public void TikTypes()
{
// get symbol
string sym = Research.RandomSymbol.GetSymbol((int)DateTime.Now.Ticks);
// prepare data
List <Tick> data = new List <Tick>();
// bid
data.Add(TickImpl.NewBid(sym, 10, 100));
// ask
data.Add(TickImpl.NewAsk(sym, 11, 200));
// full quote
data.Add(TickImpl.NewQuote(sym, Date, 93000, 10, 11, 300, 300, "NYSE", "ARCA"));
// trade
data.Add(TickImpl.NewTrade(sym, Date, 93100, 10, 400, "NYSE"));
// full tick
Tick full = TickImpl.Copy((TickImpl)data[2], (TickImpl)data[3]);
data.Add(full);
// write and read the data
Writeandread(data.ToArray(), Date, false);
//verify the count
Assert.Equal(data.Count, _readdata.Count);
// verify the data
bool equal = true;
StringBuilder sb = new StringBuilder(string.Empty);
for (int i = 0; i < data.Count; i++)
{
bool start = equal;
equal &= data[i].Bid == _readdata[i].Bid;
equal &= data[i].BidSize == _readdata[i].BidSize;
equal &= data[i].BidSource == _readdata[i].BidSource;
equal &= data[i].Ask == _readdata[i].Ask;
equal &= data[i].AskSize == _readdata[i].AskSize;
equal &= data[i].AskSource == _readdata[i].AskSource;
equal &= data[i].Trade == _readdata[i].Trade;
equal &= data[i].Size == _readdata[i].Size;
equal &= data[i].Source == _readdata[i].Source;
equal &= data[i].Depth == _readdata[i].Depth;
if (equal != start)
{
sb.Append(i + " ");
}
}
Assert.True(equal, "bad ticks: " + sb + data[0] + _readdata[0]);
}
public void TikTypes()
{
// get symbol
string SYM = TradeLink.Research.RandomSymbol.GetSymbol((int)DateTime.Now.Ticks);
// prepare data
System.Collections.Generic.List <Tick> data = new List <Tick>();
// bid
data.Add(TickImpl.NewBid(SYM, 10, 100));
// ask
data.Add(TickImpl.NewAsk(SYM, 11, 200));
// full quote
data.Add(TickImpl.NewQuote(SYM, DATE, 93000, 10, 11, 300, 300, "NYSE", "ARCA"));
// trade
data.Add(TickImpl.NewTrade(SYM, DATE, 93100, 10, 400, "NYSE"));
// full tick
Tick full = TickImpl.Copy((TickImpl)data[2], (TickImpl)data[3]);
data.Add(full);
// write and read the data
writeandread(data.ToArray(), DATE, false);
//verify the count
Assert.AreEqual(data.Count, readdata.Count);
// verify the data
bool equal = true;
System.Text.StringBuilder sb = new StringBuilder(string.Empty);
for (int i = 0; i < data.Count; i++)
{
bool start = equal;
equal &= data[i].bid == readdata[i].bid;
equal &= data[i].bs == readdata[i].bs;
equal &= data[i].be == readdata[i].be;
equal &= data[i].ask == readdata[i].ask;
equal &= data[i].os == readdata[i].os;
equal &= data[i].oe == readdata[i].oe;
equal &= data[i].trade == readdata[i].trade;
equal &= data[i].size == readdata[i].size;
equal &= data[i].ex == readdata[i].ex;
equal &= data[i].depth == readdata[i].depth;
if (equal != start)
{
sb.Append(i + " ");
}
}
Assert.IsTrue(equal, "bad ticks: " + sb.ToString() + data[0].ToString() + readdata[0].ToString());
}
private bool HandleTick(int expectedCount, Action <TickIO, TickIO, ulong> assertTick, SymbolInfo symbol)
{
try {
while (!tickQueue.TryDequeue(ref tickBinary))
{
if (propagateException != null)
{
throw propagateException;
}
Thread.Sleep(1);
}
tick.Inject(tickBinary);
if (debug && countLog < 5)
{
log.Debug("Received a tick " + tick);
countLog++;
}
startTime = Environment.TickCount;
count++;
if (count > 0)
{
assertTick(tick, lastTick, symbol.BinaryIdentifier);
}
lastTick.Copy(tick);
if (propagateException != null)
{
throw propagateException;
}
if (count >= expectedCount)
{
return(true);
}
} catch (QueueException ex) {
switch (ex.EntryType)
{
case EventType.EndHistorical:
case EventType.StartRealTime:
case EventType.EndRealTime:
break;
case EventType.Terminate:
return(true);
default:
throw new ApplicationException("Unexpected QueueException: " + (EventType)ex.EntryType);
}
}
return(false);
}
public void WatcherTest()
{
// create a new tick watcher
TickWatcher tw = new TickWatcher(0);
tw.GotAlert += new SymDelegate(tw_GotAlert);
const string sym = "TST";
const int y = 2008;
const int m = 1;
const int d = 1;
int date = Util.ToTLDate(new DateTime(y, m, d));
TickImpl t = TickImpl.NewTrade(sym, date, 130000, 100m, 100, "");
// watch this stock and supply a watch time
// we have no previous updates to no whether to alert on,
// so it returns false
Assert.IsFalse(tw.newTick(t));
tw.AlertThreshold = 300;
Assert.That(tw.AlertThreshold == 300);
TickImpl t2 = TickImpl.Copy(t);
t2.time = 130458;
// this should succeed bc it's within the window (but no alert sent)
Assert.IsFalse(tw.newTick(t2));
// this time check should send no alerts bc it's w/in window
tw.SendAlerts(new DateTime(y, m, d, 13, 4, 0));
TickImpl t3 = TickImpl.Copy(t2);
t3.time = 131000;
// this should return false and send an alert
Assert.That(tw.newTick(t3));
// this timecheck is outside the window, should alert
DateTime iswaylate = new DateTime(y, m, d, 14, 0, 1);
tw.SendAlerts(iswaylate);
Assert.AreEqual(2, alertssent); // here's our alert check
}
void broker_GotTick(Tick tick)
{
receivedtickDP = TickImpl.Copy(tick);
gottickDP++;
}