test_Slippage.cpp

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/*
 * test_Slippage.cpp
 *
 *  Created on: 2013-3-21
 *      Author: fasiondog
 */

#ifdef TEST_ALL_IN_ONE
    #include <boost/test/unit_test.hpp>
#else
    #define BOOST_TEST_MODULE test_hikyuu_trade_sys_suite
    #include <boost/test/unit_test.hpp>
#endif

#include <hikyuu/StockManager.h>
#include <hikyuu/trade_sys/slippage/SlippageBase.h>

using namespace hku;

class SlippageTest: public SlippageBase {
public:
    SlippageTest(): SlippageBase("SlippageTest"), m_x(0) {}
    virtual ~SlippageTest() {}

    virtual price_t getRealBuyPrice(const Datetime& datetime, price_t price) {
        return m_x < 10 ? 0.0 : 1.0;
    }

    virtual price_t getRealSellPrice(const Datetime& datetime, price_t price) {
        return m_x < 10 ? 0.0 : 1.0;
    }

    virtual void _reset() {
        m_x = 0;
    }

    virtual SlippagePtr _clone() {
        SlippageTest *p = new SlippageTest;
        p->m_x = m_x;
        return SlippagePtr(p);
    }

    virtual void _calculate() {}

    int getX() const { return m_x;}
    void setX(int x) { m_x = x; }

private:
    int m_x;
};

BOOST_AUTO_TEST_CASE( test_Slippage) {
    SlippagePtr p(new SlippageTest);
    BOOST_CHECK(p->name() == "SlippageTest");
    BOOST_CHECK(p->getRealBuyPrice(Datetime(200101010000), 1.0) == 0.0);
    BOOST_CHECK(p->getRealSellPrice(Datetime(200101010000), 1.0) == 0.0);
    SlippageTest *p_src = (SlippageTest *)p.get();
    BOOST_CHECK(p_src->getX() == 0);

    p_src->setX(10);
    BOOST_CHECK(p->getRealBuyPrice(Datetime(200101010000), 1.0) == 1.0);
    BOOST_CHECK(p->getRealSellPrice(Datetime(200101010000), 1.0) == 1.0);
    BOOST_CHECK(p_src->getX() == 10);
    p->reset();
    BOOST_CHECK(p_src->getX() == 0);

    p_src->setX(10);
    SlippagePtr p_clone = p->clone();
    BOOST_CHECK(p_clone->name() == "SlippageTest");
    p_src = (SlippageTest *)p_clone.get();
    BOOST_CHECK(p_src->getX() == 10);
    BOOST_CHECK(p != p_clone);
}