public void AggregatesUntilNull()
{
var time = new DateTime(2015, 10, 20);
var underlying = Enumerable.Range(0, 5).Select(x => new Tick { Time = time }).ToList();
underlying.AddRange(new Tick[] { null, null, null });
var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), Symbols.SPY);
Assert.IsTrue(aggregator.MoveNext());
Assert.IsNotNull(aggregator.Current);
Assert.AreEqual(5, aggregator.Current.Data.Count);
}
public void AggregatesUntilTimeChange()
{
var time = new DateTime(2015, 10, 20);
var underlying = Enumerable.Range(0, 5).Select(x => new Tick { Time = time }).ToList();
underlying.AddRange(Enumerable.Range(0, 5).Select(x => new Tick {Time = time.AddSeconds(1)}));
var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), "underlying");
Assert.IsTrue(aggregator.MoveNext());
Assert.IsNotNull(aggregator.Current);
Assert.AreEqual(5, aggregator.Current.Data.Count);
}
public void AggregatesUntilNull()
{
var time = new DateTime(2015, 10, 20);
var underlying = Enumerable.Range(0, 5).Select(x => new Tick {
Time = time
}).ToList();
underlying.AddRange(new Tick[] { null, null, null });
var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), Symbols.SPY);
Assert.IsTrue(aggregator.MoveNext());
Assert.IsNotNull(aggregator.Current);
Assert.AreEqual(5, aggregator.Current.Data.Count);
}
public void AggregatesUntilTimeChange()
{
var time = new DateTime(2015, 10, 20);
var underlying = Enumerable.Range(0, 5).Select(x => new Tick {
Time = time
}).ToList();
underlying.AddRange(Enumerable.Range(0, 5).Select(x => new Tick {
Time = time.AddSeconds(1)
}));
var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), "underlying");
Assert.IsTrue(aggregator.MoveNext());
Assert.IsNotNull(aggregator.Current);
Assert.AreEqual(5, aggregator.Current.Data.Count);
}
