public void mergeRTBHistDataIfValid()
{
if (appMDManager.getTimeBarSeries() != null)
{
return;
}
DateTime rtbDataStartTime = appMDManager.getRtbDataStartTime();
//DateTime histDataEndTime = appMDManager.getHistDataEndTime();
DateTime histDataEndTime = rtbDataStartTime.AddMinutes(-1);
//Series<DateTime, MarketDataElement> preMergeRTBarSeries = getPreMergeRTBarSeries();
//Series<DateTime, MarketDataElement> preMergeHistBarSeries getPreMergeHistBarSeries();
if (preMergeRTBarSeries != null && preMergeHistBarSeries != null && needMergeFlag)
{
if (preMergeRTBarSeries.TryGet(rtbDataStartTime).HasValue&& preMergeHistBarSeries.TryGet(histDataEndTime).HasValue&& isDataMerged == false)
{
mergeRTBHistData();
isDataMerged = true;
}
}
}
public void test_mergeRTBHistDataIfValid_negative4()
{
//[Test : merge unsuccess, RTB data serie is null]
IAppRTBSynchronizer synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_negative4();
synchronizer.mergeRTBHistDataIfValid();
IAppMDManager appMDManager = synchronizer.getAppMDManager();
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.IsNull(TimeBarSeries);
Assert.AreEqual(false, synchronizer.getIsDataMerged());
}
public void test_mergeRTBHistDataIfValid_negative2()
{
//[Test : merge unsuccess, hist data is not fully loaded yet, missing the last hist data]
IAppRTBSynchronizer synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_negative2();
synchronizer.mergeRTBHistDataIfValid();
IAppMDManager appMDManager = synchronizer.getAppMDManager();
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.IsNull(TimeBarSeries);
Assert.AreEqual(false, synchronizer.getIsDataMerged());
}
public void test_mergeRTBHistDataIfValid_negative1()
{
//[Test : merge unsuccess, needMerge Flag is set to false]
IAppRTBSynchronizer synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_negative1();
synchronizer.setNeedMergeFlag(false);
synchronizer.setIsDataMerged(false);
synchronizer.mergeRTBHistDataIfValid();
IAppMDManager appMDManager = synchronizer.getAppMDManager();
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.IsNull(TimeBarSeries);
Assert.AreEqual(false, synchronizer.getIsDataMerged());
//[Test : merge unsuccess, data merged Flag is set to true]
synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_negative1();
synchronizer.setNeedMergeFlag(true);
synchronizer.setIsDataMerged(true);
synchronizer.mergeRTBHistDataIfValid();
appMDManager = synchronizer.getAppMDManager();
TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.IsNull(TimeBarSeries);
}
public void test_mergeRTBHistDataIfValid_positive2()
{
//[Test : merge success, histDataSeries and RTBDataSeries is not continuous]
IAppRTBSynchronizer synchronizer = getSynchronizer_for_mergeRTBHistDataIfValid_positive2();
synchronizer.mergeRTBHistDataIfValid();
IAppMDManager appMDManager = synchronizer.getAppMDManager();
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
Assert.AreEqual(10, TimeBarSeries.KeyCount);
Assert.AreEqual(true, TimeBarSeries.TryGet(new DateTime(2015, 10, 21, 9, 15, 0, DateTimeKind.Local)).HasValue);
Assert.AreEqual(true, TimeBarSeries.TryGet(new DateTime(2015, 10, 21, 9, 23, 0, DateTimeKind.Local)).HasValue);
Assert.AreEqual(true, TimeBarSeries.TryGet(new DateTime(2015, 10, 21, 9, 24, 0, DateTimeKind.Local)).HasValue);
Assert.AreEqual(true, TimeBarSeries.TryGet(new DateTime(2015, 10, 21, 9, 26, 0, DateTimeKind.Local)).HasValue);
Assert.AreEqual(true, synchronizer.getIsDataMerged());
}
public override void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.HistoricalData:
var watch = Stopwatch.StartNew();
RTBSynchronizer.updatePreMergeHistBarSeries(message);
Series <DateTime, MarketDataElement> series = appMDManager.getTimeBarSeries();
HistoricalDataMessage histMsg = (HistoricalDataMessage)message;
DateTime time = DateTime.ParseExact(histMsg.Date.Trim(), "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture, DateTimeStyles.AssumeLocal);
if (series != null && series.ContainsKey(time))
{
PopulateHistGrid(message);
}
appForm.showMessage("test 1 : " + watch.ElapsedMilliseconds + " millsecond");
break;
case MessageType.HistoricalDataEnd:
PaintChart();
break;
}
}
