public void PriceValuesAreMerged()
{
DateTime dt = new DateTime(2017, 1, 1);
// Case 1: Update values are taken
//
var target = new FeedCandle()
{
Open = 2, Close = 3, High = 4, Low = 1, IsBuy = true, DateTime = dt
};
var update = new FeedCandle()
{
Open = 3, Close = 2, High = 5, Low = 0.1, IsBuy = true, DateTime = dt
};
IFeedCandle merged = target.MergeWith(update);
Assert.Equal(update.Open, merged.Open);
Assert.Equal(update.Close, merged.Close);
Assert.Equal(update.High, merged.High);
Assert.Equal(update.Low, merged.Low);
Assert.True(merged.IsBuy);
Assert.Equal(merged.DateTime, dt);
// Case 2: Target values are preserved
//
update = new FeedCandle()
{
Open = 3, Close = 2, High = 3, Low = 2, IsBuy = true, DateTime = dt
};
merged = target.MergeWith(update);
Assert.Equal(target.High, merged.High);
Assert.Equal(target.Low, merged.Low);
}
public void MergingCandlesWithDiffTimeIsUnsupported()
{
var target = new FeedCandle()
{
Open = 2, Close = 3, High = 4, Low = 1, IsBuy = true, DateTime = new DateTime(2017, 1, 1)
};
var update = new FeedCandle()
{
Open = 3, Close = 2, High = 5, Low = 0.1, IsBuy = true, DateTime = new DateTime(2017, 1, 2)
};
Assert.Throws(typeof(InvalidOperationException), () => target.MergeWith(update));
}