public void QuoteStore_MT_ReadRangeOfQuotesWhenManyWritesInQuotes()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var quoteStore = new QuoteStore();
for (int i = 0; i < 1000; i+=10)
{
int i1 = i;
new Thread(() =>
{
for (int j = 0; j < 10; j++)
{
quoteStore.Add(new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(i1 + j)
});
Thread.Sleep(1);
}
}).Start();
}
var actQuote = quoteStore.GetRange(expDate.AddSeconds(10), expDate.AddSeconds(50));
int k = 0;
foreach (var quote in actQuote)
{
Debug.Print("Step " + k + " " + quote.Time.ToString(CultureInfo.InvariantCulture));
k += 1;
}
}
public void QuoteStore_GetRangeOfQoutes()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expDate2 = expDate.AddMinutes(2);
var expDate3 = expDate.AddMinutes(3);
var expDate4 = expDate.AddMinutes(5);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate2
};
var expQuote3 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33929,
Bid = 1.33912,
Time = expDate3
};
var expQuote4 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33927,
Bid = 1.33910,
Time = expDate4
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
quoteStore.Add(expQuote3);
quoteStore.Add(expQuote4);
var actQuotes = quoteStore.GetRange(expDate2, expDate3).ToList();
Assert.AreEqual(false, actQuotes.Exists(p => p.Time == expDate));
Assert.AreEqual(true, actQuotes.Exists(p => p.Time == expDate2));
Assert.AreEqual(true, actQuotes.Exists(p => p.Time == expDate3));
Assert.AreEqual(false, actQuotes.Exists(p => p.Time == expDate4));
}
