public void UpdatesProperly()
{
var bar = new TradeBar();
bar.UpdateTrade(10, 10);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(10, bar.Low);
Assert.AreEqual(10, bar.Close);
Assert.AreEqual(10, bar.Volume);
bar.UpdateTrade(20, 5);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(20, bar.High);
Assert.AreEqual(10, bar.Low);
Assert.AreEqual(20, bar.Close);
Assert.AreEqual(15, bar.Volume);
bar.UpdateTrade(5, 50);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(20, bar.High);
Assert.AreEqual(5, bar.Low);
Assert.AreEqual(5, bar.Close);
Assert.AreEqual(65, bar.Volume);
bar.UpdateTrade(11, 100);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(20, bar.High);
Assert.AreEqual(5, bar.Low);
Assert.AreEqual(11, bar.Close);
Assert.AreEqual(165, bar.Volume);
}
public void HandlesAssetWithValidZeroPrice()
{
var bar = new TradeBar();
bar.UpdateTrade(10, 10);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(10, bar.Low);
Assert.AreEqual(10, bar.Close);
Assert.AreEqual(10, bar.Volume);
bar.UpdateTrade(0, 100);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(0, bar.Low);
Assert.AreEqual(0, bar.Close);
Assert.AreEqual(110, bar.Volume);
bar.UpdateTrade(-5, 100);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(-5, bar.Close);
Assert.AreEqual(210, bar.Volume);
bar.UpdateTrade(5, 100);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(5, bar.Close);
Assert.AreEqual(310, bar.Volume);
bar.UpdateTrade(50, 100);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(50, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(50, bar.Close);
Assert.AreEqual(410, bar.Volume);
}
