public void QuoteStore_GetMissingQuote()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(1)
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
var actQuote = quoteStore.Get(expDate.AddHours(1));
Assert.AreEqual(null, actQuote);
}
public void QuoteStore_GetExistsQuote()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc)
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(1)
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
var actQuote = quoteStore.Get(expDate);
Assert.AreEqual(expQuote.Ask, actQuote.Ask);
Assert.AreEqual(expQuote.Bid, actQuote.Bid);
Assert.AreEqual(expQuote.Symbol, actQuote.Symbol);
}
public void Add(Quote quote)
{
//Todo: Add check for each field of quote?
//Todo: Check if some symbol is not unique in the same time?
lock (_store)
{
_store.Add(quote);
}
}
public void QuoteStore_GetQuoteWithNullTime()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
var actQuote = quoteStore.Get(Convert.ToDateTime(null));
Assert.AreEqual(expQuote2.Ask, actQuote.Ask);
Assert.AreEqual(expQuote2.Bid, actQuote.Bid);
Assert.AreEqual(expQuote2.Symbol, actQuote.Symbol);
}
public void QuoteStore_SaveQuotesToFileAndLoadQuotesFromSavedFile()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(1)
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
quoteStore.SaveToFile(AppDomain.CurrentDomain.BaseDirectory + @"\QuoteStore.xml");
var quoteStoreFromFile = new QuoteStore();
quoteStoreFromFile.LoadFromFile(AppDomain.CurrentDomain.BaseDirectory + @"\QuoteStore.xml");
var actQuote = quoteStoreFromFile.Get(expDate);
Assert.AreEqual(expQuote.Ask, actQuote.Ask);
Assert.AreEqual(expQuote.Bid, actQuote.Bid);
Assert.AreEqual(expQuote.Symbol, actQuote.Symbol);
}
public void QuoteStore_RemoveQuote()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expDate2 = expDate.AddMinutes(2);
var expDate3 = expDate.AddMinutes(3);
var expDate4 = expDate.AddMinutes(5);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate2
};
var expQuote3 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33929,
Bid = 1.33912,
Time = expDate3
};
var expQuote4 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33927,
Bid = 1.33910,
Time = expDate4
};
var quoteStore4Elements = new QuoteStore();
quoteStore4Elements.Add(expQuote);
quoteStore4Elements.Add(expQuote2);
quoteStore4Elements.Add(expQuote3);
quoteStore4Elements.Add(expQuote4);
quoteStore4Elements.Remove(expDate.AddMinutes(2), expDate.AddMinutes(3));
Assert.AreEqual(expQuote, quoteStore4Elements.Get(expDate));
Assert.AreEqual(null, quoteStore4Elements.Get(expDate2));
Assert.AreEqual(null, quoteStore4Elements.Get(expDate3));
Assert.AreEqual(expQuote4, quoteStore4Elements.Get(expDate4));
}
public void QuoteStore_GetRangeOfQoutes()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expDate2 = expDate.AddMinutes(2);
var expDate3 = expDate.AddMinutes(3);
var expDate4 = expDate.AddMinutes(5);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate2
};
var expQuote3 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33929,
Bid = 1.33912,
Time = expDate3
};
var expQuote4 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33927,
Bid = 1.33910,
Time = expDate4
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
quoteStore.Add(expQuote3);
quoteStore.Add(expQuote4);
var actQuotes = quoteStore.GetRange(expDate2, expDate3).ToList();
Assert.AreEqual(false, actQuotes.Exists(p => p.Time == expDate));
Assert.AreEqual(true, actQuotes.Exists(p => p.Time == expDate2));
Assert.AreEqual(true, actQuotes.Exists(p => p.Time == expDate3));
Assert.AreEqual(false, actQuotes.Exists(p => p.Time == expDate4));
}
