public void InterOpSpeed()
{
const int TESTSIZE = 100;
count = 0;
// get some random prices
Tick[] data = RandomTicks.GenerateSymbol(sym, TESTSIZE);
// track the time
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
int bad = 0;
sw.Start();
for (int i = 0; i < data.Length; i++)
{
int err = SendOrder(sym, true, 300, (double)data[i].trade, 0, 1, "TESTACCOUNT", "TESTDEST");
if (err != 0)
{
bad++;
}
}
sw.Stop();
long elapms = sw.ElapsedMilliseconds;
double elap = (double)elapms / 1000;
double rate = TESTSIZE / elap;
Console.WriteLine("InterOpSpeed elap: " + elap.ToString("N1") + " rate: " + rate.ToString("N0") + " orders/sec");
// make sure orders received
Assert.AreEqual(data.Length, count);
// make sure no bad orders
Assert.AreEqual(0, bad);
// make sure fast
Assert.LessOrEqual(elap, .5);
}
public void Basics()
{
Tick[] ticks = RandomTicks.GenerateSymbol("TST", 1000);
bool v = true;
foreach (Tick k in ticks)
{
v &= k.isValid;
}
Assert.IsTrue(v);
}
public void CreateRead()
{
readdata.Clear();
readdata2.Clear();
FILE = TikWriter.SafeFilename(SYM, PATH, DATE);
TestTikWriterReader.removefile(FILE);
{
Tick[] data = RandomTicks.GenerateSymbol(SYM, MAXTICKS);
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
data[i].date = DATE;
data[i].time = Util.DT2FT(DateTime.Now);
ta.newTick(data[i]);
}
ta.Stop();
// read file back in from file
TikReader tr = new TikReader(FILE);
tr.gotTick += new TickDelegate(tr_gotTick);
while (tr.NextTick())
{
;
}
// verify length
Assert.AreEqual(data.Length, readdata.Count);
// verify content
bool equal = true;
for (int i = 0; i < MAXTICKS; i++)
{
equal &= data[i].trade == readdata[i].trade;
}
tr.Close();
readdata.Clear();
Assert.IsTrue(equal, "ticks did not matched archive.");
TestTikWriterReader.removefile(FILE);
}
}
public void CreateRead()
{
_readdata.Clear();
_readdata2.Clear();
_file = TikWriter.SafeFilename(Sym, _path, Date);
TestTikWriterReader.Removefile(_file);
{
TickImpl[] data = RandomTicks.GenerateSymbol(Sym, Maxticks).Select(x => (TickImpl)x).ToArray();
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
data[i].Date = Date;
data[i].Time = Util.DT2FT(DateTime.Now);
ta.NewTick(data[i]);
}
ta.Stop();
// read file back in from file
TikReader tr = new TikReader(_file);
tr.GotTick += tr_gotTick;
while (tr.NextTick())
{
}
// verify length
Assert.Equal(data.Length, _readdata.Count);
// verify content
bool equal = true;
for (int i = 0; i < Maxticks; i++)
{
equal &= data[i].Trade == _readdata[i].Trade;
}
tr.Close();
_readdata.Clear();
Assert.True(equal, "ticks did not matched archive.");
TestTikWriterReader.Removefile(_file);
}
}