public void AddRate_Succeeds()
{
var target = new CandleBuilder(TimeSpan.FromMinutes(15));
Candle result = null;
target.NewCandleCreated += delegate (object o, CandleBuilderEventArgs e){ result = e.NewCandle; };
target.AddRate(new Rate() {Ask = 1, Bid = 2, Time = new DateTime(2016, 11, 1, 1, 23, 45) });
target.AddRate(new Rate() { Ask = 2, Bid = 10, Time = new DateTime(2016, 11, 1, 1, 23, 46) });
target.AddRate(new Rate() { Ask = 0.01m, Bid = 1, Time = new DateTime(2016, 11, 1, 1, 23, 47) });
target.AddRate(new Rate() { Ask = 4, Bid = 5, Time = new DateTime(2016, 11, 1, 1, 23, 48) });
target.AddRate(new Rate() { Ask = 1, Bid = 2, Time = new DateTime(2016, 11, 1, 1, 50, 45) });
result.ShouldBeEquivalentTo(new Candle(1.5m, 6m, 1.01m/2m, 4.5m, new DateTime(2016, 11, 1, 1, 15, 0)));
}
public Cobra(Adx adx,
Ema fastEmaHigh,
Ema fastEmaLow,
Sma slowSmaHigh,
Sma slowSmaLow,
IDateProvider dateProvider,
string instrument,
int periodInMinutes,
ITradingAdapter tradingAdapter,
IRateProvider rateProvider,
int accountId,
bool isbacktesting = false,
IEnumerable<Candle> initialCandles = null)
{
if (adx == null)
{
throw new ArgumentNullException(nameof(adx));
}
if (fastEmaHigh == null)
{
throw new ArgumentNullException(nameof(fastEmaHigh));
}
if (fastEmaLow == null)
{
throw new ArgumentNullException(nameof(fastEmaLow));
}
if (slowSmaHigh == null)
{
throw new ArgumentNullException(nameof(slowSmaHigh));
}
if (slowSmaLow == null)
{
throw new ArgumentNullException(nameof(slowSmaLow));
}
if (dateProvider == null)
{
throw new ArgumentNullException(nameof(dateProvider));
}
if (tradingAdapter == null)
{
throw new ArgumentNullException(nameof(tradingAdapter));
}
if (string.IsNullOrWhiteSpace(instrument))
{
throw new ArgumentNullException(nameof(instrument));
}
this.adx = adx;
this.fastEmaHigh = fastEmaHigh;
this.fastEmaLow = fastEmaLow;
this.slowSmaHigh = slowSmaHigh;
this.slowSmaLow = slowSmaLow;
this.dateProvider = dateProvider;
this.Instrument = instrument;
this.tradingAdapter = tradingAdapter;
this.rateProvider = rateProvider;
this.AccountId = accountId;
this.isbacktesting = isbacktesting;
this.PeriodInMinutes = periodInMinutes;
this.candles = new List<Candle>();
if (!(initialCandles?.Any()).GetValueOrDefault(false) && rateProvider != null)
{
var _initialCandles = rateProvider.GetLastCandles(instrument, periodInMinutes, MinNbOfCandles).ToList();
try
{
this.AddCandles(initialCandles);
}
catch (Exception ex)
{
Trace.TraceError(ex.ToString());
}
}
else if ((initialCandles?.Any()).GetValueOrDefault(false))
{
this.AddCandles(initialCandles);
}
else if (rateProvider == null)
{
throw new ArgumentNullException(nameof(rateProvider));
}
this.Id = Guid.NewGuid().ToString();
candleBuilder = new CandleBuilder(TimeSpan.FromMinutes(periodInMinutes));
candleBuilder.NewCandleCreated += (o, e) => {
try
{
this.AddCandle(e.NewCandle);
}
catch(Exception ex)
{
validations.AddErrorMessage(ex.Message);
}
};
}
