public void NewBars() { BarList bl = new BarList(BarInterval.FiveMin); int newbars = 0; foreach (Tick k in ticklist) { bl.newTick(k); if (bl.NewBar) newbars++; } Assert.That(newbars == 2, newbars.ToString()); bl = new BarList(BarInterval.Minute); newbars = 0; foreach (Tick k in ticklist) { bl.newTick(k); if (bl.NewBar) newbars++; } Assert.That(newbars == 8, newbars.ToString()); }
public void QuoteOnlyTest() { Tick[] timesales = new Tick[] { Tick.NewBid("TST",100m,100), Tick.NewAsk("TST",100.1m,200), }; Blade b = new Blade(); BarList bl = new BarList(BarInterval.FiveMin,"TST"); foreach (Tick k in timesales) { bl.newTick(k); b.newBar(bl); } // average volume should be zero bc // with only quotes we should have no bars to process Assert.That(b.AvgVol(bl) == 0, b.AvgVol(bl).ToString()); Assert.That(!bl.Has(1), bl.ToString()); }