public void Construction()
{
BarImpl b = new BarImpl();
Assert.True(!b.IsValid);
Assert.True(!b.IsNew);
b.NewTick(_ticklist[0]);
Assert.True(b.IsValid);
Assert.True(b.IsNew);
b.NewTick(_ticklist[1]);
Assert.True(b.IsValid);
Assert.True(!b.IsNew);
Assert.True(b.Volume == 200);
b.NewTick(TickImpl.NewQuote(Sym, D, T, 10m, 11m, 1, 1, X, X));
Assert.True(b.TradeCount == 2);
}
public void BarIntervals()
{
BarImpl b = new BarImpl(BarInterval.FiveMin);
int accepts = _ticklist.Count(k => b.NewTick(k));
Assert.Equal(5, accepts);
b = new BarImpl(BarInterval.FifteenMin);
accepts = _ticklist.Count(k => b.NewTick(k));
Assert.Equal(9, accepts);
b = new BarImpl(BarInterval.Minute);
accepts = 0;
for (int i = 7; i < _ticklist.Length; i++)
{
if (b.NewTick(_ticklist[i]))
{
accepts++;
}
}
Assert.Equal(2, accepts);
}