public void SMACrossProbe_OHLCFeed_DoesNotTriggerAnEvent()
{
//Arrange
var forexPair = MockObjectFactory.MockTickerSymbol(MockObjectFactory.EURUSD);
var timeFrame = new TimeframeUnit(TimeframeOption.M1);
var feedService = MockObjectFactory.MockManualPriceFeedService();
var ticker = feedService.Setup(forexPair, timeFrame, OHLCPriceOption.All);
var isTriggered = false;
var smaCross = new SMACrossProbe(ticker, 3, 5, () => isTriggered = true);
smaCross.Subscribe(feedService);
var priceSwing = MockDataFactory.ExtractOHLCPrices(MockDataFactory.PriceSwingBeginMarker, MockDataFactory.PriceSwingEndMarker, -1);
//Act
priceSwing.ForEach((s) => feedService.OHLC.PriceAction(ticker, s));
//Assert
Assert.IsFalse(isTriggered);
Assert.AreEqual(0, smaCross.Length);
}
public void SMACrossProbe_PriceBarOptionFeedTriggersAnEvent()
{
//Arrange
var forexPair = MockObjectFactory.MockTickerSymbol(MockObjectFactory.EURUSD);
var timeFrame = new TimeframeUnit(TimeframeOption.M1);
var feedService = MockObjectFactory.MockManualPriceFeedService();
var ticker = feedService.Setup(forexPair, timeFrame, PriceBarOption.Close);
var isTriggered = false;
var smaCross = new SMACrossProbe(ticker, 2, 5, () => isTriggered = true);
smaCross.Subscribe(feedService);
feedService.Start();
var priceSwing = MockDataFactory.ExtractPrices(MockDataFactory.PriceSwingBeginMarker, MockDataFactory.PriceSwingEndMarker);
//Act
priceSwing.ForEach((s) => feedService.PriceBar.PriceAction(ticker, s.Timestamp, PriceBarOption.Close, s.Close));
//Assert
Assert.IsTrue(isTriggered);
Assert.IsTrue(smaCross.Current.Status == EventStateOption.On);
}