Exemplo n.º 1
0
        public void ExecuteTest_SingleSecurity()
        {
            //Execute replay
            var security      = new SparkAPI.Market.Security("AHD");
            var replayManager = new SparkAPI.Data.ApiEventFeedThreadedReplay(@"Data\TestData\AHD_Event_20120426.txt");

            replayManager.AddSecurity(security);
            replayManager.Execute();

            //Validate replay
            Assert.AreEqual(40, security.Trades.Count);
        }
Exemplo n.º 2
0
        public void ExecuteTest_MultipleSecurites()
        {
            //Create replay manager
            Benchmark benchmark     = new Benchmark("ExecuteTest_MultipleSecurites");
            var       replayManager = new SparkAPI.Data.ApiEventFeedThreadedReplay(@"Data\TestData\ASX_Event_20121231.txt");

            //Add securities
            replayManager.AddSecurity("QWN");
            replayManager.AddSecurity("QNA");
            replayManager.AddSecurity("QPN");

            //Execute replay
            replayManager.Execute();
            benchmark.WriteToConsole();

            //Validate replay
            Assert.AreEqual(0, replayManager.Securities["QWN"].Trades.Count);
            Assert.AreEqual(0, replayManager.Securities["QNA"].Trades.Count);
            Assert.AreEqual(0, replayManager.Securities["QPN"].Trades.Count);
        }