public void OHLCBar_Write_Works() { //Arrange var ohlcBars = new OHLCBars(10); var ohlcBar1 = new OHLCBar(DateTime.Now.Ticks, 1, 2, 3, 4); var ohlcBar2 = new OHLCBar(DateTime.Now.Ticks, 1, 2, 3, 4); //Act ohlcBars.Write(ohlcBar1.Timestamp, ohlcBar1.Open, ohlcBar1.High, ohlcBar1.Low, ohlcBar1.Close); ohlcBars.Write(ohlcBar2.Timestamp, ohlcBar2.Open, ohlcBar2.High, ohlcBar2.Low, ohlcBar2.Close); ohlcBars.Write(ohlcBar1.Timestamp, ohlcBar1.Open, ohlcBar1.High, ohlcBar1.Low, ohlcBar1.Close); //Assert Assert.AreEqual(3, ohlcBars.Length); Assert.AreEqual(ohlcBars.Current.Timestamp, ohlcBar1.Timestamp); Assert.AreEqual(ohlcBars.Current.Open, ohlcBar1.Open); Assert.AreEqual(ohlcBars.Current.High, ohlcBar1.High); Assert.AreEqual(ohlcBars.Current.Low, ohlcBar1.Low); Assert.AreEqual(ohlcBars.Current.Close, ohlcBar1.Close); Assert.AreEqual(ohlcBars.Previous.Timestamp, ohlcBar2.Timestamp); Assert.AreEqual(ohlcBars.Previous.Open, ohlcBar2.Open); Assert.AreEqual(ohlcBars.Previous.High, ohlcBar2.High); Assert.AreEqual(ohlcBars.Previous.Low, ohlcBar2.Low); Assert.AreEqual(ohlcBars.Previous.Close, ohlcBar2.Close); }
public void OHLCBar_Persistence_Works() { //Arrange var destinationFile = Path.Combine(Path.GetTempPath(), Path.GetRandomFileName()); var filePersistence = new FilePersistenceService(); var fileWriter = filePersistence.CreateFileWriter(destinationFile); var ohlcBars = new OHLCBars(100, fileWriter); //Action ohlcBars.Write(DateTime.Now.Ticks, 1, 2, 3, 4); fileWriter.Close(); //Assert Assert.IsTrue(File.Exists(destinationFile)); Assert.IsTrue(new FileInfo(destinationFile).Length > 0); }