public void testSymbolValueSpud()
{
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var spud = new Symbol("RE.TEST.TY.1C").doubles(barSpud);
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/02")));
AreEqual(105.04687500, spud[0]);
// test barSPud has date, but spud does not
manager.newBar();
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/06")));
AreEqual(105.32812500, spud[0]);
}
public void testSymbolValueLive()
{
Log.setFile(@"C:\logs\jefftest");
SystemTimeSeriesTable.SYSTEM_TS.insert("testone", "ASCII", "ActiveMQ", "somedangtopic");
AsciiTable.SYSTEM_ASCII.insert("testone", @"\\nysrv37\share\Tools\RightEdge\TransitionTest\TY1C.full.csv", true, 1);
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var barSpud2 = new BarSpud(manager);
var symbol = new Symbol("testone");
var spud = symbol.doubles(barSpud);
var spud2 = new Symbol("RE.TEST.TY.1C").doubles(barSpud2);
manager.newBar();
barSpud.set(new Bar(1, 3, 1, 2, O.date("2008/08/06")));
barSpud2.set(new Bar(1, 3, 1, 2, O.date("2008/08/06")));
manager.newTick();
spud.doSubscribe();
barSpud.lastTickedAt(O.date("2008/08/06 11:22:34"));
spud2.doSubscribe();
IsTrue(spud2.isDirty());
symbol.javaSymbol().jmsLive().topic().send("value=97.1|timestamp=2008/08/06 11:22:33|MSTimestamp=2008/06/05 13:10:08");
Bombs(() => LogC.info("" + spud[0]), "stale");
symbol.javaSymbol().jmsLive().topic().send("value=97.2|timestamp=2008/08/06 11:22:34|MSTimestamp=2008/06/05 13:10:08");
O.wait(() => spud[0] == 97.2);
barSpud.lastTickedAt(O.date("2008/08/06 11:22:35"));
spud.allowStaleTicks();
AreEqual(97.2, spud[0]);
AreEqual(116.140625, spud2[0]);
}
void populateSlippageCache(Symbol symbol)
{
var manager = new SpudManager();
var bars = bars_[symbol];
var spud = new BarSpud(manager);
var calculator = symbol.slippageCalculator(spud);
each(sort(bars.Keys), date => {
spud.set(bars[date]);
slippageCache.get(date)[symbol] = calculator.slippage();
manager.newBar();
});
}
public void testSymbolBarSpud()
{
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var symbol = new Symbol("RE.TEST.TY.1C");
var spud = symbol.bars(barSpud);
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/02")));
AreEqual(105.04687500, spud[0].close);
barSpud.lastTickedAt(O.date("2007/01/02 12:34:55"));
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:56")));
O.sleep(250);
AreEqual(105.04687500, spud[0].close);
manager.goLive();
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:57")));
O.wait(() => spud[0].time.Equals(date("2007/01/02 12:34:57")));
AreEqual(98.0, spud[0].close);
AreEqual(93.0, spud[0].low);
}