public async void ExtractTrades_Should_ReturnCorrectTrades()
{
using (var fs = new FileStream(TestConfig.PathToXmlFile, FileMode.Open))
{
var trades = await this.sut.ExtractTrades(fs);
var expectedTrade = new Trade
{
Date = new DateTime(2013, 5, 20),
Open = 30.16m,
High = 30.39m,
Low = 30.02m,
Close = 30.17m,
Volume = 1478200
};
Assert.Equal(expectedTrade.Date, trades[0].Date);
Assert.Equal(expectedTrade.Open, trades[0].Open);
Assert.Equal(expectedTrade.High, trades[0].High);
Assert.Equal(expectedTrade.Low, trades[0].Low);
Assert.Equal(expectedTrade.Close, trades[0].Close);
Assert.Equal(expectedTrade.Volume, trades[0].Volume);
}
}
/// <summary>
/// The extract trade.
/// </summary>
/// <param name="line">
/// The line.
/// </param>
/// <returns>
/// The <see cref="Trade"/>.
/// </returns>
protected virtual Trade ExtractTrade(string[] line)
{
var date = line[ColumnIndexes.Date].Split(new[] { "-" }, StringSplitOptions.RemoveEmptyEntries);
var trade = new Trade
{
Date =
new DateTime(
Convert.ToInt32(date[0]),
Convert.ToInt32(date[1]),
Convert.ToInt32(date[2])),
Open = Convert.ToDecimal(line[ColumnIndexes.Open]),
High = Convert.ToDecimal(line[ColumnIndexes.High]),
Low = Convert.ToDecimal(line[ColumnIndexes.Low]),
Close = Convert.ToDecimal(line[ColumnIndexes.Close]),
Volume = Convert.ToInt64(line[ColumnIndexes.Volume])
};
return trade;
}
