public void AddIntervalWhileRunning()
{
OHLCBarStream blt = new OHLCBarStream(new ForexSecurity("TST"));
blt.AddInterval(BarInterval.Minute);
blt.AddInterval(BarInterval.FiveMin);
blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
Tick[] tape = TestBarList.SampleData();
blt.Initialize();
// add ticks from tape to tracker
for (int i = 0; i < tape.Length; i++)
{
blt.GotTick(tape[i]);
if (i == 1)
{
blt.AddInterval(120);
}
}
//make sure we got one symbol as bar events
Assert.Equal(1, syms.Count);
// make sure our symbols matched barlist count
Assert.Equal(blt.SymbolCount, syms.Count);
// make sure same on individual bars
Assert.True(blt[120].Count > 0);
}
public void TickInt()
{
Tick[] tape = TestBarList.SampleData();
BarListTrackerImpl blt = new BarListTrackerImpl(new[] { 3 }, new BarInterval[] { BarInterval.CustomTicks });
foreach (Tick k in tape)
{
blt.NewTick(k);
}
Assert.Equal(4, blt[tape[0].Symbol].Count);
}
public void DefaultInt()
{
BarListTrackerImpl blt = new BarListTrackerImpl();
blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
Tick[] tape = TestBarList.SampleData();
// get second tape and change symbol
Tick[] tape2 = new Tick[tape.Length];
for (int i = 0; i < tape2.Length; i++)
{
TickImpl t = (TickImpl)tape[i];
t.Symbol = "TST2";
tape2[i] = t;
}
// add ticks from both tape to tracker
for (int i = 0; i < tape.Length; i++)
{
blt.NewTick(tape[i]);
blt.NewTick(tape2[i]);
}
//make sure we got two symbols as bar events
Assert.Equal(2, syms.Count);
// make sure our symbols matched barlist count
Assert.Equal(blt.SymbolCount, syms.Count);
int secondcount = 0;
string symstring = string.Empty;
foreach (string sym in blt)
{
secondcount++;
symstring += sym;
}
// make sure enumeration equals symbol count
Assert.Equal(syms.Count, secondcount);
// make sure symbols are there
Assert.True(symstring.Contains("TST") && symstring.Contains("TST2"));
// change default interval
blt.DefaultInterval = BarInterval.Minute;
// make sure same on individual bars
Assert.Equal(blt.DefaultInterval, blt["TST"].DefaultInterval);
Assert.Equal(9, blt["TST"].IntervalCount(BarInterval.Minute));
Assert.Equal(3, blt["TST"].IntervalCount(BarInterval.FiveMin));
}
public void IntervalRequestDuringRun()
{
OHLCBarStream blt = new OHLCBarStream(new ForexSecurity("TST"));
blt.AddInterval(BarInterval.FiveMin);
blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
Tick[] tape = TestBarList.SampleData();
blt.Initialize();
// add ticks from tape to tracker
for (int i = 0; i < tape.Length; i++)
{
blt.GotTick(tape[i]);
var value = blt[BarInterval.Minute].RecentBar;
}
// Check if the data differs per interval
Assert.NotEqual(blt[BarInterval.Minute][-2].Close, blt[BarInterval.FiveMin][-2].Close);
}