internal MaxwellFeed(IntervalTypeOption interval, DateTime startDateTime) : base(interval, startDateTime)
{
AddPrice(1, 2, 3, 4);
AddPrice(2, 2, 3, 4);
AddPrice(3, 2, 3, 4);
AddPrice(4, 2, 3, 4);
AddPrice(5, 2, 3, 4);
}
/// <summary>
/// Get the last the roll over given the base time and timeframe.
/// </summary>
/// <returns>
/// The last roll over time
/// </returns>
/// <param name='baseTime'>
/// Base time
/// </param>
/// <param name='timeFrame'>
/// Time frame
/// </param>
public static DateTime LastRollOver(DateTime baseTime, IntervalTypeOption timeFrame)
{
DateTime returnDate = DateTime.MinValue;
switch (timeFrame)
{
case IntervalTypeOption.M1:
returnDate = new DateTime(baseTime.Year, baseTime.Month, baseTime.Day, baseTime.Hour, baseTime.Minute, 0);
break;
case IntervalTypeOption.M5:
returnDate = new DateTime(baseTime.Year, baseTime.Month, baseTime.Day, baseTime.Hour, (baseTime.Minute / 5) * 5, 0);
break;
case IntervalTypeOption.M15:
returnDate = new DateTime(baseTime.Year, baseTime.Month, baseTime.Day, baseTime.Hour, (baseTime.Minute / 15) * 15, 0);
break;
case IntervalTypeOption.M30:
returnDate = new DateTime(baseTime.Year, baseTime.Month, baseTime.Day, baseTime.Hour, (baseTime.Minute / 30) * 30, 0);
break;
case IntervalTypeOption.H1:
returnDate = new DateTime(baseTime.Year, baseTime.Month, baseTime.Day, baseTime.Hour, 0, 0);
break;
case IntervalTypeOption.H4:
returnDate = new DateTime(baseTime.Year, baseTime.Month, baseTime.Day, (baseTime.Hour / 4) * 4, 0, 0);
break;
case IntervalTypeOption.D1:
returnDate = new DateTime(baseTime.Year, baseTime.Month, baseTime.Day, 0, 0, 0);
break;
case IntervalTypeOption.W1:
int dayOfWeek = ((int)baseTime.DayOfWeek) == 0 ? 7 : ((int)baseTime.DayOfWeek);
returnDate = new DateTime(baseTime.Year, baseTime.Month, baseTime.Day, 0, 0, 0).AddDays(1 - dayOfWeek);
break;
}
return(returnDate);
}
/// <summary>
/// Gets the next the roll over time based on the given base time and timeframe
/// </summary>
/// <returns>
/// The next roll over time.
/// </returns>
/// <param name='baseTime'>
/// Base time
/// </param>
/// <param name='timeFrame'>
/// Time frame
/// </param>
public static DateTime NextRollOver(DateTime baseTime, IntervalTypeOption timeFrame)
{
DateTime returnDate = DateTime.MinValue;
switch (timeFrame)
{
case IntervalTypeOption.M1:
returnDate = LastRollOver(baseTime, timeFrame).AddMinutes(1);
break;
case IntervalTypeOption.M5:
returnDate = LastRollOver(baseTime, timeFrame).AddMinutes(5);
break;
case IntervalTypeOption.M15:
returnDate = LastRollOver(baseTime, timeFrame).AddMinutes(15);
break;
case IntervalTypeOption.M30:
returnDate = LastRollOver(baseTime, timeFrame).AddMinutes(30);
break;
case IntervalTypeOption.H1:
returnDate = LastRollOver(baseTime, timeFrame).AddHours(1);
break;
case IntervalTypeOption.H4:
returnDate = LastRollOver(baseTime, timeFrame).AddHours(4);
break;
case IntervalTypeOption.D1:
returnDate = LastRollOver(baseTime, timeFrame).AddDays(1);
break;
case IntervalTypeOption.W1:
returnDate = LastRollOver(baseTime, timeFrame).AddDays(7);
break;
}
return(returnDate);
}
public ITestFeed CreateMaxwellFeed(IntervalTypeOption interval, DateTime startDateTime)
{
return(new MaxwellFeed(interval, startDateTime));
}
public TimeStamper(IntervalTypeOption interval, DateTime startDateTime)
{
_interval = interval;
_currentDateTime = startDateTime;
}
internal TestFeedBase(IntervalTypeOption interval, DateTime startDateTime)
{
_priceBars = new List <PriceBar>();
_timeStamper = new TimeStamper(interval, startDateTime);
}
