public void CreateRead()
{
readdata.Clear();
readdata2.Clear();
FILE = TikWriter.SafeFilename(SYM, PATH, DATE);
TestTikWriterReader.removefile(FILE);
{
Tick[] data = RandomTicks.GenerateSymbol(SYM, MAXTICKS);
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
data[i].date = DATE;
data[i].time = Util.DT2FT(DateTime.Now);
ta.newTick(data[i]);
}
ta.Stop();
// read file back in from file
TikReader tr = new TikReader(FILE);
tr.gotTick += new TickDelegate(tr_gotTick);
while (tr.NextTick()) ;
// verify length
Assert.AreEqual(data.Length, readdata.Count);
// verify content
bool equal = true;
for (int i = 0; i < MAXTICKS; i++)
equal &= data[i].trade == readdata[i].trade;
tr.Close();
readdata.Clear();
Assert.IsTrue(equal, "ticks did not matched archive.");
TestTikWriterReader.removefile(FILE);
}
}
public void Multiday()
{
readdata.Clear();
readdata2.Clear();
int d = 20100223;
int t = 235900;
int t1 = 0;
const decimal p = 50;
int s = 100;
string FILE1 = TikWriter.SafeFilename(SYM, PATH, d);
TestTikWriterReader.removefile(FILE1);
string FILE2 = TikWriter.SafeFilename(SYM, PATH, d+1);
TestTikWriterReader.removefile(FILE2);
Tick[] data = new Tick[]
{
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
// day two
TickImpl.NewTrade(SYM,++d,t1++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t1++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t1++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t1++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t1++,p,s,string.Empty),
};
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
ta.newTick(data[i]);
}
ta.Stop();
// read file back in from files
if (System.IO.File.Exists(FILE1))
{
TikReader tr = new TikReader(FILE1);
tr.gotTick += new TickDelegate(tr_gotTick);
while (tr.NextTick()) ;
tr.Close();
}
if (System.IO.File.Exists(FILE2))
{
TikReader tr2 = new TikReader(FILE2);
tr2.gotTick += new TickDelegate(tr2_gotTick);
while (tr2.NextTick()) ;
tr2.Close();
}
// verify length
Assert.AreEqual(5,readdata2.Count);
Assert.AreEqual(5, readdata.Count);
TestTikWriterReader.removefile(FILE1);
TestTikWriterReader.removefile(FILE2);
}