public void GetNextBatch_AtFirstTime_GetFirstPossibleMomentFromAvailableAndContinueFromThat()
{
const int minute = 60;
var results = _batcher.GetNextBatch(minute);
results.Count.Should().Be(1);
results[0].Symbol.Should().Be("First");
}
public void RandomSignalBatchVersion()
{
var now = new DateTime(2013, 9, 10);
var history = new List <StockMessage>
{
new StockMessage {
Symbol = "PACQU", Ask = 24.0, Bid = 13.50, Time = now.AddMinutes(-7)
},
new StockMessage {
Symbol = "PACQU", Ask = 27.84, Bid = 13.50, Time = now.AddMinutes(-6)
},
};
var upcomingData = new List <StockMessage>
{
new StockMessage {
Symbol = "PACQU", Ask = 24.0, Bid = 13.50, Time = now.AddMinutes(-5)
},
new StockMessage {
Symbol = "PACQU", Ask = 27.84, Bid = 13.50, Time = now.AddMinutes(-4)
},
new StockMessage {
Symbol = "PACQU", Ask = 22.50, Bid = 13.50, Time = now.AddMinutes(-3)
},
new StockMessage {
Symbol = "PACQU", Ask = 17.85, Bid = 13.50, Time = now.AddMinutes(-2)
},
new StockMessage {
Symbol = "PACQU", Ask = 13.79, Bid = 11.00, Time = now.AddMinutes(-1)
}
};
var random = new RandomSignal("PACQU");
var portfolio = new Portfolio();
var stockBroker = new StubStockbroker2(history);
var trader = new Trader(stockBroker, portfolio);
trader.Register(random);
var batcher = new StockMessageBatch(upcomingData);
const int minute = 60;
while (batcher.HasMore())
{
batcher.GetNextBatch(minute).ForEach(history.Add);
trader.Trade();
}
}
