예제 #1
0
        public void Construction()
        {
            BarImpl b = new BarImpl();
            Assert.That(!b.isValid);
            Assert.That(!b.isNew);
            b.newTick(ticklist[0]);
            Assert.That(b.isValid);
            Assert.That(b.isNew);
            b.newTick(ticklist[1]);
            Assert.That(b.isValid);
            Assert.That(!b.isNew);
            Assert.That(b.Volume == 200);
            b.newTick(TickImpl.NewQuote(sym,d,t,0,10m,11m,1,1,x,x));
            Assert.That(b.TradeCount == 2);


        }
예제 #2
0
        public void BarIntervals()
        {


            BarImpl b = new BarImpl(BarInterval.FiveMin);
            int accepts = 0;
            foreach (TickImpl k in ticklist)
                if (b.newTick(k)) accepts++;
            Assert.AreEqual(5, accepts);

            b = new BarImpl(BarInterval.FifteenMin);
            accepts = 0;
            foreach (TickImpl k in ticklist)
                if (b.newTick(k)) accepts++;
            Assert.AreEqual(9, accepts);

            b = new BarImpl(BarInterval.Minute);
            accepts = 0;
            for (int i = 7; i<ticklist.Length; i++)
                if (b.newTick(ticklist[i])) accepts++;
            Assert.AreEqual(2,accepts);

        }