public void TestAppendIQuoteCapture_FillGap()
{
_quoteBasic.Add(600, 1, 1, 1, 1, 1);
IQuoteCapture qc = new QuoteCapture("symbol1");
// 不填充
qc.Add(720, 12);
_quoteBasic.Append(qc, 10, false);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(720, _quoteBasic.Time[1]);
// 填充
_quoteBasic.Clear();
_quoteBasic.Add(600, 1, 1, 1, 1, 1);
_quoteBasic.Append(qc, 10, true);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(720, _quoteBasic.Time[2]);
qc.Add(840, 12);
_quoteBasic.Append(qc, 10, true);
Assert.AreEqual(840, _quoteBasic.Time[4]);
qc.Add(890, 12);
_quoteBasic.Append(qc, 10, true);
Assert.AreEqual(840, _quoteBasic.Time[4]);
qc.Add(910, 12);
_quoteBasic.Append(qc, 10, true);
Assert.AreEqual(900, _quoteBasic.Time[5]);
Assert.AreEqual(910, _quoteBasic.Time[6]);
}
public void TestCompressAndUncompress_Normal()
{
_quoteCapture.Add(1, 1);
_quoteCapture.Add(2, 1);
_quoteCapture.Add(3, 1);
_quoteCapture.Add(4, 2);
_quoteCapture.Add(5, 2);
_quoteCapture.Add(6, 2);
_quoteCapture.Add(7, 2);
_quoteCapture.Add(9, 2);
_quoteCapture.Add(10, 3);
_quoteCapture.Add(11, 3);
_quoteCapture.Add(12, 3);
var compress = QuoteCapture.Compress(_quoteCapture);
Assert.AreNotEqual(compress.Count, _quoteCapture.Count);
var uncompress = QuoteCapture.Uncompress(compress);
Assert.AreEqual(_quoteCapture.Count, uncompress.Count);
Assert.AreEqual(_quoteCapture.Symbol, uncompress.Symbol);
Assert.AreEqual(_quoteCapture.PipFactor, uncompress.PipFactor);
for (var i = 0; i < uncompress.Count; i++)
{
Assert.AreEqual(_quoteCapture.Time[i], uncompress.Time[i]);
Assert.AreEqual(_quoteCapture.Price[i], uncompress.Price[i]);
}
}
public void TestAppendStream_Normal()
{
var quoteBasicCapture = new QuoteCapture("DAG_2", 5, new List <long>(), new List <double>(), new List <double>());
for (int i = 0; i <= 2; i++)
{
quoteBasicCapture.Add(i, i);
}
using (var stream = File.OpenWrite(fileName))
quoteBasicCapture.AppendStream(stream);
var contentStr = File.ReadAllText(fileName);
Assert.AreEqual(contentStr, "Symbol:DAG_2;PipFactor:5\r\nTime;Price;Volume;\r\n0;0;0\r\n1;1;0\r\n2;2;0\r\n");
var time1 = File.GetLastWriteTime(fileName);
Thread.Sleep(100);
using (var stream = File.OpenWrite(fileName))
quoteBasicCapture.AppendStream(stream);
// test overrite existing file
contentStr = File.ReadAllText(fileName);
Assert.AreEqual(contentStr, "Symbol:DAG_2;PipFactor:5\r\nTime;Price;Volume;\r\n0;0;0\r\n1;1;0\r\n2;2;0\r\n");
var time2 = File.GetLastWriteTime(fileName);
Assert.IsTrue(time2 > time1);
File.Delete(fileName);
}
public void TestAppendStream_NoData()
{
var quoteCapture = new QuoteCapture("DAG_2", 5, new List <long>(), new List <double>(), new List <double>());
using (var stream = File.OpenWrite(fileName))
quoteCapture.AppendStream(stream);
using (var stream = File.OpenRead(fileName))
quoteCapture.LoadStream(stream);
}
public void TestLoad_PipFactorNotMatch()
{
var str = @" Symbol:DAG_2;PipFactor:51
Time; Price;
1465235480;3531
1465235485;3532";
var quoteCapture = new QuoteCapture("DAG_2", 5, new List <long>(), new List <double>(), new List <double>());
File.WriteAllText(fileName, str);
using (var stream = File.OpenRead(fileName))
quoteCapture.LoadStream(stream);
}
public void TestUncompress_Safety()
{
//只有1个数据的时候
_quoteCapture.Add(5, -1);
var result = QuoteCapture.Uncompress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 1);
Assert.AreEqual(result.Time[0], 5);
Assert.AreEqual(result.Price[0], -1);
//处理负数时间
_quoteCapture.Clear();
_quoteCapture.Add(-3, 1);
_quoteCapture.Add(-1, -1);
_quoteCapture.Add(5, 2);
result = QuoteCapture.Uncompress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 4);
Assert.AreEqual(result.Time[0], -3);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], -2);
Assert.AreEqual(result.Price[1], 1);
Assert.AreEqual(result.Time[2], -1);
Assert.AreEqual(result.Price[2], 1);
Assert.AreEqual(result.Time[3], 5);
Assert.AreEqual(result.Price[3], 2);
//处理非递增序列
_quoteCapture.Clear();
_quoteCapture.Add(0, 1);
_quoteCapture.Add(-2, -1);
_quoteCapture.Add(3, -1);//用-1作为分段起点
_quoteCapture.Add(5, -1);
result = QuoteCapture.Uncompress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 5);
Assert.AreEqual(result.Time[0], 0);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], -2);
Assert.AreEqual(result.Price[1], -1);
Assert.AreEqual(result.Time[2], 3);
Assert.AreEqual(result.Price[2], -1);
Assert.AreEqual(result.Time[3], 4);
Assert.AreEqual(result.Price[3], -1);
Assert.AreEqual(result.Time[4], 5);
Assert.AreEqual(result.Price[4], -1);
}
public void TestLoad_IllegalContent()
{
//test robutstness to empty line, tab, space etc.
var str = @"
Symbol:DAG_2;PipFactor:5
Time; Price;
1465235480;3531
1465235485;3532_illegal";
var quoteCapture = new QuoteCapture("DAG_2", 5, new List <long>(), new List <double>(), new List <double>());
File.WriteAllText(fileName, str);
using (var stream = File.OpenRead(fileName))
quoteCapture.LoadStream(stream);
}
public void Add(string symbol, long timestamp, double price, double volume)
{
lock (this)
{
//add to quote capture
if (!QuoteCaptures.ContainsKey(symbol))
{
var qc = new QuoteCapture(symbol);
qc.DataAdded += Qc_DataAdded;
QuoteCaptures.TryAdd(symbol, qc);
}
if (timestamp > QuoteCaptures[symbol].LastTime)
{
QuoteCaptures[symbol].Add(timestamp, price, volume);
}
}
}
public void TestAssign()
{
IList <long> time = new List <long>();
IList <double> price = new List <double>();
IList <double> volume = new List <double>();
time.Add(10);
price.Add(20);
volume.Add(30);
IQuoteCapture qc = new QuoteCapture("symbol", 1, time, price, volume);
_quoteCapture.Assign(qc);
Assert.AreEqual("symbol", _quoteCapture.Symbol);
Assert.AreEqual(1, _quoteCapture.PipFactor);
Assert.AreEqual(10, _quoteCapture.Time[0]);
Assert.AreEqual(20, _quoteCapture.Price[0]);
Assert.AreEqual(30, _quoteCapture.Volume[0]);
}
public void TestAppendStream_Append()
{
var quoteBasic = new QuoteCapture("DAG_2", 5, new List <long>(), new List <double>(), new List <double>());
for (int i = 0; i <= 2; i++)
{
quoteBasic.Add(i, i);
}
using (var stream = File.OpenWrite(fileName))
quoteBasic.AppendStream(stream);
using (var stream = new FileStream(fileName, FileMode.Append, FileAccess.Write))
quoteBasic.AppendStream(stream);
var contentStr = File.ReadAllText(fileName);
Assert.AreEqual(contentStr, "Symbol:DAG_2;PipFactor:5\r\nTime;Price;Volume;\r\n0;0;0\r\n1;1;0\r\n2;2;0\r\n0;0;0\r\n1;1;0\r\n2;2;0\r\n");
}
public void TestAppendIQuoteCapture()
{
_quoteBasic.Add(600, 1, 1, 1, 1, 1); // 600
// 非整数倍
IQuoteCapture qc = new QuoteCapture("symbol1");
qc.Add(620, 20);
_quoteBasic.Append(qc, -1, false, false);
Assert.AreEqual(1, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.LastTime);
// 整数倍
qc.Add(660, 60);
_quoteBasic.Append(qc, -1, false, false);
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
// 为空
qc = new QuoteCapture("symbol1");
_quoteBasic.Append(qc, -1, false, false);
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);;
// 为null
qc = null;
_quoteBasic.Append(qc, -1, false, false);
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
//// 不填补空洞
//qb = new QuoteBasic("symbol1", 20);
//qb.Add(6000, 1, 1, 1, 1, 1, false);
//_quoteBasic.Append(qb);
//Assert.AreEqual(3, _quoteBasic.Count);
//Assert.AreEqual(600, _quoteBasic.Time[0]);
//Assert.AreEqual(660, _quoteBasic.Time[1]);
//Assert.AreEqual(6000, _quoteBasic.Time[2]);
}
public void TestAppend()
{
IQuoteCapture qc = null;
// 测试null
_quoteCapture.Append(qc);
Assert.AreEqual(0, _quoteCapture.Count);
// 测试空
qc = new QuoteCapture();
_quoteCapture.Append(qc);
Assert.AreEqual(0, _quoteCapture.Count);
// 测试不同的symbol
qc = new QuoteCapture("symbol1");
qc.Add(10, 20, 30);
_quoteCapture.Append(qc);
Assert.AreEqual(0, _quoteCapture.Count);
// 测试_quoteCapter.LastTime < qc.LastTime
qc = new QuoteCapture("symbol0");
_quoteCapture.Add(10, 20, 15);
qc.Add(5, 20);
_quoteCapture.Append(qc);
Assert.AreEqual(1, _quoteCapture.Count);
Assert.AreEqual(10, _quoteCapture.Time[0]);
Assert.AreEqual(20, _quoteCapture.Price[0]);
Assert.AreEqual(15, _quoteCapture.Volume[0]);
// 测试不添加小于LastTime的数据
qc.Add(10, 18, 18);
qc.Add(20, 30, 17);
_quoteCapture.Append(qc);
Assert.AreEqual(2, _quoteCapture.Count);
Assert.AreEqual(10, _quoteCapture.Time[0]);
Assert.AreEqual(20, _quoteCapture.Time[1]);
Assert.AreEqual(20, _quoteCapture.Price[0]);
Assert.AreEqual(30, _quoteCapture.Price[1]);
Assert.AreEqual(15, _quoteCapture.Volume[0]);
Assert.AreEqual(17, _quoteCapture.Volume[1]);
}
public void TestLoad_Space()
{
//test robutstness to empty line, tab, space etc.
var str = @" Symbol:DAG_2;PipFactor:5
Time; Price;Volume;
1465235480;3531;0
1465235485;3532;0";
var quoteCapture = new QuoteCapture("DAG_2", 5, new List <long>(), new List <double>(), new List <double>());
File.WriteAllText(fileName, str);
using (var stream = File.OpenRead(fileName))
quoteCapture.LoadStream(stream);
Assert.AreEqual(quoteCapture.Count, 2);
Assert.AreEqual(quoteCapture.Time[0], 1465235480);
Assert.AreEqual(quoteCapture.Price[0], 3531);
Assert.AreEqual(quoteCapture.Time[1], 1465235485);
Assert.AreEqual(quoteCapture.Price[1], 3532);
}
public void TestExtract_IntInt()
{
IQuoteCapture qc = null;
// 测试sindex > eindex
TestHelper.AssertException(() => _quoteCapture.Extract(1, 0), typeof(ArgumentException));
// 测试sindex < 0
TestHelper.AssertException(() => _quoteCapture.Extract(-1, 0), typeof(ArgumentException));
// 测试eindex < 0
TestHelper.AssertException(() => _quoteCapture.Extract(0, -1), typeof(ArgumentException));
// 测试eindex > _quoteCapture.Count - 1;
_quoteCapture.Add(10, 12);
TestHelper.AssertException(() => _quoteCapture.Extract(0, 5), typeof(ArgumentException));
_quoteCapture = new QuoteCapture("xyz");
_quoteCapture.Add(100, 10, 23);
_quoteCapture.Add(200, 20, 24);
_quoteCapture.Add(300, 30, 26);
_quoteCapture.Add(400, 40, 27);
_quoteCapture.Add(500, 50, 28);
qc = _quoteCapture.Extract(1, 3);
Assert.AreEqual(3, qc.Count);
Assert.AreEqual(200, qc.Time[0]);
Assert.AreEqual(300, qc.Time[1]);
Assert.AreEqual(400, qc.Time[2]);
Assert.AreEqual(20, qc.Price[0]);
Assert.AreEqual(30, qc.Price[1]);
Assert.AreEqual(40, qc.Price[2]);
Assert.AreEqual(24, qc.Volume[0]);
Assert.AreEqual(26, qc.Volume[1]);
Assert.AreEqual(27, qc.Volume[2]);
}
public void TestAppendIQuoteCapture_SubInterval()
{
_quoteBasic.Add(600, 1, 1, 1, 1, 1, false); // 600
IQuoteCapture qc = new QuoteCapture("symbol1");
qc.Add(620, 20);
_quoteBasic.Append(qc, 20); // 600, 620
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(620, _quoteBasic.Time[1]);
qc = new QuoteCapture("symbol1");
qc.Add(640, 40);
_quoteBasic.Append(qc, 20); // 600, 640
Assert.AreEqual(2, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(640, _quoteBasic.Time[1]);
qc.Add(680, 80);
_quoteBasic.Append(qc, 20); // 600, 660, 680
Assert.AreEqual(3, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(680, _quoteBasic.Time[2]);
qc.Add(700, 100);
_quoteBasic.Append(qc, 20); // 600, 660, 700
Assert.AreEqual(3, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(700, _quoteBasic.Time[2]);
qc.Add(740, 140);
qc.Add(760, 160);
_quoteBasic.Append(qc, 20); // 600, 660, 720, 760
Assert.AreEqual(4, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(720, _quoteBasic.Time[2]);
Assert.AreEqual(760, _quoteBasic.Time[3]);
qc = new QuoteCapture("symbol1");
qc.Add(761, 1);
qc.Add(762, 1);
qc.Add(763, 1);
_quoteBasic.Append(qc, 1);
Assert.AreEqual(4, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(720, _quoteBasic.Time[2]);
Assert.AreEqual(763, _quoteBasic.Time[3]);
qc.Add(780, 90);
_quoteBasic.Append(qc, 20);
Assert.AreEqual(4, _quoteBasic.Count);
Assert.AreEqual(600, _quoteBasic.Time[0]);
Assert.AreEqual(660, _quoteBasic.Time[1]);
Assert.AreEqual(720, _quoteBasic.Time[2]);
Assert.AreEqual(780, _quoteBasic.Time[3]);
}
public void TestUncompress_Normal()
{
TestHelper.AssertException(() => QuoteCapture.Uncompress(null), typeof(ArgumentNullException));
Assert.AreEqual(QuoteCapture.Uncompress(_quoteCapture).Count, 0);
//重复数据在开始
_quoteCapture.Add(1, 1);
_quoteCapture.Add(3, -1);
_quoteCapture.Add(4, 2);
var result = QuoteCapture.Uncompress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 4);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 2);
Assert.AreEqual(result.Price[1], 1);
Assert.AreEqual(result.Time[2], 3);
Assert.AreEqual(result.Price[2], 1);
Assert.AreEqual(result.Time[3], 4);
Assert.AreEqual(result.Price[3], 2);
//重复数据在末尾
_quoteCapture.Clear();
_quoteCapture.Add(1, 1);
_quoteCapture.Add(2, 2);
_quoteCapture.Add(5, -1);
result = QuoteCapture.Uncompress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 5);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 2);
Assert.AreEqual(result.Price[1], 2);
Assert.AreEqual(result.Time[2], 3);
Assert.AreEqual(result.Price[2], 2);
Assert.AreEqual(result.Time[3], 4);
Assert.AreEqual(result.Price[3], 2);
Assert.AreEqual(result.Time[4], 5);
Assert.AreEqual(result.Price[4], 2);
//重复数据在中间
_quoteCapture.Clear();
_quoteCapture.Add(1, 1);
_quoteCapture.Add(2, 2);
_quoteCapture.Add(4, -1);
_quoteCapture.Add(5, 6);
result = QuoteCapture.Uncompress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 5);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 2);
Assert.AreEqual(result.Price[1], 2);
Assert.AreEqual(result.Time[2], 3);
Assert.AreEqual(result.Price[2], 2);
Assert.AreEqual(result.Time[3], 4);
Assert.AreEqual(result.Price[3], 2);
Assert.AreEqual(result.Time[4], 5);
Assert.AreEqual(result.Price[4], 6);
//复合重复数据 开始中间结尾都有
_quoteCapture.Clear();
_quoteCapture.Add(1, 1);
_quoteCapture.Add(3, -1);
_quoteCapture.Add(4, 2);
_quoteCapture.Add(6, -1);
_quoteCapture.Add(7, 3);
_quoteCapture.Add(8, 4);
_quoteCapture.Add(10, -1);
result = QuoteCapture.Uncompress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 10);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 2);
Assert.AreEqual(result.Price[1], 1);
Assert.AreEqual(result.Time[2], 3);
Assert.AreEqual(result.Price[2], 1);
Assert.AreEqual(result.Time[3], 4);
Assert.AreEqual(result.Price[3], 2);
Assert.AreEqual(result.Time[4], 5);
Assert.AreEqual(result.Price[4], 2);
Assert.AreEqual(result.Time[5], 6);
Assert.AreEqual(result.Price[5], 2);
Assert.AreEqual(result.Time[6], 7);
Assert.AreEqual(result.Price[6], 3);
Assert.AreEqual(result.Time[7], 8);
Assert.AreEqual(result.Price[7], 4);
Assert.AreEqual(result.Time[8], 9);
Assert.AreEqual(result.Price[8], 4);
Assert.AreEqual(result.Time[9], 10);
Assert.AreEqual(result.Price[9], 4);
}
public void TestCompress_Safety()
{
//不压缩重复数据
_quoteCapture.Add(1, 1);
_quoteCapture.Add(1, 1);
_quoteCapture.Add(2, 2);
_quoteCapture.Add(3, 2);
_quoteCapture.Add(3, 2);
_quoteCapture.Add(4, 2);
_quoteCapture.Add(5, 2);
_quoteCapture.Add(6, 7);
var result = QuoteCapture.Compress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 7);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 1);
Assert.AreEqual(result.Price[1], 1);
Assert.AreEqual(result.Time[2], 2);
Assert.AreEqual(result.Price[2], 2);
Assert.AreEqual(result.Time[3], 3);
Assert.AreEqual(result.Price[3], -1);
Assert.AreEqual(result.Time[4], 3);
Assert.AreEqual(result.Price[4], 2);
Assert.AreEqual(result.Time[5], 5);
Assert.AreEqual(result.Price[5], -1);
Assert.AreEqual(result.Time[6], 6);
Assert.AreEqual(result.Price[6], 7);
//time时间突然变小也不压缩
_quoteCapture.Clear();
_quoteCapture.Add(3, 1);
_quoteCapture.Add(2, 1);
_quoteCapture.Add(1, 1);
_quoteCapture.Add(3, 2);
_quoteCapture.Add(4, 2);
_quoteCapture.Add(5, 2);
result = QuoteCapture.Compress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 5);
Assert.AreEqual(result.Time[0], 3);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 2);
Assert.AreEqual(result.Price[1], 1);
Assert.AreEqual(result.Time[2], 1);
Assert.AreEqual(result.Price[2], 1);
Assert.AreEqual(result.Time[3], 3);
Assert.AreEqual(result.Price[3], 2);
Assert.AreEqual(result.Time[4], 5);
Assert.AreEqual(result.Price[4], -1);
//时间间隔大于1也不压缩
_quoteCapture.Clear();
_quoteCapture.Add(3, 2);
_quoteCapture.Add(6, 2);
_quoteCapture.Add(9, 2);
_quoteCapture.Add(15, 2);
result = QuoteCapture.Compress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 4);
Assert.AreEqual(result.Time[0], 3);
Assert.AreEqual(result.Price[0], 2);
Assert.AreEqual(result.Time[1], 6);
Assert.AreEqual(result.Price[1], 2);
Assert.AreEqual(result.Time[2], 9);
Assert.AreEqual(result.Price[2], 2);
Assert.AreEqual(result.Time[3], 15);
Assert.AreEqual(result.Price[3], 2);
//测试负值情况
_quoteCapture.Clear();
_quoteCapture.Add(3, 2);
_quoteCapture.Add(-2, 2);
_quoteCapture.Add(-1, 2);
_quoteCapture.Add(0, 2);
result = QuoteCapture.Compress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 3);
Assert.AreEqual(result.Time[0], 3);
Assert.AreEqual(result.Price[0], 2);
Assert.AreEqual(result.Time[1], -2);
Assert.AreEqual(result.Price[1], 2);
Assert.AreEqual(result.Time[2], 0);
Assert.AreEqual(result.Price[2], -1);
}
public void TestCompress_Normal()
{//测试基本功能
TestHelper.AssertException(() => QuoteCapture.Compress(null), typeof(ArgumentNullException));
Assert.AreEqual(QuoteCapture.Compress(_quoteCapture).Count, 0);
//重复数据在开始
_quoteCapture.Add(1, 1);
_quoteCapture.Add(2, 1);
_quoteCapture.Add(3, 1);
_quoteCapture.Add(4, 2);
var result = QuoteCapture.Compress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 3);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 3);
Assert.AreEqual(result.Price[1], -1);
Assert.AreEqual(result.Time[2], 4);
Assert.AreEqual(result.Price[2], 2);
//重复数据在末尾
_quoteCapture.Clear();
_quoteCapture.Add(1, 1);
_quoteCapture.Add(2, 2);
_quoteCapture.Add(3, 2);
_quoteCapture.Add(4, 2);
result = QuoteCapture.Compress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 3);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 2);
Assert.AreEqual(result.Price[1], 2);
Assert.AreEqual(result.Time[2], 4);
Assert.AreEqual(result.Price[2], -1);
//重复数据在中间
_quoteCapture.Clear();
_quoteCapture.Add(1, 1);
_quoteCapture.Add(2, 2);
_quoteCapture.Add(3, 2);
_quoteCapture.Add(4, 2);
_quoteCapture.Add(5, 3);
result = QuoteCapture.Compress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 4);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 2);
Assert.AreEqual(result.Price[1], 2);
Assert.AreEqual(result.Time[2], 4);
Assert.AreEqual(result.Price[2], -1);
Assert.AreEqual(result.Time[3], 5);
Assert.AreEqual(result.Price[3], 3);
//复合数据 开始中间末尾都有重复数据
_quoteCapture.Clear();
_quoteCapture.Add(1, 1);
_quoteCapture.Add(2, 1);
_quoteCapture.Add(3, 1);
_quoteCapture.Add(4, 2);
_quoteCapture.Add(5, 2);
_quoteCapture.Add(6, 2);
_quoteCapture.Add(7, 2);
_quoteCapture.Add(9, 2);
_quoteCapture.Add(10, 3);
_quoteCapture.Add(11, 3);
_quoteCapture.Add(12, 3);
result = QuoteCapture.Compress(_quoteCapture);
Assert.IsNotNull(result);
Assert.AreEqual(result.Count, 7);
Assert.AreEqual(result.Time[0], 1);
Assert.AreEqual(result.Price[0], 1);
Assert.AreEqual(result.Time[1], 3);
Assert.AreEqual(result.Price[1], -1);
Assert.AreEqual(result.Time[2], 4);
Assert.AreEqual(result.Price[2], 2);
Assert.AreEqual(result.Time[3], 7);
Assert.AreEqual(result.Price[3], -1);
Assert.AreEqual(result.Time[4], 9);
Assert.AreEqual(result.Price[4], 2);
Assert.AreEqual(result.Time[5], 10);
Assert.AreEqual(result.Price[5], 3);
Assert.AreEqual(result.Time[6], 12);
Assert.AreEqual(result.Price[6], -1);
}
public void MethodInit()
{
_quoteCapture = new QuoteCapture("symbol0");
}
