private void GetOhlcAsync(IOhlcProvider provider, OhlcContext context)
{
if (context == null)
{
return;
}
var ohlc = AsyncContext.Run(() => provider.GetOhlcAsync(context));
bool success = true;
OhlcEntry ohlcEntryPrev = null;
foreach (var ohlcEntry in ohlc)
{
if (ohlcEntryPrev != null)
{
if (ohlcEntry.DateTimeUtc >= ohlcEntryPrev.DateTimeUtc)
{
success = false;
Assert.Fail("Time check is failed.");
}
}
ohlcEntryPrev = ohlcEntry;
}
Assert.IsTrue(success);
Assert.IsTrue(ohlc != null && ohlc.Count > 0);
Trace.WriteLine("OHLC data:");
foreach (var entry in ohlc)
{
Trace.WriteLine($"{entry.DateTimeUtc}: O {entry.Open}, H {entry.High}, L {entry.Low}, C {entry.Close}");
}
}
public OhlcEntry(ObjectId seriesId, DateTime utcDateTime, IOhlcProvider provider)
{
DateTimeUtc = utcDateTime;
SeriesId = seriesId;
Provider = provider;
Id = (SeriesId + ":" + utcDateTime).GetObjectIdHashCode();
}
private void GetOhlcTest(IOhlcProvider provider, OhlcContext context)
{
if (context == null)
{
return;
}
var ohlc = AsyncContext.Run(() => provider.GetOhlcAsync(context));
bool success = true;
OhlcEntry ohlcEntryPrev = null;
foreach (var ohlcEntry in ohlc.OhlcData)
{
if (ohlcEntryPrev != null)
{
if (ohlcEntry.DateTimeUtc >= ohlcEntryPrev.DateTimeUtc)
{
success = false;
throw new InvalidOperationException("Time check is failed.");
}
}
ohlcEntryPrev = ohlcEntry;
}
Assert.True(success);
Assert.True(ohlc != null && ohlc.OhlcData.Count > 0);
OutputWriter.WriteLine("OHLC data:");
foreach (var entry in ohlc.OhlcData)
{
OutputWriter.WriteLine($"{entry.DateTimeUtc}: O {entry.Open}, H {entry.High}, L {entry.Low}, C {entry.Close}");
}
}
public static Task <ApiResponse <OhlcDataResponse> > GetOhlcAsync(IOhlcProvider provider, OhlcContext context)
{
return(ApiHelpers.WrapExceptionAsync(() => provider.GetOhlcAsync(context), nameof(GetOhlc), provider, context));
}
public static ApiResponse <OhlcDataResponse> GetOhlc(IOhlcProvider provider, OhlcContext context)
{
return(AsyncContext.Run(() => GetOhlcAsync(provider, context)));
}
public OhlcEntry(ObjectId seriesId, DateTime utcDateTime, IOhlcProvider primary, IOhlcProvider conversionProvider, Asset intermediary) : this(seriesId, utcDateTime, primary)
{
ConvertedProvider = conversionProvider;
ConvertedVia = intermediary;
}
