public IEnumerable <DataSet> GetDataSets(int assetId, int timeframeId)
{
_repository = new EFQuotationRepository();
var quotationDtos = _repository.GetQuotations(assetId, timeframeId).OrderBy(q => q.DateIndex);
var extremumDtos = _repository.GetExtrema(assetId, timeframeId);
var result = new List <DataSet>();
foreach (var dto in quotationDtos)
{
var ds = new DataSet(assetId, timeframeId, dto.Date, dto.DateIndex);
var quotation = Quotation.FromDto(dto);
ds.quotation = quotation;
ds.price = new Price();
result.Add(ds);
}
foreach (var dto in extremumDtos)
{
var extremum = Extremum.FromDto(dto);
var ds = result.SingleOrDefault(d => d.DateIndex == extremum.DateIndex && d.TimeframeId == extremum.TimeframeId);
if (ds != null && ds.price != null)
{
ds.price.SetExtremum(extremum);
}
}
return(result);
}
public void FromDto_ReturnsProperExtremumObject()
{
//Arrange
ExtremumDto dto = new ExtremumDto()
{
Id = 1,
SimulationId = DEFAULT_SIMULATION_ID,
Date = DEFAULT_BASE_DATE,
IndexNumber = DEFAULT_INDEX_NUMBER,
AssetId = DEFAULT_ASSET_ID,
TimeframeId = DEFAULT_TIMEFRAME_ID,
LastCheckedDateTime = new DateTime(2017, 3, 5, 12, 0, 0),
ExtremumType = 1,
Volatility = 1.23,
EarlierCounter = 15,
EarlierAmplitude = 7.45,
EarlierChange1 = 1.12,
EarlierChange2 = 2.21,
EarlierChange3 = 3.12,
EarlierChange5 = 4.56,
EarlierChange10 = 5.28,
LaterCounter = 16,
LaterAmplitude = 1.23,
LaterChange1 = 0.72,
LaterChange2 = 0.54,
LaterChange3 = 1.57,
LaterChange5 = 2.41,
LaterChange10 = 3.15,
IsOpen = true,
Timestamp = DateTime.Now,
Value = 123.42
};
//Act
Price price = getPrice(DEFAULT_INDEX_NUMBER);
Extremum actualExtremum = Extremum.FromDto(price, dto);
//Assert
Extremum expectedExtremum = new Extremum(price, ExtremumType.PeakByClose)
{
ExtremumId = 1,
SimulationId = DEFAULT_SIMULATION_ID,
LastCheckedDateTime = new DateTime(2017, 3, 5, 12, 0, 0),
Volatility = 1.23,
EarlierCounter = 15,
EarlierAmplitude = 7.45,
EarlierChange1 = 1.12,
EarlierChange2 = 2.21,
EarlierChange3 = 3.12,
EarlierChange5 = 4.56,
EarlierChange10 = 5.28,
LaterCounter = 16,
LaterAmplitude = 1.23,
LaterChange1 = 0.72,
LaterChange2 = 0.54,
LaterChange3 = 1.57,
LaterChange5 = 2.41,
LaterChange10 = 3.15,
Open = true,
Value = 123.42
};
Assert.AreEqual(expectedExtremum, actualExtremum);
}
