public void CreateRead()
{
_readdata.Clear();
_readdata2.Clear();
_file = TikWriter.SafeFilename(Sym, _path, Date);
TestTikWriterReader.Removefile(_file);
{
TickImpl[] data = RandomTicks.GenerateSymbol(Sym, Maxticks).Select(x => (TickImpl)x).ToArray();
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
data[i].Date = Date;
data[i].Time = Util.DT2FT(DateTime.Now);
ta.NewTick(data[i]);
}
ta.Stop();
// read file back in from file
TikReader tr = new TikReader(_file);
tr.GotTick += tr_gotTick;
while (tr.NextTick())
{
}
// verify length
Assert.Equal(data.Length, _readdata.Count);
// verify content
bool equal = true;
for (int i = 0; i < Maxticks; i++)
{
equal &= data[i].Trade == _readdata[i].Trade;
}
tr.Close();
_readdata.Clear();
Assert.True(equal, "ticks did not matched archive.");
TestTikWriterReader.Removefile(_file);
}
}
public void Multiday()
{
_readdata.Clear();
_readdata2.Clear();
int d = 20100223;
int t = 235900;
int t1 = 0;
const decimal p = 50;
int s = 100;
string file1 = TikWriter.SafeFilename(Sym, _path, d);
TestTikWriterReader.Removefile(file1);
string file2 = TikWriter.SafeFilename(Sym, _path, d + 1);
TestTikWriterReader.Removefile(file2);
Tick[] data =
{
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
// day two
TickImpl.NewTrade(Sym, ++d, t1++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t1++, p, s, string.Empty),
};
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
ta.NewTick(data[i]);
}
ta.Stop();
// read file back in from files
if (System.IO.File.Exists(file1))
{
TikReader tr = new TikReader(file1);
tr.GotTick += tr_gotTick;
while (tr.NextTick())
{
;
}
tr.Close();
}
if (System.IO.File.Exists(file2))
{
TikReader tr2 = new TikReader(file2);
tr2.GotTick += tr2_gotTick;
while (tr2.NextTick())
{
;
}
tr2.Close();
}
// verify length
Assert.Equal(5, _readdata2.Count);
Assert.Equal(5, _readdata.Count);
TestTikWriterReader.Removefile(file1);
TestTikWriterReader.Removefile(file2);
}
