public void test_isThisMessageStartOfMinute() { IBMessage message = createStartOfMinuteMessage(); Assert.AreEqual(true, MarketDataUtil.isThisMessageStartOfMinute(message)); message = createEndOfMinuteMessage(); Assert.AreEqual(false, MarketDataUtil.isThisMessageStartOfMinute(message)); }
public static MarketDataElement convertBarToMarketDataElement(RTDataBar bar) { double h = bar.high; double l = bar.low; double o = bar.open; double c = bar.close; double vol = bar.volume; DateTime time = bar.time; MarketDataElement currentHsiData = createHLOC(time, "HLOC", "HSI", "FUT"); currentHsiData.volume = vol; currentHsiData.time = time; MarketDataUtil.setHLOC(currentHsiData, h, l, o, c); return(currentHsiData); }
public void test_convertBarToMarketDataElement() { RTDataBar RTBar = new RTDataBar(); RTBar.high = 20200; RTBar.open = 20100; RTBar.low = 20000; RTBar.close = 20150; RTBar.volume = 99999; RTBar.time = new DateTime(2015, 10, 21, 9, 49, 0); MarketDataElement element = MarketDataUtil.convertBarToMarketDataElement(RTBar); Assert.AreEqual(RTBar.high, element.high); Assert.AreEqual(RTBar.low, element.low); Assert.AreEqual(RTBar.open, element.open); Assert.AreEqual(RTBar.close, element.close); Assert.AreEqual(RTBar.volume, element.volume); Assert.AreEqual(RTBar.time, element.time); }