Exemplo n.º 1
0
        public void TestExtract_LongLong()
        {
            _quoteCapture.Add(100, 10, 21);
            _quoteCapture.Add(200, 20, 22);
            _quoteCapture.Add(300, 30, 23);
            _quoteCapture.Add(400, 40, 24);
            _quoteCapture.Add(500, 50, 26);

            IQuoteCapture qc = _quoteCapture.Extract(150L, 350L);

            Assert.AreEqual(2, qc.Count);
            Assert.AreEqual(200, qc.Time[0]);
            Assert.AreEqual(300, qc.Time[1]);
            Assert.AreEqual(20, qc.Price[0]);
            Assert.AreEqual(30, qc.Price[1]);
            Assert.AreEqual(30, qc.Price[1]);
            Assert.AreEqual(22, qc.Volume[0]);
            Assert.AreEqual(23, qc.Volume[1]);
            qc = _quoteCapture.Extract(10L, 110L);
            Assert.AreEqual(1, qc.Count);
            Assert.AreEqual(100, qc.Time[0]);

            qc = _quoteCapture.Extract(10L, 20L);
            Assert.AreEqual(0, qc.Count);

            qc = _quoteCapture.Extract(600L, 900L);
            Assert.AreEqual(0, qc.Count);

            qc = _quoteCapture.Extract(0L, 900L);
            Assert.AreEqual(5, qc.Count);

            _quoteCapture.Clear();
            _quoteCapture.Add(100, 10);

            qc = _quoteCapture.Extract(80L, 110L);
            Assert.AreEqual(1, qc.Count);
        }