public void BarBuilderTimeBar_СоздатьЭкземплар()
{
BarBuilderTimeBar barBuilder = null;
Assert.IsNull(barBuilder);
BarSettings barSettings;
Common.Enums.DataModelType barType;
barBuilder = CreateBarBuilderTimeBar(out barSettings, out barType);
Assert.IsNotNull(barBuilder);
Assert.AreEqual(barBuilder.BarSettings.BarType, barType);
Assert.IsNotNull(barBuilder.BarList);
Assert.AreEqual(barBuilder.TimeSpanInterval.TotalSeconds, barBuilder.BarSettings.Interval);
Assert.AreEqual(barBuilder.DateTimeStart.Date, DateTime.Now.Date);
Assert.AreEqual(barBuilder.DateTimeStart.TimeOfDay, barBuilder.BarSettings.DateTimeStart.TimeOfDay);
Assert.AreNotEqual(barBuilder.BarList.Count, 0);
///15 чаосов * 60 мин = 900 мин
Assert.AreEqual(barBuilder.BarList.Count, 900);
Assert.AreEqual(barBuilder.BarList.First().DateTimeOpen, (DateTime.Now.Date).AddHours(9));
Assert.AreEqual(barBuilder.BarList.First().DateTime, (DateTime.Now.Date).AddHours(9) + barBuilder.TimeSpanInterval);
Assert.AreEqual(barBuilder.BarList.Last().DateTimeOpen, (DateTime.Now.Date).AddHours(24) - barBuilder.TimeSpanInterval);
Assert.AreEqual(barBuilder.BarList.Last().DateTime, (DateTime.Now.Date).AddHours(24));
Assert.AreEqual(barBuilder.BarList.Last().Interval, barBuilder.BarSettings.Interval);
Assert.AreEqual(barBuilder.BarList.Last().Symbol, barBuilder.BarSettings.Symbol);
}
public void BarBuilder_СоздатьЭкземплар()
{
BarBuilderRangeBar barBuilder = null;
Assert.IsNull(barBuilder);
BarSettings barSettings;
Common.Enums.DataModelType barType;
barBuilder = CreateBarBuilderRangeBar(out barSettings, out barType);
Assert.IsNotNull(barBuilder);
Assert.AreEqual(barBuilder.BarSettings.BarType, barType);
}
public MakeRangeBarsOnTick(BarSettings barSettings, ITimeTrackable timeTracker, IDataContext tradingData, ILogger logger)
: base(tradingData.Get <ObservableCollection <Tick> >())
{
this.tradingData = tradingData;
this.barSettings = barSettings;
this.timeTracker = timeTracker;
this.logger = logger;
//подменяем тип бара на RangeBar
if (this.barSettings.BarType != Enums.DataModelType.RangeBar)
{
this.barSettings.BarType = Enums.DataModelType.RangeBar;
}
this.barBuilder = new BarBuilderRangeBar(barSettings);
}
public void Setup()
{
this.ticks = new ObservableCollection <Tick>();
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 20, 20), Price = 500, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 20, 25), Price = 530, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 20, 28), Price = 510, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 20, 33), Price = 550, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 20, 38), Price = 490, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 21, 10), Price = 510, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 21, 20), Price = 500, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 21, 23), Price = 520, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 21, 45), Price = 520, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 21, 58), Price = 520, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 22, 20), Price = 520, Volume = 100, TradeAction = TradeAction.Buy
});
this.ticks.Add(new Tick {
Symbol = "SBER", DateTime = new DateTime(2012, 10, 23, 20, 22, 45), Price = 500, Volume = 100, TradeAction = TradeAction.Buy
});
barBuilder = CreateBarBuilderRangeBar(out barSettings, out barType);
}
public void BarBuilderTimeBar_GetNewBarTest()
{
BarBuilderTimeBar barBuilder = null;
Assert.IsNull(barBuilder);
BarSettings barSettings;
Common.Enums.DataModelType barType;
barBuilder = CreateBarBuilderTimeBar(out barSettings, out barType);
var tick = new Tick(barSettings.Symbol, new DateTime(2016, 7, 10, 10, 0, 00, 600), 151000, 25);
var bar = barBuilder.GetBarTemplate(tick);
Assert.IsNotNull(bar);
Assert.IsTrue(bar.DateTimeOpen == new DateTime(2016, 7, 10, 10, 0, 0));
Assert.IsTrue(bar.DateTimeOpen <= tick.DateTime);
Assert.IsTrue(bar.DateTime > tick.DateTime);
Assert.IsTrue(bar.Symbol == tick.Symbol);
Assert.IsTrue(bar.State == BarState.None);
Assert.IsTrue(barBuilder.BarList.First().DateTimeOpen == new DateTime(2016, 7, 10, 10, 1, 0));
Assert.IsTrue(barBuilder.BarList.Last().DateTime == new DateTime(2016, 7, 11, 00, 0, 0));
Assert.AreEqual(barBuilder.DateTimeStart.Date, (new DateTime(2016, 7, 10, 00, 0, 0)).Date);
try
{ // проверяем генерацию exception когда
// Не удалось создать нужный интервал
tick = new Tick(barSettings.Symbol, new DateTime(2016, 7, 10, 08, 0, 00, 600), 151000, 25);
bar = barBuilder.GetBarTemplate(tick);
Assert.Fail("no exception thrown");
Assert.IsNull(bar);
}
catch (Exception ex)
{
//Assert.IsTrue(ex is Exception);
//Assert.IsTrue(ex.Message == "Не удалось создать нужный интервал");
}
}
