public void TwoPrices()
{
var priceReader = new InMemoryPriceReader();
var reader = new CandleStickReader(timeframe: 15, PriceReader: priceReader);
int count = 0;
CandleStickItme itme = null;
List <CandleStickItme> item = new List <CandleStickItme>();
var dt1 = new DateTime(2017, 5, 5, 10, 5, 0);
var dt2 = new DateTime(2017, 5, 5, 10, 10, 0);
priceReader.AddSeedPrice(dt1, 12m, 0, 0);
priceReader.AddSeedPrice(dt2, 14m, 0, 0);
reader.NewCandleStick += (sender, e) =>
{
count++;
itme = e.CandleStick;
};
reader.Start();
Assert.Equal(1, count);
Assert.Equal(12m, itme.Open);
Assert.Equal(12m, itme.Low);
Assert.Equal(14m, itme.High);
Assert.Equal(14m, itme.Close);
var dt0 = new DateTime(2017, 5, 5, 10, 0, 0);
//Assert.Equal(dt0, itme.Date);
Assert.Equal(CandleStickColor.Green, itme.Color);
}
public void TwoPrices()
{
// arrange
var p = new InMemoryPriceReader();
var c = new CandleStickReader(timeframe: 15, priceReader: p);
int count = 0;
CandleStickItem item = null;
var dt1 = new DateTime(2017, 5, 5, 10, 1, 0);
var dt2 = new DateTime(2017, 5, 5, 10, 2, 0);
p.AddSeedPrice(dt1, 12m, 0m, 0m);
p.AddSeedPrice(dt2, 14m, 0m, 0m);
c.NewCandleStick += (sender, e) =>
{
count++;
item = e.CandleStick;
};
// a
c.Start();
// a
Assert.Equal(1, count);
Assert.Equal(12m, item.Low);
Assert.Equal(12m, item.Open);
Assert.Equal(14m, item.High);
Assert.Equal(14m, item.Close);
Assert.Equal(CandleStickColor.Green,
item.Color);
}
static void Main(string[] args)
{
var priceReader = new CsvPriceReader(args[0]);
var reader = new CandleStickReader(timeframe: 5, PriceReader: priceReader);
reader.NewCandleStick += C_NewCandleStick;
reader.Start();
}
static void Main(string[] args)
{
// arrange
var p = new CsvPriceReader("STOCK.csv.txt");
var c = new CandleStickReader(timeframe: 15, priceReader: p);
c.NewCandleStick += C_NewCandleStick;
c.Start();
//Console.ReadKey();
}
public void ThreeCandleSticks()
{
// arrange
var p = new InMemoryPriceReader();
var c = new CandleStickReader(timeframe: 15, priceReader: p);
int count = 0;
List <CandleStickItem> items = new List <CandleStickItem>();
var dt1 = new DateTime(2017, 5, 5, 10, 5, 0);
var dt2 = new DateTime(2017, 5, 5, 10, 10, 0);
var dt3 = new DateTime(2017, 5, 5, 10, 15, 0);
var dt4 = new DateTime(2017, 5, 5, 10, 20, 0);
var dt5 = new DateTime(2017, 5, 5, 10, 40, 0);
var dt6 = new DateTime(2017, 5, 5, 10, 41, 0);
var dt7 = new DateTime(2017, 5, 5, 10, 42, 0);
p.AddSeedPrice(dt1, 12m, 0m, 0m);
p.AddSeedPrice(dt2, 14m, 0m, 0m);
p.AddSeedPrice(dt3, 16m, 0m, 0m);
p.AddSeedPrice(dt4, 15m, 0m, 0m);
p.AddSeedPrice(dt5, 20m, 0m, 0m);
p.AddSeedPrice(dt6, 23m, 0m, 0m);
p.AddSeedPrice(dt7, 22m, 0m, 0m);
c.NewCandleStick += (sender, e) =>
{
count++;
items.Add(e.CandleStick);
};
// a
c.Start();
// a
Assert.Equal(3, count);
Assert.Equal(12m, items[0].Low);
Assert.Equal(12m, items[0].Open);
Assert.Equal(14m, items[0].High);
Assert.Equal(14m, items[0].Close);
Assert.Equal(16m, items[1].Open);
Assert.Equal(15m, items[1].Low);
Assert.Equal(16m, items[1].High);
Assert.Equal(15m, items[1].Close);
Assert.Equal(20m, items[2].Open);
Assert.Equal(20m, items[2].Low);
Assert.Equal(23m, items[2].High);
Assert.Equal(22m, items[2].Close);
Assert.Equal(new DateTime(2017, 5, 5, 10, 0, 0), items[0].Date);
Assert.Equal(new DateTime(2017, 5, 5, 10, 15, 0), items[1].Date);
Assert.Equal(new DateTime(2017, 5, 5, 10, 30, 0), items[2].Date);
}
public void NoPrice_NoCandleStick()
{
// arrange
var p = new InMemoryPriceReader();
var c = new CandleStickReader(timeframe: 15, priceReader: p);
int count = 0;
c.NewCandleStick += (sender, e) => {
count++;
};
c.Start();
Assert.Equal(0, count);
}
public void NoPrice()
{
var priceReader = new InMemoryPriceReader();
var reader = new CandleStickReader(timeframe: 5, PriceReader: priceReader);
int count = 0;
reader.NewCandleStick += (sender, e) =>
{
count++;
};
reader.Start();
Assert.Equal(0, count);
}
static void Main(string[] args)
{
// arrange
if (args.Length < 1)
{
Console.WriteLine("Usage: GF.BackTesting.Client.Exe <FileName>");
return;
}
var p = new CsvPriceReader(args[0]);
var c = new CandleStickReader(timeframe: 15, priceReader: p);
c.NewCandleStick += C_NewCandleStick;
c.Start();
//Console.ReadKey();
}
public void TwoCandlestick()
{
var priceReader = new InMemoryPriceReader();
var reader = new CandleStickReader(timeframe: 15, PriceReader: priceReader);
int count = 0;
//CandleStickItme itme = null;
List <CandleStickItme> items = new List <CandleStickItme>();
var dt1 = new DateTime(2017, 5, 5, 10, 5, 0);
var dt2 = new DateTime(2017, 5, 5, 10, 10, 0);
var dt3 = new DateTime(2017, 5, 5, 10, 15, 0);
var dt4 = new DateTime(2017, 5, 5, 10, 20, 0);
priceReader.AddSeedPrice(dt1, 12m, 0, 0);
priceReader.AddSeedPrice(dt2, 14m, 0, 0);
priceReader.AddSeedPrice(dt3, 16m, 0, 0);
priceReader.AddSeedPrice(dt4, 15m, 0, 0);
reader.NewCandleStick += (sender, e) =>
{
count++;
items.Add(e.CandleStick);
};
reader.Start();
Assert.Equal(2, count);
Assert.Equal(12m, items[0].Low);
Assert.Equal(12m, items[0].Open);
Assert.Equal(14m, items[0].High);
Assert.Equal(14m, items[0].Close);
Assert.Equal(16m, items[1].Open);
Assert.Equal(15m, items[1].Low);
Assert.Equal(16m, items[1].High);
Assert.Equal(15m, items[1].Close);
Assert.Equal(new DateTime(2017, 5, 5, 10, 0, 0), items[0].Date);
Assert.Equal(new DateTime(2017, 5, 5, 10, 15, 0), items[1].Date);
}
public void SinglePrice_OneCandleStick()
{
// arrange
var p = new InMemoryPriceReader();
var c = new CandleStickReader(timeframe: 15, priceReader: p);
int count = 0;
CandleStickItem item = null;
p.AddSeedPrice(12m);
c.NewCandleStick += (sender, e) => {
count++;
item = e.CandleStick;
};
c.Start();
Assert.Equal(1, count);
Assert.Equal(12m, item.Open);
Assert.Equal(12m, item.High);
Assert.Equal(12m, item.Close);
Assert.Equal(12m, item.Low);
Assert.Equal(CandleStickColor.Green, item.Color);
}
public void SinglePrice()
{
var priceReader = new InMemoryPriceReader();
var reader = new CandleStickReader(timeframe: 5, PriceReader: priceReader);
int count = 0;
CandleStickItme itme = null;
priceReader.AddSeedPrice(12m);
reader.NewCandleStick += (sender, e) =>
{
count++;
itme = e.CandleStick;
};
reader.Start();
Assert.Equal(1, count);
Assert.Equal(12m, itme.Open);
Assert.Equal(12m, itme.High);
Assert.Equal(12m, itme.Close);
Assert.Equal(12m, itme.Low);
Assert.Equal(CandleStickColor.Green, itme.Color);
}
