public void QuoteBarSerializationRoundTrip()
{
var quoteBar = new QuoteBar
{
Symbol = Symbols.AAPL,
Time = DateTime.UtcNow,
EndTime = DateTime.UtcNow,
Value = 10,
LastAskSize = 10,
LastBidSize = 100,
Ask = new Bar(1, 2, 3, 4),
Bid = new Bar(11, 22, 33, 44),
Period = TimeSpan.FromMinutes(1)
};
var serializedQuoteBar = quoteBar.ProtobufSerialize();
using (var stream = new MemoryStream(serializedQuoteBar))
{
// verify its correct
var result = (QuoteBar)Serializer.Deserialize <IEnumerable <BaseData> >(stream).First();
Assert.AreEqual(quoteBar.Time, result.Time);
Assert.AreEqual(quoteBar.DataType, result.DataType);
Assert.AreEqual(quoteBar.EndTime, result.EndTime);
Assert.AreEqual(quoteBar.Value, result.Value);
Assert.AreEqual(quoteBar.Close, result.Close);
Assert.AreEqual(quoteBar.High, result.High);
Assert.AreEqual(quoteBar.Low, result.Low);
Assert.AreEqual(quoteBar.Open, result.Open);
Assert.AreEqual(quoteBar.Period, result.Period);
Assert.AreEqual(quoteBar.Ask.Close, result.Ask.Close);
Assert.AreEqual(quoteBar.Ask.High, result.Ask.High);
Assert.AreEqual(quoteBar.Ask.Low, result.Ask.Low);
Assert.AreEqual(quoteBar.Ask.Open, result.Ask.Open);
Assert.AreEqual(quoteBar.Bid.Close, result.Bid.Close);
Assert.AreEqual(quoteBar.Bid.High, result.Bid.High);
Assert.AreEqual(quoteBar.Bid.Low, result.Bid.Low);
Assert.AreEqual(quoteBar.Bid.Open, result.Bid.Open);
}
}
