public void QuoteOnlyTest() { TickImpl[] timesales = new TickImpl[] { TickImpl.NewBid("TST",100m,100), TickImpl.NewAsk("TST",100.1m,200), }; Blade b = new Blade(); BarListImpl bl = new BarListImpl(BarInterval.FiveMin,"TST"); foreach (TickImpl 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()); }
public void PointHour() { // get data Tick[] tape = SampleData(); // count new hour bars newbars = 0; // setup hour bar barlist BarListImpl bl = new BarListImpl(BarInterval.Hour, sym); // handle new bar events bl.GotNewBar += new SymBarIntervalDelegate(bl_GotNewBar); // add ticks to bar foreach (Tick k in tape) { // add ticks bl.newPoint(k.trade,k.time,k.date,k.size); } // make sure we have at least 1 bars Assert.IsTrue(bl.Has(1)); // make sure we actually have two bars Assert.AreEqual(2, bl.Count); }