public void AddTick()
{
_defaultSeries = new TimeSeries();
Tick firstTick = GenerateTick.From(_date.WithDate(2014, 6, 13), 1d);
Tick secondTick = GenerateTick.From(_date.WithDate(2014, 6, 14), 2d);
Assert.Multiple(() =>
{
Assert.AreEqual(0, _defaultSeries.TickCount);
Assert.AreEqual(-1, _defaultSeries.Begin);
Assert.AreEqual(-1, _defaultSeries.End);
});
_defaultSeries.AddTick(firstTick);
Assert.Multiple(() =>
{
Assert.AreEqual(1, _defaultSeries.TickCount);
Assert.AreEqual(0, _defaultSeries.Begin);
Assert.AreEqual(0, _defaultSeries.End);
});
_defaultSeries.AddTick(secondTick);
Assert.Multiple(() =>
{
Assert.AreEqual(2, _defaultSeries.TickCount);
Assert.AreEqual(0, _defaultSeries.Begin);
Assert.AreEqual(1, _defaultSeries.End);
});
}
public void DynamicAddTrade()
{
var data = new double[] { 2, 1, 3, 5, 6, 3, 20, 20, 3 };
// We will rely on this being correct as it duplicates tests above...
TimeSeries confirmedSeries = GenerateTimeSeries.From(data);
var confirmedTradingRecord = new TradingRecord(Order.BuyAt(0), Order.SellAt(2), Order.BuyAt(3), Order.SellAt(4), Order.BuyAt(5), Order.SellAt(6), Order.BuyAt(7), Order.SellAt(8));
// use these results to check against the dynamically added Trades
var confirmedCashFlow = new CashFlow(confirmedSeries, confirmedTradingRecord);
TimeSeries sampleTimeSeries = new TimeSeries();
var tradingRecord = new TradingRecord();
var cashFlow = new CashFlow(sampleTimeSeries, tradingRecord);
for (var i = 0; i < data.Length; i++)
{
sampleTimeSeries.AddTick(GenerateTick.From((new LocalDateTime()).WithMillisOfSecond(i), data[i]));
switch (i)
{
case 0: // buy
case 3: // buy
case 5: // buy
case 7: // buy
tradingRecord.Enter(i);
break;
case 2: // sell
case 4: // sell
case 6: // sell
case 8: // sell
tradingRecord.Exit(i);
cashFlow.AddTrade(tradingRecord.LastTrade);
break;
default:
// don't do anything
break;
}
}
// Check all the data off...
Assert.Multiple(() =>
{
for (var i = 0; i < data.Length; i++)
{
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(i), confirmedCashFlow.GetValue(i).ToDouble());
}
});
}
public void AddNullTickShouldThrowException()
{
Assert.Throws <ArgumentNullException>(() => _defaultSeries.AddTick(null));
}
