Пример #1
0
        public void DoesntGenerateCorruptedPricesIfBidOrAskAreMissing()
        {
            var bar = new QuoteBar();

            bar.UpdateAsk(10, 15);
            Assert.AreEqual(10, bar.Open);
            Assert.AreEqual(10, bar.High);
            Assert.AreEqual(10, bar.Low);
            Assert.AreEqual(10, bar.Close);

            bar     = new QuoteBar();
            bar.Ask = new Bar(11, 11, 11, 11);
            Assert.AreEqual(11, bar.Open);
            Assert.AreEqual(11, bar.High);
            Assert.AreEqual(11, bar.Low);
            Assert.AreEqual(11, bar.Close);
        }