public void PrependData()
{
XmlDataBase tb = new XmlDataBase();
List <Bar> barList = new List <Bar>();
barList.Add(new Bar(10, 20, 5, 12, 0, DateTime.Now, DateTime.Now));
barList.Add(new Bar(15, 25, 10, 17, 0, DateTime.Now, DateTime.Now));
barList.Add(new Bar(15, 27, 8, 17, 0, DateTime.Now, DateTime.Now));
var instrument = new Instrument {
Type = InstrumentType.Stock, Name = "GLD"
};
var resolution = new Resolution(TimeFrame.Hourly, 1);
tb.WriteLocalData(instrument, resolution, barList);
barList.Clear();
barList.Add(new Bar(1, 20, 5, 12, 0, DateTime.Now, DateTime.Now));
barList.Add(new Bar(0, 25, 10, 17, 0, DateTime.Now, DateTime.Now));
barList.Add(new Bar(0, 27, 8, 17, 0, DateTime.Now, DateTime.Now));
tb.PrependLocalData(instrument, resolution, barList);
var rbs = tb.ReadLocalData(instrument, resolution, DateTime.Now, DateTime.Now);
Assert.AreEqual(6, rbs.Count());
}
public void AppendData_Last_Element_Intact()
{
XmlDataBase tb = new XmlDataBase();
List <Bar> barList = new List <Bar>();
DateTime dt = new DateTime(2018, 1, 1, 0, 0, 0);
barList.Add(new Bar(10, 20, 5, 12, 0, dt, dt));
barList.Add(new Bar(15, 25, 10, 17, 0, dt.AddDays(1), dt));
barList.Add(new Bar(15, 27, 8, 17, 0, dt.AddDays(2), dt));
var instrument = new Instrument {
Type = InstrumentType.Stock, Name = "GLD"
};
var resolution = new Resolution(TimeFrame.Hourly, 1);
tb.WriteLocalData(instrument, resolution, barList);
barList.Clear();
barList.Add(new Bar(1, 20, 5, 12, 0, dt.AddDays(3), dt));
barList.Add(new Bar(0, 25, 10, 17, 0, dt.AddDays(4), dt));
barList.Add(new Bar(0, 27, 8, 17, 0, dt.AddDays(5), dt));
tb.AppendLocalData(instrument, resolution, barList);
var rbs = tb.ReadLocalData(instrument, resolution, dt, dt.AddDays(5));
Assert.AreEqual(6, rbs.Count());
Assert.AreEqual(dt.AddDays(3), rbs.ElementAt(3).DateTime);
}
public void ReadData()
{
XmlDataBase tb = new XmlDataBase();
var instrument = new Instrument {
Type = InstrumentType.Forex, Name = "AUD/CAD"
};
var rbs = tb.ReadLocalData(instrument, new Resolution(TimeFrame.Hourly, 1),
new DateTime(2018, 11, 22), new DateTime(2018, 11, 22, 20, 0, 0));
//Assert.AreEqual(barList.Count, rbs.Count());
}
public void WriteData_Stock()
{
XmlDataBase tb = new XmlDataBase();
List <Bar> barList = new List <Bar>();
barList.Add(new Bar(10, 20, 5, 12, 0, DateTime.Now, DateTime.Now));
barList.Add(new Bar(9, 25, 10, 17, 0, DateTime.Now, DateTime.Now));
barList.Add(new Bar(8, 27, 8, 17, 0, DateTime.Now, DateTime.Now));
var instrument = new Instrument {
Type = InstrumentType.Stock, Name = "TSLA"
};
var resolution = new Resolution(TimeFrame.Hourly, 1);
tb.WriteLocalData(instrument, new Resolution(TimeFrame.Hourly, 1), barList);
var rbs = tb.ReadLocalData(instrument, resolution, DateTime.Now, DateTime.Now);
Assert.AreEqual(barList.Count, rbs.Count());
}
public void WriteData_Forex()
{
XmlDataBase tb = new XmlDataBase();
List <Bar> barList = new List <Bar>();
barList.Add(Helper.GetUpBar());
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
var instrument = new Instrument {
Type = InstrumentType.Forex, Name = "USD/CAD"
};
tb.WriteLocalData(instrument, new Resolution(TimeFrame.Hourly, 1), barList);
var rbs = tb.ReadLocalData(instrument, new Resolution(TimeFrame.Hourly, 1), DateTime.Now, DateTime.Now);
Assert.AreEqual(barList.Count, rbs.Count());
}