public void AdjustQuoteBarUsingConfig()
{
var qb = new QuoteBar(
new DateTime(2018, 1, 1),
_config.Symbol,
new Bar(10, 10, 10, 10),
100,
new Bar(10, 10, 10, 10),
100);
var adjustedQb = qb.Clone(qb.IsFillForward).Normalize(_config);
Assert.AreEqual(qb.Value, qb.Close);
// bid
Assert.AreEqual(qb.Bid.Open * _factor, (adjustedQb as QuoteBar).Bid.Open);
Assert.AreEqual(qb.Bid.Close * _factor, (adjustedQb as QuoteBar).Bid.Close);
Assert.AreEqual(qb.Bid.High * _factor, (adjustedQb as QuoteBar).Bid.High);
Assert.AreEqual(qb.Bid.Low * _factor, (adjustedQb as QuoteBar).Bid.Low);
Assert.AreEqual(qb.LastBidSize / _factor, (adjustedQb as QuoteBar).LastBidSize);
// ask
Assert.AreEqual(qb.Ask.Open * _factor, (adjustedQb as QuoteBar).Ask.Open);
Assert.AreEqual(qb.Ask.Close * _factor, (adjustedQb as QuoteBar).Ask.Close);
Assert.AreEqual(qb.Ask.High * _factor, (adjustedQb as QuoteBar).Ask.High);
Assert.AreEqual(qb.Ask.Low * _factor, (adjustedQb as QuoteBar).Ask.Low);
Assert.AreEqual(qb.LastAskSize / _factor, (adjustedQb as QuoteBar).LastAskSize);
}
public void AdjustQuoteBar()
{
var qb = new QuoteBar(
new DateTime(2018, 1, 1),
_config.Symbol,
new Bar(10, 10, 10, 10),
100,
new Bar(10, 10, 10, 10),
100);
var factor = 0.5m;
var adjustedQb = qb.Clone(qb.IsFillForward).Adjust(_factor);
Assert.AreEqual(qb.Value, qb.Close);
// bid
Assert.AreEqual(qb.Bid.Open * _factor, (adjustedQb as QuoteBar).Bid.Open);
Assert.AreEqual(qb.Bid.Close * _factor, (adjustedQb as QuoteBar).Bid.Close);
Assert.AreEqual(qb.Bid.High * _factor, (adjustedQb as QuoteBar).Bid.High);
Assert.AreEqual(qb.Bid.Low * _factor, (adjustedQb as QuoteBar).Bid.Low);
// ask
Assert.AreEqual(qb.Ask.Open * _factor, (adjustedQb as QuoteBar).Ask.Open);
Assert.AreEqual(qb.Ask.Close * _factor, (adjustedQb as QuoteBar).Ask.Close);
Assert.AreEqual(qb.Ask.High * _factor, (adjustedQb as QuoteBar).Ask.High);
Assert.AreEqual(qb.Ask.Low * _factor, (adjustedQb as QuoteBar).Ask.Low);
}
