public void NoRisingWickoKissLimit()
{
var feed = new WickoFeed(
Symbol.EURUSD, 10000.0, RateToUse.BidRate);
var wickos = new List <Wicko>();
feed.OnWicko += (s, e) => wickos.Add(e.Wicko);
feed.HandleTick(new Tick {
BidRate = 10.0
});
feed.HandleTick(new Tick {
BidRate = 11.0
});
Assert.AreEqual(wickos.Count, 0);
var openWicko = feed.OpenWicko;
Assert.AreEqual(openWicko.OpenRate, 10.0);
Assert.AreEqual(openWicko.HighRate, 11.0);
Assert.AreEqual(openWicko.LowRate, 10.0);
Assert.AreEqual(openWicko.CloseRate, 11.0);
}
public void ThreeRisingGapWickos()
{
var feed = new WickoFeed(
Symbol.EURUSD, 10000.0, RateToUse.BidRate);
var wickos = new List <Wicko>();
feed.OnWicko += (s, e) => wickos.Add(e.Wicko);
var tickOn1 = new DateTime(2016, 1, 1, 17, 0, 0, 0);
var tickOn2 = new DateTime(2016, 1, 1, 17, 0, 0, 1);
feed.HandleTick(new Tick {
TickOn = tickOn1, BidRate = 10.0
});
feed.HandleTick(new Tick {
TickOn = tickOn2, BidRate = 14.0
});
Assert.AreEqual(wickos.Count, 3);
Assert.AreEqual(wickos[0].OpenOn, tickOn1);
Assert.AreEqual(wickos[0].CloseOn, tickOn2);
Assert.AreEqual(wickos[0].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[0].OpenRate, 10.0);
Assert.AreEqual(wickos[0].HighRate, 11.0);
Assert.AreEqual(wickos[0].LowRate, 10.0);
Assert.AreEqual(wickos[0].CloseRate, 11.0);
Assert.AreEqual(wickos[0].Trend, Trend.Rising);
Assert.AreEqual(wickos[0].Spread, 1.0);
Assert.AreEqual(wickos[1].OpenOn, tickOn2);
Assert.AreEqual(wickos[1].CloseOn, tickOn2);
Assert.AreEqual(wickos[1].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[1].OpenRate, 11.0);
Assert.AreEqual(wickos[1].HighRate, 12.0);
Assert.AreEqual(wickos[1].LowRate, 11.0);
Assert.AreEqual(wickos[1].CloseRate, 12.0);
Assert.AreEqual(wickos[1].Trend, Trend.Rising);
Assert.AreEqual(wickos[1].Spread, 1.0);
Assert.AreEqual(wickos[2].OpenOn, tickOn2);
Assert.AreEqual(wickos[2].CloseOn, tickOn2);
Assert.AreEqual(wickos[2].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[2].OpenRate, 12.0);
Assert.AreEqual(wickos[2].HighRate, 13.0);
Assert.AreEqual(wickos[2].LowRate, 12.0);
Assert.AreEqual(wickos[2].CloseRate, 13.0);
Assert.AreEqual(wickos[2].Trend, Trend.Rising);
Assert.AreEqual(wickos[2].Spread, 1.0);
var openWicko = feed.OpenWicko;
Assert.AreEqual(openWicko.OpenOn, tickOn2);
Assert.AreEqual(openWicko.CloseOn, tickOn2);
Assert.AreEqual(openWicko.OpenRate, 13.0);
Assert.AreEqual(openWicko.HighRate, 14.0);
Assert.AreEqual(openWicko.LowRate, 13.0);
Assert.AreEqual(openWicko.CloseRate, 14.0);
}
private void LoadWickos(Symbol symbol)
{
Series.Clear();
var feed = new WickoFeed(symbol, 1.0, RateToUse.BidRate);
var wickos = new List <Wicko>();
feed.OnWicko += (s, e) => wickos.Add(e.Wicko);
foreach (var tick in GetTicks(symbol))
{
feed.HandleTick(tick);
}
foreach (var wicko in wickos)
{
Series.Append(wicko.CloseOn, wicko.OpenRate,
wicko.HighRate, wicko.LowRate, wicko.CloseRate,
new Metadata(wicko.OpenOn));
}
Series.InvalidateParentSurface(RangeMode.ZoomToFit);
}
public void TwoRisingThenThreeFallingGapWickos()
{
var feed = new WickoFeed(
Symbol.EURUSD, 10000.0, RateToUse.BidRate);
var wickos = new List <Wicko>();
feed.OnWicko += (s, e) => wickos.Add(e.Wicko);
feed.HandleTick(new Tick {
BidRate = 10.0
});
feed.HandleTick(new Tick {
BidRate = 9.6
});
feed.HandleTick(new Tick {
BidRate = 10.5
});
feed.HandleTick(new Tick {
BidRate = 11.1
});
feed.HandleTick(new Tick {
BidRate = 11.0
});
feed.HandleTick(new Tick {
BidRate = 10.7
});
feed.HandleTick(new Tick {
BidRate = 11.6
});
feed.HandleTick(new Tick {
BidRate = 12.3
});
feed.HandleTick(new Tick {
BidRate = 12.3
});
feed.HandleTick(new Tick {
BidRate = 12.4
});
feed.HandleTick(new Tick {
BidRate = 11.5
});
feed.HandleTick(new Tick {
BidRate = 7.9
});
Assert.AreEqual(wickos.Count, 5);
Assert.AreEqual(wickos[0].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[0].OpenRate, 10.0);
Assert.AreEqual(wickos[0].HighRate, 11.0);
Assert.AreEqual(wickos[0].LowRate, 9.6);
Assert.AreEqual(wickos[0].CloseRate, 11.0);
Assert.AreEqual(wickos[0].Trend, Trend.Rising);
Assert.AreEqual(wickos[0].Spread, 1.0);
Assert.AreEqual(wickos[1].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[1].OpenRate, 11.0);
Assert.AreEqual(wickos[1].HighRate, 12.0);
Assert.AreEqual(wickos[1].LowRate, 10.7);
Assert.AreEqual(wickos[1].CloseRate, 12.0);
Assert.AreEqual(wickos[1].Trend, Trend.Rising);
Assert.AreEqual(wickos[1].Spread, 1.0);
Assert.AreEqual(wickos[2].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[2].OpenRate, 11.0);
Assert.AreEqual(wickos[2].HighRate, 12.4);
Assert.AreEqual(wickos[2].LowRate, 10.0);
Assert.AreEqual(wickos[2].CloseRate, 10.0);
Assert.AreEqual(wickos[2].Trend, Trend.Falling);
Assert.AreEqual(wickos[2].Spread, 1.0);
Assert.AreEqual(wickos[3].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[3].OpenRate, 10.0);
Assert.AreEqual(wickos[3].HighRate, 10.0);
Assert.AreEqual(wickos[3].LowRate, 9.0);
Assert.AreEqual(wickos[3].CloseRate, 9.0);
Assert.AreEqual(wickos[3].Trend, Trend.Falling);
Assert.AreEqual(wickos[3].Spread, 1.0);
Assert.AreEqual(wickos[4].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[4].OpenRate, 9.0);
Assert.AreEqual(wickos[4].HighRate, 9.0);
Assert.AreEqual(wickos[4].LowRate, 8.0);
Assert.AreEqual(wickos[4].CloseRate, 8.0);
Assert.AreEqual(wickos[4].Trend, Trend.Falling);
Assert.AreEqual(wickos[4].Spread, 1.0);
var openWicko = feed.OpenWicko;
Assert.AreEqual(openWicko.OpenRate, 8.0);
Assert.AreEqual(openWicko.HighRate, 8.0);
Assert.AreEqual(openWicko.LowRate, 7.9);
Assert.AreEqual(openWicko.CloseRate, 7.9);
}
public void TwoFallingThenOneRisingWickos()
{
var feed = new WickoFeed(
Symbol.EURUSD, 10000.0, RateToUse.BidRate);
var wickos = new List <Wicko>();
feed.OnWicko += (s, e) => wickos.Add(e.Wicko);
feed.HandleTick(new Tick {
BidRate = 10.0
});
feed.HandleTick(new Tick {
BidRate = 10.5
});
feed.HandleTick(new Tick {
BidRate = 9.5
});
feed.HandleTick(new Tick {
BidRate = 8.9
});
feed.HandleTick(new Tick {
BidRate = 9.1
});
feed.HandleTick(new Tick {
BidRate = 9.2
});
feed.HandleTick(new Tick {
BidRate = 8.5
});
feed.HandleTick(new Tick {
BidRate = 7.8
});
feed.HandleTick(new Tick {
BidRate = 7.6
});
feed.HandleTick(new Tick {
BidRate = 8.5
});
feed.HandleTick(new Tick {
BidRate = 9.2
});
feed.HandleTick(new Tick {
BidRate = 10.1
});
Assert.AreEqual(wickos.Count, 3);
Assert.AreEqual(wickos[0].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[0].OpenRate, 10.0);
Assert.AreEqual(wickos[0].HighRate, 10.5);
Assert.AreEqual(wickos[0].LowRate, 9.0);
Assert.AreEqual(wickos[0].CloseRate, 9.0);
Assert.AreEqual(wickos[0].Trend, Trend.Falling);
Assert.AreEqual(wickos[0].Spread, 1.0);
Assert.AreEqual(wickos[1].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[1].OpenRate, 9.0);
Assert.AreEqual(wickos[1].HighRate, 9.2);
Assert.AreEqual(wickos[1].LowRate, 8.0);
Assert.AreEqual(wickos[1].CloseRate, 8.0);
Assert.AreEqual(wickos[1].Trend, Trend.Falling);
Assert.AreEqual(wickos[1].Spread, 1.0);
Assert.AreEqual(wickos[2].Symbol, Symbol.EURUSD);
Assert.AreEqual(wickos[2].OpenRate, 9.0);
Assert.AreEqual(wickos[2].HighRate, 10.0);
Assert.AreEqual(wickos[2].LowRate, 7.6);
Assert.AreEqual(wickos[2].CloseRate, 10.0);
Assert.AreEqual(wickos[2].Trend, Trend.Rising);
Assert.AreEqual(wickos[2].Spread, 1.0);
var openWicko = feed.OpenWicko;
Assert.AreEqual(openWicko.OpenRate, 10.0);
Assert.AreEqual(openWicko.HighRate, 10.1);
Assert.AreEqual(openWicko.LowRate, 10.0);
Assert.AreEqual(openWicko.CloseRate, 10.1);
}
