public void TestAppendIQuoteCapture_FillGap()
{
_quoteBasic.Add(600, 1, 1, 1, 1, 1);
IQuoteCapture qc = new QuoteCapture("symbol1");
// 不填充
qc.Add(720, 12);
_quoteBasic.Append(qc, 10, false);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(720, _quoteBasic.Time[1]);
// 填充
_quoteBasic.Clear();
_quoteBasic.Add(600, 1, 1, 1, 1, 1);
_quoteBasic.Append(qc, 10, true);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(720, _quoteBasic.Time[2]);
qc.Add(840, 12);
_quoteBasic.Append(qc, 10, true);
Assert.AreEqual(840, _quoteBasic.Time[4]);
qc.Add(890, 12);
_quoteBasic.Append(qc, 10, true);
Assert.AreEqual(840, _quoteBasic.Time[4]);
qc.Add(910, 12);
_quoteBasic.Append(qc, 10, true);
Assert.AreEqual(900, _quoteBasic.Time[5]);
Assert.AreEqual(910, _quoteBasic.Time[6]);
}
public void TestAppendStream_Normal()
{
var quoteBasicCapture = new QuoteCapture("DAG_2", 5, new List <long>(), new List <double>(), new List <double>());
for (int i = 0; i <= 2; i++)
{
quoteBasicCapture.Add(i, i);
}
using (var stream = File.OpenWrite(fileName))
quoteBasicCapture.AppendStream(stream);
var contentStr = File.ReadAllText(fileName);
Assert.AreEqual(contentStr, "Symbol:DAG_2;PipFactor:5\r\nTime;Price;Volume;\r\n0;0;0\r\n1;1;0\r\n2;2;0\r\n");
var time1 = File.GetLastWriteTime(fileName);
Thread.Sleep(100);
using (var stream = File.OpenWrite(fileName))
quoteBasicCapture.AppendStream(stream);
// test overrite existing file
contentStr = File.ReadAllText(fileName);
Assert.AreEqual(contentStr, "Symbol:DAG_2;PipFactor:5\r\nTime;Price;Volume;\r\n0;0;0\r\n1;1;0\r\n2;2;0\r\n");
var time2 = File.GetLastWriteTime(fileName);
Assert.IsTrue(time2 > time1);
File.Delete(fileName);
}
public void TestAppendIQuoteCapture()
{
_quoteBasic.Add(600, 1, 1, 1, 1, 1); // 600
// 非整数倍
IQuoteCapture qc = new QuoteCapture("symbol1");
qc.Add(620, 20);
_quoteBasic.Append(qc, -1, false, false);
Assert.AreEqual(1, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.LastTime);
// 整数倍
qc.Add(660, 60);
_quoteBasic.Append(qc, -1, false, false);
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
// 为空
qc = new QuoteCapture("symbol1");
_quoteBasic.Append(qc, -1, false, false);
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);;
// 为null
qc = null;
_quoteBasic.Append(qc, -1, false, false);
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
//// 不填补空洞
//qb = new QuoteBasic("symbol1", 20);
//qb.Add(6000, 1, 1, 1, 1, 1, false);
//_quoteBasic.Append(qb);
//Assert.AreEqual(3, _quoteBasic.Count);
//Assert.AreEqual(600, _quoteBasic.Time[0]);
//Assert.AreEqual(660, _quoteBasic.Time[1]);
//Assert.AreEqual(6000, _quoteBasic.Time[2]);
}
public void TestAppend()
{
IQuoteCapture qc = null;
// 测试null
_quoteCapture.Append(qc);
Assert.AreEqual(0, _quoteCapture.Count);
// 测试空
qc = new QuoteCapture();
_quoteCapture.Append(qc);
Assert.AreEqual(0, _quoteCapture.Count);
// 测试不同的symbol
qc = new QuoteCapture("symbol1");
qc.Add(10, 20, 30);
_quoteCapture.Append(qc);
Assert.AreEqual(0, _quoteCapture.Count);
// 测试_quoteCapter.LastTime < qc.LastTime
qc = new QuoteCapture("symbol0");
_quoteCapture.Add(10, 20, 15);
qc.Add(5, 20);
_quoteCapture.Append(qc);
Assert.AreEqual(1, _quoteCapture.Count);
Assert.AreEqual(10, _quoteCapture.Time[0]);
Assert.AreEqual(20, _quoteCapture.Price[0]);
Assert.AreEqual(15, _quoteCapture.Volume[0]);
// 测试不添加小于LastTime的数据
qc.Add(10, 18, 18);
qc.Add(20, 30, 17);
_quoteCapture.Append(qc);
Assert.AreEqual(2, _quoteCapture.Count);
Assert.AreEqual(10, _quoteCapture.Time[0]);
Assert.AreEqual(20, _quoteCapture.Time[1]);
Assert.AreEqual(20, _quoteCapture.Price[0]);
Assert.AreEqual(30, _quoteCapture.Price[1]);
Assert.AreEqual(15, _quoteCapture.Volume[0]);
Assert.AreEqual(17, _quoteCapture.Volume[1]);
}
public void TestExtract_IntInt()
{
IQuoteCapture qc = null;
// 测试sindex > eindex
TestHelper.AssertException(() => _quoteCapture.Extract(1, 0), typeof(ArgumentException));
// 测试sindex < 0
TestHelper.AssertException(() => _quoteCapture.Extract(-1, 0), typeof(ArgumentException));
// 测试eindex < 0
TestHelper.AssertException(() => _quoteCapture.Extract(0, -1), typeof(ArgumentException));
// 测试eindex > _quoteCapture.Count - 1;
_quoteCapture.Add(10, 12);
TestHelper.AssertException(() => _quoteCapture.Extract(0, 5), typeof(ArgumentException));
_quoteCapture = new QuoteCapture("xyz");
_quoteCapture.Add(100, 10, 23);
_quoteCapture.Add(200, 20, 24);
_quoteCapture.Add(300, 30, 26);
_quoteCapture.Add(400, 40, 27);
_quoteCapture.Add(500, 50, 28);
qc = _quoteCapture.Extract(1, 3);
Assert.AreEqual(3, qc.Count);
Assert.AreEqual(200, qc.Time[0]);
Assert.AreEqual(300, qc.Time[1]);
Assert.AreEqual(400, qc.Time[2]);
Assert.AreEqual(20, qc.Price[0]);
Assert.AreEqual(30, qc.Price[1]);
Assert.AreEqual(40, qc.Price[2]);
Assert.AreEqual(24, qc.Volume[0]);
Assert.AreEqual(26, qc.Volume[1]);
Assert.AreEqual(27, qc.Volume[2]);
}
public void TestAppendStream_Append()
{
var quoteBasic = new QuoteCapture("DAG_2", 5, new List <long>(), new List <double>(), new List <double>());
for (int i = 0; i <= 2; i++)
{
quoteBasic.Add(i, i);
}
using (var stream = File.OpenWrite(fileName))
quoteBasic.AppendStream(stream);
using (var stream = new FileStream(fileName, FileMode.Append, FileAccess.Write))
quoteBasic.AppendStream(stream);
var contentStr = File.ReadAllText(fileName);
Assert.AreEqual(contentStr, "Symbol:DAG_2;PipFactor:5\r\nTime;Price;Volume;\r\n0;0;0\r\n1;1;0\r\n2;2;0\r\n0;0;0\r\n1;1;0\r\n2;2;0\r\n");
}
public void TestAdd()
{
_quoteCapture.Add(10, 20);
Assert.AreEqual(10, _quoteCapture.Time[0]);
Assert.AreEqual(20, _quoteCapture.Price[0]);
_quoteCapture.Add(20, 30);
Assert.AreEqual(20, _quoteCapture.Time[1]);
Assert.AreEqual(30, _quoteCapture.Price[1]);
}
public void TestAppendIQuoteCapture_SubInterval()
{
_quoteBasic.Add(600, 1, 1, 1, 1, 1, false); // 600
IQuoteCapture qc = new QuoteCapture("symbol1");
qc.Add(620, 20);
_quoteBasic.Append(qc, 20); // 600, 620
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(620, _quoteBasic.Time[1]);
qc = new QuoteCapture("symbol1");
qc.Add(640, 40);
_quoteBasic.Append(qc, 20); // 600, 640
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(640, _quoteBasic.Time[1]);
qc.Add(680, 80);
_quoteBasic.Append(qc, 20); // 600, 660, 680
Assert.AreEqual(3, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(680, _quoteBasic.Time[2]);
qc.Add(700, 100);
_quoteBasic.Append(qc, 20); // 600, 660, 700
Assert.AreEqual(3, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(700, _quoteBasic.Time[2]);
qc.Add(740, 140);
qc.Add(760, 160);
_quoteBasic.Append(qc, 20); // 600, 660, 720, 760
Assert.AreEqual(4, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(720, _quoteBasic.Time[2]);
Assert.AreEqual(760, _quoteBasic.Time[3]);
qc = new QuoteCapture("symbol1");
qc.Add(761, 1);
qc.Add(762, 1);
qc.Add(763, 1);
_quoteBasic.Append(qc, 1);
Assert.AreEqual(4, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(720, _quoteBasic.Time[2]);
Assert.AreEqual(763, _quoteBasic.Time[3]);
qc.Add(780, 90);
_quoteBasic.Append(qc, 20);
Assert.AreEqual(4, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(720, _quoteBasic.Time[2]);
Assert.AreEqual(780, _quoteBasic.Time[3]);
}