private void FirstEventWhenMoreTest(DateTime start, double threshold)
{
KeyValuePair <DateTime, double>?entry = m_ticks.FirstEventWhenMore(start, threshold);
foreach (var element in m_items)
{
if (element.Key < start)
{
continue;
}
if (element.Value <= threshold)
{
continue;
}
if (null == entry)
{
Assert.Fail("FirstEventWhenMore is failed - null return value");
}
KeyValuePair <DateTime, double> item = (KeyValuePair <DateTime, double>)entry;
if (element.Key != item.Key)
{
Assert.Fail("FirstEventWhenMore is failed - invalid time");
}
if (element.Value != item.Value)
{
Assert.Fail("FirstEventWhenMore is failed - invalid value");
}
return;
}
if (null != entry)
{
Assert.Fail("FirstEventWhenMore is failed - not null return value");
}
}
//must return not more than element counts
public int GetLevelHitInAbsoluteTime(int startTime, int distance)
{
if (distance > 0)
{
KeyValuePair <int, double>?entry = BidsIndexCollection.FirstEventWhenMore(startTime, Ticks[startTime].OpenAsk + distance);
if (entry == null)
{
return(Ticks.Count - 1);
}
return(entry.Value.Key);
}
else
{
KeyValuePair <int, double>?entry = AsksIndexCollection.FirstEventWhenLess(startTime, Ticks[startTime].OpenBid + distance);
if (entry == null)
{
return(Ticks.Count - 1);
}
return(entry.Value.Key);
}
}
