public void QuoteOnlyTest()
{
TickImpl[] timesales = new TickImpl[] {
TickImpl.NewBid("TST",100m,100),
TickImpl.NewAsk("TST",100.1m,200),
};
Blade b = new Blade();
BarListImpl bl = new BarListImpl(BarInterval.FiveMin,"TST");
foreach (TickImpl k in timesales)
{
bl.newTick(k);
b.newBar(bl);
}
// average volume should be zero bc
// with only quotes we should have no bars to process
Assert.That(b.AvgVol(bl) == 0, b.AvgVol(bl).ToString());
Assert.That(!bl.Has(1), bl.ToString());
}
public void PointHour()
{
// get data
Tick[] tape = SampleData();
// count new hour bars
newbars = 0;
// setup hour bar barlist
BarListImpl bl = new BarListImpl(BarInterval.Hour, sym);
// handle new bar events
bl.GotNewBar += new SymBarIntervalDelegate(bl_GotNewBar);
// add ticks to bar
foreach (Tick k in tape)
{
// add ticks
bl.newPoint(k.trade,k.time,k.date,k.size);
}
// make sure we have at least 1 bars
Assert.IsTrue(bl.Has(1));
// make sure we actually have two bars
Assert.AreEqual(2, bl.Count);
}
