public void NewDataAvailableShouldFire()
{
var currentTime = new DateTime(2000, 01, 01);
var available = false;
var enumerator = new ScannableEnumerator <Tick>(
new IdentityDataConsolidator <Tick>(),
DateTimeZone.ForOffset(Offset.FromHours(-5)),
new ManualTimeProvider(currentTime),
(s, e) => { available = true; }
);
// returns true even if no data present until stop is called
Assert.IsTrue(enumerator.MoveNext());
Assert.IsNull(enumerator.Current);
Assert.IsFalse(available);
var tick1 = new Tick(currentTime, Symbols.SPY, 199.55m, 199, 200)
{
Quantity = 10
};
enumerator.Update(tick1);
Assert.IsTrue(available);
enumerator.Dispose();
}
public void PassesTicksStraightThrough()
{
var currentTime = new DateTime(2000, 01, 01);
var enumerator = new ScannableEnumerator <Tick>(
new IdentityDataConsolidator <Tick>(),
DateTimeZone.ForOffset(Offset.FromHours(-5)),
new ManualTimeProvider(currentTime),
(s, e) => { }
);
// returns true even if no data present until stop is called
Assert.IsTrue(enumerator.MoveNext());
Assert.IsNull(enumerator.Current);
var tick1 = new Tick(currentTime, Symbols.SPY, 199.55m, 199, 200)
{
Quantity = 10
};
enumerator.Update(tick1);
Assert.IsTrue(enumerator.MoveNext());
Assert.AreEqual(tick1, enumerator.Current);
Assert.IsTrue(enumerator.MoveNext());
Assert.IsNull(enumerator.Current);
var tick2 = new Tick(currentTime, Symbols.SPY, 199.56m, 199.21m, 200.02m)
{
Quantity = 5
};
enumerator.Update(tick2);
Assert.IsTrue(enumerator.MoveNext());
Assert.AreEqual(tick2, enumerator.Current);
enumerator.Dispose();
}
