public async Task GetTicksHistory()
{
var ticker = "YNDX";
var dateFrom = new DateTime(2020, 2, 20, 0, 0, 0);
var dateTo = new DateTime(2020, 2, 21, 0, 0, 0);
var responseString = "20200220,000000,232.5500000,33547100";
var parsedTick = new Tick(0, 0, DateTime.Now);
var cancellationToken = new CancellationToken();
ticksParserMock.Setup(x => x.ParseTick(responseString))
.Returns(parsedTick);
quotesHistoryClientMock.Setup(x => x.GetTicksHistory(ticker, dateFrom, dateTo, cancellationToken))
.ReturnsAsync(responseString);
var history = await quotesHistoryProvider.GetTicksHistory(ticker, dateFrom, dateTo, cancellationToken);
history.Should().NotBeNull();
history.Ticks.Should().HaveCount(1);
history.Ticks.First().Should().Be(parsedTick);
quotesHistoryClientMock.Verify(x => x.GetTicksHistory(ticker, dateFrom, dateTo, cancellationToken), Times.Once);
quotesHistoryClientMock.VerifyNoOtherCalls();
ticksParserMock.Verify(x => x.ParseTick(responseString));
ticksParserMock.VerifyNoOtherCalls();
candlesParserMock.VerifyNoOtherCalls();
}
static async Task Main(string[] args)
{
var historyProvider = new FinamQuotesHistoryProvider(
new FinamTicksParser(),
new FinamCandlesParser(),
new FinamQuotesHistoryClient(
new HistoryConfiguration()));
var ticksHistory = await historyProvider.GetTicksHistory(
"GAZP",
new DateTime(2020, 2, 20, 0, 0, 0),
new DateTime(2020, 2, 21, 0, 0, 0),
CancellationToken.None);
var candlesHistory = await historyProvider.GetCandlesHistory(
"GAZP",
TimeInterval.Minutes15,
new DateTime(2020, 2, 20, 0, 0, 0),
new DateTime(2020, 2, 21, 0, 0, 0),
CancellationToken.None);
var sandBoxRunner = new SandBoxRunner();
var report = sandBoxRunner.RunStrategy(
new List <Candle>(),
new RandomStrategy(2),
candlesHistory.Candles.Select(x => new Tick(value: x.CloseValue, x.Volume, x.CloseDateTime)));
}
public async Task <LiveChartModel> Visualize(DateTime date)
{
var ticksToShow = new ChartValues <decimal>();
seriesCollection = new SeriesCollection
{
new LineSeries
{
Values = ticksToShow,
PointGeometrySize = 1,
PointForeground = Brushes.Black,
Foreground = Brushes.Black,
},
};
var historyProvider = new FinamQuotesHistoryProvider(
new FinamTicksParser(),
new FinamCandlesParser(),
new FinamQuotesHistoryClient(
new HistoryConfiguration()));
Log("Load ticks");
ticks = (await historyProvider.GetTicksHistory(
"GAZP",
date.Date,
date.Date.AddDays(1),
CancellationToken.None)).Ticks.ToList();
Log($"{ticks.Count} ticks loaded");
textBlock.Dispatcher.InvokeAsync(async() =>
{
using var strategy = new RandomStrategy(10);
strategy.Subscribe(this);
for (var i = 0; i < ticks.Count; i++)
{
Log($"Tick {i} of {ticks.Count}");
var tick = ticks[i];
strategy.OnTick(tick);
ticksToShow.Add(tick.Value);
await Task.Delay(20);
}
var report = new Report(strategy);
Log(report.ToString());
});
var ticksDates = ticks.Select(x => x.DateTime.ToString("HH:mm:ss")).ToList();
return(new LiveChartModel
{
SeriesCollection = seriesCollection,
Labels = ticksDates,
MinY = ticks.Min(x => x.Value),
MaxY = ticks.Max(x => x.Value),
});
}