public void TwoPrices() { var priceReader = new InMemoryPriceReader(); var reader = new CandleStickReader(timeframe: 15, PriceReader: priceReader); int count = 0; CandleStickItme itme = null; List <CandleStickItme> item = new List <CandleStickItme>(); var dt1 = new DateTime(2017, 5, 5, 10, 5, 0); var dt2 = new DateTime(2017, 5, 5, 10, 10, 0); priceReader.AddSeedPrice(dt1, 12m, 0, 0); priceReader.AddSeedPrice(dt2, 14m, 0, 0); reader.NewCandleStick += (sender, e) => { count++; itme = e.CandleStick; }; reader.Start(); Assert.Equal(1, count); Assert.Equal(12m, itme.Open); Assert.Equal(12m, itme.Low); Assert.Equal(14m, itme.High); Assert.Equal(14m, itme.Close); var dt0 = new DateTime(2017, 5, 5, 10, 0, 0); //Assert.Equal(dt0, itme.Date); Assert.Equal(CandleStickColor.Green, itme.Color); }
public void TwoPrices() { // arrange var p = new InMemoryPriceReader(); var c = new CandleStickReader(timeframe: 15, priceReader: p); int count = 0; CandleStickItem item = null; var dt1 = new DateTime(2017, 5, 5, 10, 1, 0); var dt2 = new DateTime(2017, 5, 5, 10, 2, 0); p.AddSeedPrice(dt1, 12m, 0m, 0m); p.AddSeedPrice(dt2, 14m, 0m, 0m); c.NewCandleStick += (sender, e) => { count++; item = e.CandleStick; }; // a c.Start(); // a Assert.Equal(1, count); Assert.Equal(12m, item.Low); Assert.Equal(12m, item.Open); Assert.Equal(14m, item.High); Assert.Equal(14m, item.Close); Assert.Equal(CandleStickColor.Green, item.Color); }
static void Main(string[] args) { var priceReader = new CsvPriceReader(args[0]); var reader = new CandleStickReader(timeframe: 5, PriceReader: priceReader); reader.NewCandleStick += C_NewCandleStick; reader.Start(); }
static void Main(string[] args) { // arrange var p = new CsvPriceReader("STOCK.csv.txt"); var c = new CandleStickReader(timeframe: 15, priceReader: p); c.NewCandleStick += C_NewCandleStick; c.Start(); //Console.ReadKey(); }
public void ThreeCandleSticks() { // arrange var p = new InMemoryPriceReader(); var c = new CandleStickReader(timeframe: 15, priceReader: p); int count = 0; List <CandleStickItem> items = new List <CandleStickItem>(); var dt1 = new DateTime(2017, 5, 5, 10, 5, 0); var dt2 = new DateTime(2017, 5, 5, 10, 10, 0); var dt3 = new DateTime(2017, 5, 5, 10, 15, 0); var dt4 = new DateTime(2017, 5, 5, 10, 20, 0); var dt5 = new DateTime(2017, 5, 5, 10, 40, 0); var dt6 = new DateTime(2017, 5, 5, 10, 41, 0); var dt7 = new DateTime(2017, 5, 5, 10, 42, 0); p.AddSeedPrice(dt1, 12m, 0m, 0m); p.AddSeedPrice(dt2, 14m, 0m, 0m); p.AddSeedPrice(dt3, 16m, 0m, 0m); p.AddSeedPrice(dt4, 15m, 0m, 0m); p.AddSeedPrice(dt5, 20m, 0m, 0m); p.AddSeedPrice(dt6, 23m, 0m, 0m); p.AddSeedPrice(dt7, 22m, 0m, 0m); c.NewCandleStick += (sender, e) => { count++; items.Add(e.CandleStick); }; // a c.Start(); // a Assert.Equal(3, count); Assert.Equal(12m, items[0].Low); Assert.Equal(12m, items[0].Open); Assert.Equal(14m, items[0].High); Assert.Equal(14m, items[0].Close); Assert.Equal(16m, items[1].Open); Assert.Equal(15m, items[1].Low); Assert.Equal(16m, items[1].High); Assert.Equal(15m, items[1].Close); Assert.Equal(20m, items[2].Open); Assert.Equal(20m, items[2].Low); Assert.Equal(23m, items[2].High); Assert.Equal(22m, items[2].Close); Assert.Equal(new DateTime(2017, 5, 5, 10, 0, 0), items[0].Date); Assert.Equal(new DateTime(2017, 5, 5, 10, 15, 0), items[1].Date); Assert.Equal(new DateTime(2017, 5, 5, 10, 30, 0), items[2].Date); }
public void NoPrice_NoCandleStick() { // arrange var p = new InMemoryPriceReader(); var c = new CandleStickReader(timeframe: 15, priceReader: p); int count = 0; c.NewCandleStick += (sender, e) => { count++; }; c.Start(); Assert.Equal(0, count); }
public void NoPrice() { var priceReader = new InMemoryPriceReader(); var reader = new CandleStickReader(timeframe: 5, PriceReader: priceReader); int count = 0; reader.NewCandleStick += (sender, e) => { count++; }; reader.Start(); Assert.Equal(0, count); }
static void Main(string[] args) { // arrange if (args.Length < 1) { Console.WriteLine("Usage: GF.BackTesting.Client.Exe <FileName>"); return; } var p = new CsvPriceReader(args[0]); var c = new CandleStickReader(timeframe: 15, priceReader: p); c.NewCandleStick += C_NewCandleStick; c.Start(); //Console.ReadKey(); }
public void TwoCandlestick() { var priceReader = new InMemoryPriceReader(); var reader = new CandleStickReader(timeframe: 15, PriceReader: priceReader); int count = 0; //CandleStickItme itme = null; List <CandleStickItme> items = new List <CandleStickItme>(); var dt1 = new DateTime(2017, 5, 5, 10, 5, 0); var dt2 = new DateTime(2017, 5, 5, 10, 10, 0); var dt3 = new DateTime(2017, 5, 5, 10, 15, 0); var dt4 = new DateTime(2017, 5, 5, 10, 20, 0); priceReader.AddSeedPrice(dt1, 12m, 0, 0); priceReader.AddSeedPrice(dt2, 14m, 0, 0); priceReader.AddSeedPrice(dt3, 16m, 0, 0); priceReader.AddSeedPrice(dt4, 15m, 0, 0); reader.NewCandleStick += (sender, e) => { count++; items.Add(e.CandleStick); }; reader.Start(); Assert.Equal(2, count); Assert.Equal(12m, items[0].Low); Assert.Equal(12m, items[0].Open); Assert.Equal(14m, items[0].High); Assert.Equal(14m, items[0].Close); Assert.Equal(16m, items[1].Open); Assert.Equal(15m, items[1].Low); Assert.Equal(16m, items[1].High); Assert.Equal(15m, items[1].Close); Assert.Equal(new DateTime(2017, 5, 5, 10, 0, 0), items[0].Date); Assert.Equal(new DateTime(2017, 5, 5, 10, 15, 0), items[1].Date); }
public void SinglePrice_OneCandleStick() { // arrange var p = new InMemoryPriceReader(); var c = new CandleStickReader(timeframe: 15, priceReader: p); int count = 0; CandleStickItem item = null; p.AddSeedPrice(12m); c.NewCandleStick += (sender, e) => { count++; item = e.CandleStick; }; c.Start(); Assert.Equal(1, count); Assert.Equal(12m, item.Open); Assert.Equal(12m, item.High); Assert.Equal(12m, item.Close); Assert.Equal(12m, item.Low); Assert.Equal(CandleStickColor.Green, item.Color); }
public void SinglePrice() { var priceReader = new InMemoryPriceReader(); var reader = new CandleStickReader(timeframe: 5, PriceReader: priceReader); int count = 0; CandleStickItme itme = null; priceReader.AddSeedPrice(12m); reader.NewCandleStick += (sender, e) => { count++; itme = e.CandleStick; }; reader.Start(); Assert.Equal(1, count); Assert.Equal(12m, itme.Open); Assert.Equal(12m, itme.High); Assert.Equal(12m, itme.Close); Assert.Equal(12m, itme.Low); Assert.Equal(CandleStickColor.Green, itme.Color); }