profit and loss invocation

AlgoTrader · Sep 4, 2012 · a5fd41f · a5fd41f
1 parent bf82fc6
commit a5fd41f
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Showing 5 changed files with 87 additions and 10 deletions.
diff --git a/lib/emulator_core.js b/lib/emulator_core.js
@@ -192,15 +192,15 @@ Emulator.prototype.handleGetMarketProfitAndLoss = function(req, res, cb) {
         currencyCode : 'USD', // get from prices later, for now USD
         includesSettledBets : false,
         includesBspBets : false,
-        marketId : req.request.marketId || '0',
+        marketId : req.request.marketID || '0',
         marketName : "Emulated Market " + (req.request.marketId || '0'),
         marketStatus : "INVALID",
         unit : "N/A"
     };
     setResponseHeader(req.request, res.response);
 
     // check marketId
-    var marketId = req.request.marketId;
+    var marketId = req.request.marketID;
     if (!marketId || !self.markets[marketId]) {
         // no market in emulator
         res.xmlResponseBody = encoder.encode(res.action, res.response);
@@ -210,7 +210,7 @@ Emulator.prototype.handleGetMarketProfitAndLoss = function(req, res, cb) {
 
     // handle invocation
     var market = self.markets[marketId];
-    market.handleGetCurrentBets(req, res, function(err, res) {
+    market.handleGetMarketProfitAndLoss(req, res, function(err, res) {
         // serialize response
         res.xmlResponseBody = encoder.encode(res.action, res.response);
         cb(null, res);

diff --git a/lib/emulator_encoder.js b/lib/emulator_encoder.js
@@ -370,19 +370,26 @@ function encodeGetMUBets(doc, result) {
 // getMarketProfitAndLoss
 function encodeGetMarketProfitAndLoss(doc, result) {
     // annotations
+    if(!result.annotations) {
+        // bets
+        doc.startElement('annotations').writeAttribute('xsi:null', '1');
+        doc.endElement();
+    } else {
+    doc.startElement('annotations').writeAttribute('xsi:type', 'n2:ArrayOfProfitAndLoss');
     for ( var i = 0; i < result.annotations.length; ++i) {
         var ann = result.annotations[i];
+        doc.startElement('n2:ProfitAndLoss').writeAttribute('xsi:type', 'n2:ProfitAndLoss');
         // futureIfWin
         doc.startElement('futureIfWin').writeAttribute('xsi:type', 'xsd:double');
         doc.text(ann.futureIfWin + '');
         doc.endElement();
         // ifWin
         doc.startElement('ifWin').writeAttribute('xsi:type', 'xsd:double');
-        doc.text(ann.ifWin + '');
+        doc.text((1*ann.ifWin).toFixed(2));
         doc.endElement();
         // selectionID
-        doc.startElement('selectionID').writeAttribute('xsi:type', 'xsd:integer');
-        doc.text(ann.selectionID);
+        doc.startElement('selectionId').writeAttribute('xsi:type', 'xsd:integer');
+        doc.text(ann.selectionId);
         doc.endElement();
         // selectionName
         doc.startElement('selectionName').writeAttribute('xsi:type', 'xsd:string');
@@ -392,6 +399,14 @@ function encodeGetMarketProfitAndLoss(doc, result) {
         doc.startElement('worstCaseIfWin').writeAttribute('xsi:type', 'xsd:double');
         doc.text(ann.worstCaseIfWin + '');
         doc.endElement();
+        // ifLoss
+        doc.startElement('ifLoss').writeAttribute('xsi:type', 'xsd:double');
+        doc.text((1*ann.ifLoss).toFixed(2));
+        doc.endElement();
+
+        doc.endElement();
+    }
+    doc.endElement();
     }
     // commissionApplied
     doc.startElement('commissionApplied').writeAttribute('xsi:type', 'xsd:double');
@@ -403,11 +418,11 @@ function encodeGetMarketProfitAndLoss(doc, result) {
     doc.endElement();
     // includesSettledBets
     doc.startElement('includesSettledBets').writeAttribute('xsi:type', 'xsd:booleang');
-    doc.text(result.includesSettledBets);
+    doc.text(result.includesSettledBets ? "true" : "false");
     doc.endElement();
     // includesBspBets
     doc.startElement('includesBspBets').writeAttribute('xsi:type', 'xsd:booleang');
-    doc.text(result.includesBspBets);
+    doc.text(result.includesBspBets ? "true" : "false");
     doc.endElement();
     // marketId
     doc.startElement('marketId').writeAttribute('xsi:type', 'xsd:integer');

diff --git a/lib/emulator_market.js b/lib/emulator_market.js
@@ -206,7 +206,46 @@ EmulatorMarket.prototype.handleGetMarketProfitAndLoss = function(req, res, cb) {
 
     console.log('EMU: market handleGetMarketProfitAndLoss', req.request);
 
-    throw new Error('Not yet supported');
+    function itemTemplate(player) {
+        return {
+            futureIfWin: '0.0',
+            ifWin: player.ifWin,
+            selectionId: player.selectionId,
+            selectionName: 'SelectionName',
+            worstCaseIfWin: '0.0',
+            ifLoss: player.ifLoss };
+    }
+
+    for(var i in self.players) {
+        self.players[i].ifWin=0;
+        self.players[i].ifLoss=0;
+    }
+
+    // calculate ifWin/ifLoss
+    for(var i in self.bets) {
+        var bet = self.bets[i];
+        var player = self.players[bet.selectionId];
+        // matched
+        var selId = bet.selectionId;
+        var matAvgPrice = bet.averageMatchedPrice();
+        var matSize = bet.matchedSize();
+        console.log('@@@',selId, matAvgPrice, matSize);
+        if(bet.betType==='L') {
+            player.ifWin -= matSize * (matAvgPrice - 1);
+            player.ifLoss += 1 * matSize;
+        } else if(bet.betType==='B') {
+            player.ifWin += matSize * (matAvgPrice - 1);
+            player.ifLoss -= 1 * matSize;
+        }
+    }
+
+    // response
+    res.response.annotations = [];
+    for(var i in self.players) {
+        res.response.annotations.push( itemTemplate(self.players[i]) );
+    }
+    res.response.errorCode = "OK";
+    setTimeout(cb, readonlyDelay, null, res);
 }
 
 EmulatorMarket.prototype.handlePlaceBets = function(req, res, cb) {

diff --git a/test/common.js b/test/common.js
@@ -161,3 +161,26 @@ exports.emulatorGetMUBets = function (data, cb)
         cb(null, data);
     });
 }
+
+//GetMarketProfitAndLoss
+exports.emulatorGetMarketProfitAndLoss = function (data, cb)
+{
+    var mark = data.market;
+    console.log('===== Call getMarketProfitAndLoss for marketId="%s" =====', mark.marketId);
+
+    var session = exports.session;
+    var inv = session.getMarketProfitAndLoss(mark.marketId, false);
+    inv.execute(function(err, res) {
+        console.log('action:', res.action, 'error:', err, 'duration:', res
+                .duration() / 1000);
+        if (err) {
+            cb(err);
+            return;
+        }
+
+        console.log( util.inspect(res.result, false, 10) );
+        console.log("errorCode:", res.result.errorCode);
+
+        cb(null, data);
+    });
+}
diff --git a/test/emulated_place_update_cancel_bets.js b/test/emulated_place_update_cancel_bets.js
@@ -149,7 +149,7 @@ function cancelBets(data, cb) {
 
 // Run the test
 var testSteps = [ common.login, common.getAllMarkets, common.selectMarket,
-        common.emulatorGetCompleteMarketPrices, placeBets, common.emulatorGetMUBets,
+        common.emulatorGetCompleteMarketPrices, placeBets, common.emulatorGetMUBets, common.emulatorGetMarketProfitAndLoss,
         cancelBets, common.emulatorGetMUBets, common.logout ];
 async.waterfall(testSteps, function(err, res) {
     if (err)