public void testSynchronicity()
{
var manager = new SpudManager();
var d = new RootSpud <double>(manager);
Bombs(() => O.info("" + d[0]), "uninitialized");
d.set(7.5);
var i = new RootSpud <int>(manager);
i.set(4);
var b = new RootSpud <bool>(manager);
b.set(true);
manager.newBar();
d.set(6.5);
i.set(3);
b.set(false);
manager.newBar();
i.set(2);
AreEqual(8.5, d[0] + i[0]);
AreEqual(6.5, d[0]);
AreEqual(6.5, d[1]);
AreEqual(7.5, d[2]);
AreEqual(2, i[0]);
AreEqual(3, i[1]);
AreEqual(4, i[2]);
AreEqual(false, b[0]);
AreEqual(false, b[1]);
AreEqual(true, b[2]);
}
public void testLogSpud()
{
var manager = new SpudManager();
var r = new RootSpud <double>(manager);
var d = new LogSpud(r);
r.set(-5);
AreEqual(double.NaN, d[0]);
r.set(1);
AreEqual(0, d[0]);
manager.newBar();
r.set(6.5);
AlmostEqual(1.871802, d[0], 1e-6);
manager.newBar();
r.set(10);
AlmostEqual(2.302585, d[0], 1e-6);
AlmostEqual(1.871802, d[1], 1e-6);
manager.newBar();
r.set(0);
AreEqual(double.NaN, d[0]);
manager.newBar();
r.set(-1);
AreEqual(double.NaN, d[0]);
r.set(3);
AlmostEqual(1.098612, d[0], 1e-6);
AreEqual(double.NaN, d[1]);
}
public void testSymbolValueLive()
{
Log.setFile(@"C:\logs\jefftest");
SystemTimeSeriesTable.SYSTEM_TS.insert("testone", "ASCII", "ActiveMQ", "somedangtopic");
AsciiTable.SYSTEM_ASCII.insert("testone", @"\\nysrv37\share\Tools\RightEdge\TransitionTest\TY1C.full.csv", true, 1);
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var barSpud2 = new BarSpud(manager);
var symbol = new Symbol("testone");
var spud = symbol.doubles(barSpud);
var spud2 = new Symbol("RE.TEST.TY.1C").doubles(barSpud2);
manager.newBar();
barSpud.set(new Bar(1, 3, 1, 2, O.date("2008/08/06")));
barSpud2.set(new Bar(1, 3, 1, 2, O.date("2008/08/06")));
manager.newTick();
spud.doSubscribe();
barSpud.lastTickedAt(O.date("2008/08/06 11:22:34"));
spud2.doSubscribe();
IsTrue(spud2.isDirty());
symbol.javaSymbol().jmsLive().topic().send("value=97.1|timestamp=2008/08/06 11:22:33|MSTimestamp=2008/06/05 13:10:08");
Bombs(() => LogC.info("" + spud[0]), "stale");
symbol.javaSymbol().jmsLive().topic().send("value=97.2|timestamp=2008/08/06 11:22:34|MSTimestamp=2008/06/05 13:10:08");
O.wait(() => spud[0] == 97.2);
barSpud.lastTickedAt(O.date("2008/08/06 11:22:35"));
spud.allowStaleTicks();
AreEqual(97.2, spud[0]);
AreEqual(116.140625, spud2[0]);
}
public void testDiffSpudLag0()
{
var manager = new SpudManager();
var r = new RootSpud <double>(manager);
Bombs(() => new DiffSpud(r, 0), "lag should be >= 1");
}
public void testSpud()
{
var manager = new SpudManager();
var v = new RootSpud <double>(manager);
v.set(7);
Double foo = v;
AreEqual(7.0, foo);
v.set(6);
AreEqual(6.0, (double)v);
manager.newBar();
AreEqual(6.0, v[0]);
AreEqual(6.0, v[1]);
v.set(3);
AreEqual(3.0, v[0]);
AreEqual(6.0, v[1]);
manager.newBar();
v.set(8);
v.set(9);
AreEqual(9.0, (double)v);
AreEqual(9.0, v[0]);
AreEqual(3.0, v[1]);
AreEqual(6, v[2]);
}
public void testInvalidSpudBlowsUp()
{
var manager = new SpudManager();
Spud <double> v = new RootSpud <double>(manager);
new DoesNotDependsOnProperly(v);
Bombs(manager.newBar, "failed@1", "dependsOn");
}
public void testPushDownOnNonRetrievedSpud()
{
var manager = new SpudManager();
var a = new RootSpud <double>(manager);
var child = new DependentSpud(a);
a.set(1.0);
manager.newBar();
AreEqual(2.0, child[1]);
}
public MakesLoop(SpudManager manager, int size) : base(manager)
{
Spud <double> last = this;
zeroTo(size, i => {
Spud <double> next = new RootSpud <double>(manager);
next.dependsOn(last);
last = next;
});
dependsOn(last);
}
public void testSymbolValueSpud()
{
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var spud = new Symbol("RE.TEST.TY.1C").doubles(barSpud);
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/02")));
AreEqual(105.04687500, spud[0]);
// test barSPud has date, but spud does not
manager.newBar();
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/06")));
AreEqual(105.32812500, spud[0]);
}
public void testObserver()
{
var manager = new SpudManager();
var observed = new RootSpud <double>(manager);
observed.valueChanged += onChanged;
observed.set(1.0);
AreEqual(1, getAndReset());
manager.newBar();
AreEqual(0, getAndReset());
observed.set(1.0);
AreEqual(0, getAndReset());
AreEqual(1.0, value);
}
public void testDiffSpudLag1()
{
var manager = new SpudManager();
var r = new RootSpud <double>(manager);
var d = new DiffSpud(r, 1);
r.set(7.5);
AreEqual(double.NaN, d[0]);
manager.newBar();
r.set(6.5);
AreEqual(-1, d[0]);
manager.newBar();
r.set(10);
AreEqual(3.5, d[0]);
}
public void testHasNaNs()
{
var manager = new SpudManager();
var d = new RootSpud <double>(manager);
IsFalse(d.hasNaN(10));
manager.newBar();
d.set(double.NaN);
IsTrue(d.hasNaN(1));
manager.newBar();
d.set(0);
IsFalse(d.hasNaN(1));
IsTrue(d.hasNaN(2));
IsTrue(d.hasNaN(10));
}
public void testTransform()
{
var manager = new SpudManager();
var d = new RootSpud <double>(manager);
var i = d.transform(x => (int)Math.Round(x));
d.set(7.5);
AreEqual(8, i[0]);
d.set(6.5);
AreEqual(6, i[0]);
manager.newBar();
AreEqual(6, i[0]);
d.set(5.4);
AreEqual(5, i[0]);
AreEqual(6, i[1]);
}
public void testChanged()
{
var manager = new SpudManager();
var v = new RootSpud <double>(manager);
Bombs(() => v.changed(), "uninitialized");
v.set(4.0);
IsTrue(v.changed());
manager.newBar();
IsFalse(v.changed());
v.set(5.0);
IsTrue(v.changed());
manager.newBar();
v.set(5.0);
IsFalse(v.changed());
}
public void testLast10()
{
var manager = new SpudManager();
var v = new RootSpud <double>(manager);
AreEqual("EMPTYSPUD", v.last10());
Last10Matches(manager, "1", v, 1);
Last10Matches(manager, "2, 1", v, 2);
Last10Matches(manager, "3, 2, 1", v, 3);
Last10Matches(manager, "4, 3, 2, 1", v, 4);
Last10Matches(manager, "5, 4, 3, 2, 1", v, 5);
Last10Matches(manager, "6, 5, 4, 3, 2, 1", v, 6);
Last10Matches(manager, "7, 6, 5, 4, 3, 2, 1", v, 7);
Last10Matches(manager, "8, 7, 6, 5, 4, 3, 2, 1", v, 8);
Last10Matches(manager, "9, 8, 7, 6, 5, 4, 3, 2, 1", v, 9);
Last10Matches(manager, "10, 9, 8, 7, 6, 5, 4, 3, 2, 1", v, 10);
Last10Matches(manager, "11, 10, 9, 8, 7, 6, 5, 4, 3, 2, ...", v, 11);
}
public void testCrossOver()
{
var manager = new SpudManager();
var spud1 = new RootSpud <double>(manager);
var spud2 = new RootSpud <double>(manager);
var crossOver = new CrossOverSpud <double>(spud1, spud2);
spud1.set(1);
spud2.set(1);
IsFalse(crossOver.crossedAbove());
IsFalse(crossOver.crossedBelow());
IsFalse(crossOver.crossed());
manager.newBar();
spud1.set(1);
spud2.set(2);
IsFalse(crossOver.crossedAbove());
IsFalse(crossOver.crossedBelow());
IsFalse(crossOver.crossed());
manager.newBar();
spud1.set(2);
spud2.set(1);
IsTrue(crossOver.crossedAbove());
IsFalse(crossOver.crossedBelow());
IsTrue(crossOver.crossed());
manager.newBar();
spud1.set(1);
spud2.set(2);
IsFalse(crossOver.crossedAbove());
IsTrue(crossOver.crossedBelow());
IsTrue(crossOver.crossed());
manager.newBar();
spud1.set(2);
IsFalse(crossOver.crossedAbove());
IsFalse(crossOver.crossedBelow());
IsFalse(crossOver.crossed());
manager.newBar();
spud1.set(3);
IsTrue(crossOver.crossedAbove());
IsFalse(crossOver.crossedBelow());
IsTrue(crossOver.crossed());
}
public void testSymbolBarSpud()
{
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var symbol = new Symbol("RE.TEST.TY.1C");
var spud = symbol.bars(barSpud);
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/02")));
AreEqual(105.04687500, spud[0].close);
barSpud.lastTickedAt(O.date("2007/01/02 12:34:55"));
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:56")));
O.sleep(250);
AreEqual(105.04687500, spud[0].close);
manager.goLive();
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:57")));
O.wait(() => spud[0].time.Equals(date("2007/01/02 12:34:57")));
AreEqual(98.0, spud[0].close);
AreEqual(93.0, spud[0].low);
}
public void testDependencies()
{
var manager = new SpudManager();
var root = new RootSpud <double>(manager);
var otherRoot = new RootSpud <double>(manager);
var plusOne = new DependentSpud(root);
var plusTwo = new DependsOnDependent(root);
var otherPlusOne = new DependentSpud(otherRoot);
root.set(7);
AreEqual(8, plusOne[0]);
AreEqual(9, plusTwo[0]);
IsTrue(plusOne.checkAndReset());
IsTrue(plusTwo.checkAndReset());
otherRoot.set(15);
IsFalse(plusOne.checkAndReset());
IsFalse(plusTwo.checkAndReset());
IsFalse(otherPlusOne.checkAndReset());
AreEqual(16.0, otherPlusOne[0]);
IsTrue(otherPlusOne.checkAndReset());
AreEqual(8, plusOne[0]);
AreEqual(9, plusTwo[0]);
root.set(11);
manager.newBar();
AreEqual(12, plusOne[1]);
AreEqual(13, plusTwo[1]);
IsTrue(plusOne.checkAndReset());
IsTrue(plusTwo.checkAndReset());
IsFalse(plusOne.checkAndReset());
IsFalse(plusTwo.checkAndReset());
root.set(30);
AreEqual(31, plusOne[0]);
AreEqual(32, plusTwo[0]);
IsTrue(plusOne.checkAndReset());
IsTrue(plusTwo.checkAndReset());
IsFalse(otherPlusOne.checkAndReset());
}
protected SpudBase(SpudManager manager)
{
this.manager = manager;
manager.register(this);
}
public void testLoopsBork()
{
var manager = new SpudManager();
Bombs(() => new MakesLoop(manager, 10), "loop");
}
static void Last10Matches(SpudManager manager, string s, RootSpud <double> v, int i)
{
v.set(i);
AreEqual(s, v.last10());
manager.newBar();
}
public RootSpud(SpudManager manager, T initialValue) : base(manager)
{
set(initialValue);
}
protected Spud(SpudManager manager) : base(manager)
{
valueChanged += doNothing;
valueSet += doNothing;
pushedDown += doNothing;
}
protected ComparableSpud(SpudManager manager) : base(manager)
{
}
public RootSpud(SpudManager manager) : base(manager)
{
}