public void test_isThisMessageStartOfMinute()
{
IBMessage message = createStartOfMinuteMessage();
Assert.AreEqual(true, MarketDataUtil.isThisMessageStartOfMinute(message));
message = createEndOfMinuteMessage();
Assert.AreEqual(false, MarketDataUtil.isThisMessageStartOfMinute(message));
}
public static MarketDataElement convertBarToMarketDataElement(RTDataBar bar)
{
double h = bar.high;
double l = bar.low;
double o = bar.open;
double c = bar.close;
double vol = bar.volume;
DateTime time = bar.time;
MarketDataElement currentHsiData = createHLOC(time, "HLOC", "HSI", "FUT");
currentHsiData.volume = vol;
currentHsiData.time = time;
MarketDataUtil.setHLOC(currentHsiData, h, l, o, c);
return(currentHsiData);
}
public void test_convertBarToMarketDataElement()
{
RTDataBar RTBar = new RTDataBar();
RTBar.high = 20200;
RTBar.open = 20100;
RTBar.low = 20000;
RTBar.close = 20150;
RTBar.volume = 99999;
RTBar.time = new DateTime(2015, 10, 21, 9, 49, 0);
MarketDataElement element = MarketDataUtil.convertBarToMarketDataElement(RTBar);
Assert.AreEqual(RTBar.high, element.high);
Assert.AreEqual(RTBar.low, element.low);
Assert.AreEqual(RTBar.open, element.open);
Assert.AreEqual(RTBar.close, element.close);
Assert.AreEqual(RTBar.volume, element.volume);
Assert.AreEqual(RTBar.time, element.time);
}
