private IAppRTBSynchronizer getSynchronizer_for_updatePreMergeRTBarSeries()
{
Series <DateTime, MarketDataElement> preMergeRTBarSeries = null;
Series <DateTime, MarketDataElement> preMergeHistBarSeries = null;
Series <DateTime, MarketDataElement> TimeBarSeries = null;
DateTime RTBTime1 = new DateTime(2015, 10, 21, 9, 20, 0, DateTimeKind.Local);
DateTime RTBTime2 = new DateTime(2015, 10, 21, 9, 21, 0, DateTimeKind.Local);
DateTime RTBTime3 = new DateTime(2015, 10, 21, 9, 22, 0, DateTimeKind.Local);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime1, preMergeRTBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime2, preMergeRTBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime3, preMergeRTBarSeries);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.setTimeBarSeries(TimeBarSeries);
appMDManager.setRtbDataStartTime(RTBTime1);
IAppRTBSynchronizer synchronizer = appMDManager.getAppRTBSynchronizer();
synchronizer.preMergeHistBarSeries = preMergeHistBarSeries;
synchronizer.preMergeRTBarSeries = preMergeRTBarSeries;
synchronizer.setNeedMergeFlag(true);
synchronizer.setIsDataMerged(false);
return(synchronizer);
}
public void test_isDataReady_negative2()
{
//[Test: non-syn action and data not ready case, synchronizer.getIsDataMerged is false, synchronizer.getNeedMergeFlag is false, Timeseries is null.]
IAppRTBSynchronizer synchronizer = getAppRTBSynchronizer_for_isDataReady_negative2();
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.injectAppRTBSynchronizer(synchronizer);
Assert.IsFalse(appMDManager.isDataReady());
}
public void test_isDataReady_positive1()
{
//[Test: need syn action and data ready case, synchronizer.getIsDataMerged is true, synchronizer.getNeedMergeFlag is true.]
IAppRTBSynchronizer synchronizer = getAppRTBSynchronizer_for_isDataReady_positive1();
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.injectAppRTBSynchronizer(synchronizer);
Assert.IsTrue(appMDManager.isDataReady());
}
private IAppRTBSynchronizer getSyn_checkIsRTBarMergeNeed()
{
var mock = new Mock <IAppRTBSynchronizer>();
mock.Setup(foo => foo.isRTBarMergeNeed("true")).Returns(true);
mock.Setup(foo => foo.isRTBarMergeNeed("false")).Returns(false);
IAppRTBSynchronizer fooObj = mock.Object;
return(fooObj);
}
private IAppRTBSynchronizer getAppRTBSynchronizer_for_isDataReady_negative2()
{
var mock = new Mock <IAppRTBSynchronizer>();
mock.Setup(foo => foo.getIsDataMerged()).Returns(false);
mock.Setup(foo => foo.getNeedMergeFlag()).Returns(false);
IAppRTBSynchronizer fooObj = mock.Object;
return(fooObj);
}
public void test_mergeRTBHistDataIfValid_negative4()
{
//[Test : merge unsuccess, RTB data serie is null]
IAppRTBSynchronizer synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_negative4();
synchronizer.mergeRTBHistDataIfValid();
IAppMDManager appMDManager = synchronizer.getAppMDManager();
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.IsNull(TimeBarSeries);
Assert.AreEqual(false, synchronizer.getIsDataMerged());
}
public void test_mergeRTBHistDataIfValid_negative2()
{
//[Test : merge unsuccess, hist data is not fully loaded yet, missing the last hist data]
IAppRTBSynchronizer synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_negative2();
synchronizer.mergeRTBHistDataIfValid();
IAppMDManager appMDManager = synchronizer.getAppMDManager();
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.IsNull(TimeBarSeries);
Assert.AreEqual(false, synchronizer.getIsDataMerged());
}
public HistoricalDataManager(IBClient ibClient, Chart chart, DataGridView gridView, IBTradeApp appForm)
: base(ibClient, chart)
{
/*
* Chart historicalChart = (Chart)uiControl;
* historicalChart.Series[0]["PriceUpColor"] = "Green";
* historicalChart.Series[0]["PriceDownColor"] = "Red";
*/
this.gridView = gridView;
this.appForm = appForm;
AppStrategyManager stgManager = appForm.appStrategyManager;
this.appMDManager = stgManager.getAppMDManager();
this.RTBSynchronizer = appMDManager.getAppRTBSynchronizer();
}
public void test_isDataReady_positive2()
{
DateTime time1 = new DateTime(2015, 10, 21, 10, 0, 5, DateTimeKind.Local);
//[Test: non-syn action and data ready case, synchronizer.getIsDataMerged is false, synchronizer.getNeedMergeFlag is false, Timeseries is not null.]
Series <DateTime, MarketDataElement> TimeSeries = null;
TimeSeries = addMarketDataElementWithTimeOnlyToSeries(time1, TimeSeries);
IAppRTBSynchronizer synchronizer = getAppRTBSynchronizer_for_isDataReady_positive2();
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.injectAppRTBSynchronizer(synchronizer);
appMDManager.setTimeBarSeries(TimeSeries);
Assert.IsTrue(appMDManager.isDataReady());
}
public void test_mergeRTBHistDataIfValid_positive2()
{
//[Test : merge success, histDataSeries and RTBDataSeries is not continuous]
IAppRTBSynchronizer synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_positive2();
synchronizer.mergeRTBHistDataIfValid();
IAppMDManager appMDManager = synchronizer.getAppMDManager();
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.AreEqual(10, TimeBarSeries.KeyCount);
Assert.AreEqual(true, TimeBarSeries.TryGet(new DateTime(2015, 10, 21, 9, 15, 0, DateTimeKind.Local)).HasValue);
Assert.AreEqual(true, TimeBarSeries.TryGet(new DateTime(2015, 10, 21, 9, 23, 0, DateTimeKind.Local)).HasValue);
Assert.AreEqual(true, TimeBarSeries.TryGet(new DateTime(2015, 10, 21, 9, 24, 0, DateTimeKind.Local)).HasValue);
Assert.AreEqual(true, TimeBarSeries.TryGet(new DateTime(2015, 10, 21, 9, 26, 0, DateTimeKind.Local)).HasValue);
Assert.AreEqual(true, synchronizer.getIsDataMerged());
}
public void test_checkIsRTBarMergeNeed_negative2()
{
//[Test: non-initial and negative case, initFlag is true and isRTBarMergeNeed is false => initFlag is true, getIsRTBarMergeNeed is false]
IAppRTBSynchronizer synchronizer = getSyn_checkIsRTBarMergeNeed();
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.injectRTBInitFlag(true);
TickerInfo info = new TickerInfo();
info.startTime = "false";
appMDManager.injectAppRTBSynchronizer(synchronizer);
appMDManager.tickerInfo = info;
appMDManager.checkIsRTBarMergeNeed();
Assert.IsTrue(appMDManager.getRTBInitFlag());
Assert.IsFalse(appMDManager.getIsRTBarMergeNeed());
}
private IAppRTBSynchronizer getSynchronizer_for_mergeRTBHistDataIfValid_positive3()
{
Series <DateTime, MarketDataElement> preMergeRTBarSeries = null;
Series <DateTime, MarketDataElement> preMergeHistBarSeries = null;
Series <DateTime, MarketDataElement> TimeBarSeries = null;
DateTime histTime1 = new DateTime(2015, 10, 21, 9, 15, 0, DateTimeKind.Local);
DateTime histTime2 = new DateTime(2015, 10, 21, 9, 16, 0, DateTimeKind.Local);
DateTime histTime3 = new DateTime(2015, 10, 21, 9, 17, 0, DateTimeKind.Local);
DateTime histTime4 = new DateTime(2015, 10, 21, 9, 18, 0, DateTimeKind.Local);
DateTime histTime5 = new DateTime(2015, 10, 21, 9, 21, 0, DateTimeKind.Local);
DateTime histTime6 = new DateTime(2015, 10, 21, 9, 22, 0, DateTimeKind.Local);
DateTime histTime7 = new DateTime(2015, 10, 21, 9, 23, 0, DateTimeKind.Local);
DateTime histTime8 = new DateTime(2015, 10, 21, 9, 24, 0, DateTimeKind.Local);
DateTime RTBTime1 = new DateTime(2015, 10, 21, 9, 24, 0, DateTimeKind.Local);
DateTime RTBTime2 = new DateTime(2015, 10, 21, 9, 25, 0, DateTimeKind.Local);
DateTime RTBTime3 = new DateTime(2015, 10, 21, 9, 26, 0, DateTimeKind.Local);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime1, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime2, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime3, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime4, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime5, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime6, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime7, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime8, preMergeHistBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime1, preMergeRTBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime2, preMergeRTBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime3, preMergeRTBarSeries);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.setTimeBarSeries(TimeBarSeries);
appMDManager.setRtbDataStartTime(RTBTime1);
appMDManager.setHistDataEndTime(histTime7);
IAppRTBSynchronizer synchronizer = appMDManager.getAppRTBSynchronizer();
synchronizer.preMergeHistBarSeries = preMergeHistBarSeries;
synchronizer.preMergeRTBarSeries = preMergeRTBarSeries;
synchronizer.setNeedMergeFlag(true);
synchronizer.setIsDataMerged(false);
return(synchronizer);
}
public void test_updatePreMergeRTBarSeries()
{
DateTime validTime = new DateTime(2015, 10, 21, 9, 23, 0, DateTimeKind.Local);
DateTime invalidTime = new DateTime(2015, 10, 21, 9, 22, 0, DateTimeKind.Local);
//[Test : merge sucess]
RTDataBar RTBar = new RTDataBar();
RTBar.high = 20200;
RTBar.open = 20100;
RTBar.low = 20000;
RTBar.close = 20150;
RTBar.volume = 99999;
RTBar.time = validTime;
IAppRTBSynchronizer synchronizer = getSynchronizer_for_updatePreMergeRTBarSeries();
synchronizer.setIsDataMerged(false);
synchronizer.updatePreMergeRTBarSeries(RTBar);
Assert.AreEqual(4, synchronizer.preMergeRTBarSeries.KeyCount);
//[Test : merge unsucess, the time of real time bar is already in the sereise]
RTBar = new RTDataBar();
RTBar.high = 20200;
RTBar.open = 20100;
RTBar.low = 20000;
RTBar.close = 20150;
RTBar.volume = 99999;
RTBar.time = invalidTime;
synchronizer = getSynchronizer_for_updatePreMergeRTBarSeries();
synchronizer.setIsDataMerged(false);
synchronizer.updatePreMergeRTBarSeries(RTBar);
Assert.AreEqual(3, synchronizer.preMergeRTBarSeries.KeyCount);
//[Test : merge unsucess, the isDataMerged flag is already set to ture]
RTBar = new RTDataBar();
RTBar.high = 20200;
RTBar.open = 20100;
RTBar.low = 20000;
RTBar.close = 20150;
RTBar.volume = 99999;
RTBar.time = validTime;
synchronizer = getSynchronizer_for_updatePreMergeRTBarSeries();
synchronizer.setIsDataMerged(true);
synchronizer.updatePreMergeRTBarSeries(RTBar);
Assert.AreEqual(3, synchronizer.preMergeRTBarSeries.KeyCount);
}
public void test_mergeRTBHistDataIfValid_negative1()
{
//[Test : merge unsuccess, needMerge Flag is set to false]
IAppRTBSynchronizer synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_negative1();
synchronizer.setNeedMergeFlag(false);
synchronizer.setIsDataMerged(false);
synchronizer.mergeRTBHistDataIfValid();
IAppMDManager appMDManager = synchronizer.getAppMDManager();
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.IsNull(TimeBarSeries);
Assert.AreEqual(false, synchronizer.getIsDataMerged());
//[Test : merge unsuccess, data merged Flag is set to true]
synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_negative1();
synchronizer.setNeedMergeFlag(true);
synchronizer.setIsDataMerged(true);
synchronizer.mergeRTBHistDataIfValid();
appMDManager = synchronizer.getAppMDManager();
TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.IsNull(TimeBarSeries);
}
public AppMDManager(IIBTradeAppBridge ui)
{
this.parentUI = ui;
RTBSynchronizer = new AppRTBSynchronizer(this);
}