public void InsertBar_HistoricalPlusNewBarsPresent() { string sym = "FTI"; int d = 20070926; // historical bar filename string filename = sym + d + TikConst.DOT_EXT; // case 3 - middle insertion aka (some historical and some new bars already present) var org = BarListImpl.FromTIK(filename); Assert.IsTrue(org.isValid, "your original bar is not valid 3"); var orgcount = org.Count; Assert.Greater(orgcount, 0); // create bar to insert var insert = new BarImpl(30, 30, 30, 30, 10000, d, 75500, sym, (int)BarInterval.FiveMin); Assert.IsTrue(insert.isValid, "your bar to insert is not valid 3"); int insertpos = BarListImpl.GetBarIndexPreceeding(org, insert.Bardate); var inserted = BarListImpl.InsertBar(org, insert, insertpos); Assert.AreEqual(inserted.Count, orgcount + 1); var actualinsert = inserted[insertpos]; Assert.IsTrue(actualinsert.isValid); Assert.AreEqual(insert.Close, actualinsert.Close); Assert.AreEqual(insert.Open, actualinsert.Open); Assert.AreEqual(insert.High, actualinsert.High); Assert.AreEqual(insert.Low, actualinsert.Low); Assert.AreEqual(insert.Symbol, actualinsert.Symbol); }
public void InsertBar_HistoricalBarsPresent() { string sym = "FTI"; int d = 20070926; // historical bar filename string filename = sym + d + TikConst.DOT_EXT; // unit test case 2 existing bars with front insertion (aka historical bar insert) var org = BarListImpl.FromTIK(filename); Assert.IsTrue(org.isValid, "your original bar is not valid 2"); var orgcount = org.Count; Assert.Greater(orgcount, 0); // create bar to insert var insert = new BarImpl(30, 30, 30, 30, 10000, d, 75500, sym, (int)BarInterval.FiveMin); Assert.IsTrue(insert.isValid, "your bar to insert is not valid 2"); var inserted = BarListImpl.InsertBar(org, insert, 0); Assert.AreEqual(inserted.Count, orgcount + 1); var actualinsert = inserted[0]; Assert.IsTrue(actualinsert.isValid); Assert.AreEqual(insert.Close, actualinsert.Close); Assert.AreEqual(insert.Open, actualinsert.Open); Assert.AreEqual(insert.High, actualinsert.High); Assert.AreEqual(insert.Low, actualinsert.Low); Assert.AreEqual(insert.Symbol, actualinsert.Symbol); }
public void ReadAndOverwrite() { const string tf = @"SPX20070926.TIK"; // read a barlist var bl = BarListImpl.FromTIK(tf); // get new bars var newbl = BarListImpl.DayFromGoogle("FTI"); // append for (int i = 0; i < newbl.Count; i++) { foreach (var k in BarImpl.ToTick(newbl[i])) { bl.newTick(k); } } // write the barlist Assert .IsTrue(BarListImpl.ChartSave(bl, Environment.CurrentDirectory, 20070926), "error saving new data"); }
public void FromTIK() { // get sample tick data BarList bl = BarListImpl.FromTIK("FTI20070926.TIK"); // verify expected number of 5min bars exist (78 in 9:30-4p) Assert.AreEqual(83, bl.Count); }
public void FromTIK() { const string tf = "FTI20070926.TIK"; // get sample tick data BarList bl = BarListImpl.FromTIK(tf); // verify expected number of 5min bars exist (78 in 9:30-4p) Assert.Greater(bl.Count, 82, "not enough bars from: " + tf); }
public void TestMaximumHistory() { const string tf = @"Common\EURUSD20080826.TIK"; // get sample tick data BarList bl = BarListImpl.FromTIK(tf); // verify that the max amount is set to 200 Assert.True(bl.Count == 200); }
public void FromTIK() { const string tf = @"Common\EURUSD20080826.TIK"; // get sample tick data BarList bl = BarListImpl.FromTIK(tf); // verify expected number of 5min bars exist (78 in 9:30-4p) Assert.True(bl.Count > 82); }
private void ChartMain_DragDrop(object sender, DragEventArgs e) { e.Effect = DragDropEffects.Copy; string[] s = (string[])e.Data.GetData(DataFormats.FileDrop, false); string f = s[0]; if (!f.Contains(TikConst.DOT_EXT)) { return; } BarList bl = BarListImpl.FromTIK(f); newChart(bl); }
private void button2_Click(object sender, EventArgs e) { OpenFileDialog od = new OpenFileDialog(); od.CheckFileExists = true; od.CheckPathExists = true; od.DefaultExt = TikConst.WILDCARD_EXT; od.Filter = "TickFiles|" + TikConst.WILDCARD_EXT; od.Multiselect = false; if (od.ShowDialog() == DialogResult.OK) { BarList bl = BarListImpl.FromTIK(od.FileName, _uselast, _usebid); newChart(bl); } }
public void InsertBar_OutOfOrderTicks() { string sym = "TPX"; int d = 20120724; // historical bar filename string filename = sym + d + TikConst.DOT_EXT; //string filename = @"TPX20120724.TIK"; // unit test case 2 existing bars with front insertion (aka historical bar insert) int[] intervals = { (int)BarInterval.Minute }; BarInterval[] types = { BarInterval.Minute }; BarList org = BarListImpl.FromTIK(filename, true, false, intervals, types); Assert.IsTrue(org.isValid, "your original bar is not valid 2"); var orgcount = org.Count; Assert.AreEqual(2, orgcount, "Number of bars constructed doesn't match"); }
public void InsertBar_OutOfOrderTicks() { string sym = "TPX"; int d = 20120724; // historical bar filename string filename = @"Common\" + sym + d + TikConst.DotExt; //string filename = @"TPX20120724.TIK"; // unit test case 2 existing bars with front insertion (aka historical bar insert) int[] intervals = { (int)BarInterval.Minute }; BarInterval[] types = { BarInterval.Minute }; BarList org = BarListImpl.FromTIK(filename, true, false, intervals, types); Assert.True(org.IsValid, "your original bar is not valid 2"); var orgcount = org.Count; //Assert.Equal(2, orgcount); Assert.Equal(1, orgcount); }