public override void setUp()
{
base.setUp();
emailer.allowMessages();
liveSystem = OneSystemTest <TestSystem> .fakeLiveSystem(new Parameters { { "LeadBars", 0.0 } }, false);
data = new FakeBarLoader(SYMBOL);
simulator = data.simulator(new SystemArguments(SYMBOL, parameters(liveSystem)), "TEST");
system = simulator.theSymbolSystem <TestSystem>(SYMBOL);
SYMBOL.setCloseTimeForTest("14:00:00", 300);
bar(0, 0, 0, 0);
}
public void testDifferentDatesBehaviorIsConsistent()
{
insertSymbol(A.name);
insertSymbol(B.name);
var systemId = OneSystemTest <TestSystemWithEWMA> .fakeLiveSystem(new Parameters { { "LeadBars", 2.0 } }, false).id();
var parameters = new Parameters {
{ "systemId", (double)systemId }, { "RunMode", (double)RunMode.LIVE }
};
combined = new SystemArguments(O.list(A, B), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
a = new SystemArguments(O.list(A), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
b = new SystemArguments(O.list(B), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
bar(1.0, null);
bar(2.0, 1.0);
bar(null, 2.0);
bar(3.0, 3.0);
AreEqual(ewma(a, A)[0], ewma(b, B)[0]);
}
[Test] public void testOneSubscribe()
{
OrderTable.prefix = "PREFIX";
O.freezeNow("2009/07/10 13:00:00");
var liveSystem = OneSystemTest <EmptySystem> .fakeLiveSystem(new Parameters(), false);
liveSystem.removeAllLiveMarkets();
insertMarket("FOO", 0);
liveSystem.addLiveMarket("FOO", "2009/07/07", null);
insertMarket("BAR", 0);
liveSystem.addLiveMarket("BAR", "2009/07/07", null);
var fooTopic = new QTopic("PREFIX.TestSystem1.1.0.daily.Slow.FOO.heartbeat");
O.timerManager().isInterceptingTimersForTest = true;
O.timerManager().intercept("2009/07/10 13:00:00", "gui update");
var map = new StatusTreeMap(new FakeStatusMapGUI(), O.list(liveSystem));
map.setIsEqualSizes(false);
var systemNode = O.the(map.nodes());
AreEqual("TestSystem1", systemNode.text);
var pvNode = O.the(systemNode.children());
AreEqual("Slow", pvNode.text);
var symbolNodes = O.dictionaryFromValues(O.convert(pvNode.children(), child => child as LiveMarketNode), child => child.id);
AreEqual(1d, symbolNodes["FOO"].size);
AreEqual(0, symbolNodes["FOO"].ticksReceived);
AreEqual(1d, symbolNodes["BAR"].size);
var message = new Fields();
message.put("timestamp", "2009/07/10 12:59:59");
message.put("lastTickProcessed", "2009/07/10 12:59:58");
message.put("ticksReceived", "200");
message.put("hostname", "hullabaloo");
fooTopic.send(message);
Objects.timerManager().intercept("2009/07/10 13:00:01", "second gui update");
O.timerManager().runTimers("2009/07/10 13:00:00");
waitMatches(200d, () => symbolNodes["FOO"].ticksReceived); // you just
}
