public void BarAnalyzerBreaksWithData()
{
// get the marketId from the market with this symbol
string marketSymbol = "YM";
int momentumPeriod = 9;
Felix.Library.BLL.Market market = new Felix.Library.BLL.Market(marketSymbol);
List <IBar> bars = BarData.Bars("YMM18", DateTime.Parse("2018-03-27"), DateTime.Parse("2018-03-28"))
.ToList();
List <IBarDatum> barData = bars.ToBarDatum(market.MarketId, momentumPeriod).ToList();
// subscribe to MoveStream and just write them to the debug
moveManager.MoveStream
.SubscribeOn(Scheduler.NewThread)
.Subscribe(m => OnMove(m), err => ReportError(err));
foreach (var data in barData)
{
moveManager.Insert(data);
}
Thread.Sleep(5000);
Debug.WriteLine($"found {moves.Count} moves");
}
public void MarketTest()
{
var repo = new MarketRepository();
string expectedName = "DowJones";
string expectedExchange = "CBOT";
decimal expectedTickSize = (decimal)5.00;
string expectedMonths = "Mar, Jun, Sep, Dec";
var mockContracts = MarketDataMock.Contracts;
var mockMetaMappings = MarketDataMock.MetaMappings;
Felix.Library.BLL.Market market = new Felix.Library.BLL.Market("YM");
Assert.IsTrue(market.Name.Equals(expectedName));
Assert.IsTrue(market.Exchange.Equals(expectedExchange));
Assert.IsTrue(market.TickSize == expectedTickSize);
Assert.IsTrue(market.Months.Equals(expectedMonths));
foreach (var contract in market.Contracts)
{
var testContract = mockContracts.FirstOrDefault(c => c.ContractId == contract.ContractId);
Assert.IsTrue(TheseContractsMatch(contract, testContract));
}
foreach (var meta in market.MetaMappings)
{
var testMeta = mockMetaMappings.FirstOrDefault(c => c.MetaMappingId == meta.MetaMappingId);
if (testMeta == null)
{
Debugger.Break();
}
Assert.IsTrue(TheseMetaMappingsMatch(meta, testMeta));
}
}