public void TickInt()
{
Tick[] tape = TestBarList.SampleData();
BarListTrackerImpl blt = new BarListTrackerImpl(new[] { 3 }, new BarInterval[] { BarInterval.CustomTicks });
foreach (Tick k in tape)
{
blt.NewTick(k);
}
Assert.Equal(4, blt[tape[0].Symbol].Count);
}
public void DefaultInt()
{
BarListTrackerImpl blt = new BarListTrackerImpl();
blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
Tick[] tape = TestBarList.SampleData();
// get second tape and change symbol
Tick[] tape2 = new Tick[tape.Length];
for (int i = 0; i < tape2.Length; i++)
{
TickImpl t = (TickImpl)tape[i];
t.Symbol = "TST2";
tape2[i] = t;
}
// add ticks from both tape to tracker
for (int i = 0; i < tape.Length; i++)
{
blt.NewTick(tape[i]);
blt.NewTick(tape2[i]);
}
//make sure we got two symbols as bar events
Assert.Equal(2, syms.Count);
// make sure our symbols matched barlist count
Assert.Equal(blt.SymbolCount, syms.Count);
int secondcount = 0;
string symstring = string.Empty;
foreach (string sym in blt)
{
secondcount++;
symstring += sym;
}
// make sure enumeration equals symbol count
Assert.Equal(syms.Count, secondcount);
// make sure symbols are there
Assert.True(symstring.Contains("TST") && symstring.Contains("TST2"));
// change default interval
blt.DefaultInterval = BarInterval.Minute;
// make sure same on individual bars
Assert.Equal(blt.DefaultInterval, blt["TST"].DefaultInterval);
Assert.Equal(9, blt["TST"].IntervalCount(BarInterval.Minute));
Assert.Equal(3, blt["TST"].IntervalCount(BarInterval.FiveMin));
}
public TestBarList()
{
_dailyBarTracker = new BarListTrackerImpl(BarInterval.Day);
_intraBarTracker = new BarListTrackerImpl(BarInterval.FiveMin);
}
/// <summary>
/// fill bars with arbitrary price data for a symbol
/// </summary>
/// <param name="sym"></param>
/// <param name="prices"></param>
/// <param name="startdate"></param>
/// <param name="starttime"></param>
/// <param name="blt"></param>
/// <param name="interval"></param>
/// <returns></returns>
public static bool Backfillbars(string sym, decimal[] prices, int startdate, int starttime, ref BarListTrackerImpl blt, int interval)
{
// ensure we have closing data
if (prices.Length == 0)
{
Log.Debug(sym + " no price data provided/available, will have to wait until bars are created from market.");
return(false);
}
// make desired numbers of ticks
DateTime n = Util.ToDateTime(startdate, starttime);
bool ok = true;
List <string> bfd = new List <string>();
for (int i = prices.Length - 1; i >= 0; i--)
{
// get time now - exitlen*60
var ndt = n.Subtract(new TimeSpan(0, i * interval, 0));
int nt = Util.ToQLTime(ndt);
int nd = Util.ToQLDate(ndt);
Tick k = TickImpl.NewTrade(sym, nd, nt, prices[i], 100, string.Empty);
ok &= k.IsValid && k.IsTrade;
bfd.Add(nd + nt.ToString() + "=" + prices[i]);
if (i <= 2)
{
Log.Debug(nd + " " + nt);
}
blt.NewTick(k);
}
if (ok)
{
Log.Debug("{0} bars backfilled using: {1} bars", sym, bfd.Count);
}
return(ok);
}
