public void EmptyReturnedIfEmptyCollectionPassed()
{
IEnumerable <QuoteExt> quotes = new QuoteExt[0];
var generator = new CandleGenerator();
var candles = generator.Generate(quotes, TimeInterval.Sec, PriceType.Ask);
Assert.NotNull(candles);
Assert.Equal(0, candles.Count());
}
public void CandlesAreGrouped()
{
DateTime dt = new DateTime(2017, 1, 1);
var generator = new CandleGenerator();
var quotes = new QuoteExt[]
{
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 1.1, Timestamp = dt, PriceType = PriceType.Bid
},
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 0.8, Timestamp = dt, PriceType = PriceType.Bid
}
};
var candles = generator.Generate(quotes, TimeInterval.Sec, PriceType.Bid);
Assert.Equal(1, candles.Count());
quotes = new QuoteExt[]
{
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 1.1, Timestamp = dt.AddMinutes(2).AddSeconds(1), PriceType = PriceType.Bid
},
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 0.8, Timestamp = dt.AddMinutes(2).AddSeconds(8), PriceType = PriceType.Bid
}
};
candles = generator.Generate(quotes, TimeInterval.Minute, PriceType.Bid);
Assert.Equal(1, candles.Count());
quotes = new QuoteExt[]
{
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 1.1, Timestamp = dt.AddHours(1).AddMinutes(1), PriceType = PriceType.Bid
},
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 0.8, Timestamp = dt.AddHours(2).AddMinutes(8), PriceType = PriceType.Bid
}
};
candles = generator.Generate(quotes, TimeInterval.Hour, PriceType.Bid);
Assert.Equal(2, candles.Count());
quotes = new QuoteExt[]
{
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 1.1, Timestamp = dt.AddDays(1).AddHours(1), PriceType = PriceType.Bid
},
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 0.8, Timestamp = dt.AddDays(2).AddHours(8), PriceType = PriceType.Bid
}
};
candles = generator.Generate(quotes, TimeInterval.Day, PriceType.Bid);
Assert.Equal(2, candles.Count());
quotes = new QuoteExt[]
{
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 1.1, Timestamp = dt.AddMonths(-2).AddDays(1), PriceType = PriceType.Bid
},
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 0.8, Timestamp = dt.AddMonths(-1).AddDays(8), PriceType = PriceType.Bid
}
};
candles = generator.Generate(quotes, TimeInterval.Month, PriceType.Bid);
Assert.Equal(2, candles.Count());
quotes = new QuoteExt[]
{
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 1.1, Timestamp = dt.AddMonths(1).AddDays(1), PriceType = PriceType.Bid
},
new QuoteExt {
AssetPair = "BTCUSD", IsBuy = true, Price = 0.8, Timestamp = dt.AddMonths(2).AddDays(8), PriceType = PriceType.Bid
}
};
candles = generator.Generate(quotes, TimeInterval.Month, PriceType.Bid);
Assert.Equal(2, candles.Count());
}