public void AddIntervalWhileRunning()
{
OHLCBarStream blt = new OHLCBarStream(new ForexSecurity("TST"));
blt.AddInterval(BarInterval.Minute);
blt.AddInterval(BarInterval.FiveMin);
blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
Tick[] tape = TestBarList.SampleData();
blt.Initialize();
// add ticks from tape to tracker
for (int i = 0; i < tape.Length; i++)
{
blt.GotTick(tape[i]);
if (i == 1)
{
blt.AddInterval(120);
}
}
//make sure we got one symbol as bar events
Assert.Equal(1, syms.Count);
// make sure our symbols matched barlist count
Assert.Equal(blt.SymbolCount, syms.Count);
// make sure same on individual bars
Assert.True(blt[120].Count > 0);
}
public void MultipleIntervalsRequests()
{
OHLCBarStream blt = new OHLCBarStream(new ForexSecurity("TST"));
blt.AddInterval(BarInterval.Minute);
blt.AddInterval(BarInterval.FiveMin);
blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
Tick[] tape = TestBarList.SampleData();
blt.Initialize();
// add ticks from tape to tracker
for (int i = 0; i < tape.Length; i++)
{
blt.GotTick(tape[i]);
if (i == 1)
{
blt.AddInterval(120);
}
}
// Check if the data differs per interval
Assert.NotEqual(blt[BarInterval.Minute][-2].Close, blt[BarInterval.FiveMin][-2].Close);
}