public MainViewModel(IConnectableObservable <Trade> source)
{
var prices = from trade in source
select trade.Price;
this.lastPrice = prices
.Sample(TimeSpan.FromSeconds(0.2))
.ToProperty(this, t => t.LastPrice);
this.trend = prices
.DistinctUntilChanged()
.Buffer(2, 1)
.Sample(TimeSpan.FromSeconds(0.2))
.ObserveOnDispatcher()
.Select(b => b[0] < b[1] ? GreenBrush : RedBrush)
.ToProperty(this, t => t.Trend);
var tardis = new HistoricalScheduler(DateTimeOffset.UtcNow.AddMinutes(-61));
source.Subscribe(t => tardis.AdvanceTo(t.Timestamp));
this.Candles = prices
.Window(TimeSpan.FromMinutes(5), tardis)
.Select(w => new Candle(
lo: w.Scan(double.MaxValue, (min, current) => Math.Min(min, current)),
hi: w.Scan(double.MinValue, (max, current) => Math.Max(max, current)),
open: w.Take(1),
close: w,
time: new DateTime(tardis.Clock.Ticks)))
.CreateCollection();
this.Chart = new PlotModel {
PlotAreaBackground = OxyColors.Black, PlotAreaBorderThickness = new OxyThickness(1)
};
this.Chart.Axes.Add(new DateTimeAxis {
StringFormat = "hh:mm", AxislineStyle = LineStyle.Solid, AxislineColor = OxyColors.White, AxislineThickness = 1, TextColor = OxyColors.White, TicklineColor = OxyColors.White
});
this.Chart.Axes.Add(new LinearAxis {
AxislineStyle = LineStyle.Solid, AxislineColor = OxyColors.White, AxislineThickness = 1, TextColor = OxyColors.White, TicklineColor = OxyColors.White, MajorGridlineColor = OxyColors.Gray, MajorGridlineStyle = LineStyle.Dash
});
this.Chart.Series.Add(new CandleStickSeries
{
ItemsSource = this.Candles,
DataFieldX = "Time",
DataFieldHigh = "Hi",
DataFieldLow = "Lo",
DataFieldOpen = "Open",
DataFieldClose = "Close",
CandleWidth = 12, StrokeThickness = 2, IncreasingFill = OxyColors.DarkGreen, DecreasingFill = OxyColors.Red, Color = OxyColors.White
});
this.Candles.ChangeTrackingEnabled = true;
this.Candles.ItemChanged
.Sample(TimeSpan.FromSeconds(0.2))
.Subscribe(p => this.Chart.InvalidatePlot(updateData: true));
source.Connect();
}
public void No_Nested_AdvanceTo()
{
var s = new HistoricalScheduler();
s.Schedule(() => s.AdvanceTo(DateTimeOffset.Now.AddDays(1)));
ReactiveAssert.Throws <InvalidOperationException>(() => s.Start());
}
public void AdvanceTo_ArgumentChecking()
{
var now = DateTimeOffset.Now;
var s = new HistoricalScheduler(now);
ReactiveAssert.Throws <ArgumentOutOfRangeException>(() => s.AdvanceTo(now.Subtract(TimeSpan.FromSeconds(1))));
}
public void Clock()
{
var scheduler = new HistoricalScheduler ();
Assert.AreEqual (DateTimeOffset.MinValue, scheduler.Clock, "#1"); // default
scheduler.AdvanceBy (TimeSpan.FromDays (1));
Assert.AreEqual (DateTimeOffset.MinValue.AddDays (1), scheduler.Clock, "#2");
scheduler.AdvanceTo (new DateTimeOffset (2012, 1, 1, 0, 0, 0, TimeSpan.Zero));
Assert.AreEqual (2012, scheduler.Clock.Year, "#3");
}
public void Clock()
{
var scheduler = new HistoricalScheduler();
Assert.AreEqual(DateTimeOffset.MinValue, scheduler.Clock, "#1"); // default
scheduler.AdvanceBy(TimeSpan.FromDays(1));
Assert.AreEqual(DateTimeOffset.MinValue.AddDays(1), scheduler.Clock, "#2");
scheduler.AdvanceTo(new DateTimeOffset(2012, 1, 1, 0, 0, 0, TimeSpan.Zero));
Assert.AreEqual(2012, scheduler.Clock.Year, "#3");
}
public void SetUp()
{
_tradeRepo = Substitute.For<ITradeRepository>();
_analyticsService = Substitute.For<IAnalyticsService>();
_executionService = Substitute.For<IExecutionService>();
_lastValueCache = Substitute.For<IPriceLastValueCache>();
_scheduler = new HistoricalScheduler();
_scheduler.AdvanceTo(DateTimeOffset.Now);
_schedulerService = Substitute.For<ISchedulerService>();
_schedulerService.ThreadPool.Returns(_scheduler);
}
public void SetUp()
{
_tradeRepo = Substitute.For <ITradeRepository>();
_analyticsService = Substitute.For <IAnalyticsService>();
_executionService = Substitute.For <IExecutionService>();
_lastValueCache = Substitute.For <IPriceLastValueCache>();
_scheduler = new HistoricalScheduler();
_scheduler.AdvanceTo(DateTimeOffset.Now);
_schedulerService = Substitute.For <ISchedulerService>();
_schedulerService.ThreadPool.Returns(_scheduler);
}
public void Sleep2()
{
var s = new HistoricalScheduler();
var n = 0;
s.Schedule(s.Now.AddMinutes(1), rec =>
{
s.Sleep(TimeSpan.FromMinutes(3));
n++;
rec(s.Now.AddMinutes(1));
});
s.AdvanceTo(s.Now + TimeSpan.FromMinutes(5));
Assert.Equal(2, n);
}
public void AdvanceTo()
{
var s = new HistoricalScheduler();
var list = new List <Timestamped <int> >();
s.Schedule(Time(0), () => list.Add(new Timestamped <int>(0, s.Now)));
s.Schedule(Time(1), () => list.Add(new Timestamped <int>(1, s.Now)));
s.Schedule(Time(2), () => list.Add(new Timestamped <int>(2, s.Now)));
s.Schedule(Time(10), () => list.Add(new Timestamped <int>(10, s.Now)));
s.Schedule(Time(11), () => list.Add(new Timestamped <int>(11, s.Now)));
s.AdvanceTo(Time(8));
Assert.Equal(Time(8), s.Now);
Assert.Equal(Time(8), s.Clock);
list.AssertEqual(
new Timestamped <int>(0, Time(0)),
new Timestamped <int>(1, Time(1)),
new Timestamped <int>(2, Time(2))
);
s.AdvanceTo(Time(8));
Assert.Equal(Time(8), s.Now);
Assert.Equal(Time(8), s.Clock);
list.AssertEqual(
new Timestamped <int>(0, Time(0)),
new Timestamped <int>(1, Time(1)),
new Timestamped <int>(2, Time(2))
);
s.Schedule(Time(7), () => list.Add(new Timestamped <int>(7, s.Now)));
s.Schedule(Time(8), () => list.Add(new Timestamped <int>(8, s.Now)));
ReactiveAssert.Throws <ArgumentOutOfRangeException>(() => s.AdvanceTo(Time(4)));
Assert.Equal(Time(8), s.Now);
Assert.Equal(Time(8), s.Clock);
list.AssertEqual(
new Timestamped <int>(0, Time(0)),
new Timestamped <int>(1, Time(1)),
new Timestamped <int>(2, Time(2))
);
s.AdvanceTo(Time(10));
Assert.Equal(Time(10), s.Now);
Assert.Equal(Time(10), s.Clock);
list.AssertEqual(
new Timestamped <int>(0, Time(0)),
new Timestamped <int>(1, Time(1)),
new Timestamped <int>(2, Time(2)),
new Timestamped <int>(7, Time(8)),
new Timestamped <int>(8, Time(8)),
new Timestamped <int>(10, Time(10))
);
s.AdvanceTo(Time(100));
Assert.Equal(Time(100), s.Now);
Assert.Equal(Time(100), s.Clock);
list.AssertEqual(
new Timestamped <int>(0, Time(0)),
new Timestamped <int>(1, Time(1)),
new Timestamped <int>(2, Time(2)),
new Timestamped <int>(7, Time(8)),
new Timestamped <int>(8, Time(8)),
new Timestamped <int>(10, Time(10)),
new Timestamped <int>(11, Time(11))
);
}
public void AdvanceTo(DateTimeOffset time)
{
Scheduler.AdvanceTo(time);
movements.OnNext(Scheduler.Now);
}
public void SetUp()
{
this.scheduler = new HistoricalScheduler();
scheduler.AdvanceTo(GameStartDateTimeOffset);
this.game = new Okazuki.TenSecGame.Models.TenSecGame(scheduler);
}