public void AddRate_Succeeds() { var target = new CandleBuilder(TimeSpan.FromMinutes(15)); Candle result = null; target.NewCandleCreated += delegate (object o, CandleBuilderEventArgs e){ result = e.NewCandle; }; target.AddRate(new Rate() {Ask = 1, Bid = 2, Time = new DateTime(2016, 11, 1, 1, 23, 45) }); target.AddRate(new Rate() { Ask = 2, Bid = 10, Time = new DateTime(2016, 11, 1, 1, 23, 46) }); target.AddRate(new Rate() { Ask = 0.01m, Bid = 1, Time = new DateTime(2016, 11, 1, 1, 23, 47) }); target.AddRate(new Rate() { Ask = 4, Bid = 5, Time = new DateTime(2016, 11, 1, 1, 23, 48) }); target.AddRate(new Rate() { Ask = 1, Bid = 2, Time = new DateTime(2016, 11, 1, 1, 50, 45) }); result.ShouldBeEquivalentTo(new Candle(1.5m, 6m, 1.01m/2m, 4.5m, new DateTime(2016, 11, 1, 1, 15, 0))); }
public Cobra(Adx adx, Ema fastEmaHigh, Ema fastEmaLow, Sma slowSmaHigh, Sma slowSmaLow, IDateProvider dateProvider, string instrument, int periodInMinutes, ITradingAdapter tradingAdapter, IRateProvider rateProvider, int accountId, bool isbacktesting = false, IEnumerable<Candle> initialCandles = null) { if (adx == null) { throw new ArgumentNullException(nameof(adx)); } if (fastEmaHigh == null) { throw new ArgumentNullException(nameof(fastEmaHigh)); } if (fastEmaLow == null) { throw new ArgumentNullException(nameof(fastEmaLow)); } if (slowSmaHigh == null) { throw new ArgumentNullException(nameof(slowSmaHigh)); } if (slowSmaLow == null) { throw new ArgumentNullException(nameof(slowSmaLow)); } if (dateProvider == null) { throw new ArgumentNullException(nameof(dateProvider)); } if (tradingAdapter == null) { throw new ArgumentNullException(nameof(tradingAdapter)); } if (string.IsNullOrWhiteSpace(instrument)) { throw new ArgumentNullException(nameof(instrument)); } this.adx = adx; this.fastEmaHigh = fastEmaHigh; this.fastEmaLow = fastEmaLow; this.slowSmaHigh = slowSmaHigh; this.slowSmaLow = slowSmaLow; this.dateProvider = dateProvider; this.Instrument = instrument; this.tradingAdapter = tradingAdapter; this.rateProvider = rateProvider; this.AccountId = accountId; this.isbacktesting = isbacktesting; this.PeriodInMinutes = periodInMinutes; this.candles = new List<Candle>(); if (!(initialCandles?.Any()).GetValueOrDefault(false) && rateProvider != null) { var _initialCandles = rateProvider.GetLastCandles(instrument, periodInMinutes, MinNbOfCandles).ToList(); try { this.AddCandles(initialCandles); } catch (Exception ex) { Trace.TraceError(ex.ToString()); } } else if ((initialCandles?.Any()).GetValueOrDefault(false)) { this.AddCandles(initialCandles); } else if (rateProvider == null) { throw new ArgumentNullException(nameof(rateProvider)); } this.Id = Guid.NewGuid().ToString(); candleBuilder = new CandleBuilder(TimeSpan.FromMinutes(periodInMinutes)); candleBuilder.NewCandleCreated += (o, e) => { try { this.AddCandle(e.NewCandle); } catch(Exception ex) { validations.AddErrorMessage(ex.Message); } }; }