Beispiel #1
0
        public void SimpleTick()
        {
            var securityName = "TEST";
            var currencyName = "USD";

            var startingPortfolio = new Portfolio();
            var market            = new HistoricalMarket(TimeSpan.FromHours(1), startingPortfolio, 0);

            var csvName = "test.csv";

            GenerateConstantDataCsv(csvName, 100, 100, TimeSpan.FromHours(1));
            market.LoadDataFromCsv(csvName, securityName, currencyName);

            var last = market.GetLastPrice();

            Assert.IsNull(last);

            last = market.Tick();
            Assert.IsNotNull(last);
            Assert.IsNotNull(last[securityName]);
            Assert.IsTrue(last[securityName].Price > 0);

            var firstTickTime = last[securityName].Timestamp;

            last = market.Tick();
            Assert.IsNotNull(last);
            Assert.IsNotNull(last[securityName]);
            Assert.IsTrue(last[securityName].Price > 0);

            Assert.IsTrue((last[securityName].Timestamp - firstTickTime).TotalHours == 1);
        }