unageanu-jiji 0.1.0

data/test/test_SingleClickClient.rb

@@ -0,0 +1,115 @@
+#!/usr/bin/ruby
+
+$: << "../lib"
+
+
+require "runit/testcase"
+require "runit/cui/testrunner"
+require "jiji/configuration"
+require "jiji/single_click_client"
+require "testutils.rb"
+require 'logger'
+require 'csv'
+
+
+#==SingleClickClientのテスト。
+class SingleClickClientTest <  RUNIT::TestCase
+
+  include Test::Constants
+
+  def setup
+    l = Logger.new STDOUT
+    @c = JIJI::SingleClickClient.new( ACCOUNT, CONF, l )
+  end
+
+  def teardown
+    @c.close
+  end
+
+  # 正常系のテスト
+  def test_basic
+    3.times {
+      assert( @c.request {|fx|
+        sleep 5
+        fx.list_currency_pairs
+      }.size > 0 )
+    }
+  end
+
+  # リクエストでエラーとなった場合の操作
+  def test_request_error
+    begin
+      @c.request {|fx|
+        fx.list_orders( 1000 ) # エラーコードが不正。
+      }
+      fail
+    rescue RuntimeError
+    end
+
+    # エラー後もリクエストを処理できる。
+    3.times {
+      assert( @c.request {|fx|
+        sleep 5
+        fx.list_currency_pairs
+      }.size > 0)
+    }
+  end
+
+  # out of sessionで再ログインのテスト
+  def test_out_of_session
+    init = false
+    @c.request {|fx|
+      begin
+        raise "fail.Out Of Session." unless init
+      ensure
+        init = true
+      end
+    }
+
+    # エラー後もリクエストを処理できる。
+    3.times {
+      assert( @c.request {|fx|
+        sleep 5
+        fx.list_currency_pairs
+      }.size > 0)
+    }
+  end
+
+  # 接続時にエラーになった場合
+  # ログ出力がされることを確認。
+  def test_login_error
+    l = Logger.new STDOUT
+
+    # 接続先が不正
+    conf = JIJI::Configuration.new
+    conf.set [:securities,:host], "notfound.com"
+    c = JIJI::SingleClickClient.new( ACCOUNT, conf, l ) # エラーは発生しない。
+
+    # 接続失敗状態でリクエストを送付すると、常に接続失敗の例外が返される。
+    3.times {
+      begin
+        c.request {|fx| fx.list_currency_pairs }
+        fail
+      rescue JIJI::FatalError
+        assert_equals JIJI::ERROR_NOT_CONNECTED, $!.code
+      end
+    }
+    c.close
+    
+    # アカウントが不正
+    account = Struct.new(:user,:password).new( "illegal", "illegal" )
+    c = JIJI::SingleClickClient.new( account, CONF, l )
+    
+    # 接続失敗状態でリクエストを送付すると、常に接続失敗の例外が返される。
+    3.times {
+      begin
+        c.request {|fx| fx.list_currency_pairs }
+        fail
+      rescue JIJI::FatalError
+        assert_equals JIJI::ERROR_NOT_CONNECTED, $!.code
+      end
+    }
+    c.close
+    
+  end
+end

data/test/test_SynchronizeInterceptor.rb

@@ -0,0 +1,75 @@
+#!/usr/bin/ruby
+
+$: << "../lib"
+
+require "runit/testcase"
+require "runit/cui/testrunner"
+require 'rubygems'
+require 'needle'
+require 'jiji/util/synchronize_interceptor'
+require 'fileutils'
+
+class SynchronizeInterceptorTest <  RUNIT::TestCase
+  
+  def setup
+    @dir = File.dirname(__FILE__) + "/CSVTest.tmp"
+    FileUtils.mkdir_p @dir    
+  end
+
+  def teardown
+    FileUtils.rm_rf @dir
+  end
+
+  def test_basic
+    
+    # レジストリ
+    p = proc {
+      5.times {|i| print "#{i},"; sleep 0.1 }
+    }
+    registry = Needle::Registry.define {|builder|
+      builder.loop_no { p }
+      builder.loop_x1 { p }
+      builder.loop_x2 { p }
+      builder.loop_y1 { p }
+      builder.loop_y2 { p }
+    }
+    
+    # インターセプタを適用
+    registry.intercept( :loop_x1 ).with { SynchronizeInterceptor }.with_options( :id=>"x" )
+    registry.intercept( :loop_x2 ).with { SynchronizeInterceptor }.with_options( :id=>"x" )
+    registry.intercept( :loop_y1 ).with { SynchronizeInterceptor }.with_options( :id=>"y" )
+    registry.intercept( :loop_y2 ).with { SynchronizeInterceptor }.with_options( :id=>"y" )
+    
+    loops = [
+      :loop_no, :loop_x1, :loop_x2, :loop_y1, :loop_y2
+    ]
+    loops.each {|a|
+      loops.each {|b|
+        puts "\n\n---#{a} x #{b}"
+        [registry[a],registry[b]].map {|x|
+          Thread.fork(x) {|l| l.call }
+        }.each{|t| t.value }
+      }
+    }
+  end
+  
+  # 同じインターセプタが2重に適用されている場合のテスト
+  def test_dual
+    registry = Needle::Registry.new {|r|
+        r.register( :a ) {
+          proc { puts "aaa" }
+        }
+        r.register( :b ) {
+          a = r.a
+          proc { a.call; puts "bbb" }
+        }
+    }
+    registry.intercept( :a ).with { SynchronizeInterceptor }.with_options( :id=>"x" )
+    registry.intercept( :b ).with { SynchronizeInterceptor }.with_options( :id=>"x" )
+    
+    b = registry.b
+    3.times{|i| b.call }
+  end
+ 
+  
+end

data/test/test_TradeResultDao.rb

@@ -0,0 +1,487 @@
+#!/usr/bin/ruby
+
+$: << "../lib"
+
+
+require "runit/testcase"
+require "runit/cui/testrunner"
+require 'jiji/dao/trade_result_dao'
+require 'jiji/operator'
+require 'fileutils'
+require 'rubygems'
+require "testutils"
+
+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 = {
+      ClickClient::FX::USDJPY => Info.new( 10000 ),
+      ClickClient::FX::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 = {
+       :open_interest_no=>"",
+       :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,
+       :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 = {
+      ClickClient::FX::USDJPY => Info.new( 10000 ),
+      ClickClient::FX::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 = {
+       :open_interest_no=>"",
+       :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,
+       :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