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_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_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());
}
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_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);
}