public void OHLCBar_Write_Works()
{
//Arrange
var ohlcBars = new OHLCBars(10);
var ohlcBar1 = new OHLCBar(DateTime.Now.Ticks, 1, 2, 3, 4);
var ohlcBar2 = new OHLCBar(DateTime.Now.Ticks, 1, 2, 3, 4);
//Act
ohlcBars.Write(ohlcBar1.Timestamp, ohlcBar1.Open, ohlcBar1.High, ohlcBar1.Low, ohlcBar1.Close);
ohlcBars.Write(ohlcBar2.Timestamp, ohlcBar2.Open, ohlcBar2.High, ohlcBar2.Low, ohlcBar2.Close);
ohlcBars.Write(ohlcBar1.Timestamp, ohlcBar1.Open, ohlcBar1.High, ohlcBar1.Low, ohlcBar1.Close);
//Assert
Assert.AreEqual(3, ohlcBars.Length);
Assert.AreEqual(ohlcBars.Current.Timestamp, ohlcBar1.Timestamp);
Assert.AreEqual(ohlcBars.Current.Open, ohlcBar1.Open);
Assert.AreEqual(ohlcBars.Current.High, ohlcBar1.High);
Assert.AreEqual(ohlcBars.Current.Low, ohlcBar1.Low);
Assert.AreEqual(ohlcBars.Current.Close, ohlcBar1.Close);
Assert.AreEqual(ohlcBars.Previous.Timestamp, ohlcBar2.Timestamp);
Assert.AreEqual(ohlcBars.Previous.Open, ohlcBar2.Open);
Assert.AreEqual(ohlcBars.Previous.High, ohlcBar2.High);
Assert.AreEqual(ohlcBars.Previous.Low, ohlcBar2.Low);
Assert.AreEqual(ohlcBars.Previous.Close, ohlcBar2.Close);
}
public void OHLCBar_Persistence_Works()
{
//Arrange
var destinationFile = Path.Combine(Path.GetTempPath(), Path.GetRandomFileName());
var filePersistence = new FilePersistenceService();
var fileWriter = filePersistence.CreateFileWriter(destinationFile);
var ohlcBars = new OHLCBars(100, fileWriter);
//Action
ohlcBars.Write(DateTime.Now.Ticks, 1, 2, 3, 4);
fileWriter.Close();
//Assert
Assert.IsTrue(File.Exists(destinationFile));
Assert.IsTrue(new FileInfo(destinationFile).Length > 0);
}
