public void InsertBar_MultipleInsert()
{
string sym = "FTI";
int d = 20070926;
BarList org = new BarListImpl(BarInterval.FiveMin, sym);
Assert.IsTrue(org.isValid, "your original barlist is not valid 1");
int orgcount = org.Count;
Assert.AreEqual(0, orgcount);
int h = 7;
int m = 55;
for (int i = 0; i < 10; i++)
{
int t = h * 10000 + m * 100;
Bar insert = new BarImpl(30, 30, 30, 30, 10000, d, t, sym, (int)BarInterval.FiveMin);
Assert.IsTrue(insert.isValid, "your bar to insert is not valid 1");
int insertpos = BarListImpl.GetBarIndexPreceeding(org, insert.Bardate, insert.Bartime);
Assert.AreEqual(i - 1, insertpos, "insertion position");
BarList inserted = BarListImpl.InsertBar(org, insert, insertpos);
Assert.AreEqual(i + 1, inserted.Count, "element count after insertion");
m += 5;
if (m >= 60)
{
h += m / 60;
m = m % 60;
}
org = inserted;
}
Assert.AreEqual(orgcount + 10, org.Count, "total element count after insertion");
}
public void ReadAndOverwrite()
{
const string tf = @"SPX20070926.TIK";
// read a barlist
var bl = BarListImpl.FromTIK(tf);
// get new bars
var newbl = BarListImpl.DayFromGoogle("FTI");
// append
for (int i = 0; i < newbl.Count; i++)
{
foreach (var k in BarImpl.ToTick(newbl[i]))
{
bl.newTick(k);
}
}
// write the barlist
Assert
.IsTrue(BarListImpl.ChartSave(bl, Environment.CurrentDirectory, 20070926), "error saving new data");
}
public void InsertBar_HistoricalPlusNewBarsPresent()
{
string sym = "FTI";
int d = 20070926;
// historical bar filename
string filename = sym + d + TikConst.DOT_EXT;
// case 3 - middle insertion aka (some historical and some new bars already present)
var org = BarListImpl.FromTIK(filename);
Assert.IsTrue(org.isValid, "your original bar is not valid 3");
var orgcount = org.Count;
Assert.Greater(orgcount, 0);
// create bar to insert
var insert = new BarImpl(30, 30, 30, 30, 10000, d, 75500, sym, (int)BarInterval.FiveMin);
Assert.IsTrue(insert.isValid, "your bar to insert is not valid 3");
int insertpos = BarListImpl.GetBarIndexPreceeding(org, insert.Bardate);
var inserted = BarListImpl.InsertBar(org, insert, insertpos);
Assert.AreEqual(inserted.Count, orgcount + 1);
var actualinsert = inserted[insertpos];
Assert.IsTrue(actualinsert.isValid);
Assert.AreEqual(insert.Close, actualinsert.Close);
Assert.AreEqual(insert.Open, actualinsert.Open);
Assert.AreEqual(insert.High, actualinsert.High);
Assert.AreEqual(insert.Low, actualinsert.Low);
Assert.AreEqual(insert.Symbol, actualinsert.Symbol);
}
public void InsertBar_HistoricalBarsPresent()
{
string sym = "FTI";
int d = 20070926;
// historical bar filename
string filename = sym + d + TikConst.DOT_EXT;
// unit test case 2 existing bars with front insertion (aka historical bar insert)
var org = BarListImpl.FromTIK(filename);
Assert.IsTrue(org.isValid, "your original bar is not valid 2");
var orgcount = org.Count;
Assert.Greater(orgcount, 0);
// create bar to insert
var insert = new BarImpl(30, 30, 30, 30, 10000, d, 75500, sym, (int)BarInterval.FiveMin);
Assert.IsTrue(insert.isValid, "your bar to insert is not valid 2");
var inserted = BarListImpl.InsertBar(org, insert, 0);
Assert.AreEqual(inserted.Count, orgcount + 1);
var actualinsert = inserted[0];
Assert.IsTrue(actualinsert.isValid);
Assert.AreEqual(insert.Close, actualinsert.Close);
Assert.AreEqual(insert.Open, actualinsert.Open);
Assert.AreEqual(insert.High, actualinsert.High);
Assert.AreEqual(insert.Low, actualinsert.Low);
Assert.AreEqual(insert.Symbol, actualinsert.Symbol);
}
public void SpoolDailyBars()
{
BarList bl = dailyBarTracker["SPY", (int)BarInterval.Day];
for (int x = 0; x < SPY_Daily.Length; x++)
{
Bar b = BarImpl.Deserialize(SPY_Daily[x]);
bl.newPoint(b.Symbol, b.Open, b.Bartime, b.Bardate, 0);
bl.newPoint(b.Symbol, b.High, b.Bartime, b.Bardate, 0);
bl.newPoint(b.Symbol, b.Low, b.Bartime, b.Bardate, 0);
bl.newPoint(b.Symbol, b.Close, b.Bartime, b.Bardate, (int)b.Volume);
}
Console.WriteLine("Count: " + bl.Count);
Assert.AreEqual(SPY_Daily.Length, bl.Count);
for (int x = 0; x < SPY_Daily.Length; x++)
{
Bar t = BarImpl.Deserialize(SPY_Daily[x]);
Assert.AreEqual(bl[x].Bardate, t.Bardate);
Assert.AreEqual(bl[x].Close, t.Close);
}
DisplayTrackerContent(dailyBarTracker["SPY"]);
}
public void IntraMixedTickAndBars()
{
BarList bl = intraBarTracker["SPY", (int)BarInterval.FiveMin];
for (int x = 0; x < SPY_Intra.Length; x++)
{
Bar b = BarImpl.Deserialize(SPY_Intra[x]);
bl.newPoint(b.Symbol, b.Open, b.Bartime, b.Bardate, 0);
bl.newPoint(b.Symbol, b.High, b.Bartime, b.Bardate, 0);
bl.newPoint(b.Symbol, b.Low, b.Bartime, b.Bardate, 0);
bl.newPoint(b.Symbol, b.Close, b.Bartime, b.Bardate, (int)b.Volume);
// interleave ticks with the bars to simulate datafeed asynchronous-ness
int baseTime = 144500;
Tick k = new TickImpl("SPY");
k.ask = 101;
k.bid = 100;
k.date = 20110208;
k.trade = 100.5m;
k.size = 5000;
k.time = baseTime + x;
intraBarTracker.newTick(k);
}
Console.WriteLine("Count: " + bl.Count);
DisplayTrackerContent(intraBarTracker["SPY"]);
Assert.AreEqual(SPY_Intra.Length, bl.Count);
for (int x = 0; x < SPY_Intra.Length - 1; x++)
{
Bar t = BarImpl.Deserialize(SPY_Intra[x]);
Assert.AreEqual(bl[x].Bardate, t.Bardate);
Assert.AreEqual(bl[x].Close, t.Close);
}
}
public void InsertBar_NoexistingBars()
{
string sym = "FTI";
int d = 20070926;
// historical bar filename
string filename = sym + d + TikConst.DotExt;
// test for the parameter's prescence
Assert.NotEmpty(filename);
// unit test case 1 no existing bars aka (empty or brand-new insertion)
BarList org = new BarListImpl(BarInterval.FiveMin, sym);
Assert.True(org.IsValid, "your original barlist is not valid 1");
int orgcount = org.Count;
Assert.Equal(0, orgcount);
// make up a bar here (eg at 755 in FTI there are no ticks so this should add a new bar in most scenarios)
Bar insert = new BarImpl(30, 30, 30, 30, 10000, d, 75500000, sym, (int)BarInterval.FiveMin);
Assert.True(insert.IsValid, "your bar to insert is not valid 1");
BarList inserted = BarListImpl.InsertBar(org, insert, org.Count);
Assert.Equal(inserted.Count, orgcount + 1);
Bar actualinsert = inserted.RecentBar;
Assert.True(actualinsert.IsValid);
Assert.Equal(insert.Close, actualinsert.Close);
Assert.Equal(insert.Open, actualinsert.Open);
Assert.Equal(insert.High, actualinsert.High);
Assert.Equal(insert.Low, actualinsert.Low);
Assert.Equal(insert.Symbol, actualinsert.Symbol);
}
public void DailyMixedTickAndBars()
{
BarListImpl bl = (BarListImpl)_dailyBarTracker["SPY", (int)BarInterval.Day];
for (int x = 0; x < _spyDaily.Length; x++)
{
BarImpl b = (BarImpl)BarImpl.Deserialize(_spyDaily[x]);
bl.NewPoint(b.Symbol, b.Open, b.Bartime, b.Bardate, 0);
bl.NewPoint(b.Symbol, b.High, b.Bartime, b.Bardate, 0);
bl.NewPoint(b.Symbol, b.Low, b.Bartime, b.Bardate, 0);
bl.NewPoint(b.Symbol, b.Close, b.Bartime, b.Bardate, (int)b.Volume);
// interleave ticks with the bars to simulate datafeed asynchronous-ness
int baseTime = 144500;
TickImpl k = new TickImpl("SPY");
k.Ask = 101;
k.Bid = 100;
k.Date = 20110208;
k.Trade = 100.5m;
k.Size = 5000;
k.Time = baseTime + x;
_dailyBarTracker.NewTick(k);
}
Console.WriteLine("Count: " + bl.Count);
DisplayTrackerContent(_dailyBarTracker["SPY"]);
Assert.Equal(_spyDaily.Length, bl.Count);
for (int x = 0; x < _spyDaily.Length - 1; x++)
{
Bar t = BarImpl.Deserialize(_spyDaily[x]);
Assert.Equal(bl[x].Bardate, t.Bardate);
Assert.Equal(bl[x].Close, t.Close);
}
}
public void TestBarMix()
{
// get some test symbols and intervals
var syms = new string[] { "IBM", "GOOG", "QQQ" };
var ints = new int[] { (int)BarInterval.Day, (int)BarInterval.FiveMin, (int)BarInterval.Hour };
var barsback = new int[] { 100, 100, 20 };
// make some random bars
var bars = new List <Bar>();
for (int i = 0; i < ints.Length; i++)
{
bars.AddRange(TestTradeLink_WM.GetRandomBars(syms, ints[i], barsback[i]));
}
// populate the tracker
foreach (var bar in bars)
{
var msg = BarImpl.Serialize(bar);
#if DEBUG
g.d(bar.Symbol + " sending: " + msg);
#endif
_mt.GotMessage(MessageTypes.BARRESPONSE, 0, 0, 0, string.Empty, ref msg);
}
// verify everything was populated
var blt = _mt.BLT;
foreach (var sym in syms)
{
for (int i = 0; i < ints.Length; i++)
{
var bint = ints[i];
var bb = barsback[i];
var bl = blt[sym, bint];
Assert.GreaterOrEqual(bl.IntervalCount((BarInterval)bint, bint), bb, sym + " missing bars on interval: " + bint);
}
}
}
public void SpoolIntraBars()
{
BarListImpl bl = (BarListImpl)_intraBarTracker["SPY", (int)BarInterval.FiveMin];
for (int x = 0; x < _spyIntra.Length; x++)
{
Bar b = BarImpl.Deserialize(_spyIntra[x]);
bl.NewPoint(b.Symbol, b.Open, b.Bartime, b.Bardate, 0);
bl.NewPoint(b.Symbol, b.High, b.Bartime, b.Bardate, 0);
bl.NewPoint(b.Symbol, b.Low, b.Bartime, b.Bardate, 0);
bl.NewPoint(b.Symbol, b.Close, b.Bartime, b.Bardate, (int)b.Volume);
}
Console.WriteLine("Count: " + bl.Count);
Assert.Equal(_spyIntra.Length, bl.Count);
for (int x = 0; x < _spyIntra.Length; x++)
{
Bar t = BarImpl.Deserialize(_spyIntra[x]);
Assert.Equal(bl[x].Bardate, t.Bardate);
Assert.Equal(bl[x].Close, t.Close);
}
DisplayTrackerContent(_intraBarTracker["SPY"]);
}
public void BarsBack()
{
DateTime present = DateTime.Parse("2010/1/3 15:00:00");
DateTime past = BarImpl.DateFromBarsBack(5, BarInterval.FiveMin, present);
Assert.AreEqual(20100103, Util.ToTLDate(past));
Assert.AreEqual(143500, Util.ToTLTime(past));
}
public static Bar parseline(string line, string sym)
{
string[] values = line.Split(',');
Bar bar = new BarImpl(sym);
DateTime date;
if (DateTime.TryParse(line[DATE], out date))
{
bar.Date = date;
}
decimal priceOpen;
if (decimal.TryParse(line[OPEN], out priceOpen))
{
bar.Open = priceOpen;
}
decimal priceHigh;
if (decimal.TryParse(line[HIGH], out priceHigh))
{
bar.High = priceHigh;
}
decimal priceLow;
if (decimal.TryParse(line[LOW], out priceLow))
{
bar.Low = priceLow;
}
decimal priceClose;
if (decimal.TryParse(line[CLOSE], out priceClose))
{
bar.Close = priceClose;
}
int volume;
if (decimal.TryParse(line[VOLUME], out volume))
{
bar.Volume = volume;
}
int openInterest;
if (decimal.TryParse(line[OPENINTEREST], out volume))
{
bar.OpenInterest = openInterest;
}
return(bar);
}
/// <summary>
/// create ticks from bars on default interval
/// </summary>
/// <param name="bl"></param>
/// <returns></returns>
public static Tick[] Barlist2Tick(BarList bl)
{
List <Tick> k = new List <Tick>(bl.Count * 4);
foreach (Bar b in bl)
{
k.AddRange(BarImpl.ToTick(b));
}
return(k.ToArray());
}
public override void GotTick(Tick k)
{
// if we don't have bar data, request historical data
if (_blt[k.symbol].Count == 0)
{
D(k.symbol + " no bars found, requesting...");
sendmessage(MessageTypes.BARREQUEST, BarImpl.BuildBarRequest(k.symbol, BarInterval.Hour));
}
D(k.symbol + " bar count: " + _blt[k.symbol].Count);
// update whatever data we have with ticks
_blt.newTick(k);
}
Bar GetBar(List <string> r)
{
if (type != ConvertMapType.Bar)
{
return(new BarImpl());
}
Bar b = new BarImpl(get(gi(r, O)), get(gi(r, H)), get(gi(r, L)), get(gi(r, C)), getl(gi(r, V)),
getd(gi(r, DATE)), gett(gi(r, TIME)), gi(r, SYM), geti(gi(r, BI)));
return(b);
}
void c_gotUnknownMessage(MessageTypes type, long source, long dest, long msgid, string request, ref string response)
{
if (type == MessageTypes.BARRESPONSE)
{
bar = BarImpl.Deserialize(response);
if (bar.isValid)
{
#if DEBUG
g.d("got bar: " + response);
#endif
barcount++;
}
}
}
long IQFeedHelper_newUnknownRequest(MessageTypes t, string msg)
{
switch (t)
{
case MessageTypes.DAYHIGH:
{
// get index for request
int idx = _highs.getindex(msg);
// ignore if no index
if (idx == GenericTracker.UNKNOWN)
{
return(0);
}
decimal v = _highs[idx];
// ensure we have a high
if (v == decimal.MinValue)
{
return(0);
}
return(WMUtil.pack(v));
}
case MessageTypes.DAYLOW:
{
// get index for request
int idx = _highs.getindex(msg);
// ignore if no index
if (idx == GenericTracker.UNKNOWN)
{
return(0);
}
decimal v = _highs[idx];
// ensure we have a high
if (v == decimal.MaxValue)
{
return(0);
}
return(WMUtil.pack(v));
}
case MessageTypes.BARREQUEST:
{
BarRequest br = BarImpl.ParseBarRequest(msg);
RequestBars(br);
return((long)MessageTypes.OK);
}
}
return((long)MessageTypes.FEATURE_NOT_IMPLEMENTED);
}
public static Bar GetRandomBar(string sym, int intervaltype, int custinterval, int date, int time)
{
// send some bars back
var b = new BarImpl();
while (!b.isValid)
{
var p = (decimal)r.NextDouble() * 100;
var d = (decimal)Math.Round(r.NextDouble(), 2);
var v = r.Next(1000, 100000);
var dt = Util.ToDateTime(date, time);
b = new BarImpl(p, p + d * 3, p - d * 5, p - d, v, Util.ToTLDate(dt), Util.ToTLTime(dt), sym, intervaltype, custinterval);
}
return(b);
}
public void Construction()
{
BarImpl b = new BarImpl();
Assert.True(!b.IsValid);
Assert.True(!b.IsNew);
b.NewTick(_ticklist[0]);
Assert.True(b.IsValid);
Assert.True(b.IsNew);
b.NewTick(_ticklist[1]);
Assert.True(b.IsValid);
Assert.True(!b.IsNew);
Assert.True(b.Volume == 200);
b.NewTick(TickImpl.NewQuote(Sym, D, T, 10m, 11m, 1, 1, X, X));
Assert.True(b.TradeCount == 2);
}
public void Construction()
{
BarImpl b = new BarImpl();
Assert.That(!b.isValid);
Assert.That(!b.isNew);
b.newTick(ticklist[0]);
Assert.That(b.isValid);
Assert.That(b.isNew);
b.newTick(ticklist[1]);
Assert.That(b.isValid);
Assert.That(!b.isNew);
Assert.That(b.Volume == 200);
b.newTick(TickImpl.NewQuote(sym, d, t, 10m, 11m, 1, 1, x, x));
Assert.That(b.TradeCount == 2);
}
public void SerializeDeseralize()
{
Bar b = new BarImpl(1, 1, 1, 1, 1, 20100302, 93533, "IBM", (int)BarInterval.FiveMin);
string msg = BarImpl.Serialize(b);
Bar cb = BarImpl.Deserialize(msg);
Assert.AreEqual(b.Symbol, cb.Symbol);
Assert.AreEqual(b.time, cb.time);
Assert.AreEqual(b.Interval, cb.Interval);
Assert.AreEqual(b.High, cb.High);
Assert.AreEqual(b.Low, cb.Low);
Assert.AreEqual(b.Open, cb.Open);
Assert.AreEqual(b.Close, cb.Close);
Assert.AreEqual(b.Volume, cb.Volume);
Assert.AreEqual(b.Bardate, cb.Bardate);
}
public void BarTime()
{
Bar b = new BarImpl(1, 1, 1, 1, 1, 20100302, 93533, "IBM", (int)BarInterval.FiveMin);
Assert.AreEqual(93500, b.Bartime);
Assert.AreEqual(93533, b.time);
Console.WriteLine(b.Bartime + " " + b.time);
b = new BarImpl(1, 1, 1, 1, 1, 20100302, 93533, "IBM", (int)BarInterval.Hour);
Assert.AreEqual(90000, b.Bartime);
Assert.AreEqual(93533, b.time);
Console.WriteLine(b.Bartime + " " + b.time);
b = new BarImpl(1, 1, 1, 1, 1, 20100302, 95504, "IBM", (int)BarInterval.FiveMin);
Assert.AreEqual(95500, b.Bartime);
Assert.AreEqual(95504, b.time);
Console.WriteLine(b.Bartime + " " + b.time);
}
void processhistory(int lHandle, BarRequest br)
{
int numbars = esig.get_GetNumBars(lHandle);
if (numbars == 0)
{
verb("no bars available for reqhandle: " + lHandle);
return;
}
numbars *= -1;
for (int i = numbars; i <= 0; i++)
{
try
{
BarData bd = esig.get_GetBar(lHandle, i);
if (VerboseDebugging)
{
verb(br.Symbol + " " + bd.dtTime.ToString() + " " + bd.dOpen + " " + bd.dHigh + " " + bd.dLow + " " + bd.dClose + " " + bd.dVolume);
}
Bar b = new BarImpl((decimal)bd.dOpen, (decimal)bd.dHigh, (decimal)bd.dLow, (decimal)bd.dClose, (long)bd.dVolume, Util.ToTLDate(bd.dtTime), Util.ToTLTime(bd.dtTime), br.Symbol, br.Interval);
string msg = BarImpl.Serialize(b);
if (!b.isValid && !AllowSendInvalidBars)
{
debug("Not sending invalid bar: " + b.ToString() + " raw: " + msg);
continue;
}
tl.TLSend(msg, MessageTypes.BARRESPONSE, br.Client);
}
catch (Exception ex)
{
verb("error obtaining bar: " + i + " from: " + lHandle);
verb(ex.Message + ex.StackTrace);
}
}
if (ReleaseBarHistoryAfteRequest)
{
try
{
esig.ReleaseHistory(lHandle);
_barhandle2barrequest.Remove(lHandle);
}
catch { }
}
}
Tick[] ConvertLine(List <string> line)
{
if (type == ConvertMapType.Bar)
{
var b = GetBar(line);
if (ignoreinvalidtick && !b.isValid)
{
return(new Tick[0]);
}
return(BarImpl.ToTick(b));
}
var k = GetTick(line);
if (ignoreinvalidtick && !k.isValid)
{
return(new Tick[0]);
}
return(new Tick[] { k });
}
public override void GotTick(Tick k)
{
// if we don't have bar data, request historical data
if (_blt[k.symbol].Count == 0)
{
if (barRequestedFlag == 0)
{
D(k.symbol + " no bars found, requesting...");
sendmessage(MessageTypes.BARREQUEST, BarImpl.BuildBarRequest(k.symbol, BarInterval.Day, 20120105));
barRequestedFlag += 1;
}
else
{
D("Waiting for Broker backfill");
}
}
D(k.symbol + " bar count: " + _blt[k.symbol].Count);
// update whatever data we have with ticks
_blt.newTick(k);
}
public void BarTime()
{
Bar b = new BarImpl(1, 1, 1, 1, 1, 20100302, 93533000, "IBM", (int)BarInterval.FiveMin);
Assert.Equal(93500000, b.Bartime);
Assert.Equal(93533000, b.Time);
Console.WriteLine(b.Bartime + " " + b.Time);
b = new BarImpl(1, 1, 1, 1, 1, 20100302, 93533000, "IBM", (int)BarInterval.Hour);
Assert.Equal(90000000, b.Bartime);
Assert.Equal(93533000, b.Time);
Console.WriteLine(b.Bartime + " " + b.Time);
b = new BarImpl(1, 1, 1, 1, 1, 20100302, 95504000, "IBM", (int)BarInterval.FiveMin);
Assert.Equal(95500000, b.Bartime);
Assert.Equal(95504000, b.Time);
Console.WriteLine(b.Bartime + " " + b.Time);
//DateTime check
Assert.Equal(int.Parse(b.BarDateTime.ToString("hhmmssfff")), 95500000);
}
long s_newUnknownRequest(MessageTypes t, string msg)
{
if (t == MessageTypes.BARREQUEST)
{
var br = BarRequest.Deserialize(msg);
var MAXBARPERREQUEST = br.BarsBack;
if (br.isValid)
{
for (int i = 0; i < MAXBARPERREQUEST; i++)
{
var bar = GetRandomBar(br.symbol, br.Interval);
s.TLSend(BarImpl.Serialize(bar), MessageTypes.BARRESPONSE, c.Name);
}
}
}
if (t == MessageTypes.LOOPBACKSERVER)
{
return(SPECIAL);
}
return(0);
}
void client_gotUnknownMessage(MessageTypes type, long source, long dest, long msgid, string request, ref string response)
{
if (type == MessageTypes.BARRESPONSE)
{
lastbarraw = response;
var b = BarImpl.Deserialize(response);
var label = b.Symbol + b.Interval.ToString() + b.CustomInterval.ToString();
var symintidx = symintcount.getindex(label);
if (symintidx < 0)
{
symintidx = symintcount.addindex(label, new List <Bar>());
g.d("got new symbol/interval: " + b.Symbol + " " + b.Interval + b.CustomInterval + " bar:" + b.ToString());
}
symintcount[symintidx].Add(b);
if (!recvsyms.Contains(b.Symbol))
{
recvsyms.Add(b.Symbol);
}
recvbarcount++;
}
else if (type == MessageTypes.BARRESPONSE_FINAL)
{
var br = BarRequest.Deserialize(response);
reccomplete++;
g.d("completed: " + br.symbol + " " + br.Interval + " " + br.ID);
}
else
{
g.d("got unknown message: " + type + request + response);
}
var ok = mt.GotMessage(type, source, dest, msgid, request, ref response);
if (!ok)
{
g.d("error processing: " + type + " request: " + request + " response: " + response);
}
msgok &= ok;
}
long EsignalServer_newUnknownRequest(MessageTypes t, string msg)
{
switch (t)
{
case MessageTypes.BARREQUEST:
{
verb("got barrequest: " + msg);
try
{
BarRequest br = BarImpl.ParseBarRequest(msg);
_barrequests.Write(br);
}
catch (Exception ex)
{
debug("error parsing bar request: " + msg);
debug(ex.Message + ex.StackTrace);
}
return(0);
}
}
return((long)MessageTypes.FEATURE_NOT_IMPLEMENTED);
}
public void BarIntervals()
{
BarImpl b = new BarImpl(BarInterval.FiveMin);
int accepts = _ticklist.Count(k => b.NewTick(k));
Assert.Equal(5, accepts);
b = new BarImpl(BarInterval.FifteenMin);
accepts = _ticklist.Count(k => b.NewTick(k));
Assert.Equal(9, accepts);
b = new BarImpl(BarInterval.Minute);
accepts = 0;
for (int i = 7; i < _ticklist.Length; i++)
{
if (b.NewTick(_ticklist[i]))
{
accepts++;
}
}
Assert.Equal(2, accepts);
}
