private IAppRTBSynchronizer getSynchronizer_for_updatePreMergeRTBarSeries()
{
Series <DateTime, MarketDataElement> preMergeRTBarSeries = null;
Series <DateTime, MarketDataElement> preMergeHistBarSeries = null;
Series <DateTime, MarketDataElement> TimeBarSeries = null;
DateTime RTBTime1 = new DateTime(2015, 10, 21, 9, 20, 0, DateTimeKind.Local);
DateTime RTBTime2 = new DateTime(2015, 10, 21, 9, 21, 0, DateTimeKind.Local);
DateTime RTBTime3 = new DateTime(2015, 10, 21, 9, 22, 0, DateTimeKind.Local);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime1, preMergeRTBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime2, preMergeRTBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime3, preMergeRTBarSeries);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.setTimeBarSeries(TimeBarSeries);
appMDManager.setRtbDataStartTime(RTBTime1);
IAppRTBSynchronizer synchronizer = appMDManager.getAppRTBSynchronizer();
synchronizer.preMergeHistBarSeries = preMergeHistBarSeries;
synchronizer.preMergeRTBarSeries = preMergeRTBarSeries;
synchronizer.setNeedMergeFlag(true);
synchronizer.setIsDataMerged(false);
return(synchronizer);
}
AppMDManager createManager_buildAndUpdateSynMinuteBar_begin()
{
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.currentCompleteRTBar = null;
appMDManager.currentTempRTBar = null;
return(appMDManager);
}
public void test_isDataReady_negative2()
{
//[Test: non-syn action and data not ready case, synchronizer.getIsDataMerged is false, synchronizer.getNeedMergeFlag is false, Timeseries is null.]
IAppRTBSynchronizer synchronizer = getAppRTBSynchronizer_for_isDataReady_negative2();
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.injectAppRTBSynchronizer(synchronizer);
Assert.IsFalse(appMDManager.isDataReady());
}
public void test_isDataReady_positive1()
{
//[Test: need syn action and data ready case, synchronizer.getIsDataMerged is true, synchronizer.getNeedMergeFlag is true.]
IAppRTBSynchronizer synchronizer = getAppRTBSynchronizer_for_isDataReady_positive1();
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.injectAppRTBSynchronizer(synchronizer);
Assert.IsTrue(appMDManager.isDataReady());
}
private IAppMDManager getAppRTBSynchronizer_for_reqHistDataIfValid(DateTime dt)
{
IAppMDManager appMDManager = new AppMDManager(new IBTradeApp());
appMDManager.setRtbDataStartTime(dt);
IIBTradeAppBridge mock = new IBTradeAppMock();
appMDManager.injectParentUI(mock);
return(appMDManager);
}
public void test_updateRTBarSeriesActions_init()
{
//[Test: Init Case, TimeBarSeries is null and currentCompleteRTB is not null]
DateTime time1 = new DateTime(2015, 10, 21, 10, 0, 0, DateTimeKind.Local);
AppMDManager appMDManager = createManager_updateRTBarSeriesActions_init(time1);
appMDManager.updateRTBarSeriesActions();
MarketDataElement element = appMDManager.getTimeBarSeries().Get(time1);
Assert.AreEqual(time1, element.time);
Assert.AreEqual(1, appMDManager.getTimeBarSeries().KeyCount);
}
public void test_buildAndUpdateSynMinuteBar_negative()
{
DateTime time1 = new DateTime(2015, 10, 21, 10, 0, 5, DateTimeKind.Local);
IBMessage message1 = createMessage_for_isRTBarProcessStart_Open(time1);
//[Test: invalid initial action test, currentTempRTBar is null, currentCompleteRTBar is null and the time is not in 0 second.]
AppMDManager appMDManager = createManager_buildAndUpdateSynMinuteBar_begin();
appMDManager.buildAndUpdateSynMinuteBar(message1);
Assert.IsNull(appMDManager.currentTempRTBar);
Assert.IsNull(appMDManager.currentCompleteRTBar);
}
AppMDManager createManager_updateRTBarSeriesActions_cont_negative(DateTime dt1, DateTime dt2)
{
RTDataBar currentCompleteBar = null;
Series <DateTime, MarketDataElement> series = null;
series = addMarketDataElementWithTimeOnlyToSeries(dt1, series);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.currentCompleteRTBar = currentCompleteBar;
appMDManager.currentTempRTBar = null;
appMDManager.setTimeBarSeries(series);
return(appMDManager);
}
public void test_updateRTBarSeriesActions_cont_negative()
{
//[Test: Continuou Case, TimeBarSeries is not null and currentCompleteRTB is not null]
DateTime time1 = new DateTime(2015, 10, 21, 10, 0, 0, DateTimeKind.Local);
DateTime time2 = new DateTime(2015, 10, 21, 10, 1, 0, DateTimeKind.Local);
AppMDManager appMDManager = createManager_updateRTBarSeriesActions_cont_negative(time1, time2);
appMDManager.updateRTBarSeriesActions();
MarketDataElement element1 = appMDManager.getTimeBarSeries().Get(time1);
Assert.AreEqual(time1, element1.time);
Assert.AreEqual(1, appMDManager.getTimeBarSeries().KeyCount);
}
public void test_isDataReady_positive2()
{
DateTime time1 = new DateTime(2015, 10, 21, 10, 0, 5, DateTimeKind.Local);
//[Test: non-syn action and data ready case, synchronizer.getIsDataMerged is false, synchronizer.getNeedMergeFlag is false, Timeseries is not null.]
Series <DateTime, MarketDataElement> TimeSeries = null;
TimeSeries = addMarketDataElementWithTimeOnlyToSeries(time1, TimeSeries);
IAppRTBSynchronizer synchronizer = getAppRTBSynchronizer_for_isDataReady_positive2();
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.injectAppRTBSynchronizer(synchronizer);
appMDManager.setTimeBarSeries(TimeSeries);
Assert.IsTrue(appMDManager.isDataReady());
}
public void test_checkIsRTBarMergeNeed_negative2()
{
//[Test: non-initial and negative case, initFlag is true and isRTBarMergeNeed is false => initFlag is true, getIsRTBarMergeNeed is false]
IAppRTBSynchronizer synchronizer = getSyn_checkIsRTBarMergeNeed();
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.injectRTBInitFlag(true);
TickerInfo info = new TickerInfo();
info.startTime = "false";
appMDManager.injectAppRTBSynchronizer(synchronizer);
appMDManager.tickerInfo = info;
appMDManager.checkIsRTBarMergeNeed();
Assert.IsTrue(appMDManager.getRTBInitFlag());
Assert.IsFalse(appMDManager.getIsRTBarMergeNeed());
}
private IAppRTBSynchronizer getSynchronizer_for_mergeRTBHistDataIfValid_positive3()
{
Series <DateTime, MarketDataElement> preMergeRTBarSeries = null;
Series <DateTime, MarketDataElement> preMergeHistBarSeries = null;
Series <DateTime, MarketDataElement> TimeBarSeries = null;
DateTime histTime1 = new DateTime(2015, 10, 21, 9, 15, 0, DateTimeKind.Local);
DateTime histTime2 = new DateTime(2015, 10, 21, 9, 16, 0, DateTimeKind.Local);
DateTime histTime3 = new DateTime(2015, 10, 21, 9, 17, 0, DateTimeKind.Local);
DateTime histTime4 = new DateTime(2015, 10, 21, 9, 18, 0, DateTimeKind.Local);
DateTime histTime5 = new DateTime(2015, 10, 21, 9, 21, 0, DateTimeKind.Local);
DateTime histTime6 = new DateTime(2015, 10, 21, 9, 22, 0, DateTimeKind.Local);
DateTime histTime7 = new DateTime(2015, 10, 21, 9, 23, 0, DateTimeKind.Local);
DateTime histTime8 = new DateTime(2015, 10, 21, 9, 24, 0, DateTimeKind.Local);
DateTime RTBTime1 = new DateTime(2015, 10, 21, 9, 24, 0, DateTimeKind.Local);
DateTime RTBTime2 = new DateTime(2015, 10, 21, 9, 25, 0, DateTimeKind.Local);
DateTime RTBTime3 = new DateTime(2015, 10, 21, 9, 26, 0, DateTimeKind.Local);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime1, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime2, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime3, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime4, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime5, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime6, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime7, preMergeHistBarSeries);
preMergeHistBarSeries = addMarketDataElementWithTimeOnlyToSeries(histTime8, preMergeHistBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime1, preMergeRTBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime2, preMergeRTBarSeries);
preMergeRTBarSeries = addMarketDataElementWithTimeOnlyToSeries(RTBTime3, preMergeRTBarSeries);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.setTimeBarSeries(TimeBarSeries);
appMDManager.setRtbDataStartTime(RTBTime1);
appMDManager.setHistDataEndTime(histTime7);
IAppRTBSynchronizer synchronizer = appMDManager.getAppRTBSynchronizer();
synchronizer.preMergeHistBarSeries = preMergeHistBarSeries;
synchronizer.preMergeRTBarSeries = preMergeRTBarSeries;
synchronizer.setNeedMergeFlag(true);
synchronizer.setIsDataMerged(false);
return(synchronizer);
}
AppMDManager createManager_updateRTBarSeriesActions_init(DateTime dt)
{
RTDataBar currentCompleteBar = new RTDataBar();
currentCompleteBar.time = dt;
currentCompleteBar.open = 20100;
currentCompleteBar.close = 20100;
currentCompleteBar.high = 20200;
currentCompleteBar.low = 20000;
currentCompleteBar.volume = 500;
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.currentCompleteRTBar = currentCompleteBar;
appMDManager.currentTempRTBar = null;
return(appMDManager);
}
AppMDManager createManager_updateRTBarSeriesActions_cont(DateTime dt1, DateTime dt2)
{
RTDataBar currentCompleteBar = new RTDataBar();
currentCompleteBar.time = dt2;
currentCompleteBar.open = 20100;
currentCompleteBar.close = 20100;
currentCompleteBar.high = 20200;
currentCompleteBar.low = 20000;
currentCompleteBar.volume = 500;
Series <DateTime, MarketDataElement> series = null;
series = addMarketDataElementWithTimeOnlyToSeries(dt1, series);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.currentCompleteRTBar = currentCompleteBar;
appMDManager.currentTempRTBar = null;
appMDManager.setTimeBarSeries(series);
return(appMDManager);
}
public void test_isRTBarProcessStart()
{
//[Test: return ture, RTBDataStartTime is invalid Time and the message time is in 0 second.]
DateTime validTime = new DateTime(2015, 11, 21, 9, 50, 0, DateTimeKind.Local);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.setRtbDataStartTime(AppConstant.INVALID_TIME);
IBMessage validStartMessage = createMessage_for_isRTBarProcessStart(validTime);
Assert.IsTrue(appMDManager.isRTBarProcessStart(validStartMessage));
Assert.AreEqual(validTime, appMDManager.getRtbDataStartTime());
//[Test: return false, RTBDataStartTime is invalid Time and the message time is not in 0 second.]
DateTime invalidTime = new DateTime(2015, 11, 21, 9, 50, 5, DateTimeKind.Local);
appMDManager = new AppMDManager(null);
appMDManager.setRtbDataStartTime(AppConstant.INVALID_TIME);
IBMessage invalidStartMessage = createMessage_for_isRTBarProcessStart(invalidTime);
Assert.IsFalse(appMDManager.isRTBarProcessStart(invalidStartMessage));
Assert.AreEqual(AppConstant.INVALID_TIME, appMDManager.getRtbDataStartTime());
}
public void test_buildAndUpdateSynMinuteBar_normal()
{
DateTime time1 = new DateTime(2015, 10, 21, 10, 0, 0, DateTimeKind.Local);
DateTime time2 = new DateTime(2015, 10, 21, 10, 0, 5, DateTimeKind.Local);
DateTime time3 = new DateTime(2015, 10, 21, 10, 0, 10, DateTimeKind.Local);
DateTime time4 = new DateTime(2015, 10, 21, 10, 0, 55, DateTimeKind.Local);
DateTime time5 = new DateTime(2015, 10, 21, 10, 1, 0, DateTimeKind.Local);
IBMessage message1 = createMessage_for_isRTBarProcessStart_Open(time1);
IBMessage message2 = createMessage_for_isRTBarProcessStart_High(time2);
IBMessage message3 = createMessage_for_isRTBarProcessStart_Low(time3);
IBMessage message4 = createMessage_for_isRTBarProcessStart_Close(time4);
IBMessage message5 = createMessage_for_isRTBarProcessStart_Open(time5);
//[Test: initial action test, currentTempRTBar is null, currentCompleteRTBar is null and the time is in 0 second.]
AppMDManager appMDManager = createManager_buildAndUpdateSynMinuteBar_begin();
appMDManager.buildAndUpdateSynMinuteBar(message1);
Assert.AreEqual(20100, appMDManager.currentTempRTBar.open);
Assert.AreEqual(20200, appMDManager.currentTempRTBar.high);
Assert.AreEqual(20000, appMDManager.currentTempRTBar.low);
Assert.AreEqual(20100, appMDManager.currentTempRTBar.close);
Assert.AreEqual(time1, appMDManager.currentTempRTBar.time);
Assert.IsNull(appMDManager.currentCompleteRTBar);
//[Test: make a new high synthesis test, high is a new high, and the time is not in 0 second.]
appMDManager.buildAndUpdateSynMinuteBar(message2);
Assert.AreEqual(20100, appMDManager.currentTempRTBar.open);
Assert.AreEqual(20250, appMDManager.currentTempRTBar.high);
Assert.AreEqual(20000, appMDManager.currentTempRTBar.low);
Assert.AreEqual(20105, appMDManager.currentTempRTBar.close);
Assert.AreEqual(time1, appMDManager.currentTempRTBar.time);
Assert.IsNull(appMDManager.currentCompleteRTBar);
//[Test: make a new low synthesis test, low is a new low, and the time is not in 0 second.]
appMDManager.buildAndUpdateSynMinuteBar(message3);
Assert.AreEqual(20100, appMDManager.currentTempRTBar.open);
Assert.AreEqual(20250, appMDManager.currentTempRTBar.high);
Assert.AreEqual(19990, appMDManager.currentTempRTBar.low);
Assert.AreEqual(20110, appMDManager.currentTempRTBar.close);
Assert.AreEqual(time1, appMDManager.currentTempRTBar.time);
Assert.IsNull(appMDManager.currentCompleteRTBar);
//[Test: close minute test, the time is in 55 second.]
appMDManager.buildAndUpdateSynMinuteBar(message4);
Assert.AreEqual(20100, appMDManager.currentTempRTBar.open);
Assert.AreEqual(20250, appMDManager.currentTempRTBar.high);
Assert.AreEqual(19990, appMDManager.currentTempRTBar.low);
Assert.AreEqual(20155, appMDManager.currentTempRTBar.close);
Assert.AreEqual(time1, appMDManager.currentTempRTBar.time);
Assert.AreEqual(20100, appMDManager.currentCompleteRTBar.open);
Assert.AreEqual(20250, appMDManager.currentCompleteRTBar.high);
Assert.AreEqual(19990, appMDManager.currentCompleteRTBar.low);
Assert.AreEqual(20155, appMDManager.currentCompleteRTBar.close);
Assert.AreEqual(time1, appMDManager.currentCompleteRTBar.time);
//[Test: open minute test, the time is in 55 second.]
appMDManager.buildAndUpdateSynMinuteBar(message5);
Assert.AreEqual(20100, appMDManager.currentTempRTBar.open);
Assert.AreEqual(20200, appMDManager.currentTempRTBar.high);
Assert.AreEqual(20000, appMDManager.currentTempRTBar.low);
Assert.AreEqual(20100, appMDManager.currentTempRTBar.close);
Assert.AreEqual(time5, appMDManager.currentTempRTBar.time);
Assert.IsNull(appMDManager.currentCompleteRTBar);
}
