public void CompositeIndicator()
{
var ciResults = new List<DataPoint<decimal>>();
var maResults = new List<DataPoint<decimal>>();
var ci = new CountIndicator(TimeSpan.FromSeconds(1));
var ma = new MovingAverageIndicator(2);
// composite indicator
ci.Subscribe(ma);
ci.Subscribe(ciResults.Add);
ma.Subscribe(maResults.Add);
// 2 second test
// produce 10 in the second #1
for (int i = 0; i < 10; i++)
{
ci.OnNext(new DataPoint<decimal>(DateTime.Now, 1));
Thread.Sleep(99);
}
Thread.Sleep(50);
// produce 20 in the second #2
for (int i = 0; i < 20; i++)
{
ci.OnNext(new DataPoint<decimal>(DateTime.Now, 1));
Thread.Sleep(48);
}
Thread.Sleep(50);
Assert.That(ciResults.ElementAt(0).Value, Is.EqualTo(10));
Assert.That(ciResults.ElementAt(1).Value, Is.EqualTo(20));
Assert.That(maResults.ElementAt(0).Value, Is.EqualTo(15));
}
public void ProducesValues()
{
var sut = new CountIndicator(TimeSpan.FromMilliseconds(100));
var results = new List<DataPoint<decimal>>();
using (sut.Subscribe(results.Add))
{
sut.OnNext(new DataPoint<decimal>(DateTime.Now, 1));
Assert.That(results.Count, Is.EqualTo(0));
sut.OnNext(new DataPoint<decimal>(DateTime.Now, 2));
Assert.That(results.Count, Is.EqualTo(0));
// 110: 1 tick
while (results.Count < 1)
Thread.Sleep(10);
sut.OnNext(new DataPoint<decimal>(DateTime.Now, 3)); // this tick is in the next period
Assert.That(results.Last().Value, Is.EqualTo(2));
for(int i = 0; i < 10; i++)
Thread.Sleep(10);
// 210: 2 ticks
// actually, wait for the second tick here
while (results.Count < 2)
Thread.Sleep(10);
Assert.That(results.Last().Value, Is.EqualTo(1));
for (int i = 0; i < 20; i++)
Thread.Sleep(10);
// 410: no new ticks
Assert.That(results.Last().Value, Is.EqualTo(0));
}
sut.Dispose();
}