private void stServer_UpdateQuote(string symbol, DateTime datetime, double open, double high, double low, double close, double last, double volume, double size, double bid, double ask, double bidsize, double asksize, double open_int, double go_buy, double go_sell, double go_base, double go_base_backed, double high_limit, double low_limit, int trading_status, double volat, double theor_price)
{
SymbolSummary item =
new SymbolSummary(symbol,
datetime,
open,
high,
low,
close,
last,
volume,
size,
ask,
bid,
asksize,
bidsize,
open_int,
go_buy,
go_sell,
high_limit,
low_limit,
(trading_status == 0) ? true : false);
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, получен {2}",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
item.ToString()));
this.symbolsData.Get <HashSetOfNamedMutable <SymbolSummary> >().Add(item);
}
public void SymbolSummary_constructor_test()
{
DateTime lastDealDate = DateTime.Now;
SymbolSummary sSummary =
new SymbolSummary("RTS-12.13_FT",
lastDealDate,
145000,
146000,
144000,
144990,
145800,
250,
50,
145790,
145780,
30,
40,
1000000,
8000,
8100,
151000,
142000,
true);
Assert.IsInstanceOfType(sSummary, typeof(INamed));
Assert.IsInstanceOfType(sSummary, typeof(IMutable <SymbolSummary>));
Assert.AreEqual("RTS-12.13_FT", sSummary.Name);
Assert.AreEqual(lastDealDate, sSummary.LastDealDate);
Assert.AreEqual(145000, sSummary.Open);
Assert.AreEqual(146000, sSummary.High);
Assert.AreEqual(144000, sSummary.Low);
Assert.AreEqual(144990, sSummary.Close);
Assert.AreEqual(145800, sSummary.LastDealPrice);
Assert.AreEqual(250, sSummary.Volume);
Assert.AreEqual(50, sSummary.LastDealVolume);
Assert.AreEqual(145790, sSummary.Offer);
Assert.AreEqual(145780, sSummary.Bid);
Assert.AreEqual(30, sSummary.OfferSize);
Assert.AreEqual(40, sSummary.BidSize);
Assert.AreEqual(1000000, sSummary.OpenVolume);
Assert.AreEqual(8000, sSummary.BuyWarrantySum);
Assert.AreEqual(8100, sSummary.SellWarrantySum);
Assert.AreEqual(151000, sSummary.HighLimitPrice);
Assert.AreEqual(142000, sSummary.LowLimitPrice);
Assert.IsTrue(sSummary.IsTraded);
}
public void SymbolSummary_ToString_test()
{
DateTime lastDealDate = DateTime.Now;
SymbolSummary sSummary =
new SymbolSummary("RTS-12.13_FT",
lastDealDate,
145000,
146000,
144000,
144990,
145800,
250,
50,
145790,
145780,
30,
40,
1000000,
8000,
8100,
151000,
142000,
true);
string result = String.Format("SymbolSummary: {0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10},{11},{12},{13},{14},{15},{16},{17}",
sSummary.Name,
sSummary.LastDealDate,
sSummary.Open,
sSummary.High,
sSummary.Low,
sSummary.Close,
sSummary.LastDealPrice,
sSummary.Volume,
sSummary.Offer,
sSummary.Bid,
sSummary.OfferSize,
sSummary.BidSize,
sSummary.OpenVolume,
sSummary.BuyWarrantySum,
sSummary.SellWarrantySum,
sSummary.HighLimitPrice,
sSummary.LowLimitPrice,
sSummary.IsTraded);
Assert.AreEqual(result, sSummary.ToString());
}
public void SymbolsDataProvider_SymbolSummary_update_Arrived()
{
this.binder.Bind();
Assert.AreEqual(0, this.symbolsDataContext.Get <IEnumerable <SymbolSummary> >().Count());
this.stServer.EmulateUpdateQuoteArrival(
"RTS-12.13_FT",
new DateTime(2013, 12, 16),
145000,
146000,
144000,
144500,
145500,
300,
400,
145510,
145520,
100,
200,
500,
600,
700,
800,
900,
150000,
140000,
1,
1000,
143000);
Assert.AreEqual(1, this.symbolsDataContext.Get <IEnumerable <SymbolSummary> >().Count());
this.stServer.EmulateUpdateQuoteArrival(
"RTS-12.13_FT",
new DateTime(2013, 12, 16),
145000,
146000,
144000,
144500,
145590,
300,
400,
145510,
145520,
100,
200,
500,
600,
700,
800,
900,
150000,
140000,
1,
1000,
143000);
Assert.AreEqual(1, this.symbolsDataContext.Get <IEnumerable <SymbolSummary> >().Count());
SymbolSummary item = this.symbolsDataContext.Get <IEnumerable <SymbolSummary> >().First();
Assert.AreEqual("RTS-12.13_FT", item.Name);
Assert.AreEqual(145590, item.LastDealPrice);
this.binder.Unbind();
}
