 1000000
206
+ assert_equals sell_1.current_price, 1002500
207
+ assert_equals sell_1.profit_or_loss, -2500
208
+
209
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
210
+ assert_equals buy_1.state, JIJI::Position::STATE_START
211
+ assert_equals buy_1.date, time_1
212
+ assert_equals buy_1.fix_date, nil
213
+ assert_equals buy_1.count, 1
214
+ assert_equals buy_1.price, 1000500
215
+ assert_equals buy_1.current_price, 1002000
216
+ assert_equals buy_1.profit_or_loss, 1500
217
+
218
+ assert_equals buy_2.sell_or_buy, JIJI::Position::BUY
219
+ assert_equals buy_2.state, JIJI::Position::STATE_START
220
+ assert_equals buy_2.date, time_4
221
+ assert_equals buy_2.fix_date, nil
222
+ assert_equals buy_2.count, 2
223
+ assert_equals buy_2.price, 2004000
224
+ assert_equals buy_2.current_price, 2004000
225
+ assert_equals buy_2.profit_or_loss, 0
226
+
227
+ assert_equals @operator.profit_or_loss, -1000
228
+ assert_equals @operator.fixed_profit_or_loss, -2500
229
+ assert_equals @operator.positions.length, 2
230
+ assert_equals @operator.win_rate, 0.0
231
+
232
+
233
+ @operator.commit(buy_1)
234
+ @operator.commit(buy_2)
235
+
236
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
237
+ assert_equals sell_1.state, JIJI::Position::STATE_FIXED
238
+ assert_equals sell_1.date, time_1
239
+ assert_equals sell_1.fix_date, time_3
240
+ assert_equals sell_1.count, 1
241
+ assert_equals sell_1.price, 1000000
242
+ assert_equals sell_1.current_price, 1002500
243
+ assert_equals sell_1.profit_or_loss, -2500
244
+
245
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
246
+ assert_equals buy_1.state, JIJI::Position::STATE_FIXED
247
+ assert_equals buy_1.date, time_1
248
+ assert_equals buy_1.fix_date, time_5
249
+ assert_equals buy_1.count, 1
250
+ assert_equals buy_1.price, 1000500
251
+ assert_equals buy_1.current_price, 1002000
252
+ assert_equals buy_1.profit_or_loss, 1500
253
+
254
+ assert_equals buy_2.sell_or_buy, JIJI::Position::BUY
255
+ assert_equals buy_2.state, JIJI::Position::STATE_FIXED
256
+ assert_equals buy_2.date, time_4
257
+ assert_equals buy_2.fix_date, time_5
258
+ assert_equals buy_2.count, 2
259
+ assert_equals buy_2.price, 2004000
260
+ assert_equals buy_2.current_price, 2004000
261
+ assert_equals buy_2.profit_or_loss, 0
262
+
263
+ assert_equals @operator.profit_or_loss, -1000
264
+ assert_equals @operator.fixed_profit_or_loss, -1000
265
+ assert_equals @operator.positions.length, 0
266
+ assert_equals @operator.win_rate, 1.0/3
267
+
268
+ rates = JIJI::Rates.new( pair_infos, {
269
+ :EURJPY => Rate.new( 100.30,100.35,-200,200,6 )
270
+ })
271
+ @operator.next_rates( rates )
272
+
273
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
274
+ assert_equals sell_1.state, JIJI::Position::STATE_FIXED
275
+ assert_equals sell_1.date, time_1
276
+ assert_equals sell_1.fix_date, time_3
277
+ assert_equals sell_1.count, 1
278
+ assert_equals sell_1.price, 1000000
279
+ assert_equals sell_1.current_price, 1002500
280
+ assert_equals sell_1.profit_or_loss, -2500
281
+
282
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
283
+ assert_equals buy_1.state, JIJI::Position::STATE_FIXED
284
+ assert_equals buy_1.date, time_1
285
+ assert_equals buy_1.fix_date, time_5
286
+ assert_equals buy_1.count, 1
287
+ assert_equals buy_1.price, 1000500
288
+ assert_equals buy_1.current_price, 1002000
289
+ assert_equals buy_1.profit_or_loss, 1500
290
+
291
+ assert_equals buy_2.sell_or_buy, JIJI::Position::BUY
292
+ assert_equals buy_2.state, JIJI::Position::STATE_FIXED
293
+ assert_equals buy_2.date, time_4
294
+ assert_equals buy_2.fix_date, time_5
295
+ assert_equals buy_2.count, 2
296
+ assert_equals buy_2.price, 2004000
297
+ assert_equals buy_2.current_price, 2004000
298
+ assert_equals buy_2.profit_or_loss, 0
299
+
300
+ assert_equals @operator.profit_or_loss, -1000
301
+ assert_equals @operator.fixed_profit_or_loss, -1000
302
+ assert_equals @operator.positions.length, 0
303
+ assert_equals @operator.win_rate, 1.0/3
304
+
305
+ end
306
+
307
+ # stopのテスト。
308
+ def test_stop
309
+
310
+ pair_infos = {
311
+ ClickClient::FX::EURJPY => Info.new( 10000 )
312
+ }
313
+
314
+ # レートを挿入
315
+ rates = JIJI::Rates.new( pair_infos, {
316
+ :EURJPY => Rate.new( 100.0,100.05,-200,200,1 )
317
+ })
318
+ time_1 = rates.time
319
+ @operator.next_rates( rates )
320
+ assert_equals @operator.profit_or_loss, 0
321
+ assert_equals @operator.positions, {}
322
+
323
+ # 購入
324
+ sell_1 = @operator.sell 1
325
+ buy_1 = @operator.buy 1
326
+
327
+
328
+ # レートを更新
329
+ rates = JIJI::Rates.new( pair_infos, {
330
+ :EURJPY => Rate.new( 100.05,100.10,-200,200,2 )
331
+ })
332
+ @operator.next_rates( rates )
333
+
334
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
335
+ assert_equals sell_1.state, JIJI::Position::STATE_START
336
+ assert_equals sell_1.date, time_1
337
+ assert_equals sell_1.fix_date, nil
338
+ assert_equals sell_1.count, 1
339
+ assert_equals sell_1.price, 1000000
340
+ assert_equals sell_1.current_price, 1001000
341
+ assert_equals sell_1.profit_or_loss, -1000
342
+
343
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
344
+ assert_equals buy_1.state, JIJI::Position::STATE_START
345
+ assert_equals buy_1.date, time_1
346
+ assert_equals buy_1.fix_date, nil
347
+ assert_equals buy_1.count, 1
348
+ assert_equals buy_1.price, 1000500
349
+ assert_equals buy_1.current_price, 1000500
350
+ assert_equals buy_1.profit_or_loss, 0
351
+
352
+ @operator.stop
353
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
354
+ assert_equals sell_1.state, JIJI::Position::STATE_LOST
355
+ assert_equals sell_1.date, time_1
356
+ assert_equals sell_1.fix_date, nil
357
+ assert_equals sell_1.count, 1
358
+ assert_equals sell_1.price, 1000000
359
+ assert_equals sell_1.current_price, 1001000
360
+ assert_equals sell_1.profit_or_loss, -1000
361
+
362
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
363
+ assert_equals buy_1.state, JIJI::Position::STATE_LOST
364
+ assert_equals buy_1.date, time_1
365
+ assert_equals buy_1.fix_date, nil
366
+ assert_equals buy_1.count, 1
367
+ assert_equals buy_1.price, 1000500
368
+ assert_equals buy_1.current_price, 1000500
369
+ assert_equals buy_1.profit_or_loss, 0
370
+
371
+ end
372
+
373
+ # スワップのテスト
374
+ def test_swap
375
+
376
+ pair_infos = {
377
+ ClickClient::FX::EURJPY => Info.new( 10000 )
378
+ }
379
+
380
+ # レートを挿入
381
+ rates = JIJI::Rates.new( pair_infos, {
382
+ :EURJPY => Rate.new( 100.05,100.10,-200,200, Time.local( 2000, 1, 1, 0, 0, 0 ) )
383
+ }, Time.local( 2000, 1, 1, 0, 0, 0 ))
384
+ @operator.next_rates( rates )
385
+
386
+ # 取引
387
+ sell_1 = @operator.sell 1
388
+ assert_equals sell_1.sell_or_buy, JIJI::Position::SELL
389
+ assert_equals sell_1.price, 1000500
390
+ assert_equals sell_1.current_price, 1001000
391
+ assert_equals sell_1.profit_or_loss, -500
392
+ assert_equals sell_1.swap, 0
393
+
394
+ buy_1 = @operator.buy 1
395
+ assert_equals buy_1.sell_or_buy, JIJI::Position::BUY
396
+ assert_equals buy_1.price, 1001000
397
+ assert_equals buy_1.current_price, 1000500
398
+ assert_equals buy_1.profit_or_loss, -500
399
+ assert_equals buy_1.swap, 0
400
+
401
+
402
+ # レートを更新
403
+ rates = JIJI::Rates.new( pair_infos, {
404
+ :EURJPY => Rate.new( 100.05,100.10,-200,200,Time.local( 2000, 1, 1, 3, 59, 59 ) )
405
+ }, Time.local( 2000, 1, 1, 3, 59, 59 ))
406
+ @operator.next_rates( rates )
407
+
408
+ # 時間前なので、スワップは更新されない
409
+ assert_equals sell_1.swap, 0
410
+ assert_equals buy_1.swap, 0
411
+
412
+ # レートを更新
413
+ rates = JIJI::Rates.new( pair_infos, {
414
+ :EURJPY => Rate.new( 100.05,100.10,-200,200,Time.local( 2000, 1, 1, 5, 0, 0 ) )
415
+ },Time.local( 2000, 1, 1, 5, 0, 0 ))
416
+ @operator.next_rates( rates )
417
+
418
+ # スワップが+される
419
+ assert_equals sell_1.swap, -200
420
+ assert_equals buy_1.swap, 200
421
+
422
+
423
+ # レートを更新
424
+ rates = JIJI::Rates.new( pair_infos, {
425
+ :EURJPY => Rate.new( 100.05,100.10,-200,200,Time.local( 2000, 1, 1, 5, 0, 0 ) )
426
+ },Time.local( 2000, 1, 1, 5, 0, 0 ))
427
+ @operator.next_rates( rates )
428
+
429
+ # スワップはそのまま
430
+ assert_equals sell_1.swap, -200
431
+ assert_equals sell_1.current_price, 1001000
432
+ assert_equals sell_1.profit_or_loss, -700
433
+ assert_equals buy_1.swap, 200
434
+ assert_equals buy_1.current_price, 1000500
435
+ assert_equals buy_1.profit_or_loss, -300
436
+
437
+ # レートを更新
438
+ rates = JIJI::Rates.new( pair_infos, {
439
+ :EURJPY => Rate.new( 100.05,100.10,-200,200,Time.local( 2000, 1, 1, 5, 10, 0 ) )
440
+ },Time.local( 2000, 1, 1, 5, 10, 0 ))
441
+ @operator.next_rates( rates )
442
+
443
+ # スワップはそのまま
444
+ assert_equals sell_1.swap, -200
445
+ assert_equals sell_1.current_price, 1001000
446
+ assert_equals sell_1.profit_or_loss, -700
447
+ assert_equals buy_1.swap, 200
448
+ assert_equals buy_1.current_price, 1000500
449
+ assert_equals buy_1.profit_or_loss, -300
450
+
451
+
452
+ # さらに取引
453
+ sell_2 = @operator.sell 1
454
+ assert_equals sell_2.sell_or_buy, JIJI::Position::SELL
455
+ assert_equals sell_2.price, 1000500
456
+ assert_equals sell_2.current_price, 1001000
457
+ assert_equals sell_2.profit_or_loss, -500
458
+ assert_equals sell_2.swap, 0
459
+
460
+
461
+ # レートを更新
462
+ rates = JIJI::Rates.new( pair_infos, {
463
+ :EURJPY => Rate.new( 100.05,100.10,-200,200,Time.local( 2000, 1, 1, 12, 0, 0 ) )
464
+ },Time.local( 2000, 1, 1, 12, 0, 0 ))
465
+ @operator.next_rates( rates )
466
+ # スワップはそのまま
467
+ assert_equals sell_1.swap, -200
468
+ assert_equals buy_1.swap, 200
469
+ assert_equals sell_2.swap, 0
470
+
471
+
472
+ # レートを更新
473
+ rates = JIJI::Rates.new( pair_infos, {
474
+ :EURJPY => Rate.new( 100.05,100.10,-200,200,Time.local( 2000, 1, 2, 3, 0, 0 ) )
475
+ },Time.local( 2000, 1, 2, 3, 0, 0 ))
476
+ @operator.next_rates( rates )
477
+ # スワップはそのまま
478
+ assert_equals sell_1.swap, -200
479
+ assert_equals buy_1.swap, 200
480
+ assert_equals sell_2.swap, 0
481
+
482
+ # レートを更新
483
+ rates = JIJI::Rates.new( pair_infos, {
484
+ :EURJPY => Rate.new( 100.05,100.10,-100,100,Time.local( 2000, 1, 2, 5, 0, 10 ) )
485
+ },Time.local( 2000, 1, 2, 5, 0, 10 ))
486
+ @operator.next_rates( rates )
487
+ # スワップも更新される
488
+ assert_equals sell_1.swap, -300
489
+ assert_equals sell_1.current_price, 1001000
490
+ assert_equals sell_1.profit_or_loss, -800
491
+ assert_equals buy_1.swap, 300
492
+ assert_equals buy_1.current_price, 1000500
493
+ assert_equals buy_1.profit_or_loss, -200
494
+ assert_equals sell_2.swap, -100
495
+ assert_equals sell_2.current_price, 1001000
496
+ assert_equals sell_2.profit_or_loss, -600
497
+
498
+ end
499
+
500
+
501
+ end