public async void PrependData()
{
XmlDataBase tb = new XmlDataBase();
List <Bar> barList = new List <Bar>();
var firstDt = new DateTime(2019, 1, 1, 5, 0, 0);
barList.Add(new Bar(10, 20, 5, 12, 0, firstDt));
barList.Add(new Bar(15, 25, 10, 17, 0, firstDt.AddMinutes(5)));
barList.Add(new Bar(15, 27, 8, 17, 0, firstDt.AddMinutes(10)));
var instrument = new Instrument {
Type = InstrumentType.Stock, Name = "GLD"
};
var resolution = new Resolution(TimeFrame.Hourly, 1);
var b = await tb.WriteLocalDataAsync(instrument, resolution, barList);
barList.Clear();
barList.Add(new Bar(1, 20, 5, 12, 0, firstDt.AddMinutes(-60)));
barList.Add(new Bar(0, 25, 10, 17, 0, firstDt.AddMinutes(-55)));
barList.Add(new Bar(0, 27, 8, 17, 0, firstDt.AddMinutes(-50)));
_ = tb.PrependLocalData(instrument, resolution, barList);
var rbs = await tb.ReadLocalDataAsync(instrument, resolution, firstDt.AddMinutes(-60), firstDt.AddMinutes(15));
Assert.AreEqual(6, rbs.Count());
}
public async void AppendData_Last_Element_Intact()
{
XmlDataBase tb = new XmlDataBase();
List <Bar> barList = new List <Bar>();
DateTime dt = new DateTime(2018, 1, 1, 0, 0, 0);
barList.Add(new Bar(10, 20, 5, 12, 0, dt));
barList.Add(new Bar(15, 25, 10, 17, 0, dt.AddDays(1)));
barList.Add(new Bar(15, 27, 8, 17, 0, dt.AddDays(2)));
var instrument = new Instrument {
Type = InstrumentType.Stock, Name = "GLD"
};
var resolution = new Resolution(TimeFrame.Hourly, 1);
var b = await tb.WriteLocalDataAsync(instrument, resolution, barList);
barList.Clear();
barList.Add(new Bar(1, 20, 5, 12, 0, dt.AddDays(3)));
barList.Add(new Bar(0, 25, 10, 17, 0, dt.AddDays(4)));
barList.Add(new Bar(0, 27, 8, 17, 0, dt.AddDays(5)));
_ = tb.AppendLocalData(instrument, resolution, barList);
var rbs = await tb.ReadLocalDataAsync(instrument, resolution, dt, dt.AddDays(5));
Assert.AreEqual(6, rbs.Count());
Assert.AreEqual(dt.AddDays(3), rbs.ElementAt(3).DateTime);
}
public async void WriteData_Stock()
{
XmlDataBase tb = new XmlDataBase();
List <Bar> barList = new List <Bar>();
barList.Add(new Bar(10, 20, 5, 12, 0, DateTime.Now));
barList.Add(new Bar(9, 25, 10, 17, 0, DateTime.Now));
barList.Add(new Bar(8, 27, 8, 17, 0, DateTime.Now));
var instrument = new Instrument {
Type = InstrumentType.Stock, Name = "TSLA"
};
var resolution = new Resolution(TimeFrame.Hourly, 1);
var b = await tb.WriteLocalDataAsync(instrument, new Resolution(TimeFrame.Hourly, 1), barList);
var rbs = await tb.ReadLocalDataAsync(instrument, resolution, barList.First().DateTime, barList.Last().DateTime);
Assert.AreEqual(barList.Count, rbs.Count());
}
public async void WriteData_Forex()
{
XmlDataBase tb = new XmlDataBase();
List <Bar> barList = new List <Bar>();
barList.Add(Helper.GetUpBar());
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
var instrument = new Instrument {
Type = InstrumentType.Forex, Name = "USD/CAD"
};
var b = await tb.WriteLocalDataAsync(instrument, new Resolution(TimeFrame.Hourly, 1), barList);
var rbs = await tb.ReadLocalDataAsync(instrument, new Resolution(TimeFrame.Hourly, 1), barList.First().DateTime, barList.Last().DateTime);
Assert.AreEqual(barList.Count, rbs.Count());
}