public void TestHlcFormat()
{
var candleData = new CandleData
{
open = (float) 1.2345,
high = (float) 1.2355,
low = (float) 1.2335,
close = (float) 1.2344
};
var offset = candleData.GetHlcOffset(VersePointValue);
Assert.AreEqual(0x7E7589, offset, "TestHlcFormat: GetHlcOffset error");
var line = candleData.GetHlcOffsetHEX(VersePointValue);
Assert.AreEqual("7E7589", line, "TestHlcFormat: GetHlcOffsetHEX error");
var offset16 = candleData.GetHlcOffset16(VersePointValue);
Assert.AreEqual(0x7F9B8063, offset16, "TestHlcFormat: GetHlcOffset16 error");
var line16 = candleData.GetHlcOffsetHEX16(VersePointValue);
Assert.AreEqual("7F9B8063", line16, "TestHlcFormat: GetHlcOffsetHEX16 error");
var candle = new CandleData {open = candleData.open};
candle.MakeHlcFromOffset(offset, VersePointValue);
Assert.AreEqual(candleData.high, candle.high, 0.00001, "TestHlcFormat: MakeHlcFromOffset error (high)");
Assert.AreEqual(candleData.low, candle.low, 0.00001, "TestHlcFormat: MakeHlcFromOffset error (low)");
Assert.AreEqual(candleData.close, candle.close, 0.00001, "TestHlcFormat: MakeHlcFromOffset error (close)");
candle.MakeHlcFromOffsetHEX(line, VersePointValue);
Assert.AreEqual(candleData.high, candle.high, 0.00001, "TestHlcFormat: MakeHlcFromOffsetHEX error (high)");
Assert.AreEqual(candleData.low, candle.low, 0.00001, "TestHlcFormat: MakeHlcFromOffsetHEX error (low)");
Assert.AreEqual(candleData.close, candle.close, 0.00001, "TestHlcFormat: MakeHlcFromOffsetHEX error (close)");
candle.MakeHlcFromOffset16(offset16, VersePointValue);
Assert.AreEqual(candleData.high, candle.high, 0.00001, "TestHlcFormat: MakeHlcFromOffset16 error (high)");
Assert.AreEqual(candleData.low, candle.low, 0.00001, "TestHlcFormat: MakeHlcFromOffset16 error (low)");
candle.MakeHlcFromOffsetHEX16(line16, VersePointValue);
Assert.AreEqual(candleData.high, candle.high, 0.00001, "TestHlcFormat: MakeHlcFromOffset16 error (high)");
Assert.AreEqual(candleData.low, candle.low, 0.00001, "TestHlcFormat: MakeHlcFromOffset16 error (low)");
}
public static List<CandleData> ReadTopNumCandles(string symbol,
int count, DateTime dateStart, DateTime dateEnd)
{
var candles = new List<CandleData>();
var ticker = DalSpot.Instance.GetFXICodeBySymbol(symbol);
if (ticker == 0) return candles;
var pointValue = DalSpot.Instance.GetPrecision10(symbol);
var cmdText = string.Format("select top({0}) date, [open], HLC from QUOTE where ticker={1} and " +
"date between '{2:yyyyMMdd HH:mm}' and '{3:yyyyMMdd HH:mm}'",
count, ticker, dateStart, dateEnd);
var cmd = new SqlCommand(cmdText);
var values = new object[3];
try
{
using (var connection = new SqlConnection(connectionString))
{
cmd.Connection = connection;
connection.Open();
using (var reader = cmd.ExecuteReader())
{
CandleData previousCandle = null;
while (reader.Read())
{
if (reader.GetValues(values) != values.Length) continue;
var candle = new CandleData
{
timeOpen = (DateTime) values[0],
open = (float) (double) values[1],
};
var hlc = (int) values[2];
candle.MakeHlcFromOffset16(hlc, pointValue);
if (previousCandle != null)
{
previousCandle.close = candle.open;
previousCandle.high = Math.Max(candle.open, previousCandle.high);
previousCandle.low = Math.Min(candle.open, previousCandle.low);
}
previousCandle = candle;
candles.Add(candle);
}
}
}
}
catch (Exception ex)
{
Logger.Error("ReadTopNumCandles() error", ex);
}
return candles;
}
public void TestPackedCandleStream()
{
var stream =
new PackedCandleStream(
srcCandles.Select(
c =>
new CandleDataPacked
{
timeOpen = c.timeOpen,
open = c.open,
HLC = c.GetHlcOffset16(VersePointValue),
close = c.close
}).ToList(), true);
var parsedCandles = stream.GetCandles().Select(c =>
{
var candle = new CandleData {timeOpen = c.timeOpen, open = c.open, close = c.close};
candle.MakeHlcFromOffset16(c.HLC, VersePointValue);
return candle;
}).ToList();
for (var candleIndex = 0; candleIndex < srcCandles.Count; candleIndex++)
{
var candle = srcCandles[candleIndex];
var parsedCandle = parsedCandles[candleIndex];
Assert.AreEqual(candle.high, parsedCandle.high, 0.000001, "TestPackedCandleStream: ParseLine error (high)");
Assert.AreEqual(candle.low, parsedCandle.low, 0.000001, "TestPackedCandleStream: ParseLine error (low)");
Assert.AreEqual(candle.close, parsedCandle.close, 0.000001, "TestPackedCandleStream: ParseLine error (close)");
}
}
