IEnumerable <Bar> barList(Symbol symbol, Interval interval)
{
var jBars = list <JBar>(symbol.bars(ranges[symbol], interval));
try {
return(convert(jBars, jbar => new Bar(jbar, false)));
} catch (Exception e) {
throw Bomb.toss("error loading bars for symbol: " + symbol, e);
}
}
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);
}
