public void Test_GetQuotationsByMaxEndTime()
{
var context = new QuotationContext();
var providerTime = DateTimeOffset.Now.ToUnixTimeSeconds();
var arrivedTime = DateTime.Today.AddHours(10).AddMinutes(10).AddSeconds(10);
context.Add(new Quotation(_symbol, providerTime, arrivedTime.AddMilliseconds(-100))
{
Bid = 1
});
context.Add(new Quotation(_symbol, providerTime, arrivedTime.AddMilliseconds(20))
{
Bid = 2
});
context.Add(new Quotation(_symbol, providerTime, arrivedTime.AddMilliseconds(990))
{
Bid = 3
});
context.Add(new Quotation(_symbol, providerTime, arrivedTime.AddMilliseconds(1020))
{
Bid = 4
});
var actual = context.GetQuotationsByMaxEndTime(1, arrivedTime);
Assert.Equal(actual.Length, 2);
Assert.Equal(actual[0].Bid, 2);
Assert.Equal(actual[1].Bid, 3);
}
public bool TryGetPrice(QuotationContext context, OpenOrderInfo openOrder, Game game, out Quotation price)
{
if (game.Symbol == null)
{
throw new ArgumentNullException(nameof(game), "game.Symbol should not be null.");
}
var startDateTime = openOrder.ClientPostTime ?? openOrder.ArriveDateTime; //客户端提交时间。
var prices = context.GetQuotationsByMaxEndTime(game.Symbol.Id, startDateTime);
price = openOrder.Direction == Direction.Down ? prices.Max() : prices.Min();
return(price != null);
}
