public void PriceBar_Write_Works()
{
//Arrange
var priceBars = new PriceBars(10);
var priceBar1 = new PriceBar(DateTime.Now.Ticks, 1, 2, 3, 4);
var priceBar2 = new PriceBar();
priceBar2.Write(DateTime.Now.Ticks, 1, 2, 3, 4);
//Act
priceBars.Write(priceBar1.Timestamp, priceBar1.Open, priceBar1.High, priceBar1.Low, priceBar1.Close);
priceBars.Write(priceBar2.Timestamp, priceBar2.Open, priceBar2.High, priceBar2.Low, priceBar2.Close);
priceBars.Write(priceBar1.Timestamp, priceBar1.Open, priceBar1.High, priceBar1.Low, priceBar1.Close);
//Assert
Assert.AreEqual(3, priceBars.Length);
Assert.AreEqual(priceBars.Current.Timestamp, priceBar1.Timestamp);
Assert.AreEqual(priceBars.Current.Open, priceBar1.Open);
Assert.AreEqual(priceBars.Current.High, priceBar1.High);
Assert.AreEqual(priceBars.Current.Low, priceBar1.Low);
Assert.AreEqual(priceBars.Current.Close, priceBar1.Close);
Assert.AreEqual(priceBars.Current.Volume, 0);
Assert.AreEqual(priceBars.Previous.Timestamp, priceBar2.Timestamp);
Assert.AreEqual(priceBars.Previous.Open, priceBar2.Open);
Assert.AreEqual(priceBars.Previous.High, priceBar2.High);
Assert.AreEqual(priceBars.Previous.Low, priceBar2.Low);
Assert.AreEqual(priceBars.Previous.Close, priceBar2.Close);
Assert.AreEqual(priceBars.Previous.Volume, 0);
}
public void AddPrice(float open, float high, float low, float close, float volume = 0)
{
PriceBar priceBar = new PriceBar();
priceBar.Write(_timeStamper.Next, open, high, low, close, volume);
_priceBars.Add(priceBar);
}
public void HeikenAshiBar_Write_Works()
{
//Arrange
var haBars = new HeikenAshiBars(10);
haBars.BarUpdated += delegate(IHeikenAshiBar current) { };
var priceBar1 = new PriceBar(DateTime.Now.Ticks, 1, 2, 3, 4);
var priceBar2 = new PriceBar(DateTime.Now.Ticks, 2, 3, 4, 0);
var priceBar3 = new PriceBar();
priceBar3.Write(DateTime.Now.Ticks, 1, 2, 3, 4);
//Act
haBars.Write(priceBar2);
haBars.Write(priceBar1);
haBars.Write(priceBar3);
haBars.Write(priceBar1.Timestamp, priceBar1.Open, priceBar1.High, priceBar1.Low, priceBar1.Close);
//Assert
Assert.AreEqual(4, haBars.Length);
Assert.AreEqual(haBars.Current.Timestamp, priceBar1.Timestamp);
Assert.AreEqual(haBars.Previous.Timestamp, priceBar3.Timestamp);
}
public void CandlestickBar_Write_Works()
{
//Arrange
var CandlestickBars = new CandlestickBars(1000);
CandlestickBars.BarUpdated += delegate(ICandlestickBar current) { };
var priceBar1 = new PriceBar(DateTime.Now.Ticks, 2, 3, 4, 0);
var priceBar2 = new PriceBar();
var priceBar3 = new PriceBar(DateTime.Now.Ticks, 1, 2, 3, 4);
priceBar2.Write(DateTime.Now.Ticks, priceBar3.Open, priceBar3.High, priceBar3.Low, priceBar3.Close);
//Act
CandlestickBars.Write(priceBar1);
CandlestickBars.Write(priceBar3);
CandlestickBars.Write(priceBar2);
CandlestickBars.Write(priceBar3.Timestamp, priceBar3.Open, priceBar3.High, priceBar3.Low, priceBar3.Close);
//Assert
Assert.AreEqual(4, CandlestickBars.Length);
Assert.AreEqual(CandlestickBars.Current.Timestamp, priceBar3.Timestamp);
Assert.AreEqual(CandlestickBars.Previous.Timestamp, priceBar2.Timestamp);
}
