public void Test_that_the_same_start_and_end_prices_with_zerospread_produces_different_prices()
{
// Arrange
var generator = new RandomMissedCandlesGenerator();
// Act
var candles = generator.GenerateCandles(
new AssetPair
{
Id = "EURUSD",
Accuracy = 5
},
CandlePriceType.Ask,
new DateTime(2017, 08, 16, 15, 14, 49, DateTimeKind.Utc),
new DateTime(2017, 08, 16, 15, 14, 51, DateTimeKind.Utc),
1.17046,
1.17046,
0)
.ToArray();
// Assert
Assert.AreEqual(1, candles.Length);
Assert.AreNotEqual(1.17046, candles[0].Open, 0.000001);
Assert.AreNotEqual(1.17046, candles[0].Close, 0.000001);
Assert.AreNotEqual(1.17046, candles[0].High, 0.000001);
Assert.AreNotEqual(1.17046, candles[0].Low, 0.000001);
}
public void Test_that_not_NaN_prices_candles_generated_case2()
{
// Arrange
var generator = new RandomMissedCandlesGenerator();
// Act
var candles = generator.GenerateCandles(
new AssetPair
{
Id = "EURUSD",
Accuracy = 5
},
CandlePriceType.Ask,
new DateTime(2017, 08, 16, 15, 14, 49, DateTimeKind.Utc),
new DateTime(2017, 08, 16, 15, 14, 57, DateTimeKind.Utc),
0,
1.17046,
0)
.ToArray();
// Assert
Assert.AreEqual(7, candles.Length);
foreach (var candle in candles)
{
Assert.IsFalse(double.IsNaN(candle.Open));
Assert.IsFalse(double.IsNaN(candle.Close));
Assert.IsFalse(double.IsNaN(candle.Low));
Assert.IsFalse(double.IsNaN(candle.High));
}
}
public void Test_that_near_zero_prices_not_generates_negative_prices()
{
// Arrange
var generator = new RandomMissedCandlesGenerator();
// Act
var candles = generator.GenerateCandles(
new AssetPair
{
Id = "EURUSD",
Accuracy = 5
},
CandlePriceType.Ask,
new DateTime(2017, 08, 16, 15, 14, 49, DateTimeKind.Utc),
new DateTime(2017, 08, 16, 15, 15, 49, DateTimeKind.Utc),
1.17046,
0.0046,
50)
.ToArray();
// Assert
Assert.AreEqual(59, candles.Length);
foreach (var candle in candles)
{
Assert.IsTrue(candle.Open > 0, $"Open price {candle.Open} for candle {candle.Timestamp} is not pisitive");
Assert.IsTrue(candle.Close > 0, $"Close price {candle.Close} for candle {candle.Timestamp} is not pisitive");
Assert.IsTrue(candle.Low > 0, $"Low price {candle.Low} for candle {candle.Timestamp} is not pisitive");
Assert.IsTrue(candle.High > 0, $"High price {candle.High} for candle {candle.Timestamp} is not pisitive");
}
}
public void Test_that_generator_generates_all_candles()
{
// Arrange
var generator = new RandomMissedCandlesGenerator();
// Act
var candles = generator.GenerateCandles(
new AssetPair
{
Id = "BTCEUR",
Accuracy = 5
},
CandlePriceType.Bid,
new DateTime(2017, 10, 25, 00, 00, 00, DateTimeKind.Utc).AddSeconds(-1),
new DateTime(2017, 10, 26, 00, 00, 00, DateTimeKind.Utc),
1.3212,
1.1721,
0.2);
// Assert
Assert.AreEqual(60 * 60 * 24, candles.Count());
}
public void Test_that_zero_candles_gap_generates_no_candles()
{
// Arrange
var generator = new RandomMissedCandlesGenerator();
// Act
var candles = generator.GenerateCandles(
new AssetPair
{
Id = "BTCEUR",
Accuracy = 5
},
CandlePriceType.Bid,
new DateTime(2016, 04, 28, 10, 57, 29, DateTimeKind.Utc),
new DateTime(2016, 04, 28, 10, 57, 30, DateTimeKind.Utc),
1,
2,
0.2)
.ToArray();
// Assert
Assert.AreEqual(0, candles.Length);
}
public void Test_that_one_sec_candles_gap_generates_single_candle()
{
// Arrange
var generator = new RandomMissedCandlesGenerator();
// Act
var candles = generator.GenerateCandles(
new AssetPairResponseModel
{
Id = "BTCEUR",
Accuracy = 5
},
CandlePriceType.Bid,
new DateTime(2016, 04, 28, 10, 57, 29, DateTimeKind.Utc),
new DateTime(2016, 04, 28, 10, 57, 31, DateTimeKind.Utc),
1,
2,
0.2)
.ToArray();
// Assert
Assert.AreEqual(1, candles.Length);
Assert.AreEqual(new DateTime(2016, 04, 28, 10, 57, 30, DateTimeKind.Utc), candles.First().Timestamp);
}
