public void FillsForwardBidAskBars()
{
var bar1 = new QuoteBar
{
Bid = new Bar(3m, 4m, 1m, 2m),
Ask = new Bar(3.1m, 4.1m, 1.1m, 2.1m),
};
var bar2 = new QuoteBar
{
Bid = null,
Ask = null,
};
var data = new[] { bar1, bar2 }.ToList();
var enumerator = data.GetEnumerator();
var fillForwardEnumerator = new QuoteBarFillForwardEnumerator(enumerator);
// 9:31
Assert.IsTrue(fillForwardEnumerator.MoveNext());
var quoteBar1 = (QuoteBar)fillForwardEnumerator.Current;
Assert.AreSame(bar1.Bid, quoteBar1.Bid);
Assert.AreSame(bar1.Ask, quoteBar1.Ask);
// 9:32
Assert.IsTrue(fillForwardEnumerator.MoveNext());
var quoteBar2 = (QuoteBar)fillForwardEnumerator.Current;
Assert.AreSame(quoteBar1.Bid, quoteBar2.Bid);
Assert.AreSame(quoteBar1.Ask, quoteBar2.Ask);
fillForwardEnumerator.Dispose();
}
