public void TestPackedCandleStream()
{
var stream =
new PackedCandleStream(
srcCandles.Select(
c =>
new CandleDataPacked
{
timeOpen = c.timeOpen,
open = c.open,
HLC = c.GetHlcOffset16(VersePointValue),
close = c.close
}).ToList(), true);
var parsedCandles = stream.GetCandles().Select(c =>
{
var candle = new CandleData {
timeOpen = c.timeOpen, open = c.open, close = c.close
};
candle.MakeHlcFromOffset16(c.HLC, VersePointValue);
return(candle);
}).ToList();
for (var candleIndex = 0; candleIndex < srcCandles.Count; candleIndex++)
{
var candle = srcCandles[candleIndex];
var parsedCandle = parsedCandles[candleIndex];
Assert.AreEqual(candle.high, parsedCandle.high, 0.000001, "TestPackedCandleStream: ParseLine error (high)");
Assert.AreEqual(candle.low, parsedCandle.low, 0.000001, "TestPackedCandleStream: ParseLine error (low)");
Assert.AreEqual(candle.close, parsedCandle.close, 0.000001, "TestPackedCandleStream: ParseLine error (close)");
}
}
public static Mock <IQuoteStorage> MakeMoq(Dictionary <string, List <CandleData> > candlesM1)
{
var moq = new Mock <IQuoteStorage>();
moq.Setup(s => s.GetTickersHistoryStarts()).Returns(
() => candlesM1.ToDictionary(c => c.Key, c => new DateSpan(c.Value[0].timeOpen,
c.Value[c.Value.Count - 1].timeOpen)));
moq.Setup(s => s.GetMinuteCandlesPacked(It.IsAny <string>(), It.IsAny <DateTime>(), It.IsAny <DateTime>()))
.Returns((string ticker, DateTime start, DateTime end) =>
{
if (!candlesM1.ContainsKey(ticker))
{
return(new PackedCandleStream(new List <CandleDataPacked>(), false));
}
var candles = candlesM1[ticker].Where(c => c.timeOpen >= start && c.timeOpen <= end).Select(c => new CandleDataPacked
{
open = c.open,
timeOpen = c.timeOpen
}).ToList();
var stream = new PackedCandleStream(candles, candles.Count > 100);
return(stream);
});
moq.Setup(s => s.GetMinuteCandlesPackedFast(It.IsAny <string>(), It.IsAny <List <Cortege2 <DateTime, DateTime> > >()))
.Returns((
string symbol, List <Cortege2 <DateTime, DateTime> > intervals) =>
{
if (!candlesM1.ContainsKey(symbol))
{
return(new PackedCandleStream(new List <CandleDataPacked>(), false));
}
var candles = new List <CandleDataPacked>();
foreach (var interval in intervals)
{
candles.AddRange(
candlesM1[symbol].Where(c => c.timeOpen >= interval.a && c.timeOpen <= interval.b)
.Select(c => new CandleDataPacked
{
open = c.open,
timeOpen = c.timeOpen
}));
}
var stream = new PackedCandleStream(candles, candles.Count > 100);
return(stream);
});
return(moq);
}