Exemple #1
0
        public void CreateBarDatum()
        {
            BarDataMocks mocks = new BarDataMocks();

            List <MetaMapping> averageMappings = MarketDataMock.MetaMappings.Where(m => m.Property.Contains("A")).ToList();

            int momentumPeriod = averageMappings.FirstOrDefault(m => m.Property == "A1").Value.Value;

            List <IBarDatum> barDatumList = new List <IBarDatum>();

            int i = 0;

            foreach (IBar bar in mocks.Bars)
            {
                BarDatumBuilder bldr = new BarDatumBuilder(bar, averageMappings);

                bldr.Build(momentumPeriod, barDatumList);

                barDatumList.Add(bldr.Datum);

                ++i;
            }

            Assert.IsTrue(barDatumList.Count == mocks.Bars.Count);
        }
        public static IBarDatum CreateBar(IBar bar, List <IBarDatum> barEntries)
        {
            BarDatumBuilder bldr = new BarDatumBuilder(bar, mappings);

            bldr.Build(MomentumPeriod, barEntries);

            return(bldr.Datum);
        }
Exemple #3
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        private IBarDatum CreateBar(IBar bar)
        {
            int momentumPeriod = 9;

            var aveMappings = AverageMappings;

            BarDatumBuilder bldr = new BarDatumBuilder(bar, aveMappings);

            bldr.Build(momentumPeriod, barDatumEntries);

            return(bldr.Datum);
        }
Exemple #4
0
        private IBarDatum CreateFirstBar()
        {
            int momentumPeriod = 9;

            var aveMappings = AverageMappings;

            IBar bar = upTrendMocks[0];

            BarDatumBuilder bldr = new BarDatumBuilder(bar, aveMappings);

            bldr.Build(momentumPeriod, barDatumEntries);

            return(bldr.Datum);
        }