public async void PrependData() { XmlDataBase tb = new XmlDataBase(); List <Bar> barList = new List <Bar>(); var firstDt = new DateTime(2019, 1, 1, 5, 0, 0); barList.Add(new Bar(10, 20, 5, 12, 0, firstDt)); barList.Add(new Bar(15, 25, 10, 17, 0, firstDt.AddMinutes(5))); barList.Add(new Bar(15, 27, 8, 17, 0, firstDt.AddMinutes(10))); var instrument = new Instrument { Type = InstrumentType.Stock, Name = "GLD" }; var resolution = new Resolution(TimeFrame.Hourly, 1); var b = await tb.WriteLocalDataAsync(instrument, resolution, barList); barList.Clear(); barList.Add(new Bar(1, 20, 5, 12, 0, firstDt.AddMinutes(-60))); barList.Add(new Bar(0, 25, 10, 17, 0, firstDt.AddMinutes(-55))); barList.Add(new Bar(0, 27, 8, 17, 0, firstDt.AddMinutes(-50))); _ = tb.PrependLocalData(instrument, resolution, barList); var rbs = await tb.ReadLocalDataAsync(instrument, resolution, firstDt.AddMinutes(-60), firstDt.AddMinutes(15)); Assert.AreEqual(6, rbs.Count()); }
public async 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)); barList.Add(new Bar(15, 25, 10, 17, 0, dt.AddDays(1))); barList.Add(new Bar(15, 27, 8, 17, 0, dt.AddDays(2))); var instrument = new Instrument { Type = InstrumentType.Stock, Name = "GLD" }; var resolution = new Resolution(TimeFrame.Hourly, 1); var b = await tb.WriteLocalDataAsync(instrument, resolution, barList); barList.Clear(); barList.Add(new Bar(1, 20, 5, 12, 0, dt.AddDays(3))); barList.Add(new Bar(0, 25, 10, 17, 0, dt.AddDays(4))); barList.Add(new Bar(0, 27, 8, 17, 0, dt.AddDays(5))); _ = tb.AppendLocalData(instrument, resolution, barList); var rbs = await tb.ReadLocalDataAsync(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.ReadLocalDataAsync(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 async void WriteData_Stock() { XmlDataBase tb = new XmlDataBase(); List <Bar> barList = new List <Bar>(); barList.Add(new Bar(10, 20, 5, 12, 0, DateTime.Now)); barList.Add(new Bar(9, 25, 10, 17, 0, DateTime.Now)); barList.Add(new Bar(8, 27, 8, 17, 0, DateTime.Now)); var instrument = new Instrument { Type = InstrumentType.Stock, Name = "TSLA" }; var resolution = new Resolution(TimeFrame.Hourly, 1); var b = await tb.WriteLocalDataAsync(instrument, new Resolution(TimeFrame.Hourly, 1), barList); var rbs = await tb.ReadLocalDataAsync(instrument, resolution, barList.First().DateTime, barList.Last().DateTime); Assert.AreEqual(barList.Count, rbs.Count()); }
public async 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" }; var b = await tb.WriteLocalDataAsync(instrument, new Resolution(TimeFrame.Hourly, 1), barList); var rbs = await tb.ReadLocalDataAsync(instrument, new Resolution(TimeFrame.Hourly, 1), barList.First().DateTime, barList.Last().DateTime); Assert.AreEqual(barList.Count, rbs.Count()); }