Exemple #1
0
        public PaperMa GetMa(MarketPaper paper, int n)
        {
            if (paper == null)
            {
                throw new ArgumentNullException(nameof(paper));
            }
            if (n <= 0)
            {
                throw new ArgumentException(nameof(n));
            }

            if (paper.ExchangeInfo == null || paper.ExchangeInfo.Count < n)
            {
                return(new PaperMa(n));
            }

            // TODO: 保证数据已排序,连续
            return(new PaperMa(n, GetMa(paper.ExchangeInfo, n)));
        }
        public void Should_Get_Start_Index()
        {
            int      total = 100;
            DateTime now   = new DateTime(2020, 6, 1);

            PaperMa[]   ma = new PaperMa[5];
            MarketPaper p  = new MarketPaper("000001", "忘了是啥");

            for (int i = 0; i < 5; i++)
            {
                Point[] points = new Point[total / i];
                for (int j = 0; j < points.Length; j++)
                {
                    points[j].Time  = now.AddDays(j - points.Length + 1);
                    points[j].Value = j;
                }
                ma[i] = new PaperMa(i, points);
            }

            OrderedCalcPaperWheelTestWrapper wheel = new OrderedCalcPaperWheelTestWrapper(ma, p);

            wheel.GetStartIndexTest(ma[0], now)
            .ShouldBe(total - 1);
        }
 public OrderedCalcPaperWheel(PaperMa[] ma, MarketPaper paper)
 {
     _paper = paper;
     _ma    = ma;
     start  = _ma[^ 1].Prices.Length;
 public OrderedCalcPaperWheelTestWrapper(PaperMa[] ma, MarketPaper paper) : base(ma, paper)
 {
 }