Exemple #1
0
        public async void PrependData()
        {
            XmlDataBase tb = new XmlDataBase();

            List <Bar> barList = new List <Bar>();
            var        firstDt = new DateTime(2019, 1, 1, 5, 0, 0);

            barList.Add(new Bar(10, 20, 5, 12, 0, firstDt));
            barList.Add(new Bar(15, 25, 10, 17, 0, firstDt.AddMinutes(5)));
            barList.Add(new Bar(15, 27, 8, 17, 0, firstDt.AddMinutes(10)));

            var instrument = new Instrument {
                Type = InstrumentType.Stock, Name = "GLD"
            };
            var resolution = new Resolution(TimeFrame.Hourly, 1);
            var b          = await tb.WriteLocalDataAsync(instrument, resolution, barList);

            barList.Clear();
            barList.Add(new Bar(1, 20, 5, 12, 0, firstDt.AddMinutes(-60)));
            barList.Add(new Bar(0, 25, 10, 17, 0, firstDt.AddMinutes(-55)));
            barList.Add(new Bar(0, 27, 8, 17, 0, firstDt.AddMinutes(-50)));
            _ = tb.PrependLocalData(instrument, resolution, barList);

            var rbs = await tb.ReadLocalDataAsync(instrument, resolution, firstDt.AddMinutes(-60), firstDt.AddMinutes(15));

            Assert.AreEqual(6, rbs.Count());
        }
Exemple #2
0
        public void PrependData()
        {
            XmlDataBase tb = new XmlDataBase();

            List <Bar> barList = new List <Bar>();

            barList.Add(new Bar(10, 20, 5, 12, 0, DateTime.Now, DateTime.Now));
            barList.Add(new Bar(15, 25, 10, 17, 0, DateTime.Now, DateTime.Now));
            barList.Add(new Bar(15, 27, 8, 17, 0, DateTime.Now, DateTime.Now));

            var instrument = new Instrument {
                Type = InstrumentType.Stock, Name = "GLD"
            };
            var resolution = new Resolution(TimeFrame.Hourly, 1);

            tb.WriteLocalData(instrument, resolution, barList);

            barList.Clear();
            barList.Add(new Bar(1, 20, 5, 12, 0, DateTime.Now, DateTime.Now));
            barList.Add(new Bar(0, 25, 10, 17, 0, DateTime.Now, DateTime.Now));
            barList.Add(new Bar(0, 27, 8, 17, 0, DateTime.Now, DateTime.Now));
            tb.PrependLocalData(instrument, resolution, barList);

            var rbs = tb.ReadLocalData(instrument, resolution, DateTime.Now, DateTime.Now);

            Assert.AreEqual(6, rbs.Count());
        }