public void SerializeDeserilize()
{
// setup imbalance
const string s = "IBM";
const string e = "NYSE";
const int x = 500000;
const int t = 1550;
const int p = 1540;
const int px = 400000;
Imbalance i = new ImbalanceImpl(s, e, x, t, px, p, 999);
// verify it's valid
Assert.IsTrue(i.isValid);
// serialize it
string msg = ImbalanceImpl.Serialize(i);
// deserialize it somewhere else
Imbalance ni = ImbalanceImpl.Deserialize(msg);
// make sure it's valid
Assert.IsTrue(ni.isValid);
// verify it's the same
Assert.AreEqual(i.Symbol, ni.Symbol);
Assert.AreEqual(i.Exchange, ni.Exchange);
Assert.AreEqual(i.PrevImbalance, ni.PrevImbalance);
Assert.AreEqual(i.PrevTime, ni.PrevTime);
Assert.AreEqual(i.ThisImbalance, ni.ThisImbalance);
Assert.AreEqual(i.ThisTime, ni.ThisTime);
Assert.AreEqual(i.InfoImbalance, ni.InfoImbalance);
}
public void Performance()
{
const int OPS = 10000;
Imbalance[] imbs = SampleImbalanceData(OPS);
DateTime start = DateTime.Now;
bool v = true;
for (int i = 0; i < OPS; i++)
{
Imbalance im = ImbalanceImpl.Deserialize(ImbalanceImpl.Serialize(imbs[i]));
v &= im.ThisImbalance == imbs[i].ThisImbalance;
}
double time = DateTime.Now.Subtract(start).TotalSeconds;
Assert.IsTrue(v);
Assert.LessOrEqual(time, .15);
Console.WriteLine(string.Format("Imbalance performance: {0:n2} {1:n0}i/s", time, OPS / time));
}
