public void TimeAlignmentTest()
{
IDataManager data = new Data();
ISymbol symbol = new Symbol(data.GetMarket("testMarket"), "test");
AggregateBars target1 = new AggregateBars(data, symbol,
new Scale(ScaleEnum.sec, 10));
Assert.AreEqual(target1.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 35)),
new DateTime(2010, 09, 16, 12, 39, 30));
Assert.AreEqual(target1.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 20)),
new DateTime(2010, 09, 16, 12, 39, 20));
AggregateBars target2 = new AggregateBars(data, symbol,
new Scale(ScaleEnum.sec, 1));
Assert.AreEqual(target2.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 35)),
new DateTime(2010, 09, 16, 12, 39, 35));
Assert.AreEqual(target2.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 25)),
new DateTime(2010, 09, 16, 12, 39, 25));
AggregateBars target3 = new AggregateBars(data, symbol,
new Scale(ScaleEnum.sec, 60));
Assert.AreEqual(target3.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 35)),
new DateTime(2010, 09, 16, 12, 39, 0));
Assert.AreEqual(target3.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 0)),
new DateTime(2010, 09, 16, 12, 39, 0));
}
public void TimeAlignmentTest()
{
IDataManager data = new Data();
ISymbol symbol = new Symbol(data.GetMarket("testMarket"),"test");
AggregateBars target1 = new AggregateBars(data, symbol,
new Scale(ScaleEnum.sec, 10));
Assert.AreEqual(target1.TimeAlignment(new DateTime(2010,09,16,12,39,35)) ,
new DateTime(2010,09,16,12,39,30));
Assert.AreEqual(target1.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 20)),
new DateTime(2010, 09, 16, 12, 39, 20));
AggregateBars target2 = new AggregateBars(data, symbol,
new Scale(ScaleEnum.sec, 1));
Assert.AreEqual(target2.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 35)),
new DateTime(2010, 09, 16, 12, 39, 35));
Assert.AreEqual(target2.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 25)),
new DateTime(2010, 09, 16, 12, 39, 25));
AggregateBars target3 = new AggregateBars(data, symbol,
new Scale(ScaleEnum.sec, 60));
Assert.AreEqual(target3.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 35)),
new DateTime(2010, 09, 16, 12, 39, 0));
Assert.AreEqual(target3.TimeAlignment(new DateTime(2010, 09, 16, 12, 39, 0)),
new DateTime(2010, 09, 16, 12, 39, 0));
}
