public async Task Run(SimulationOptions options)
{
var trades = await _storage.GetTrades(options.Asset, options.DateFrom, options.DateTo);
//TODO:solve this to array
await perioder.Periodify(trades.ToArray(), options.DateFrom, options.DateTo, options.PeriodLength,
internalOnPeriod);
async Task internalOnPeriod(DateTime periodDate, Trade trade)
{
_buffer.AddFirst(trade);
if (_buffer.Count > BUFFER_LENGTH)
{
_buffer.RemoveLast();
}
await OnPeriod(periodDate, trade);
}
}
public async Task Should_Return_Latest_Trade_From_Period_When_All_Data_Match_In_One_Period()
{
//arrange
int periodLength = 10;
DateTime periodStart = new DateTime(2018, 10, 10, 10, 10, 0);
DateTime periodEnd = periodStart.AddMinutes(periodLength);
var expected = new Trade()
{
Date = periodStart.AddMinutes(3), Rate = 1
};
Trade[] trades = new Trade[3]
{
new Trade()
{
Date = periodStart.AddMinutes(1), Rate = 14
},
new Trade()
{
Date = periodStart.AddMinutes(2), Rate = 122
},
expected
};
Perioder perioder = new Perioder();
int numberOfexecution = 0;
//act
await perioder.Periodify(trades, periodStart, periodEnd, periodLength, OnPeriod);
//assert
Assert.Equal(1, numberOfexecution);
Task OnPeriod(DateTime periodDate, Trade obj)
{
Assert.Equal(expected, obj);
return(Task.FromResult(numberOfexecution++));
}
}
public decimal Do()
{
_perioder.Periodify(_input, _startDate, _endDate, 5, (date, trade) => Task.FromResult(0)).Wait();
return(2);
}
public async Task Should_Return_Latest_Trade_From_Period_For_Each_Period()
{
//arrange
int periodLength = 10;
DateTime periodStart = new DateTime(2018, 10, 10, 10, 10, 0);
DateTime periodEnd = periodStart.AddMinutes(3 * periodLength);
Trade[] trades =
{
new Trade()
{
Date = periodStart.AddMinutes(1), Rate = 14
},
new Trade()
{
Date = periodStart.AddMinutes(4), Rate = 122
},
new Trade()
{
Date = periodStart.AddMinutes(8), Rate = 1
},
//p
new Trade()
{
Date = periodStart.AddMinutes(12), Rate = 2
},
new Trade()
{
Date = periodStart.AddMinutes(13), Rate = 3
},
new Trade()
{
Date = periodStart.AddMinutes(14), Rate = 4
},
//p
new Trade()
{
Date = periodStart.AddMinutes(21), Rate = 5
},
new Trade()
{
Date = periodStart.AddMinutes(22), Rate = 6
}
};
Trade[] expectedOnPeriod =
{
new Trade()
{
Date = periodStart.AddMinutes(8), Rate = 1
},
//p
new Trade()
{
Date = periodStart.AddMinutes(14), Rate = 4
},
//p
new Trade()
{
Date = periodStart.AddMinutes(22), Rate = 6
}
};
Perioder perioder = new Perioder();
int numberOfexecution = 0;
//act
await perioder.Periodify(trades, periodStart, periodEnd, periodLength, OnPeriod);
//assert
Assert.Equal(3, numberOfexecution);
Task OnPeriod(DateTime periodDate, Trade obj)
{
numberOfexecution++;
Assert.Equal(expectedOnPeriod[numberOfexecution - 1], obj);
return(Task.FromResult(2));
}
}