Ejemplo n.º 1
0
        public void QuoteBar_CanParseForex_Successfully()
        {
            var config = new SubscriptionDataConfig(typeof(QuoteBar), Symbols.EURUSD, Resolution.Second, TimeZones.NewYork, TimeZones.NewYork, false, false, false);

            var line = "14340000,1,2,3,4,0,5,6,7,8,1";

            var quoteBar = _quoteBar.ParseForex(config, line, DateTime.MinValue);

            Assert.AreEqual(quoteBar.Bid.Open, 1m);
            Assert.AreEqual(quoteBar.Bid.High, 2m);
            Assert.AreEqual(quoteBar.Bid.Low, 3m);
            Assert.AreEqual(quoteBar.Bid.Close, 4m);
            Assert.AreEqual(quoteBar.LastBidSize, 0m);

            Assert.AreEqual(quoteBar.Ask.Open, 5m);
            Assert.AreEqual(quoteBar.Ask.High, 6m);
            Assert.AreEqual(quoteBar.Ask.Low, 7m);
            Assert.AreEqual(quoteBar.Ask.Close, 8m);
            Assert.AreEqual(quoteBar.LastAskSize, 1m);
        }