public void InitializeTickDay()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 2, 0, 0, 0);
expected.EndTime = new TimeStamp(2005, 5, 3, 0, 0, 0);
expected.TickTime = new TimeStamp("2005-05-02 03:01:34.606");
BarsList bars = logic.openDayBars;
TestBar(bars, expected, bars[0]);
}
public void InitializeTickHour()
{
Bar expected = new Bar();
expected.Time = new TimeStamp("2005-05-02 03:00:00.000");
expected.EndTime = new TimeStamp("2005-05-02 04:00:00.000");
expected.TickTime = new TimeStamp("2005-05-02 03:01:34.606");
BarsList bars = logic.openHourBars;
TestBar(bars, expected, bars[0]);
}
private void TestBar(BarsList bars, Bar expected, Bar bar)
{
// for( int i=0; i<bars.Count;i++) {
// log.WriteFile(i+": Time="+bars[i].Time+"/"+bars[i].EndTime);
// }
Assert.AreEqual(expected.Time, bar.Time, "Time");
Assert.AreEqual(expected.EndTime, bar.EndTime, "EndTime");
Assert.AreEqual(expected.TickTime, bar.TickTime, "TickTime");
Assert.AreEqual(expected.Open, bar.Open, "Open");
Assert.AreEqual(expected.High, bar.High, "High");
Assert.AreEqual(expected.Low, bar.Low, "Low");
Assert.AreEqual(expected.Close, bar.Close, "Close");
}
public void MinuteClose30()
{
BarsList bars = weeklogic.closeMinute30Bars;
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 15, 50, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 16, 20, 0);
expected.TickTime = new TimeStamp("2005-05-31 15:59:50.027");
expected.Open = 108.43;
expected.High = 108.48;
expected.Low = 108.41;
expected.Close = 108.45;
TestBar(bars, expected, bars[0]);
}
public void MinuteOpen30()
{
BarsList bars = weeklogic.openMinute30Bars;
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 15, 50, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 16, 20, 0);
expected.TickTime = new TimeStamp(2005, 5, 31, 15, 50, 22, 129);
expected.Open = 108.43;
expected.High = 108.43;
expected.Low = 108.43;
expected.Close = 108.43;
TestBar(bars, expected, bars[0]);
}
public void MinuteClose30()
{
BarsList bars = weeklogic.closeMinute30Bars;
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 15, 20, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 15, 50, 0);
expected.TickTime = new TimeStamp("2005-05-31 15:49:55.113");
expected.Open = 108.34;
expected.High = 108.51;
expected.Low = 108.32;
expected.Close = 108.42;
TestBar(bars, expected, bars[0]);
}
public void MinuteOpen()
{
BarsList bars = weeklogic.openMinuteBars;
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 15, 59, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 16, 0, 0);
expected.TickTime = new TimeStamp(2005, 5, 31, 15, 59, 06, 877);
expected.Open = 108.48;
expected.High = 108.48;
expected.Low = 108.48;
expected.Close = 108.48;
TestBar(bars, expected, bars[0]);
}
public void MinuteClose()
{
BarsList bars = weeklogic.closeMinuteBars;
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 15, 58, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 15, 59, 0);
expected.TickTime = new TimeStamp("2005-05-31 15:58:52.848");
expected.Open = 108.46;
expected.High = 108.48;
expected.Low = 108.46;
expected.Close = 108.47;
TestBar(bars, expected, bars[0]);
}
public void WeekOpen()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 29, 0, 0, 0);
expected.EndTime = new TimeStamp(2005, 6, 5, 0, 0, 0);
expected.TickTime = new TimeStamp(2005, 5, 30, 7, 0, 15, 339);
BarsList bars = weeklogic.openWeekBars;
expected.Open = 107.84;
expected.High = 107.84;
expected.Low = 107.84;
expected.Close = 107.84;
TestBar(bars, expected, bars[0]);
}
public void HourOpen()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 15, 20, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 16, 20, 0);
expected.TickTime = new TimeStamp(2005, 5, 31, 15, 20, 01, 991);
expected.Open = 108.34;
expected.High = 108.34;
expected.Low = 108.34;
expected.Close = 108.34;
BarsList bars = weeklogic.openHourBars;
TestBar(bars, expected, bars[0]);
}
public void HourClose()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 15, 20, 0, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 16, 20, 0);
expected.TickTime = new TimeStamp("2005-05-31 15:59:50.027");
expected.Open = 108.34;
expected.High = 108.51;
expected.Low = 108.32;
expected.Close = 108.45;
BarsList bars = weeklogic.closeHourBars;
TestBar(bars, expected, bars[0]);
}
public void InitializeTickMinute()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 2, 7, 1, 0);
expected.EndTime = new TimeStamp(2005, 5, 2, 7, 2, 0);
expected.TickTime = new TimeStamp(2005, 5, 2, 7, 1, 34, 606);
BarsList bars = logic.openMinuteBars;
expected.Open = 105.31;
expected.High = 105.31;
expected.Low = 105.31;
expected.Close = 105.31;
TestBar(bars, expected, bars[0]);
}
public void SessionClose()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 6, 20, 0, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 15, 0, 0);
expected.TickTime = new TimeStamp("2005-05-31 15:59:50.027");
BarsList bars = weeklogic.closeSessionBars;
expected.Open = 108.00;
expected.High = 108.32;
expected.Low = 107.71;
expected.Close = 108.30;
TestBar(bars, expected, bars[0]);
}
public void DayOpen()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 0, 0, 0, 0);
expected.EndTime = new TimeStamp(2005, 6, 1, 0, 0, 0);
expected.TickTime = new TimeStamp(2005, 5, 31, 7, 0, 2, 910);
expected.Open = 108.0;
expected.High = 108.0;
expected.Low = 108.0;
expected.Close = 108.0;
BarsList bars = weeklogic.openDayBars;
TestBar(bars, expected, bars[0]);
}
public void MonthOpen()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 1, 0, 0, 0);
expected.EndTime = new TimeStamp(2005, 6, 1, 0, 0, 0);
expected.TickTime = new TimeStamp(2005, 5, 2, 7, 1, 34, 606);
BarsList bars = weeklogic.openMonthBars;
expected.Open = 105.31;
expected.High = 105.31;
expected.Low = 105.31;
expected.Close = 105.31;
TestBar(bars, expected, bars[0]);
}
public void WeekClose()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 29, 0, 0, 0);
expected.EndTime = new TimeStamp(2005, 6, 05, 0, 0, 0);
expected.TickTime = new TimeStamp("2005-05-31 15:59:50.027");
BarsList bars = weeklogic.closeWeekBars;
expected.Open = 107.84;
expected.High = 108.51;
expected.Low = 107.71;
expected.Close = 108.47;
TestBar(bars, expected, bars[0]);
}
public void WeekClose()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 22, 0, 0, 0);
expected.EndTime = new TimeStamp(2005, 5, 29, 0, 0, 0);
expected.TickTime = new TimeStamp("2005-05-27 15:59:58.878");
BarsList bars = weeklogic.closeWeekBars;
expected.Open = 107.86;
expected.High = 108.25;
expected.Low = 107.21;
expected.Close = 107.97;
TestBar(bars, expected, bars[0]);
}
public void SessionClose()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 30, 6, 20, 0, 0);
expected.EndTime = new TimeStamp(2005, 5, 30, 15, 0, 0);
expected.TickTime = new TimeStamp("2005-05-30 11:59:43.211");
BarsList bars = weeklogic.closeSessionBars;
expected.Open = 107.84;
expected.High = 107.97;
expected.Low = 107.81;
expected.Close = 107.88;
TestBar(bars, expected, bars[0]);
}
public void SessionOpen()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 6, 20, 0, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 15, 0, 0);
expected.TickTime = new TimeStamp(2005, 5, 31, 7, 0, 2, 910);
BarsList bars = weeklogic.openSessionBars;
expected.Open = 108.00;
expected.High = 108.00;
expected.Low = 108.00;
expected.Close = 108.00;
TestBar(bars, expected, bars[0]);
}
public void HourClose()
{
Bar expected = new Bar();
expected.Time = new TimeStamp(2005, 5, 31, 14, 20, 0, 0);
expected.EndTime = new TimeStamp(2005, 5, 31, 15, 20, 0);
expected.TickTime = new TimeStamp("2005-05-31 15:19:44.966");
expected.Open = 108.16;
expected.High = 108.33;
expected.Low = 108.15;
expected.Close = 108.33;
BarsList bars = weeklogic.closeHourBars;
TestBar(bars, expected, bars[0]);
}
private void TestBar(BarsList bars, Bar expected, Bar bar)
{
Assert.AreEqual(expected.Time, bar.Time, "Time");
Assert.AreEqual(expected.EndTime, bar.EndTime, "EndTime");
Assert.AreEqual(expected.TickTime, bar.TickTime, "TickTime");
}