public void AddCandle(string symbol, int interval, long time, double open, double close, double high, double low, double volume, bool isAddToAll, bool isTriggerEvent)
{
lock (this)
{
if (Intervals.Contains(interval))
{
if (isAddToAll)
{
var index = this.Intervals.FindIndex(i => i == interval);
var quoteId = this.CreateQuote(symbol, interval);
var num = Quotes[quoteId].AddUpdate(time, open, high, low, close, volume, isTriggerEvent); //trigger dataadded event
//var num = Quotes[quoteId].AddUpdate(time, open, high, low, close, volume, false); //do not trigger dataadded event to prevent from reducing number in buffer
if (num >= 0)
{
var d = this.AddToOtherQuotes(Quotes[quoteId], index + 1, isTriggerEvent);
//QuoteStore_OnDataAddedOrUpdated(this, this.Quotes[quoteId], num);
//foreach (var id in d.Keys) QuoteStore_OnDataAddedOrUpdated(this, this.Quotes[id], d[id]);
}
}
else
{
var quoteId = this.CreateQuote(symbol, interval);
Quotes[quoteId].AddUpdate(time, open, high, low, close, volume, true);
}
}
}
}
public void AddQuoteBasic(IQuoteBasicBase qb, bool isAddToAll, bool isTriggerEvent)
{
lock (this)
{
if (qb != null && qb.Count > 0 && Intervals.Contains(qb.Interval))
{
if (isAddToAll)
{
var index = this.Intervals.FindIndex(i => i == qb.Interval);
var interval = this.Intervals[index];
var quoteId = this.CreateQuote(qb.Symbol, interval);
var num = Quotes[quoteId].Append(qb, isTriggerEvent); //trigger OnQuoteBasicDataAddedOrUpdated
//var num = Quotes[quoteId].Append(qb, false); //do not trigger OnQuoteBasicDataAddedOrUpdated until we add to all quotes
if (num >= 0)
{
var d = this.AddToOtherQuotes(Quotes[quoteId], index + 1, isTriggerEvent);
//QuoteStore_OnDataAddedOrUpdated(this, this.Quotes[quoteId], num);
//foreach (var qId in d.Keys) QuoteStore_OnDataAddedOrUpdated(this, this.Quotes[qId], d[qId]);
}
}
else
{
var quoteId = this.CreateQuote(qb.Symbol, qb.Interval);
var num = Quotes[quoteId].Append(qb, isTriggerEvent);
}
}
}
}
public void PerfectFill()
{
var a = new Intervals<float>();
a.Add(0, 5);
Assert.That(a.Contains(-float.Epsilon), Is.False);
Assert.That(a.Contains(0));
Assert.That(a.Contains(4.999f));
Assert.That(a.Contains(5), Is.False);
a.Add(6, 10);
Assert.That(a.Contains(6));
Assert.That(a.Contains(9.999f));
Assert.That(a.Contains(10), Is.False);
Assert.That(a.Count(), Is.EqualTo(2));
a.Add(5, 6);
Assert.That(a.Count(), Is.EqualTo(1));
}
public void AddingWithoutOverlap()
{
var a = new Intervals<int>();
a.Add(0, 5);
Assert.That(a.Contains(-1), Is.False);
Assert.That(a.Contains(0));
Assert.That(a.Contains(1));
Assert.That(a.Contains(2));
Assert.That(a.Contains(3));
Assert.That(a.Contains(4));
Assert.That(a.Contains(5), Is.False);
a.Add(6, 10);
Assert.That(a.Contains(6));
Assert.That(a.Contains(7));
Assert.That(a.Contains(8));
Assert.That(a.Contains(9));
Assert.That(a.Contains(10), Is.False);
a.Add(-2, -1);
Assert.That(a.Contains(-3), Is.False);
Assert.That(a.Contains(2));
Assert.That(a.Contains(-1), Is.False);
}