public void testSymbolValueLive()
{
Log.setFile(@"C:\logs\jefftest");
SystemTimeSeriesTable.SYSTEM_TS.insert("testone", "ASCII", "ActiveMQ", "somedangtopic");
AsciiTable.SYSTEM_ASCII.insert("testone", @"\\nysrv37\share\Tools\RightEdge\TransitionTest\TY1C.full.csv", true, 1);
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var barSpud2 = new BarSpud(manager);
var symbol = new Symbol("testone");
var spud = symbol.doubles(barSpud);
var spud2 = new Symbol("RE.TEST.TY.1C").doubles(barSpud2);
manager.newBar();
barSpud.set(new Bar(1, 3, 1, 2, O.date("2008/08/06")));
barSpud2.set(new Bar(1, 3, 1, 2, O.date("2008/08/06")));
manager.newTick();
spud.doSubscribe();
barSpud.lastTickedAt(O.date("2008/08/06 11:22:34"));
spud2.doSubscribe();
IsTrue(spud2.isDirty());
symbol.javaSymbol().jmsLive().topic().send("value=97.1|timestamp=2008/08/06 11:22:33|MSTimestamp=2008/06/05 13:10:08");
Bombs(() => LogC.info("" + spud[0]), "stale");
symbol.javaSymbol().jmsLive().topic().send("value=97.2|timestamp=2008/08/06 11:22:34|MSTimestamp=2008/06/05 13:10:08");
O.wait(() => spud[0] == 97.2);
barSpud.lastTickedAt(O.date("2008/08/06 11:22:35"));
spud.allowStaleTicks();
AreEqual(97.2, spud[0]);
AreEqual(116.140625, spud2[0]);
}
public void testSymbolBarSpud()
{
var manager = new SpudManager();
var barSpud = new BarSpud(manager);
var symbol = new Symbol("RE.TEST.TY.1C");
var spud = symbol.bars(barSpud);
barSpud.set(new Bar(1, 3, 1, 2, O.date("2007/01/02")));
AreEqual(105.04687500, spud[0].close);
barSpud.lastTickedAt(O.date("2007/01/02 12:34:55"));
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:56")));
O.sleep(250);
AreEqual(105.04687500, spud[0].close);
manager.goLive();
symbol.javaSymbol().jmsLive().publish(new JTick(98, 100, 96, 99, 93, O.jDate("2007/01/02 12:34:57")));
O.wait(() => spud[0].time.Equals(date("2007/01/02 12:34:57")));
AreEqual(98.0, spud[0].close);
AreEqual(93.0, spud[0].low);
}
public override T this[int index] {
get {
if (index != 0 || !inLive || !bars_.hasTicked() || noLiveUpdates)
{
return(base[index]);
}
// if we are dirty, then we need to be careful not to overwrite the live value with last night's
beClean();
var tickTime = bars_.lastTickedAt();
try { if (!allowStaleTicks_)
{
wait(50, 10, () => tickTime.CompareTo(lastTickReceived()) < 1);
}
}
catch {
LogC.info("dropping tick @" + ymdHuman(bars_[0].time) +
" symbol " + symbol.name + " has not ticked since " + ymdHuman(lastTickedAt));
throw new AbortBar("stale data in symbol spud " + this);
}
return(base[index]);
}
}