private void CheckCountGenerated(ICandleHistoryRepository repo, DateTime from, DateTime to, dynamic[] requirements)
{
foreach (var req in requirements)
{
IEnumerable <IFeedCandle> candles = repo.GetCandlesAsync(req.Asset, req.Interval, req.PriceType, from, to).Result;
Assert.Equal(req.CountExpected, candles.Count());
}
}
public AssetPairsController(
CachedDataDictionary <string, IAssetPair> assetPairDictionary,
ICandleHistoryRepository feedCandlesRepository, IFeedHistoryRepository feedHistoryRepository,
IMarketProfileService marketProfileService)
{
_assetPairDictionary = assetPairDictionary;
_feedCandlesRepository = feedCandlesRepository;
_feedHistoryRepository = feedHistoryRepository;
_marketProfileService = marketProfileService;
}
private async Task ProcessQuotesForAsset(ICandleHistoryRepository repo, IEnumerable <QuoteExt> quotes, string asset)
{
if (quotes.Count() != 0)
{
// For each asset and interval generate candles from quotes and write them to storage.
//
foreach (var interval in REQUIRED_INTERVALS)
{
await this.Insert(repo, quotes, asset, interval);
}
}
}
private async Task Insert(ICandleHistoryRepository repo, IEnumerable <QuoteExt> quotes, string asset, TimeInterval interval)
{
CandleGenerator candleGenerator = new CandleGenerator();
foreach (var type in REQUIRED_TYPES)
{
var data = candleGenerator.Generate(quotes, interval, type);
await Retry(() =>
{
return(repo.InsertOrMergeAsync(data, asset, interval, type));
});
}
}
private static void ProcessAllQuotes(IEnumerable <Quote> quotes, ICandleHistoryRepository repo, LoggerStub logger)
{
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = "btcusd", Accuracy = 3
},
//new AssetPair() { Id = "btcrub", Accuracy = 3 }
});
var controller = new CandleGenerationController(repo, logger, "test component", env);
var tasks = new List <Task>();
foreach (var quote in quotes)
{
var task = controller.HandleQuote(quote);
tasks.Add(task);
}
Task.WaitAll(tasks.ToArray());
// ... signal controller to process quotes
controller.Tick();
int counter = 0;
while (counter < 5)
{
Task.Delay(1000).Wait(); // Wait while produce task is finished.
if (controller.QueueLength == 0)
{
break;
}
counter++;
}
Assert.Equal(0, controller.QueueLength);
}
public CandlesController(ICandleHistoryRepository feedCandlesRepository)
{
_feedCandlesRepository = feedCandlesRepository;
}
public CandleGenerationController(ICandleHistoryRepository candlesRepo, ILog logger, string componentName, IEnvironment env)
: this(logger, componentName, env)
{
this.candleRepository = candlesRepo;
}