public CandleForDb(int ticker, int pointCost, CandleData candle)
{
this.ticker = ticker;
time = candle.timeOpen;
open = candle.open;
HLC = candle.GetHlcOffset16(pointCost);
}
private string MakeInsertCommand(CandleData candle, int ticker)
{
int pointCost;
if (!pointCostByTicker.TryGetValue(ticker, out pointCost))
return string.Empty;
return string.Format("exec {0} @ticker={1}, @date='{2:yyyyMMdd HH:mm}', " +
"@open={3}, @HLC={4}",
ProcUpsertQuoteRecord,
ticker, candle.timeOpen, candle.open.ToStringUniform(), candle.GetHlcOffset16(pointCost));
//return string.Format("if exists (select * from QUOTE where ticker={0} and date='{1:yyyyMMdd HH:mm}') begin " +
// " update QUOTE set [open]={2}, HLC={3} end else begin " +
// "insert into QUOTE (ticker, date, [open], HLC) values (" +
// "{0}, '{1:yyyyMMdd HH:mm}', {2}, {3}) end",
// ticker,
// candle.timeOpen, candle.open.ToStringUniform(), candle.GetHlcOffset(pointCost));
}
public void TestHlcFormat()
{
var candleData = new CandleData
{
open = (float) 1.2345,
high = (float) 1.2355,
low = (float) 1.2335,
close = (float) 1.2344
};
var offset = candleData.GetHlcOffset(VersePointValue);
Assert.AreEqual(0x7E7589, offset, "TestHlcFormat: GetHlcOffset error");
var line = candleData.GetHlcOffsetHEX(VersePointValue);
Assert.AreEqual("7E7589", line, "TestHlcFormat: GetHlcOffsetHEX error");
var offset16 = candleData.GetHlcOffset16(VersePointValue);
Assert.AreEqual(0x7F9B8063, offset16, "TestHlcFormat: GetHlcOffset16 error");
var line16 = candleData.GetHlcOffsetHEX16(VersePointValue);
Assert.AreEqual("7F9B8063", line16, "TestHlcFormat: GetHlcOffsetHEX16 error");
var candle = new CandleData {open = candleData.open};
candle.MakeHlcFromOffset(offset, VersePointValue);
Assert.AreEqual(candleData.high, candle.high, 0.00001, "TestHlcFormat: MakeHlcFromOffset error (high)");
Assert.AreEqual(candleData.low, candle.low, 0.00001, "TestHlcFormat: MakeHlcFromOffset error (low)");
Assert.AreEqual(candleData.close, candle.close, 0.00001, "TestHlcFormat: MakeHlcFromOffset error (close)");
candle.MakeHlcFromOffsetHEX(line, VersePointValue);
Assert.AreEqual(candleData.high, candle.high, 0.00001, "TestHlcFormat: MakeHlcFromOffsetHEX error (high)");
Assert.AreEqual(candleData.low, candle.low, 0.00001, "TestHlcFormat: MakeHlcFromOffsetHEX error (low)");
Assert.AreEqual(candleData.close, candle.close, 0.00001, "TestHlcFormat: MakeHlcFromOffsetHEX error (close)");
candle.MakeHlcFromOffset16(offset16, VersePointValue);
Assert.AreEqual(candleData.high, candle.high, 0.00001, "TestHlcFormat: MakeHlcFromOffset16 error (high)");
Assert.AreEqual(candleData.low, candle.low, 0.00001, "TestHlcFormat: MakeHlcFromOffset16 error (low)");
candle.MakeHlcFromOffsetHEX16(line16, VersePointValue);
Assert.AreEqual(candleData.high, candle.high, 0.00001, "TestHlcFormat: MakeHlcFromOffset16 error (high)");
Assert.AreEqual(candleData.low, candle.low, 0.00001, "TestHlcFormat: MakeHlcFromOffset16 error (low)");
}