public void Minutes()
{
using var stream = new MemoryStream(Resources.NQMinutes_Last);
using var enumeratorIn = NCDUtility.ReadMinutes(stream).GetEnumerator();
using var enumeratorOut = Resources.NQMinutes.Split('\n').Select(line => {
var parts = line.Trim().Split('\t');
var timestamp = DateTime.ParseExact(parts[0], "yyyy-MM-dd HH:mm:ss.fffffff", CultureInfo.InvariantCulture, DateTimeStyles.AssumeLocal);
var open = double.Parse(parts[1], CultureInfo.InvariantCulture);
var high = double.Parse(parts[2], CultureInfo.InvariantCulture);
var low = double.Parse(parts[3], CultureInfo.InvariantCulture);
var close = double.Parse(parts[4], CultureInfo.InvariantCulture);
var volume = ulong.Parse(parts[5], CultureInfo.InvariantCulture);
return(new NCDMinute(open, high, low, close, volume, timestamp));
}).GetEnumerator();
while (enumeratorIn.MoveNext())
{
if (!enumeratorOut.MoveNext())
{
throw new Exception("Uneven number of ticks");
}
if (!enumeratorIn.Current.Equals(enumeratorOut.Current))
{
throw new Exception("Ticks do not match");
}
}
if (enumeratorOut.MoveNext())
{
throw new Exception("Uneven number of ticks");
}
}
public void Ticks()
{
using var stream = new MemoryStream(Resources.NQ202006231900_Input);
using var enumeratorIn = NCDUtility.ReadTicks(stream).GetEnumerator();
using var enumeratorOut = Resources.NQ202006231900_Output.Split('\n').Select(line => {
var parts = line.Trim().Split('\t');
var timestamp = DateTime.ParseExact(parts[0], "yyyy-MM-dd HH:mm:ss.fffffff", CultureInfo.InvariantCulture, DateTimeStyles.AssumeLocal);
var price = double.Parse(parts[4], CultureInfo.InvariantCulture);
var bid = double.Parse(parts[5], CultureInfo.InvariantCulture);
var ask = double.Parse(parts[6], CultureInfo.InvariantCulture);
var volume = ulong.Parse(parts[7], CultureInfo.InvariantCulture);
return(new NCDTick(bid, ask, price, volume, timestamp));
}).GetEnumerator();
while (enumeratorIn.MoveNext())
{
if (!enumeratorOut.MoveNext())
{
throw new Exception("Uneven number of ticks");
}
if (!enumeratorIn.Current.Equals(enumeratorOut.Current))
{
throw new Exception("Ticks do not match");
}
}
if (enumeratorOut.MoveNext())
{
throw new Exception("Uneven number of ticks");
}
}
