public void SynchronizesData()
{
var start = DateTime.UtcNow;
var end = start.AddSeconds(15);
var time = start;
var stream1 = Enumerable.Range(0, 10).Select(x => new Tick {
Time = time.AddSeconds(x * 1)
}).GetEnumerator();
var stream2 = Enumerable.Range(0, 5).Select(x => new Tick {
Time = time.AddSeconds(x * 2)
}).GetEnumerator();
var previous = DateTime.MinValue;
var synchronizer = new LiveEquityDataSynchronizingEnumerator(new RealTimeProvider(), DateTimeZone.Utc, stream1, stream2);
while (synchronizer.MoveNext() && DateTime.UtcNow < end)
{
if (synchronizer.Current != null)
{
Assert.That(synchronizer.Current.EndTime, Is.GreaterThanOrEqualTo(previous));
previous = synchronizer.Current.EndTime;
}
}
}
public void SynchronizesData(int timeOffsetSeconds, int testTimeSeconds)
{
var start = DateTime.UtcNow;
var end = start.AddSeconds(testTimeSeconds);
var time = start;
var tickList1 = Enumerable.Range(0, 10).Select(x => new Tick {
Time = time.AddSeconds(x * 1 + timeOffsetSeconds), Value = x
}).ToList();
var tickList2 = Enumerable.Range(0, 5).Select(x => new Tick {
Time = time.AddSeconds(x * 2 + timeOffsetSeconds), Value = x + 100
}).ToList();
var stream1 = tickList1.GetEnumerator();
var stream2 = tickList2.GetEnumerator();
var count1 = 0;
var count2 = 0;
var previous = DateTime.MinValue;
var synchronizer = new LiveEquityDataSynchronizingEnumerator(new RealTimeProvider(), DateTimeZone.Utc, stream1, stream2);
while (synchronizer.MoveNext() && DateTime.UtcNow < end)
{
if (synchronizer.Current != null)
{
if (synchronizer.Current.Value < 100)
{
Assert.AreEqual(count1, synchronizer.Current.Value);
count1++;
}
else
{
Assert.AreEqual(count2 + 100, synchronizer.Current.Value);
count2++;
}
Assert.That(synchronizer.Current.EndTime, Is.GreaterThanOrEqualTo(previous));
previous = synchronizer.Current.EndTime;
Log.Trace($"Data point emitted: {synchronizer.Current.EndTime:O} - {synchronizer.Current}");
}
}
Log.Trace($"Total point count: {count1 + count2}");
Assert.AreEqual(tickList1.Count, count1);
Assert.AreEqual(tickList2.Count, count2);
synchronizer.Dispose();
}