AppMDManager createManager_updateRTBarSeriesActions_cont_negative(DateTime dt1, DateTime dt2)
{
RTDataBar currentCompleteBar = null;
Series <DateTime, MarketDataElement> series = null;
series = addMarketDataElementWithTimeOnlyToSeries(dt1, series);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.currentCompleteRTBar = currentCompleteBar;
appMDManager.currentTempRTBar = null;
appMDManager.setTimeBarSeries(series);
return(appMDManager);
}
public static MarketDataElement convertBarToMarketDataElement(RTDataBar bar)
{
double h = bar.high;
double l = bar.low;
double o = bar.open;
double c = bar.close;
double vol = bar.volume;
DateTime time = bar.time;
MarketDataElement currentHsiData = createHLOC(time, "HLOC", "HSI", "FUT");
currentHsiData.volume = vol;
currentHsiData.time = time;
MarketDataUtil.setHLOC(currentHsiData, h, l, o, c);
return(currentHsiData);
}
public void test_updatePreMergeRTBarSeries()
{
DateTime validTime = new DateTime(2015, 10, 21, 9, 23, 0, DateTimeKind.Local);
DateTime invalidTime = new DateTime(2015, 10, 21, 9, 22, 0, DateTimeKind.Local);
//[Test : merge sucess]
RTDataBar RTBar = new RTDataBar();
RTBar.high = 20200;
RTBar.open = 20100;
RTBar.low = 20000;
RTBar.close = 20150;
RTBar.volume = 99999;
RTBar.time = validTime;
IAppRTBSynchronizer synchronizer = getSynchronizer_for_updatePreMergeRTBarSeries();
synchronizer.setIsDataMerged(false);
synchronizer.updatePreMergeRTBarSeries(RTBar);
Assert.AreEqual(4, synchronizer.preMergeRTBarSeries.KeyCount);
//[Test : merge unsucess, the time of real time bar is already in the sereise]
RTBar = new RTDataBar();
RTBar.high = 20200;
RTBar.open = 20100;
RTBar.low = 20000;
RTBar.close = 20150;
RTBar.volume = 99999;
RTBar.time = invalidTime;
synchronizer = getSynchronizer_for_updatePreMergeRTBarSeries();
synchronizer.setIsDataMerged(false);
synchronizer.updatePreMergeRTBarSeries(RTBar);
Assert.AreEqual(3, synchronizer.preMergeRTBarSeries.KeyCount);
//[Test : merge unsucess, the isDataMerged flag is already set to ture]
RTBar = new RTDataBar();
RTBar.high = 20200;
RTBar.open = 20100;
RTBar.low = 20000;
RTBar.close = 20150;
RTBar.volume = 99999;
RTBar.time = validTime;
synchronizer = getSynchronizer_for_updatePreMergeRTBarSeries();
synchronizer.setIsDataMerged(true);
synchronizer.updatePreMergeRTBarSeries(RTBar);
Assert.AreEqual(3, synchronizer.preMergeRTBarSeries.KeyCount);
}
AppMDManager createManager_updateRTBarSeriesActions_init(DateTime dt)
{
RTDataBar currentCompleteBar = new RTDataBar();
currentCompleteBar.time = dt;
currentCompleteBar.open = 20100;
currentCompleteBar.close = 20100;
currentCompleteBar.high = 20200;
currentCompleteBar.low = 20000;
currentCompleteBar.volume = 500;
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.currentCompleteRTBar = currentCompleteBar;
appMDManager.currentTempRTBar = null;
return(appMDManager);
}
public void test_convertBarToMarketDataElement()
{
RTDataBar RTBar = new RTDataBar();
RTBar.high = 20200;
RTBar.open = 20100;
RTBar.low = 20000;
RTBar.close = 20150;
RTBar.volume = 99999;
RTBar.time = new DateTime(2015, 10, 21, 9, 49, 0);
MarketDataElement element = MarketDataUtil.convertBarToMarketDataElement(RTBar);
Assert.AreEqual(RTBar.high, element.high);
Assert.AreEqual(RTBar.low, element.low);
Assert.AreEqual(RTBar.open, element.open);
Assert.AreEqual(RTBar.close, element.close);
Assert.AreEqual(RTBar.volume, element.volume);
Assert.AreEqual(RTBar.time, element.time);
}
AppMDManager createManager_updateRTBarSeriesActions_cont(DateTime dt1, DateTime dt2)
{
RTDataBar currentCompleteBar = new RTDataBar();
currentCompleteBar.time = dt2;
currentCompleteBar.open = 20100;
currentCompleteBar.close = 20100;
currentCompleteBar.high = 20200;
currentCompleteBar.low = 20000;
currentCompleteBar.volume = 500;
Series <DateTime, MarketDataElement> series = null;
series = addMarketDataElementWithTimeOnlyToSeries(dt1, series);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.currentCompleteRTBar = currentCompleteBar;
appMDManager.currentTempRTBar = null;
appMDManager.setTimeBarSeries(series);
return(appMDManager);
}
