public void NewBars()
{
BarList bl = new BarList(BarInterval.FiveMin);
int newbars = 0;
foreach (Tick k in ticklist)
{
bl.newTick(k);
if (bl.NewBar)
newbars++;
}
Assert.That(newbars == 2, newbars.ToString());
bl = new BarList(BarInterval.Minute);
newbars = 0;
foreach (Tick k in ticklist)
{
bl.newTick(k);
if (bl.NewBar)
newbars++;
}
Assert.That(newbars == 8, newbars.ToString());
}
public void QuoteOnlyTest()
{
Tick[] timesales = new Tick[] {
Tick.NewBid("TST",100m,100),
Tick.NewAsk("TST",100.1m,200),
};
Blade b = new Blade();
BarList bl = new BarList(BarInterval.FiveMin,"TST");
foreach (Tick k in timesales)
{
bl.newTick(k);
b.newBar(bl);
}
// average volume should be zero bc
// with only quotes we should have no bars to process
Assert.That(b.AvgVol(bl) == 0, b.AvgVol(bl).ToString());
Assert.That(!bl.Has(1), bl.ToString());
}
