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 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);
}
