public void TestMakeCandles()
{
var pool = new CandlePackerPool();
var quoteNames = new[] { "EURUSD", "GBPUSD" };
CandleDataBidAsk[] candles = null;
for (var date = DateTime.Now.Date; date < DateTime.Now.Date.AddDays(1).AddSeconds(1); date = date.AddSeconds(22))
{
candles = pool.MakeCandles(new[]
{
new QuoteData(1, 1.0001f, date),
new QuoteData(2, 2.0001f, date),
}, ref quoteNames);
Assert.IsNotNull(candles, "CandlePackerPool.MakeCandles - должен таки вернуть свечи");
Assert.AreEqual(candles.Length, 2, "CandlePackerPool.MakeCandles - должен таки вернуть 2 свечи");
}
var candle = candles[0];
Assert.Less((DateTime.Now.Date.AddDays(1) - candle.timeClose).TotalSeconds, 30,
"CandlePackerPool.MakeCandles - должен закончиться на последней свече за день");
// добавить левый тикер
quoteNames = new[] { "EURUSD", "IDDQD" };
candles = pool.MakeCandles(new[]
{
new QuoteData(1, 1.0001f, DateTime.Now),
new QuoteData(2, 2.0001f, DateTime.Now),
}, ref quoteNames);
Assert.AreEqual(1, candles.Length, "CandlePackerPool.MakeCandles - должен пропустить левый тикер (свечу)");
Assert.AreEqual(1, quoteNames.Length, "CandlePackerPool.MakeCandles - должен пропустить левый тикер");
Assert.IsNotNull(candles[0], "CandlePackerPool.MakeCandles - оставшаяся свеча не должна пропасть");
}
/// <summary>
/// отдать "живые" котировки роботам
/// </summary>
private void ProcessQuoteRoutineDoWork(object sender, DoWorkEventArgs e)
{
var quoteList = (List <Cortege2 <string, QuoteData> >)e.Argument;
string[] quoteNames;
CandleDataBidAsk[] candles;
packerPool.MakeCandles(quoteList, out quoteNames, out candles);
foreach (var robot in robots)
{
List <string> robotEvents;
try
{
robotEvents = robot.OnQuotesReceived(quoteNames, candles, false);
if (robotEvents == null || robotEvents.Count == 0)
{
continue;
}
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка в ProcessQuoteRoutineDoWork ({0}): {1}",
robot.GetUniqueName(), ex);
continue;
}
ShowRobotEventsSafe(robot, robotEvents);
}
}
public void OnQuotesReceived(string[] names, QuoteData[] quotes)
{
if (State != FarmState.Started)
{
return;
}
// if (RobotFarmOffTime.IsTimeOff()) return;
var candles = packerPool.MakeCandles(quotes, ref names);
foreach (var account in Accounts)
{
try
{
account.OnQuotesReceived(names, candles, false);
}
catch (Exception ex)
{
Logger.Error("Ошибка обработки котировок по счету " + account.AccountId + ": " + ex.Message);
}
}
}
